Datasets:
License:
File size: 1,803 Bytes
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language:
- en
- zh
license: apache-2.0
task_categories:
- time-series-forecasting
- other
tags:
- finance
- quantitative
- qlib
- factor
- time-series
pretty_name: QuantaAlpha Qlib CSI300 Dataset
---
# QuantaAlpha Qlib CSI300 Dataset
**Usage reference:**
[](https://github.com/QuantaAlpha/QuantaAlpha)
Qlib market data and pre-computed HDF5 files for QuantaAlpha factor mining (A-share, CSI 300).
## Dataset description
| Filename | Description |
| -------------- | ------------------------------------------------- |
| daily_pv.h5 | Adjusted daily price and volume data. |
| daily_pv_debug.h5 | Debug subset (smaller) of price-volume data. |
## How to load from Hugging Face
```python
from huggingface_hub import hf_hub_download
import pandas as pd
# Download a file from this dataset
path = hf_hub_download(
repo_id="QuantaAlpha/qlib_csi300",
filename="daily_pv.h5",
repo_type="dataset"
)
df = pd.read_hdf(path, key="data")
```
**Note:** The key is always `"data"` for all HDF5 files in this dataset.
## How to read the files locally
If you have already downloaded the files:
```python
import pandas as pd
df = pd.read_hdf("daily_pv.h5", key="data")
```
## Field description (daily price and volume)
| Field | Description |
| -------- | ------------------------------------ |
| open | Open price of the stock on that day |
| close | Close price of the stock on that day |
| high | High price of the stock on that day |
| low | Low price of the stock on that day |
| volume | Trading volume on that day |
| factor | Adjusted factor value |
|