maddes8cht commited on
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Initial update:

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Add Readme.md
add stocks from preliminary v2
add stocks from european STOXX50 Index

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  1. .gitignore +27 -0
  2. LICENSE +11 -0
  3. README.md +172 -1
  4. Stock/A/A.days.valid.parquet +3 -0
  5. Stock/A/A.hours.valid.parquet +3 -0
  6. Stock/A/A.minutes.valid.parquet +3 -0
  7. Stock/AA/AA.days.valid.parquet +3 -0
  8. Stock/AA/AA.hours.valid.parquet +3 -0
  9. Stock/AA/AA.minutes.valid.parquet +3 -0
  10. Stock/AAL/AAL.days.valid.parquet +3 -0
  11. Stock/AAL/AAL.hours.valid.parquet +3 -0
  12. Stock/AAL/AAL.minutes.valid.parquet +3 -0
  13. Stock/AAP/AAP.days.valid.parquet +3 -0
  14. Stock/AAP/AAP.hours.valid.parquet +3 -0
  15. Stock/AAP/AAP.minutes.valid.parquet +3 -0
  16. Stock/AAPL/AAPL.days.valid.parquet +3 -0
  17. Stock/AAPL/AAPL.hours.valid.parquet +3 -0
  18. Stock/AAPL/AAPL.minutes.valid.parquet +3 -0
  19. Stock/ABBV/ABBV.days.valid.parquet +3 -0
  20. Stock/ABBV/ABBV.hours.valid.parquet +3 -0
  21. Stock/ABBV/ABBV.minutes.valid.parquet +3 -0
  22. Stock/ABI.BR/ABI.BR.days.valid.parquet +3 -0
  23. Stock/ABI.BR/ABI.BR.hours.valid.parquet +3 -0
  24. Stock/ABI.BR/ABI.BR.minutes.valid.parquet +3 -0
  25. Stock/ABNB/ABNB.days.valid.parquet +3 -0
  26. Stock/ABNB/ABNB.hours.valid.parquet +3 -0
  27. Stock/ABNB/ABNB.minutes.valid.parquet +3 -0
  28. Stock/ABT/ABT.days.valid.parquet +3 -0
  29. Stock/ABT/ABT.hours.valid.parquet +3 -0
  30. Stock/ABT/ABT.minutes.valid.parquet +3 -0
  31. Stock/ACB/ACB.days.valid.parquet +3 -0
  32. Stock/ACB/ACB.hours.valid.parquet +3 -0
  33. Stock/ACB/ACB.minutes.valid.parquet +3 -0
  34. Stock/ACN/ACN.days.valid.parquet +3 -0
  35. Stock/ACN/ACN.hours.valid.parquet +3 -0
  36. Stock/ACN/ACN.minutes.valid.parquet +3 -0
  37. Stock/AD.AS/AD.AS.days.valid.parquet +3 -0
  38. Stock/AD.AS/AD.AS.hours.valid.parquet +3 -0
  39. Stock/AD.AS/AD.AS.minutes.valid.parquet +3 -0
  40. Stock/ADBE/ADBE.days.valid.parquet +3 -0
  41. Stock/ADBE/ADBE.hours.valid.parquet +3 -0
  42. Stock/ADBE/ADBE.minutes.valid.parquet +3 -0
  43. Stock/ADC/ADC.days.valid.parquet +3 -0
  44. Stock/ADC/ADC.hours.valid.parquet +3 -0
  45. Stock/ADC/ADC.minutes.valid.parquet +3 -0
  46. Stock/ADI/ADI.days.valid.parquet +3 -0
  47. Stock/ADI/ADI.hours.valid.parquet +3 -0
  48. Stock/ADI/ADI.minutes.valid.parquet +3 -0
  49. Stock/ADM/ADM.days.valid.parquet +3 -0
  50. Stock/ADM/ADM.hours.valid.parquet +3 -0
.gitignore ADDED
@@ -0,0 +1,27 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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+ # Exclude temporary and working files
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+
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+ *.fetched.parquet
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+ *.test.parquet
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+ *.ufetch.parquet
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+ *.utest.parquet
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+ *.fail*.parquet
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+ *.ufail*.parquet
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+
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+
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+ # Include only valid parquet files
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+
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+ !\*.valid.parquet
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+
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+ # Other common ignores
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+
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+ *.log
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+ *.tmp
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+ *.bak
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+ *.cmd
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+ *config.yml
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+ validated_symbols.txt
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+ .DS_Store
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+ **pycache**/
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+ *.pyc
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+ .env
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+ logs/
LICENSE ADDED
@@ -0,0 +1,11 @@
 
