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joshuaxql
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qlib_data

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train

The dataset viewer is not available for this split.

Cannot extract the features (columns) for the split 'train' of the config 'default' of the dataset.

Error code:   FeaturesError
Exception:    ArrowInvalid
Message:      JSON parse error: Invalid value. in row 0
Traceback:    Traceback (most recent call last):
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/json/json.py", line 324, in _generate_tables
                  df = pandas_read_json(f)
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/json/json.py", line 38, in pandas_read_json
                  return pd.read_json(path_or_buf, **kwargs)
                         ~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/pandas/io/json/_json.py", line 815, in read_json
                  return json_reader.read()
                         ~~~~~~~~~~~~~~~~^^
                File "/usr/local/lib/python3.14/site-packages/pandas/io/json/_json.py", line 1014, in read
                  obj = self._get_object_parser(self.data)
                File "/usr/local/lib/python3.14/site-packages/pandas/io/json/_json.py", line 1040, in _get_object_parser
                  obj = FrameParser(json, **kwargs).parse()
                File "/usr/local/lib/python3.14/site-packages/pandas/io/json/_json.py", line 1176, in parse
                  self._parse()
                  ~~~~~~~~~~~^^
                File "/usr/local/lib/python3.14/site-packages/pandas/io/json/_json.py", line 1392, in _parse
                  ujson_loads(json, precise_float=self.precise_float), dtype=None
                  ~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
              ValueError: Unexpected character found when decoding 'true'
              
              During handling of the above exception, another exception occurred:
              
              Traceback (most recent call last):
                File "/src/services/worker/src/worker/job_runners/split/first_rows.py", line 244, in compute_first_rows_from_streaming_response
                  iterable_dataset = iterable_dataset._resolve_features()
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 4408, in _resolve_features
                  features = _infer_features_from_batch(self.with_format(None)._head())
                                                        ~~~~~~~~~~~~~~~~~~~~~~~~~~~~^^
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2679, in _head
                  return next(iter(self.iter(batch_size=n)))
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2861, in iter
                  for key, pa_table in ex_iterable.iter_arrow():
                                       ~~~~~~~~~~~~~~~~~~~~~~^^
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2395, in _iter_arrow
                  yield from self.ex_iterable._iter_arrow()
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 536, in _iter_arrow
                  for key, pa_table in iterator:
                                       ^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 419, in _iter_arrow
                  for key, pa_table in self.generate_tables_fn(**gen_kwags):
                                       ~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/json/json.py", line 327, in _generate_tables
                  raise e
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/json/json.py", line 290, in _generate_tables
                  pa_table = paj.read_json(
                      io.BytesIO(batch), read_options=paj.ReadOptions(block_size=block_size)
                  )
                File "pyarrow/_json.pyx", line 342, in pyarrow._json.read_json
                File "pyarrow/error.pxi", line 155, in pyarrow.lib.pyarrow_internal_check_status
                  return check_status(status)
                File "pyarrow/error.pxi", line 92, in pyarrow.lib.check_status
                  raise convert_status(status)
              pyarrow.lib.ArrowInvalid: JSON parse error: Invalid value. in row 0

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中国股票本地研究数据

沪深股票日线、历史股票池、行业、股票基础信息和 PIT 财务数据，来源为 Tushare。

数据范围

日线交易日：2010-01-04 至 2026-09-22，共 4,062 个交易日。
股票基础信息：5,555 只；日线：5,488 只。
财务数据：5,525 只股票，44,569,742 条公告/修订记录，163 个指标。
财务报告期：201001 至 202602（YYYYQQ）。
财务公告日期：20100408 至 20260912（YYYYMMDD）。
已公布交易日历延伸至：2027-09-22。

下载与解压

from pathlib import Path
from zipfile import ZipFile
from huggingface_hub import hf_hub_download

archive = hf_hub_download("joshuaxql/qlib_data", "cn_data.zip", repo_type="dataset")
destination = Path("~/.qlib/qlib_data").expanduser()
destination.mkdir(parents=True, exist_ok=True)
with ZipFile(archive) as stream:
    stream.extractall(destination)

解压得到 ~/.qlib/qlib_data/cn_data。

目录与格式

cn_data/
  calendars/       # day.txt、day_future.txt
  features/        # 每股日线 .day.bin
  instruments/     # all、st、csi300、csi500、csi800、csi1000
  industry/        # 历史申万一级行业区间
  stock_basic.csv
  financial/
    fields.json
    000001.SZ/pit.data
    000001.SZ/pit.index

日线为小端 float32，首项为交易日历起始偏移，后续为逐交易日值；价格为未复权原价， factor 为复权因子，volume 单位为手，市值单位为万元。停牌或缺失位置保留 NaN。 up_limit.day.bin、down_limit.day.bin 来自 Tushare stk_limit 每日涨跌停价格，均为元/股的原始价格。按股票及交易日对齐实际日线记录；来源缺失或无有效边界时保留 NaN，不前向填充，也不以固定涨跌幅替代来源价格。回测自动读取这两个字段，无需设置统一 limit_threshold。本次 14,054,235 条日线记录中， 14,051,911 条具有双侧有效边界， 2,324 条缺少至少一侧来源边界，相应位置保留 NaN。指数成员来自月度快照，最新可用快照延续至数据截止日。 2010-02-24 的 600628.SH 缺少来源市值记录，相应字段保留 NaN。

