Add TsFile (converted from algoplexity/computational-phase-transitions-data)
Browse files- .gitattributes +6 -0
- README.md +79 -0
- computational_phase_transitions_data_test.tsfile +3 -0
- computational_phase_transitions_data_train.tsfile +3 -0
- computational_phase_transitions_data_train_1.tsfile +3 -0
- computational_phase_transitions_data_train_2.tsfile +3 -0
- computational_phase_transitions_data_train_3.tsfile +3 -0
- computational_phase_transitions_data_train_4.tsfile +3 -0
- computational_phase_transitions_data_train_5.tsfile +0 -0
.gitattributes
CHANGED
|
@@ -58,3 +58,9 @@ saved_model/**/* filter=lfs diff=lfs merge=lfs -text
|
|
| 58 |
# Video files - compressed
|
| 59 |
*.mp4 filter=lfs diff=lfs merge=lfs -text
|
| 60 |
*.webm filter=lfs diff=lfs merge=lfs -text
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 58 |
# Video files - compressed
|
| 59 |
*.mp4 filter=lfs diff=lfs merge=lfs -text
|
| 60 |
*.webm filter=lfs diff=lfs merge=lfs -text
|
| 61 |
+
computational_phase_transitions_data_test.tsfile filter=lfs diff=lfs merge=lfs -text
|
| 62 |
+
computational_phase_transitions_data_train.tsfile filter=lfs diff=lfs merge=lfs -text
|
| 63 |
+
computational_phase_transitions_data_train_1.tsfile filter=lfs diff=lfs merge=lfs -text
|
| 64 |
+
computational_phase_transitions_data_train_2.tsfile filter=lfs diff=lfs merge=lfs -text
|
| 65 |
+
computational_phase_transitions_data_train_3.tsfile filter=lfs diff=lfs merge=lfs -text
|
| 66 |
+
computational_phase_transitions_data_train_4.tsfile filter=lfs diff=lfs merge=lfs -text
|
README.md
ADDED
|
@@ -0,0 +1,79 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
---
|
| 2 |
+
license: mit
|
| 3 |
+
task_categories:
|
| 4 |
+
- time-series-forecasting
|
| 5 |
+
- tabular-classification
|
| 6 |
+
tags:
|
| 7 |
+
- tsfile
|
| 8 |
+
- timeseries
|
| 9 |
+
- time-series
|
| 10 |
+
- finance
|
| 11 |
+
- econophysics
|
| 12 |
+
- algorithmic-information-theory
|
| 13 |
+
- structural-breaks
|
| 14 |
+
- anomaly-detection
|
| 15 |
+
- format:tsfile
|
| 16 |
+
pretty_name: Computational Phase Transitions (TsFile)
|
| 17 |
+
size_categories:
|
| 18 |
+
- 10M<n<100M
|
| 19 |
+
---
|
| 20 |
+
|
| 21 |
+
# Financial Structural Breaks & Regime Detection Benchmark (TsFile)
|
| 22 |
+
|
| 23 |
+
Apache TsFile version of [`algoplexity/computational-phase-transitions-data`](https://huggingface.co/datasets/algoplexity/computational-phase-transitions-data).
|
| 24 |
+
|
| 25 |
+
## Overview
|
| 26 |
+
|
| 27 |
+
Large-scale collection of non-stationary, continuous financial time series as an
|
| 28 |
+
immutable data artifact for the Algoplexity research program into Algorithmic
|
| 29 |
+
Information Dynamics (AID) in financial markets. Each `id` is a trajectory — an
|
| 30 |
+
ordered sequence of `(time, value)` pairs under a time-varying control parameter
|
| 31 |
+
`period` — with a per-trajectory boolean label `structural_breakpoint` (whether
|
| 32 |
+
the trajectory exhibits a structural/phase break). The source is split into
|
| 33 |
+
`train` and a reduced `test` set; that split is preserved. Because the train
|
| 34 |
+
split is very large (23.7M rows), it is stored as six sharded files
|
| 35 |
+
(`*_train.tsfile`, `*_train_1.tsfile`, …, `*_train_5.tsfile`) that together form
|
| 36 |
+
one logical table.
