Dataset Viewer
The dataset viewer is not available for this split.
Cannot load the dataset split (in streaming mode) to extract the first rows.
Error code: StreamingRowsError
Exception: CastError
Message: Couldn't cast
timestamp: timestamp[s]
entry_type: string
amount: double
cash_balance_after: double
used_margin: double
total_equity: double
details: struct<note: string, trade_id: string, symbol: string, action: string, margin_released: double, gros (... 76 chars omitted)
child 0, note: string
child 1, trade_id: string
child 2, symbol: string
child 3, action: string
child 4, margin_released: double
child 5, gross_pnl: double
child 6, fees_paid: double
child 7, net_pnl: double
child 8, trade_date: timestamp[s]
trailed_to_cost: bool
mae_pts: double
current_opt_price: double
strike_category: string
original_target_2_spot: double
lot_size: int64
current_sl_spot: double
real_order_id: null
target_trailed: bool
trough_spot: double
opt_target_1: double
opt_sl: double
entry_spot: double
option_type: string
strike_price: double
current_spot: double
t1_hit: bool
entry_time: timestamp[s]
trade_id: string
moneyness: string
is_overnight: bool
entry_clock: string
trailed_to_t1: bool
is_open: bool
unrealized_pnl: double
lots: int64
opt_target_2: double
opt_peak_price: double
mfe_pts: double
is_expiry_day: bool
real_exit_order_id: null
target_2_spot: double
peak_spot: double
opt_t1_hit: bool
runner_miles_pts: double
trade_bias: string
margin_invested: double
t2_hit: bool
opt_peak_roi_pct: double
entry_opt_price: double
direction: string
opt_t2_hit: bool
quantity: int64
symbol: string
signal_id: string
target_1_spot: double
mode: string
t1_hit_time: null
current_sl_opt: double
invalidation_sl_spot: double
instrument_key: string
to
{'is_open': Value('bool'), 'mode': Value('string'), 'real_order_id': Value('null'), 'real_exit_order_id': Value('null'), 'trade_id': Value('string'), 'signal_id': Value('string'), 'symbol': Value('string'), 'instrument_key': Value('string'), 'option_type': Value('string'), 'strike_price': Value('float64'), 'trade_bias': Value('string'), 'direction': Value('string'), 'is_overnight': Value('bool'), 'is_expiry_day': Value('bool'), 'quantity': Value('int64'), 'lots': Value('int64'), 'lot_size': Value('int64'), 'entry_opt_price': Value('float64'), 'entry_spot': Value('float64'), 'margin_invested': Value('float64'), 'invalidation_sl_spot': Value('float64'), 'target_1_spot': Value('float64'), 'target_2_spot': Value('float64'), 'original_target_2_spot': Value('float64'), 'current_sl_spot': Value('float64'), 't1_hit': Value('bool'), 't1_hit_time': Value('null'), 't2_hit': Value('bool'), 'trailed_to_cost': Value('bool'), 'trailed_to_t1': Value('bool'), 'target_trailed': Value('bool'), 'peak_spot': Value('float64'), 'trough_spot': Value('float64'), 'runner_miles_pts': Value('float64'), 'current_opt_price': Value('float64'), 'current_spot': Value('float64'), 'unrealized_pnl': Value('float64'), 'mfe_pts': Value('float64'), 'mae_pts': Value('float64'), 'opt_target_1': Value('float64'), 'opt_target_2': Value('float64'), 'opt_sl': Value('float64'), 'current_sl_opt': Value('float64'), 'opt_t1_hit': Value('bool'), 'opt_t2_hit': Value('bool'), 'opt_peak_price': Value('float64'), 'opt_peak_roi_pct': Value('float64'), 'moneyness': Value('string'), 'strike_category': Value('string'), 'entry_time': Value('timestamp[s]'), 'entry_clock': Value('string')}
because column names don't match
Traceback: Traceback (most recent call last):
File "/src/services/worker/src/worker/utils.py", line 147, in get_rows_or_raise
return get_rows(
dataset=dataset,
...<4 lines>...
column_names=column_names,
)
File "/src/libs/libcommon/src/libcommon/utils.py", line 272, in decorator
return func(*args, **kwargs)
File "/src/services/worker/src/worker/utils.py", line 127, in get_rows
rows_plus_one = list(itertools.islice(safe_iter(ds, dataset=dataset), rows_max_number + 1))
File "/src/services/worker/src/worker/utils.py", line 483, in safe_iter
yield from ds.decode(False) if ds.features else ds
File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2951, in __iter__
for key, example in ex_iterable:
^^^^^^^^^^^
File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2461, in __iter__
for key, pa_table in self._iter_arrow():
~~~~~~~~~~~~~~~~^^
File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2486, in _iter_arrow
for key, pa_table in self.ex_iterable._iter_arrow():
~~~~~~~~~~~~~~~~~~~~~~~~~~~~^^
File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 547, in _iter_arrow
for key, pa_table in iterator:
^^^^^^^^
File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 430, 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 343, in _generate_tables
self._cast_table(pa_table, json_field_paths=json_field_paths),
~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/json/json.py", line 132, in _cast_table
pa_table = table_cast(pa_table, self.info.features.arrow_schema)
File "/usr/local/lib/python3.14/site-packages/datasets/table.py", line 2378, in table_cast
return cast_table_to_schema(table, schema)
File "/usr/local/lib/python3.14/site-packages/datasets/table.py", line 2306, in cast_table_to_schema
raise CastError(
...<3 lines>...
