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- ---
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- license: other
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- license_name: license
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- license_link: LICENSE
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- ---
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- # Preliminary Financial Time Series Dataset (Version 2)
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-
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- ⚠️ Warning: This is a second preliminary dataset for development, testing, and feedback purposes. A stable, production-ready dataset will be released later. This time, all data in here will be available in future "stable" datasets (I guesss.. )
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-
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- ## Overview
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-
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- This dataset contains **parquet files** with time series data for various financial instruments, collected using an improved and more stable version of our data pipeline. It builds upon the first preliminary dataset, with a refined structure and more reliable data fetching processes. The data is sourced from publicly available sources like [Yahoo Finance](https://finance.yahoo.com) via the `yfinance` library.
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-
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- Each financial instrument includes:
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- - **Daily candles**: Covering multiple years of historical data.
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- - **Hourly candles**: Covering at least 2 years.
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- - **Minute candles**: Covering a shorter, recent period with high granularity.
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-
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- This multi-resolution format supports models that analyze both long-term trends and short-term patterns.
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-
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- ## Purpose
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-
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- This second preliminary dataset is designed to:
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- - Provide early access to reliable financial time series data.
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- - Enable testing and iteration of machine learning models for trading.
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- - Gather feedback to finalize a stable dataset format.
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- - Test the consistency of the data update pipeline over a few days.
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-
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- ## Data Structure
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-
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- The dataset is organized into a clear directory structure:
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- - **/data/{category}/{symbol}/{symbol}.days.valid.parquet**: Daily OHLC data.
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- - **/data/{category}/{symbol}/{symbol}.hours.valid.parquet**: Hourly OHLC data.
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- - **/data/{category}/{symbol}/{symbol}.minutes.valid.parquet**: Minute OHLC data.
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-
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- Only files marked as `.valid.parquet` are included in this dataset to ensure data quality and consistency. Temporary files (e.g., `fetch`, `test`, `ufetch`, `utest`, `failXX`, `ufailXX`) are excluded via `.gitignore`.
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-
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- ## Expected Changes
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-
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- While the pipeline is more stable, this dataset remains preliminary. Potential changes include:
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- - Adjustments to file naming conventions.
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- - Reorganization into sharded folders (e.g., by year or month).
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- - Refinements to dataset split logic.
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-
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- A stable, production-ready dataset will be released separately to ensure long-term consistency.
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-
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- ## Goals
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- The Traders-Lab datasets aim to grow in two dimensions:
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- - **More stocks**: Additional symbols will be added over time, with rapid expansion expected soon.
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- - **More data**: Short-term datasets (hourly and minute candles) will grow as more data is accumulated. While continuity of current minute data is not guaranteed yet, future updates will ensure a continuous time history.
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-
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- ## Non-Goals
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- The dataset is designed to be sufficiently up-to-date for training purposes, with data typically no more than a few days old. Real-time updates are not a goal.
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-
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- ## License & Usage
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-
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- This dataset is not licensed under a standard open data license. See the [`LICENSE`](./LICENSE) file for detailed usage permissions. It is intended **solely for research and educational purposes**. Redistribution may be restricted; please respect the terms of the original data providers, such as Yahoo Finance.
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-
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- ## Accessing the Dataset
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-
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- The dataset is hosted on Hugging Face under the [Traders-Lab organization](https://huggingface.co/Traders-Lab). To clone the dataset:
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-
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- ```bash
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- # Ensure git-lfs is installed (https://git-lfs.com)
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- git lfs install
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- git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2
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- ```
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-
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- ## Metadata
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-
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- Dataset metadata is provided in the [`dataset_card.yml`](./dataset_card.yml) file, following Hugging Face's dataset card standards.
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-
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- ## Feedback
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-
 
 
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  We welcome feedback to improve the dataset! Please share your thoughts via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) or contact the Traders-Lab team.