|
| 37 |
+
|
| 38 |
+
## Schema (TsFile structure)
|
| 39 |
+
|
| 40 |
+
- **Time** (INT64, milliseconds) — the step index within each trajectory (not
|
| 41 |
+
wall-clock time).
|
| 42 |
+
- **id** (TAG) — the trajectory identifier.
|
| 43 |
+
- **structural_breakpoint** (TAG) — the per-trajectory label (True/False).
|
| 44 |
+
- **period** (FIELD, INT64) — the time-varying control parameter.
|
| 45 |
+
- **value** (FIELD, FLOAT) — the trajectory value.
|
| 46 |
+
|
| 47 |
+
## Usage
|
| 48 |
+
|
| 49 |
+
Install the Apache TsFile Python SDK (`pip install tsfile`) and read a converted file:
|
| 50 |
+
|
| 51 |
+
```python
|
| 52 |
+
from pathlib import Path
|
| 53 |
+
from tsfile import TsFileReader
|
| 54 |
+
|
| 55 |
+
path = Path("computational_phase_transitions_data_test.tsfile")
|
| 56 |
+
with TsFileReader(str(path)) as reader:
|
| 57 |
+
schemas = reader.get_all_table_schemas()
|
| 58 |
+
print("tables:", list(schemas))
|
| 59 |
+
table_name = next(iter(schemas))
|
| 60 |
+
table = schemas[table_name]
|
| 61 |
+
columns = [column.get_column_name() for column in table.get_columns()]
|
| 62 |
+
print("columns:", columns)
|
| 63 |
+
field_names = [
|
| 64 |
+
column.get_column_name()
|
| 65 |
+
for column in table.get_columns()
|
| 66 |
+
if column.get_column_name() not in {"Time", "time"}
|
| 67 |
+
]
|
| 68 |
+
if field_names:
|
| 69 |
+
with reader.query_table(table_name, field_names[:3], batch_size=1024) as result:
|
| 70 |
+
batch = result.read_arrow_batch()
|
| 71 |
+
if batch is not None:
|
| 72 |
+
print(batch.to_pandas().head())
|
| 73 |
+
```
|
| 74 |
+
|
| 75 |
+
## Source & license
|
| 76 |
+
|
| 77 |
+
- Original dataset: https://huggingface.co/datasets/algoplexity/computational-phase-transitions-data
|
| 78 |
+
- Author / publisher: algoplexity
|
| 79 |
+
- License: MIT
|
computational_phase_transitions_data_test.tsfile
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:daf381e1d253c506be9a60355d68bbebc786a7f56e4c53b3661b1696ec78aa00
|
| 3 |
+
size 1111953
|
computational_phase_transitions_data_train.tsfile
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f28d49ad899fcb1271a1299bc592e88379152025996bc831246a797f81e4c880
|
| 3 |
+
size 21293224
|
computational_phase_transitions_data_train_1.tsfile
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:32e54273b10d00d5a4258b2f8797c30815a596b07ca6c4fce60b27f7788778c0
|
| 3 |
+
size 21167958
|
computational_phase_transitions_data_train_2.tsfile
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:8ca07c7b1ebca44507f8c4c3a890c98f2f6edcb398252719f1262959901b74cb
|
| 3 |
+
size 21404669
|
computational_phase_transitions_data_train_3.tsfile
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:07843bf4588f636c7ee653b7037a2fc310bb35b06e3836cfcfea41ef7b9358f6
|
| 3 |
+
size 21327520
|
computational_phase_transitions_data_train_4.tsfile
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:bc4925bee01f3fab6a83bb19dd1d6625022d53b3cbebdb13399f9ea07d1b4446
|
| 3 |
+
size 21353874
|
computational_phase_transitions_data_train_5.tsfile
ADDED
|
Binary file (13.2 kB). View file
|
|
|