File size: 1,976 Bytes
25c8b9e | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 | ---
license: apache-2.0
task_categories:
- time-series-forecasting
- text-classification
tags:
- finance
- stock-trading
- llm
- backtesting
pretty_name: FINSABER Data
size_categories:
- 10B<n<100B
---
# FINSABER Data
Aggregated datasets for the [FINSABER](https://github.com/waylonli/FINSABER) backtesting framework (KDD 2026).
## Files
| File | Description | Size |
| :--- | :--- | :--- |
| `data/finmem_data/stock_data_sp500_2000_2024.pkl` | S&P500 full aggregated data (Price + News + Filings) | ~11 GB |
| `data/finmem_data/stock_data_cherrypick_2000_2024.pkl` | Selected symbols (TSLA, AMZN, MSFT, NFLX, COIN) | ~53 MB |
| `data/price/all_sp500_prices_2000_2024_delisted_include.csv` | CSV price-only data for S&P500 (including delisted) | ~253 MB |
## Aggregated Data Structure (`.pkl`)
Each `.pkl` file is a Python dictionary keyed by `datetime.date`:
```python
{
datetime.date(2024, 1, 2): {
"price": {
"AAPL": {
"open": 187.15,
"high": 188.44,
"low": 183.89,
"close": 185.64,
"adjusted_close": 185.3,
"volume": 82488700
},
...
},
"news": {
"AAPL": ["headline 1", "headline 2", ...],
...
},
"filing_k": {
"AAPL": "10-K filing text...",
...
},
"filing_q": {
"AAPL": "10-Q filing text...",
...
}
},
...
}
```
## CSV Price Data Structure
| Column | Description |
| :--- | :--- |
| `date` | Trading date |
| `symbol` | Ticker symbol |
| `open` | Opening price |
| `high` | Highest price |
| `low` | Lowest price |
| `close` | Closing price |
| `adjusted_close` | Adjusted closing price |
| `volume` | Trading volume |
## Usage
Datasets are auto-downloaded when running FINSABER experiments. See the [FINSABER repo](https://github.com/waylonli/FINSABER) for details.
|