 
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+ ---
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+ license: other
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+ license_name: license
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+ license_link: LICENSE
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+ tags:
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+ - finance
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+ ---
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+ # Preliminary Financial Time Series Dataset (Version 2)
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+
10
+ ⚠️ Warning: This is a second preliminary dataset for development, testing, and feedback purposes. A stable, production-ready dataset will be released later. This time, all data in here will be available in future "stable" datasets (I guesss.. )
11
+
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+ ## Overview
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+
14
+ This dataset contains **parquet files** with time series data for various financial instruments, collected using an improved and more stable version of our data pipeline. It builds upon the first preliminary dataset, with a refined structure and more reliable data fetching processes. The data is sourced from publicly available sources like [Yahoo Finance](https://finance.yahoo.com) via the `yfinance` library.
15
+
16
+ Each financial instrument includes:
17
+ - **Daily candles**: Covering multiple years of historical data.
18
+ - **Hourly candles**: Covering at least 2 years.
19
+ - **Minute candles**: Covering a shorter, recent period with high granularity.
20
+
21
+ This multi-resolution format supports models that analyze both long-term trends and short-term patterns.
22
+
23
+ ## Purpose
24
+
25
+ This second preliminary dataset is designed to:
26
+ - Provide early access to reliable financial time series data.
27
+ - Enable testing and iteration of machine learning models for trading.
28
+ - Gather feedback to finalize a stable dataset format.
29
+ - Test the consistency of the data update pipeline over a few days.
30
+
31
+ ## Data Structure
32
+
33
+ The dataset is organized into a clear directory structure:
34
+ - **/data/{category}/{symbol}/{symbol}.days.valid.parquet**: Daily OHLC data.
35
+ - **/data/{category}/{symbol}/{symbol}.hours.valid.parquet**: Hourly OHLC data.
36
+ - **/data/{category}/{symbol}/{symbol}.minutes.valid.parquet**: Minute OHLC data.
37
+
38
+ Only files marked as `.valid.parquet` are included in this dataset to ensure data quality and consistency. Temporary files (e.g., `fetch`, `test`, `ufetch`, `utest`, `failXX`, `ufailXX`) are excluded via `.gitignore`.
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+
40
+ ## Expected Changes
41
+
42
+ While the pipeline is more stable, this dataset remains preliminary. Potential changes include:
43
+ - Adjustments to file naming conventions.
44
+ - Reorganization into sharded folders (e.g., by year or month).
45
+ - Refinements to dataset split logic.
46
+
47
+ A stable, production-ready dataset will be released separately to ensure long-term consistency.
48
+
49
+ ## Goals
50
+ The Traders-Lab datasets aim to grow in two dimensions:
51
+ - **More stocks**: Additional symbols will be added over time, with rapid expansion expected soon.
52
+ - **More data**: Short-term datasets (hourly and minute candles) will grow as more data is accumulated. While continuity of current minute data is not guaranteed yet, future updates will ensure a continuous time history.
53
+
54
+ ## Non-Goals
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+ The dataset is designed to be sufficiently up-to-date for training purposes, with data typically no more than a few days old. Real-time updates are not a goal.
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+
57
+ ## License & Usage
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+
59
+ This dataset is not licensed under a standard open data license. See the [`LICENSE`](./LICENSE) file for detailed usage permissions. It is intended **solely for research and educational purposes**. Redistribution may be restricted; please respect the terms of the original data providers, such as Yahoo Finance.
60
+
61
+ ## Accessing the Dataset
62
+
63
+ The dataset is hosted on Hugging Face under the [Traders-Lab organization](https://huggingface.co/Traders-Lab). To clone the dataset:
64
+
65
+ ```bash
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+ # Ensure git-lfs is installed (https://git-lfs.com)
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+ git lfs install
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+ git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2
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+ ```
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+
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+ ## Metadata
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+
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+ Dataset metadata is provided in the [`dataset_card.yml`](./dataset_card.yml) file, following Hugging Face's dataset card standards.
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+
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+ ## Feedback
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+
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  We welcome feedback to improve the dataset! Please share your thoughts via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) or contact the Traders-Lab team.