Datasets:

AlphaDojo
/

dojo_sector_precomputed

level1_id stringclasses 22 values	level2_id stringclasses 70 values	level3_id stringclasses 234 values	market stringclasses 3 values	ticker stringlengths 1 9 ⌀	role stringclasses 2 values	market_cap float64 1B 5,536B ