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AlphaDojo
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dojo_sector_precomputed

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train · 260k rows

level1_id stringclasses 22 values	level2_id stringclasses 69 values	level3_id stringclasses 233 values	market stringclasses 3 values	ticker stringlengths 7 9 ⌀	role stringclasses 2 values	market_cap float64 1.01B 3,931B ⌀	pe float64 0.21 138k ⌀
1	23	26	hk	1410.HK	primary	1,040,008,510	46.4
1	23	26	hk	1675.HK	secondary	3,731,756,091.8	null
72	73	74	hk	0013.HK	primary	19,470,519,878.4	138.84
72	73	74	hk	0460.HK	primary	6,563,511,508.32	18.89
72	73	74	hk	0512.HK	primary	17,126,680,789.1	15.44
72	73	74	hk	0719.HK	primary	3,991,996,082.55	16.11
72	73	74	hk	0867.HK	primary	25,036,923,258.48	14.18
72	73	74	hk	0882.HK	secondary	2,177,723,353.75	5.33
72	73	74	hk	1093.HK	primary	109,175,230,160.7	12.76
72	73	74	hk	1177.HK	primary	102,943,066,787.3	37.42
72	73	74	hk	1177.HK	secondary	102,943,066,787.3	37.42
72	73	74	hk	1276.HK	primary	305,178,450,206.51996	34.31
72	73	74	hk	1513.HK	primary	19,090,004,176.5	9.9
72	73	74	hk	1681.HK	secondary	12,165,387,649.8	8.99
72	73	74	hk	1763.HK	primary	4,187,162,441	11.17
72	73	74	hk	2005.HK	primary	7,962,305,742.599999	15.69
72	73	74	hk	2096.HK	primary	29,174,736,300.48	16.12
72	73	74	hk	2161.HK	secondary	1,327,530,000	6.6
72	73	74	hk	2186.HK	primary	7,250,046,454.695	9.04
72	73	74	hk	2196.HK	primary	46,977,219,935.49999	12.04
72	73	74	hk	2256.HK	primary	6,297,152,569.75	null
72	73	74	hk	2348.HK	primary	1,469,349,375	5.48
72	73	74	hk	2410.HK	primary	1,505,060,639.28	null
72	73	74	hk	2552.HK	primary	2,435,474,561.88	null
72	73	74	hk	2566.HK	secondary	1,388,331,665	8.64
72	73	74	hk	2575.HK	primary	5,127,683,121	null
72	73	74	hk	2575.HK	secondary	5,127,683,121	null
72	73	74	hk	2595.HK	primary	11,359,146,165.8	null
72	73	74	hk	2607.HK	secondary	40,198,642,009.56	7.32
72	73	74	hk	2617.HK	primary	4,169,734,481.92	null
72	73	74	hk	2630.HK	primary	13,324,025,100	null
72	73	74	hk	2633.HK	primary	1,890,208,845	6.27
72	73	74	hk	2637.HK	primary	13,214,950,633	76.38
72	73	74	hk	2652.HK	primary	3,126,994,398.945	null
72	73	74	hk	3320.HK	secondary	27,517,395,819.18	5.75
72	73	74	hk	3692.HK	primary	203,027,744,343.59998	26.4
72	73	74	hk	3933.HK	primary	15,062,763,903.66	24.26
72	73	74	hk	6855.HK	primary	11,357,933,696	null
72	73	74	hk	6887.HK	primary	24,278,866,428.219997	null
72	73	74	hk	8049.HK	secondary	1,338,997,500	5.32
72	73	74	hk	9969.HK	primary	25,483,054,844.38	24.09
72	73	74	hk	9989.HK	primary	5,773,810,562.74	24.71
72	73	74	hk	1167.HK	primary	4,673,514,625.5	7.9
72	73	74	hk	6622.HK	primary	1,380,330,115.18	null
72	73	74	hk	9688.HK	primary	23,462,013,978.600002	null
72	73	74	hk	6872.HK	primary	6,017,826,490	null
72	73	74	hk	6132.HK	primary	2,709,937,456.1	null
72	73	74	hk	1912.HK	primary	1,662,661,447.965	null
72	73	74	hk	6996.HK	primary	2,308,723,643.52	37.42
72	73	74	hk	2511.HK	primary	2,351,825,194.68	null
72	73	74	hk	2563.HK	primary	1,675,228,400	null
72	73	74	hk	9637.HK	primary	8,444,380,471.44	null
72	73	74	hk	1672.HK	primary	8,836,672,698	null
72	73	74	hk	3880.HK	primary	2,991,980,000	15.37
72	73	74	hk	3696.HK	primary	32,630,310,160	null
72	73	74	hk	2105.HK	primary	2,875,110,186	null
72	73	74	hk	6160.HK	primary	333,750,513,168.4	64.91
72	73	74	hk	1477.HK	primary	4,089,142,806.21	null
72	73	74	hk	7630.HK	primary	3,892,319,883.4	null
72	73	74	hk	6998.HK	primary	3,357,401,015.8	13.32
123	124	125	hk	0340.HK	primary	12,408,065,797.14	12.28
123	124	125	hk	0358.HK	secondary	111,292,123,076.7	8.18
123	124	125	hk	0661.HK	secondary	2,398,007,680.604	4.12
123	124	125	hk	1208.HK	secondary	109,258,822,648.08002	13.06
123	124	125	hk	1712.HK	primary	1,546,184,870.25	2.58
123	124	125	hk	1818.HK	primary	60,716,619,516.560005	14.05
123	124	125	hk	2099.HK	primary	85,308,239,645.59999	14.05
123	124	125	hk	2259.HK	primary	365,587,948,380	18.41
123	124	125	hk	2489.HK	primary	1,847,564,950	12.59
123	124	125	hk	2899.HK	primary	843,989,282,102.2799	10.84
123	124	125	hk	3330.HK	primary	26,533,439,483.58	12.45
123	124	125	hk	3788.HK	primary	7,333,943,199	402.98
123	124	125	hk	3939.HK	primary	56,935,261,194	29.8
123	124	125	hk	6693.HK	primary	64,766,012,946.24	15.17
123	124	125	hk	8299.HK	primary	2,432,908,518.6	25.64
123	124	125	hk	1815.HK	primary	1,957,939,930.4	16.61
123	124	125	hk	6228.HK	primary	478,474,769,628.7999	null
177	178	179	hk	2726.HK	primary	36,876,923,786.5	512.98
177	178	179	hk	2658.HK	primary	19,267,863,014.22	null
177	178	179	hk	2631.HK	primary	33,269,063,045.600002	null
177	178	180	hk	0522.HK	primary	66,224,559,990.700005	51.89
177	178	180	hk	0650.HK	primary	1,275,577,065.56	null
177	178	180	hk	2155.HK	secondary	8,867,519,775	65.13
177	178	180	hk	9630.HK	primary	45,504,489,029.600006	92.06
177	178	181	hk	1109.HK	primary	216,780,563,201.59998	8.05
177	178	181	hk	2249.HK	primary	58,864,295,111.4	82.8
177	178	181	hk	1347.HK	primary	203,649,050,246.4	252.76
177	178	181	hk	1021.HK	primary	4,556,804,624.4	null
177	178	181	hk	0981.HK	primary	515,453,204,578.2	63.13
177	178	181	hk	0357.HK	primary	2,138,922,760	null
177	178	181	hk	2158.HK	primary	3,534,251,819.175	42.92
177	178	182	hk	1318.HK	primary	22,322,082,222	14.47
177	178	182	hk	2701.HK	primary	5,391,107,265	null
177	178	182	hk	6082.HK	primary	94,602,835,250	null
177	178	182	hk	1385.HK	primary	21,153,110,340	20.69
177	178	182	hk	6809.HK	primary	351,270,842,443.8	99.25
177	178	182	hk	1879.HK	primary	25,728,626,347.2	null
177	178	182	hk	0600.HK	primary	13,357,081,657.08	null
177	178	182	hk	0085.HK	primary	1,583,300,160	7.14
177	178	182	hk	2533.HK	primary	6,869,572,734.345	null

