SP500-Chart-Dataset

A large-scale candlestick chart image dataset for financial image classification research.

Overview

Item	Value
Stocks	501 S&P 500 constituents
Total Images	1,374,694 (train: 1,070,462 / test: 301,890)
Period	2010-01 ~ 2025-03
Image Size	~480×480 px
Chart Type	Candlestick (OHLCV) + MA5, MA60, MA120, Bollinger Bands
Chart Window	20 trading days (lookback)
Prediction Horizon	5 trading days (forward return)
Labels	6-class forward return (±1–2%, ±2–3%, ±3%+)
Sectors	11 GICS sectors
Split	Train: < 2022-12-21, Test: >= 2023-01-01 (10-day embargo)

Usage

from datasets import load_dataset

ds = load_dataset("sogosonnet/SP500-Chart-Dataset")

# Access an example
example = ds["train"][0]
print(example["image"])       # PIL Image
print(example["label_name"])  # e.g., "up_1_2"
print(example["ticker"])      # e.g., "AAPL"
print(example["sector"])      # e.g., "Information Technology"

Label Definition

Label	Return Range
down_3plus	r < −3%
down_2_3	−3% ≤ r < −2%
down_1_2	−2% ≤ r < −1%
up_1_2	1% < r ≤ 2%
up_2_3	2% < r ≤ 3%
up_3plus	r > 3%

Returns in [−1%, +1%] are excluded as ambiguous.

Code & Documentation

Full pipeline code and documentation: GitHub - JaehyunAhn/SP500-Chart-Dataset

Citation

@misc{sp500chartdataset2025,
  author = {Ahn, Jaehyun},
  title  = {SP500-Chart-Dataset: Large-Scale Candlestick Chart Images for Financial Classification},
  year   = {2025},
  url    = {https://huggingface.co/datasets/sogosonnet/SP500-Chart-Dataset}
}

License

CC BY 4.0