Datasets:

AlphaDojo
/

dojo_sector_precomputed

level1_id large_stringclasses 11 values	level2_id large_stringclasses 42 values	level3_id large_stringclasses 125 values	market large_stringclasses 3 values	ticker large_stringlengths 1 9 ⌀	role large_stringclasses 2 values	market_cap float64 116k 5,147B ⌀	pe float64 0.01 44.2k ⌀
1	2	3	sh	000100.SZ	secondary	104,420,329,483.93999	16.77
1	2	3	sh	000711.SZ	secondary	13,790,146,781.41	370.68
1	2	3	sh	000925.SZ	secondary	5,221,575,303.76	null
1	2	3	sh	001269.SZ	primary	3,492,284,442.9	null
1	2	3	sh	002119.SZ	primary	10,631,795,720	104.37
1	2	3	sh	002129.SZ	primary	39,177,791,840.369995	null
1	2	3	sh	002149.SZ	secondary	18,566,788,840.22	504.71
1	2	3	sh	002245.SZ	secondary	35,074,917,260.76	44.79
1	2	3	sh	002407.SZ	secondary	40,331,855,437.72	26.85
1	2	3	sh	002409.SZ	primary	81,526,411,241.40001	76.42
1	2	3	sh	002428.SZ	secondary	57,363,529,600	1,574.69
1	2	3	sh	002436.SZ	secondary	65,794,363,623.73	877.51
1	2	3	sh	002549.SZ	secondary	10,298,102,413.81	239.89
1	2	3	sh	002916.SZ	secondary	256,956,474,631.85	75.55
1	2	3	sh	002971.SZ	secondary	9,960,456,250	138
1	2	3	sh	003026.SZ	primary	6,515,533,985.000001	117.62
1	2	3	sh	003031.SZ	primary	58,230,924,096.899994	75.31
1	2	3	sh	300037.SZ	secondary	50,661,167,961.6	26.36
1	2	3	sh	300054.SZ	primary	74,277,916,423.52	74
1	2	3	sh	300102.SZ	secondary	17,302,276,624.4	145.93
1	2	3	sh	300236.SZ	primary	32,453,855,764.68	78.25
1	2	3	sh	300263.SZ	secondary	11,498,920,015.22	44.57
1	2	3	sh	300283.SZ	secondary	8,210,080,227.44	36.46
1	2	3	sh	300316.SZ	secondary	53,298,025,537.9	129.94
1	2	3	sh	300323.SZ	primary	21,764,413,867.77	107.38
1	2	3	sh	300346.SZ	primary	46,093,253,861.07	92.78
1	2	3	sh	300395.SZ	secondary	51,337,249,557.3	89.3
1	2	3	sh	300398.SZ	secondary	23,707,682,867.500004	45.17
1	2	3	sh	300408.SZ	secondary	227,808,947,496.59998	72.01
1	2	3	sh	300429.SZ	secondary	6,803,622,180.25	null
1	2	3	sh	300489.SZ	secondary	34,749,102,977.85	564.74
1	2	3	sh	300537.SZ	secondary	4,575,899,592.42	152.59
1	2	3	sh	300554.SZ	primary	2,373,316,570.06	null
1	2	3	sh	300576.SZ	secondary	13,652,740,774.86	127.13
1	2	3	sh	300655.SZ	primary	17,327,515,123.98	647.34
1	2	3	sh	300666.SZ	primary	77,862,481,357.62	92.81
1	2	3	sh	300689.SZ	secondary	7,629,600,000	null
1	2	3	sh	300700.SZ	secondary	7,281,508,613.82	738.74
1	2	3	sh	300706.SZ	primary	9,086,278,174.82	129.6
1	2	3	sh	300842.SZ	secondary	9,527,445,545.94	164.24
1	2	3	sh	300936.SZ	secondary	6,050,592,000	null
1	2	3	sh	301286.SZ	secondary	19,072,767,000	78.19
1	2	3	sh	301297.SZ	secondary	31,715,192,690	81.82
1	2	3	sh	301581.SZ	primary	2,898,400,000	88.61
1	2	3	sh	301611.SZ	primary	57,787,440,000	314.83
1	2	3	sh	301678.SZ	primary	12,456,884,284	314.79
1	2	3	sh	600206.SS	primary	40,338,266,269.799995	114.25
1	2	3	sh	600255.SS	secondary	5,562,932,621.400001	84.49
1	2	3	sh	600378.SS	secondary	67,118,680,228.6	54.48
