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license: apache-2.0
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> **Languages:** [简体中文](README_ZH.md) · [English](README.md)

# dojo_sector_precomputed — Precomputed Sector Analytics

## Overview

Derived sector analytics: L3 constituent snapshots, daily cap-weighted sector index levels, and per-constituent daily returns. Built offline from taxonomy, mappings, quotes, and stock K-lines.

## Files

| File | Description |
|------|-------------|
| `manifest.json` | Generation metadata: version, window start, row counts, latest trade dates |
| `constituents.parquet` | L3 constituent snapshot (cap, P/E) |
| `sector_daily.parquet` | Daily sector index and metrics (L1/L2/L3 scope) |
| `ticker_daily.parquet` | Constituent daily close and returns |

## Key Fields

### manifest.json

| Field | Description |
|-------|-------------|
| `version` | Schema version (currently `2`) |
| `generated_at` | UTC generation timestamp |
| `window_start` | Window start (default `2025-01-01`) |
| `latest_trade_date_by_market` | Latest session per market |
| `constituent_count` / `sector_daily_rows` / `ticker_daily_rows` | Row count summary |

### constituents.parquet

| Field | Description |
|-------|-------------|
| `level1_id` / `level2_id` / `level3_id` | Sector path IDs |
| `market` | `us`, `cn`, or `hk` |
| `ticker` | Constituent symbol |
| `role` | `primary` or `secondary` |
| `market_cap` | Snapshot market cap |
| `weighted_pe` | Stock P/E used in sector weighting |

### sector_daily.parquet

| Field | Description |
|-------|-------------|
| `trade_date` | Trade date |
| `scope` | `L1`, `L2`, or `L3` aggregation level |
| `market` | Market |
| `level1_id` / `level2_id` / `level3_id` | Sector IDs |
| `member_count` | Constituent count |
| `total_market_cap` | Aggregate cap |
| `weighted_pe` | Cap-weighted P/E |
| `index_level` | Cap-weighted index (base = 100) |
| `daily_return_pct` | Sector daily return (%) |

### ticker_daily.parquet

| Field | Description |
|-------|-------------|
| `ticker` | Stock symbol |
| `trade_date` | Trade date |
| `close` | Close price |
| `daily_return_pct` | Daily return (%) |
| `cumulative_return_pct` | Cumulative return since `window_start` (%) |

## Scale (reference)

See `manifest.json`. Typical sizes: constituents ~20k, sector_daily ~180k, ticker_daily ~4.6M rows.

## Index Method

- Daily returns are **cap-weighted** across constituents; index base level = 100.
- Constituents require valid daily bars in [dojo_stock_kline](https://huggingface.co/datasets/AlphaDojo/dojo_stock_kline) and positive market cap from [dojo_quote](https://huggingface.co/datasets/AlphaDojo/dojo_quote).

## Input Datasets

- [dojo_sector_info](https://huggingface.co/datasets/AlphaDojo/dojo_sector_info)
- [dojo_sector_symbol_relations](https://huggingface.co/datasets/AlphaDojo/dojo_sector_symbol_relations)
- [dojo_stock_kline](https://huggingface.co/datasets/AlphaDojo/dojo_stock_kline)
- [dojo_quote](https://huggingface.co/datasets/AlphaDojo/dojo_quote)