finance1k / metadata /splits.json
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{
"schema_version": "finance1000-split-v1",
"indexing": "zero-based, stop indices are end-exclusive",
"total_rows": 28510,
"train": {
"start": 0,
"stop": 19957,
"rows": 19957,
"first_timestamp_utc": "2015-01-02T15:00:00Z",
"last_timestamp_utc": "2022-10-22T20:00:00Z"
},
"test": {
"start": 19957,
"stop": 28510,
"rows": 8553,
"first_timestamp_utc": "2022-10-23T14:00:00Z",
"last_timestamp_utc": "2026-02-25T20:00:00Z"
},
"window": {
"context_rows": 96,
"horizon_rows": 1,
"first_test_context_start": 19861,
"first_test_context_stop": 19957,
"first_test_target": 19957
},
"evaluation": {
"target_indices": "range(19957, 28510, 4)",
"stride": 4,
"count": 2139,
"first_target_index": 19957,
"last_target_index": 28509
},
"calendar": {
"timezone": "America/New_York converted to UTC",
"local_hours_inclusive": "10:00 through 16:00",
"frequency": "1 hour",
"includes_weekends": true,
"includes_market_holidays": true,
"warning": "The stored benchmark timeline is a regular calendar-day grid, not an exchange-session calendar. Forward fill therefore creates zero log changes on many non-trading rows."
},
"policy_warning": "This is the final AAAI chronological 70/30 split. Older foundation scripts with periodic 70/10/20 splits are not part of the locked paper protocol."
}