1	2	3	sh	600666.SS	primary	9,326,965,965.66	null
1	2	3	sh	600703.SS	secondary	71,093,516,859.75	263.34
1	2	3	sh	603078.SS	primary	15,483,335,507.199999	134.51
1	2	3	sh	603379.SS	secondary	39,375,897,886.5	19.46
1	2	3	sh	603595.SS	secondary	6,461,896,662.8	67.89
1	2	3	sh	603650.SS	secondary	45,867,377,116.5	62.9
1	2	3	sh	603688.SS	secondary	31,038,165,959.699997	211.03
1	2	3	sh	603690.SS	secondary	10,753,636,140	null
1	2	3	sh	603806.SS	secondary	38,478,999,104.5	30.85
1	2	3	sh	603938.SS	secondary	18,840,430,232.280003	121.24
1	2	3	sh	605358.SS	primary	40,918,844,775.270004	1,415.95
1	2	3	sh	605588.SS	secondary	3,671,101,598.1	null
1	2	3	sh	605589.SS	secondary	40,829,781,143.520004	57.56
1	2	3	sh	688019.SS	primary	64,380,438,345	77.5
1	2	3	sh	688035.SS	secondary	10,710,672,000	77.81
1	2	3	sh	688079.SS	secondary	8,053,937,149.679999	null
1	2	3	sh	688106.SS	secondary	20,280,379,557.440002	1,041.28
1	2	3	sh	688126.SS	primary	102,587,926,118.72	null
1	2	3	sh	688138.SS	primary	13,001,240,000	58.36
1	2	3	sh	688146.SS	primary	132,538,235,367.75	327.14
1	2	3	sh	688181.SS	secondary	6,266,840,043.6	63.31
1	2	3	sh	688199.SS	secondary	4,167,724,438.35	102.3
1	2	3	sh	688233.SS	primary	24,673,895,031.68	242.99
1	2	3	sh	688234.SS	primary	62,918,025,567.520004	null
1	2	3	sh	688268.SS	primary	25,401,064,639.72	187.45
1	2	3	sh	688300.SS	secondary	40,158,740,988.9	140.15
1	2	3	sh	688379.SS	secondary	5,703,462,588.05	38.48
1	2	3	sh	688401.SS	primary	14,425,807,463.37	52.86
1	2	3	sh	688432.SS	primary	51,837,515,032.68	258.26
1	2	3	sh	688456.SS	secondary	10,308,987,000	85.08
1	2	3	sh	688530.SS	primary	10,948,666,409.84	67.28
1	2	3	sh	688535.SS	primary	19,611,351,964	362.44
1	2	3	sh	688545.SS	secondary	35,434,800,000	138.37
1	2	3	sh	688548.SS	primary	53,963,399,508.9	146.98
1	2	3	sh	688549.SS	primary	39,162,586,760	1,535.37
1	2	3	sh	688550.SS	secondary	9,086,875,466.76	52.04
1	2	3	sh	688584.SS	primary	26,352,912,961.760002	524.93
1	2	3	sh	688596.SS	secondary	17,833,221,401.73	null
1	2	3	sh	688603.SS	secondary	16,089,463,596	134.35
1	2	3	sh	688720.SS	primary	10,694,031,943.2	283.92
1	2	3	sh	688721.SS	primary	6,924,645,000	169.47
1	2	3	sh	688727.SS	primary	25,054,060,896	244.91
1	2	3	sh	688733.SS	secondary	6,672,491,346	3,978.34
1	2	3	sh	688783.SS	primary	181,862,512,000	null
1	2	3	hk	0243.HK	primary	148,990,928.76	2.27
1	2	3	hk	0757.HK	secondary	189,454,954.581	null
1	2	3	hk	2577.HK	secondary	45,004,650,114.54	null
1	2	3	hk	2631.HK	primary	37,412,551,596.8	null
1	2	3	hk	2658.HK	primary	17,830,794,288.74	null
1	2	3	hk	2726.HK	primary	44,728,963,531	3,398.39
1	2	3	hk	8490.HK	primary	87,482,000	null

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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 and positive market cap from dojo_quote.

Input Datasets

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