meta dict | catalysts listlengths 128 128 |
|---|---|
{
"dataset": "Astock-eval",
"market": "CN",
"source": "JinanZou/Astock",
"horizon_days": 5,
"split_role": "eval",
"label_rule": "binary: positive if 5d-ret>=+0.55%, negative if <=-0.5%, drop (-0.5%,+0.55%) [StockNet deadband]"
} | [
{
"catalyst_id": "astock_000011.SZ_2020-08-14",
"stock_id": "000011.SZ",
"catalyst_type": "rating",
"decision_time": "2020-08-14T16:26:00",
"resolve_date": "2020-08-21T00:00:00",
"outcome": "negative",
"fwd_ret": -0.111149,
"horizon_days": 5
},
{
"catalyst_id": "astock_000062... |
{
"dataset": "CMIN-US_ood-eval",
"market": "US",
"source": "BigRoddy/CMIN-Dataset",
"horizon_days": 5,
"split_role": "eval",
"label_rule": "binary: positive if 5d-ret>=+0.55%, negative if <=-0.5%, drop (-0.5%,+0.55%) [StockNet deadband]"
} | [
{
"catalyst_id": "CMIN-US_AAPL.US_2021-06-03",
"stock_id": "AAPL.US",
"catalyst_type": "large_move",
"decision_time": "2021-06-03T00:00:00",
"resolve_date": "2021-06-10T00:00:00",
"outcome": "positive",
"fwd_ret": 0.020803,
"horizon_days": 5
},
{
"catalyst_id": "CMIN-US_AAPL.... |
{
"dataset": "CSMD_ood-eval",
"market": "CN",
"source": "CSMD-LightQuant (CSMD50+CSMD300)",
"horizon_days": 5,
"split_role": "eval",
"label_rule": "binary: positive if 5d-ret>=+0.55%, negative if <=-0.5%, drop (-0.5%,+0.55%) [StockNet deadband]"
} | [
{
"catalyst_id": "CSMD_000100.SZ_2024-05-29",
"stock_id": "000100.SZ",
"catalyst_type": "rating",
"decision_time": "2024-05-29T00:00:00",
"resolve_date": "2024-06-05T00:00:00",
"outcome": "positive",
"fwd_ret": 0.023148,
"horizon_days": 5
},
{
"catalyst_id": "CSMD_000100.SZ_2... |
{
"dataset": "EDT_ood-eval",
"market": "US",
"source": "TradeTheEvent ACL2021",
"horizon_days": 3,
"split_role": "eval",
"label_rule": "binary: positive if 3d-ret>=+0.55%, negative if <=-0.5%, drop (-0.5%,+0.55%) [StockNet deadband]"
} | [
{
"catalyst_id": "EDT_ACH_2021-02-04",
"stock_id": "ACH.US",
"catalyst_type": "large_move",
"decision_time": "2021-02-04T08:00:00",
"resolve_date": "2021-02-08T00:00:00",
"outcome": "positive",
"fwd_ret": 0.069393,
"horizon_days": 3
},
{
"catalyst_id": "EDT_ACR_2021-02-16",
... |
{
"dataset": "FinPURE-eval",
"market": "CN",
"source": null,
"horizon_days": 5,
"split_role": "eval",
"label_rule": "binary: positive if 5d-ret>=+0.55%, negative if <=-0.5%, drop (-0.5%,+0.55%) [StockNet deadband]"
} | [
{
"catalyst_id": "fresh_000008.SZ_2025-01-18",
"stock_id": "000008.SZ",
"catalyst_type": "earnings",
"decision_time": "2025-01-18T00:00:00",
"resolve_date": "2025-01-27T00:00:00",
"outcome": "negative",
"fwd_ret": -0.052632,
"horizon_days": 5
},
{
"catalyst_id": "fresh_000058... |
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