财务采用合并 PIT 二进制格式，每股两个文件，保留公告日期和修订历史，读取时按观察日选择可见版本。数据记录为 <IIIdQ（28 字节），索引记录为 <IIQQ（24 字节），两文件头部均为 72 字节。财务数据仅来自 Tushare fina_indicator，使用 fina_indicator_vip 按季度批量获取，包含全部 163 个数值指标（含默认不返回的字段）。字段直接使用 Tushare 原名，如 eps、roe、q_eps，不添加表名前缀或额外后缀。公告日使用 ann_date；同一报告期同一公告日优先选择较大的 update_flag。公告日早于报告期末的来源异常记录不写入 PIT；本次跳过 603400.SH 的一条 ann_date=20260422, end_date=20260630 记录，保留其 2026-08-03 的有效公告。股票代码、公告日、报告期和更新标识作为元数据处理。数值、单位及计算口径保持来源定义；百分比不自动除以 100，单季度字段直接保留来源值。

读取示例

import qlib
from qlib.data import D

qlib.init("~/.qlib/qlib_data/cn_data")
fields = D.fields("financial")
snapshot = D.financial(["000001.SZ"], ["eps", "roe"], asof="2026-09-22")
features = D.features(["000001.SZ"], ["P($$eps)", "P($$roe)", "PRef($$eps, -1)"],
                      "2026-01-01", "2026-09-22", allow_future=False)

财务指标

adminexp_of_gr
ar_turn
arturn_days
assets_to_eqt
assets_turn
assets_yoy
basic_eps_yoy
bps
bps_yoy
ca_to_assets
ca_turn
capital_rese_ps
capitalized_to_da
cash_ratio
cash_to_liqdebt
cash_to_liqdebt_withinterest
cfps
cfps_yoy
cogs_of_sales
current_exint
current_ratio
currentdebt_to_debt
daa
debt_to_assets
debt_to_eqt
diluted2_eps
dp_assets_to_eqt
dt_eps
dt_eps_yoy
dt_netprofit_yoy
dtprofit_to_profit
ebit
ebit_of_gr
ebit_ps
ebit_to_interest
ebitda
ebitda_to_debt
ebt_yoy
eps
eqt_to_debt
eqt_to_interestdebt
eqt_to_talcapital
eqt_yoy
equity_yoy
expense_of_sales
extra_item
fa_turn
fcfe
fcfe_ps
fcff
fcff_ps
finaexp_of_gr
fixed_assets
gc_of_gr
gross_margin
grossprofit_margin
impai_ttm
int_to_talcap
interestdebt
interst_income
inv_turn
invest_capital
investincome_of_ebt
invturn_days
longdeb_to_debt
longdebt_to_workingcapital
n_op_profit_of_ebt
nca_to_assets
netdebt
netprofit_margin
netprofit_yoy
networking_capital
non_op_profit
noncurrent_exint
nop_to_ebt
npta
ocf_to_debt
ocf_to_interestdebt
ocf_to_netdebt
ocf_to_opincome
ocf_to_or
ocf_to_profit
ocf_to_shortdebt
ocf_yoy
ocfps
op_income
op_of_gr
op_to_debt
op_to_ebt
op_to_liqdebt
op_yoy
opincome_of_ebt
or_yoy
profit_dedt
profit_prefin_exp
profit_to_gr
profit_to_op
q_adminexp_to_gr
q_dt_roe
q_dtprofit
q_dtprofit_to_profit
q_eps
q_exp_to_sales
q_finaexp_to_gr
q_gc_to_gr
q_gr_qoq
q_gr_yoy
q_gsprofit_margin
q_impair_to_gr_ttm
q_investincome
q_investincome_to_ebt
q_netprofit_margin
q_netprofit_qoq
q_netprofit_yoy
q_npta
q_ocf_to_or
q_ocf_to_sales
q_op_qoq
q_op_to_gr
q_op_yoy
q_opincome
q_opincome_to_ebt
q_profit_qoq
q_profit_to_gr
q_profit_yoy
q_roe
q_saleexp_to_gr
q_sales_qoq
q_sales_yoy
q_salescash_to_or
quick_ratio
rd_exp
retained_earnings
retainedps
revenue_ps
roa
roa2_yearly
roa_dp
roa_yearly
roe
roe_avg
roe_dt
roe_waa
roe_yearly
roe_yoy
roic
roic_yearly
saleexp_to_gr
salescash_to_or
surplus_rese_ps
tangasset_to_intdebt
tangible_asset
tangibleasset_to_debt
tangibleasset_to_netdebt
tax_to_ebt
tbassets_to_totalassets
total_fa_trun
total_revenue_ps
tr_yoy
turn_days
undist_profit_ps
valuechange_income
working_capital

完整性

数据包共 71,459 个文件。manifest.json 包含每个文件的大小及 SHA-256，以及数据包 SHA-256：932db73e6317b6759f0e7b08d7a378f134a0a3ea102c753b7118935b71f2d610。打包前已检查日线日历边界、股票池区间、PIT 校验和/索引/修订链，并检查解压 CRC。

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Total file size:

895 MB