 
 
 
 
 
 
 
 
 
 
 
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+ Custom License - Non-Commercial Research Use Only
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+
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+ This dataset contains historical financial time series data collected via the yfinance Python library, which retrieves public market data from Yahoo Finance.
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+
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+ These data remain the property of their respective original sources and are provided here strictly for non-commercial research and educational purposes.
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+
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+ Redistribution of this dataset may be limited by the terms of the original data providers.
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+
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+ NO WARRANTY IS PROVIDED. USE AT YOUR OWN RISK.
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+
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+ For any intended use beyond private research, please consult the terms of Yahoo Finance and other data providers.
README.md CHANGED
@@ -1,3 +1,174 @@
1
  ---
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- license: apache-2.0
 
 
 
 
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  ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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  ---
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+ license: other
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+ license_name: license
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+ license_link: LICENSE
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+ tags:
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+ - finance
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  ---
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+ # 🗃️ TroveLedger — Financial Time Series Dataset
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+
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+ ![TroveLedger Banner](media/Banner-TroveLedger.jpg)
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+
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+ **A growing ledger of accumulated market history.**
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+
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+ ---
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+ > ### 🔔 **Latest Dataset Update**
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+ >
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+ > **Date:** 2025-12-18
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+ > **New addition:** 🇪🇺 **EURO STOXX 50**
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+ >
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+ > Today, symbols from the **EURO STOXX 50** were added to TroveLedger.
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+ > This index represents **50 of the largest and most liquid companies in the European Union**, spanning multiple sectors and countries.
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+ >
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+ > Many German constituents were already present due to earlier curation; newly added symbols seamlessly extend the existing historical data without introducing gaps.
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+ >
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+ > 📈 **What this means:**
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+ >
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+ > - TroveLedger now takes a **decisive step toward international coverage**
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+ >
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+ > - High-liquidity European equities are now available with **continuously accumulated minute data**
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+ >
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+ >
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+ > 🔜 **What’s next:**
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+ > Another international index will be added **on the next trading day**, continuing the gradual expansion across regions and sectors.
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+
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+ <details>
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+ <summary>
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+ Click to expand
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+ </summary>
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+ <img src="media/STOXX50.jpg"/>
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+ </details>
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+ ---
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+
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+ ## 📌 Overview
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+
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+ **TroveLedger** is a public financial time series dataset focused on **long-term accumulation of high-quality intraday data**.
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+
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+ The dataset provides OHLC and volume data at multiple time resolutions and is designed primarily for **machine learning, quantitative research, and systematic trading experiments**.
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+
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+ Unlike many freely available data sources, TroveLedger emphasizes **continuity over time**, especially for minute-level data.
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+
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+ ---
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+
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+ ## 🔑 What makes TroveLedger different
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+
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+ High-resolution intraday data is difficult to obtain from free sources over extended periods.
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+
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+ Typical public data access (e.g. via yfinance) provides:
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+
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+ * **Daily candles:** often spanning decades
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+ * **Hourly candles:** roughly one year into the past
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+ * **Minute candles:** usually limited to the most recent 7 days
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+
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+ Repeatedly downloading rolling 7-day windows results in **short, fragmented histories** that are poorly suited for training models on intraday behavior.
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+
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+ TroveLedger takes a different approach:
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+
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+ * Minute-level data is **accumulated continuously**
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+ * Time series are **extended, not replaced**
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+ * Over time, this results in **months of gap-free minute data per instrument**
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+
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+ This accumulated depth forms a substantially more reliable foundation for intraday research and model training.
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+
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+ ---
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+
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+ ## 📦 Dataset Contents
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+
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+ For each instrument, the dataset will contain:
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+
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+ * **Daily OHLC + volume**
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+ * **Hourly OHLC + volume**
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+ * **Minute OHLC + volume**
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+
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+ All data is stored in **Parquet format** for efficient processing.
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+
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+ ```
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+ /data/{category}/{symbol}/{symbol}.days.{state}.parquet
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+ /data/{category}/{symbol}/{symbol}.hours.{state}.parquet
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+ /data/{category}/{symbol}/{symbol}.minutes.{state}.parquet
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+ ```
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+
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+ ---
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+
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+ ## 🔄 Update Philosophy
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+
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+ The primary objective is **data continuity**, not guaranteed daily updates.
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+
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+ In particular:
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+
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+ * Daily updates are **not guaranteed**
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+ * Preventing **gaps in accumulated minute data** has priority
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+ * Updates are performed on trading days whenever possible
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+
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+ Minute data is updated most frequently to ensure continuity.
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+
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+ Hourly and daily data are updated on a **rotation basis** to reduce unnecessary repeated downloads and to remain considerate of public data sources.
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+ These datasets are guaranteed to be **no older than one week**.
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+
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+ For most training scenarios, this is fully sufficient.
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+ When models are deployed in real-world environments, current market data is typically provided directly by the target trading platform.
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+
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+ ---
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+
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+ ## 📈 Scope & Growth
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+
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+ TroveLedger started with a curated universe of approximately 500 equities inherited from earlier *Preliminary* datasets.
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+
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+ Going forward:
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+
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+ * Entire indices are added step by step
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+ * The covered universe will grow continuously
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+ * Expansion is performed incrementally to ensure data integrity and operational stability
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+
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+ This gradual approach allows issues to be detected early and handled without disrupting existing data.
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+
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+ ---
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+
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+ ## 🎯 Intended Use
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+
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+ TroveLedger is suitable for:
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+
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+ * machine learning on financial time series
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+ * intraday and swing trading research
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+ * feature engineering on OHLC data
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+ * backtesting strategies requiring dense intraday history
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+ * exploratory quantitative analysis
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+
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+ ---
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+
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+ ## ⚠️ Notes on Data Sources
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+
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+ Data is derived from publicly accessible market data sources (e.g. via yfinance).
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+
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+ While care is taken to ensure consistency and continuity, this dataset is provided **as-is** and without guarantees regarding completeness or correctness.
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+
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+ Users are responsible for verifying suitability for their specific use cases and for complying with the terms of the original data providers.
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+
147
+ ---
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+
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+ ## 💬 Community & Feedback
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+
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+ Questions, observations, and constructive feedback are welcome via the **Community** tab.
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+
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+ TroveLedger is intended to evolve over time — thoughtful input helps steer that evolution in a useful direction.
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+
155
+ ---
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+
157
+ ## License & Usage
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+
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+ This dataset is provided **solely for non-commercial research and educational purposes**.
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+
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+ The data is retrieved from public sources via the yfinance library (Yahoo Finance). All rights remain with the original data providers.
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+
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+ Redistribution of this dataset is **not permitted** without explicit permission from the original sources.
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+
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+ See the [`LICENSE`](./LICENSE) file for full details.
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+
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+ NO WARRANTY IS PROVIDED. Use at your own risk.
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+
169
+ ---
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+
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+ ## 🔚 Final note (subtle personality, optional)
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+
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+ TroveLedger is not built to chase yesterday’s tick.
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+ It is built to **remember**.
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