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dojo_sector_precomputed — Precomputed Sector Analytics

Overview

Derived sector analytics: L3 constituent snapshots, daily cap-weighted sector index levels, and per-constituent daily returns. Built offline from taxonomy, mappings, quotes, and stock K-lines.

Files

File	Description
`manifest.json`	Generation metadata: version, window start, row counts, latest trade dates
`constituents.parquet`	L3 constituent snapshot (cap, P/E)
`sector_daily.parquet`	Daily sector index and metrics (L1/L2/L3 scope)
`ticker_daily.parquet`	Constituent daily close and returns

Key Fields

manifest.json

Field	Description
`version`	Schema version (currently `2`)
`generated_at`	UTC generation timestamp
`window_start`	Window start (default `2025-01-01`)
`latest_trade_date_by_market`	Latest session per market
`constituent_count` / `sector_daily_rows` / `ticker_daily_rows`	Row count summary

constituents.parquet

Field	Description
`level1_id` / `level2_id` / `level3_id`	Sector path IDs
`market`	`us`, `cn`, or `hk`
`ticker`	Constituent symbol
`role`	`primary` or `secondary`
`market_cap`	Snapshot market cap
`weighted_pe`	Stock P/E used in sector weighting

sector_daily.parquet

Field	Description
`trade_date`	Trade date
`scope`	`L1`, `L2`, or `L3` aggregation level
`market`	Market
`level1_id` / `level2_id` / `level3_id`	Sector IDs
`member_count`	Constituent count
`total_market_cap`	Aggregate cap
`weighted_pe`	Cap-weighted P/E
`index_level`	Cap-weighted index (base = 100)
`daily_return_pct`	Sector daily return (%)

ticker_daily.parquet

Field	Description
`ticker`	Stock symbol
`trade_date`	Trade date
`close`	Close price
`daily_return_pct`	Daily return (%)
`cumulative_return_pct`	Cumulative return since `window_start` (%)

Scale (reference)

See manifest.json. Typical sizes: constituents ~20k, sector_daily ~180k, ticker_daily ~4.6M rows.

Index Method

Daily returns are cap-weighted across constituents; index base level = 100.
Constituents require valid daily bars in dojo_stock_kline and positive market cap from dojo_quote.

Input Datasets

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