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README.md
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license: mit
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task_categories:
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- time-series-forecasting
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- text-classification
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language:
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- ko
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- config_name: default
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data_files:
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- split: train
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path: data/train-*
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---
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#
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## Dataset
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This dataset
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- **
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- **
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- **texts**: Korean news text data related to stocks
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from datasets import load_dataset
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```
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```
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MIT License
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---
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language:
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- ko
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pretty_name: "KRX Investment Warning Prediction Dataset (OHLCV + Technical Indicators + Korean News)"
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tags:
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- finance
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- krx
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- korea
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- time-series
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- ohlcv
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- technical-indicators
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- news
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- multimodal
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- anomaly-detection
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- binary-classification
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task_categories:
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- text-classification
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- time-series-forecasting
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task_ids:
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- binary-classification
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license: mit
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# KRX Investment Warning Prediction Dataset (OHLCV + Technical Indicators + Korean News)
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## Dataset Summary
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This dataset is a test dataset for predicting **Investment Warning (투자주의종목)** designations in the Korean stock market (KRX).
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It contains **raw daily OHLCV** price data, **13 technical indicators**, and **Korean news text** (title + body), designed for **multimodal anomaly detection / binary classification**.
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**Important:** No normalization/scaling is applied. All values are raw.
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- **Date range:** 2025-07-01 ~ 2025-09-30
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- **Prediction horizon:** whether a stock will be designated as an investment warning **within the next 1 trading day**
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## Task
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Binary classification:
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- **Label 0:** Normal trading (no investment warning designation within the next 1 trading day)
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- **Label 1:** Investment warning designation (within the next 1 trading day)
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### Label Alignment
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For each `(ticker, date=t)`, set `label=1` if the stock is designated as an investment warning on `t+1` (the next trading day).
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## Data Sources
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| Source | Description |
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|------|-------------|
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| **Stock Prices** | Daily OHLCV data for KRX listed stocks |
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| **Investment Warning** | KRX investment warning designation history (labels) |
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| **News** | Korean news articles per stock (title + body) |
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## Dataset Format
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This dataset is structured to be used directly with Hugging Face `datasets`, and consists of **three columns**:
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- **`labels`**: Binary label (`0` or `1`)
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- **`time_series`**: Price time-series information (OHLCV + Technical Indicators)
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- **`texts`**: Korean news text mapped to the corresponding stock (title + body)
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### Example (Conceptual)
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- `labels`: `0` or `1`
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- `time_series`: `[[open, high, low, close, volume, rsi, macd, macd_signal, macd_hist, bb_upper, bb_middle, bb_lower, bb_width, sma_5, sma_20, ema_9, atr, obv], ...]`
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- `texts`: `["article1 ...", "article2 ..."]`
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## Feature Details
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### Price & Indicators — `time_series`
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Each sample has shape `[10, 18]` with the following 18 features:
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| Index | Feature | Description |
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|-------|---------|-------------|
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| 0 | `open` | Opening price (KRW) |
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| 1 | `high` | High price (KRW) |
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| 2 | `low` | Low price (KRW) |
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| 3 | `close` | Closing price (KRW) |
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| 4 | `volume` | Trading volume (shares) |
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| 5 | `rsi` | Relative Strength Index (14-period) |
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| 6 | `macd` | MACD line (12, 26) |
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| 7 | `macd_signal` | MACD signal line (9-period) |
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| 8 | `macd_hist` | MACD histogram |
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| 9 | `bb_upper` | Bollinger Band upper (20, 2std) |
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| 10 | `bb_middle` | Bollinger Band middle (20-SMA) |
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| 11 | `bb_lower` | Bollinger Band lower (20, 2std) |
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| 12 | `bb_width` | Bollinger Band width (normalized) |
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| 13 | `sma_5` | Simple Moving Average (5-period) |
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| 14 | `sma_20` | Simple Moving Average (20-period) |
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| 15 | `ema_9` | Exponential Moving Average (9-period) |
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| 16 | `atr` | Average True Range (14-period) |
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| 17 | `obv` | On-Balance Volume |
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- **No normalization/scaling** is applied. All values are raw.
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- **Currency unit:** KRW
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- **Volume:** number of shares (not value)
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- Technical indicators are computed with a lookback of 35 days to ensure stable values.
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### News — `texts`
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- News is mapped to tickers via an **exact ticker-code mapping**.
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- **Deduplication** has been applied.
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- Each news item includes **title + body** (concatenated as a single string).
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## Dataset Statistics
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- **Total Samples**: 10,605
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- **Label Distribution**: {0: 10570, 1: 35}
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- **Sequence Length**: 10
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- **Features per timestep**: 18
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- **Undersampling**: Majority class reduced to 10%
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## Recommended Metrics
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Because investment warning events are likely to be rare (class imbalance), the following metrics are recommended:
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- ROC-AUC, PR-AUC
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- F1 (positive class), precision/recall
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- Precision/recall at Top-k (useful for practical detection scenarios)
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- (Optional) probability calibration
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## Usage
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```python
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from datasets import load_dataset
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dataset = load_dataset("k-datasoft/Multimodal-test-dataset-technicalindicators")
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```
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## License
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MIT License
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