)
datasets.table.CastError: Couldn't cast
timestamp: timestamp[s]
entry_type: string
amount: double
cash_balance_after: double
used_margin: double
total_equity: double
details: struct<note: string, trade_id: string, symbol: string, action: string, margin_released: double, gros (... 76 chars omitted)
child 0, note: string
child 1, trade_id: string
child 2, symbol: string
child 3, action: string
child 4, margin_released: double
child 5, gross_pnl: double
child 6, fees_paid: double
child 7, net_pnl: double
child 8, trade_date: timestamp[s]
trailed_to_cost: bool
mae_pts: double
current_opt_price: double
strike_category: string
original_target_2_spot: double
lot_size: int64
current_sl_spot: double
real_order_id: null
target_trailed: bool
trough_spot: double
opt_target_1: double
opt_sl: double
entry_spot: double
option_type: string
strike_price: double
current_spot: double
t1_hit: bool
entry_time: timestamp[s]
trade_id: string
moneyness: string
is_overnight: bool
entry_clock: string
trailed_to_t1: bool
is_open: bool
unrealized_pnl: double
lots: int64
opt_target_2: double
opt_peak_price: double
mfe_pts: double
is_expiry_day: bool
real_exit_order_id: null
target_2_spot: double
peak_spot: double
opt_t1_hit: bool
runner_miles_pts: double
trade_bias: string
margin_invested: double
t2_hit: bool
opt_peak_roi_pct: double
entry_opt_price: double
direction: string
opt_t2_hit: bool
quantity: int64
symbol: string
signal_id: string
target_1_spot: double
mode: string
t1_hit_time: null
current_sl_opt: double
invalidation_sl_spot: double
instrument_key: string
to
{'is_open': Value('bool'), 'mode': Value('string'), 'real_order_id': Value('null'), 'real_exit_order_id': Value('null'), 'trade_id': Value('string'), 'signal_id': Value('string'), 'symbol': Value('string'), 'instrument_key': Value('string'), 'option_type': Value('string'), 'strike_price': Value('float64'), 'trade_bias': Value('string'), 'direction': Value('string'), 'is_overnight': Value('bool'), 'is_expiry_day': Value('bool'), 'quantity': Value('int64'), 'lots': Value('int64'), 'lot_size': Value('int64'), 'entry_opt_price': Value('float64'), 'entry_spot': Value('float64'), 'margin_invested': Value('float64'), 'invalidation_sl_spot': Value('float64'), 'target_1_spot': Value('float64'), 'target_2_spot': Value('float64'), 'original_target_2_spot': Value('float64'), 'current_sl_spot': Value('float64'), 't1_hit': Value('bool'), 't1_hit_time': Value('null'), 't2_hit': Value('bool'), 'trailed_to_cost': Value('bool'), 'trailed_to_t1': Value('bool'), 'target_trailed': Value('bool'), 'peak_spot': Value('float64'), 'trough_spot': Value('float64'), 'runner_miles_pts': Value('float64'), 'current_opt_price': Value('float64'), 'current_spot': Value('float64'), 'unrealized_pnl': Value('float64'), 'mfe_pts': Value('float64'), 'mae_pts': Value('float64'), 'opt_target_1': Value('float64'), 'opt_target_2': Value('float64'), 'opt_sl': Value('float64'), 'current_sl_opt': Value('float64'), 'opt_t1_hit': Value('bool'), 'opt_t2_hit': Value('bool'), 'opt_peak_price': Value('float64'), 'opt_peak_roi_pct': Value('float64'), 'moneyness': Value('string'), 'strike_category': Value('string'), 'entry_time': Value('timestamp[s]'), 'entry_clock': Value('string')}
because column names don't matchNeed help to make the dataset viewer work? Make sure to review how to configure the dataset viewer, and open a discussion for direct support.
π Nifty 50 AI Agent β Kaggle Session Logs & Accuracy Telemetry
This dataset repository contains structured session telemetry, real-time trade signals, risk gate evaluations, agent decisions, and accuracy improvement reports generated by the Nifty AI Brain Agent running autonomously on Kaggle dual T4 GPU environment.
π Repository Structure
nagarhimanshu37/nifty-session-logs
βββ README.md β Telemetry overview & session log index
βββ latest_report.json β Latest session accuracy & weakness report
βββ sessions/
βββ <session_id>/
βββ session_meta.jsonl β Session start/end timestamps & runtime metadata
βββ session_summary_raw.json β Quick session totals
βββ accuracy_report.json β Computed accuracy, win rates & weakness analysis
βββ improvement_notes.md β Human-readable action items for next prompt/code edit
βββ signals.jsonl β Every generated AlphaSignal before risk gate
βββ trades.jsonl β Every approved trade + execution/outcome
βββ vetoed_trades.jsonl β Every trade rejected by QuantitativeRiskAgent
βββ agent_decisions.jsonl β Sub-agent cycle steps and market scans
βββ heartbeats.jsonl β 24/7 supervisor health snapshots
βββ errors.jsonl β Anomaly reports & runtime exceptions
π― Purpose
- Continuous Learning: Track which setups (CPR Breakout, VWAP Rejection, Trap Hunter) perform best.
- Defect & Weakness Isolation: Automatically identify why signals fail (e.g. low VIX chop, opening 15-min noise, wrong delta).
- Agent Tuning: Use
improvement_notes.mdto refine strategy thresholds, risk weights, and LLM reasoning prompts.
Automatically synced from Kaggle dual T4 runners via HFSessionPusher.
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