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Stock Prediction Dataset
This dataset contains preprocessed stock market data for training stock return prediction models.
Contents
data/all_complete_dataset.h5- Main features dataset (HDF5)- ~4000 stocks
- 20+ years of daily data
- Technical indicators, fundamentals, news sentiment
data/actual_prices.h5- Price data for backtesting- Split-adjusted close prices
checkpoints/walk_forward/- Pre-trained model checkpoints- 6-fold walk-forward validated models
- Transformer-based architecture
Usage
from huggingface_hub import hf_hub_download
# Download the main dataset
hf_hub_download(
repo_id="JamesBedichek/stock-prediction-data",
filename="data/all_complete_dataset.h5",
repo_type="dataset",
local_dir="."
)
Or use the provided download script:
python scripts/download_data.py --repo-id JamesBedichek/stock-prediction-data
License
MIT
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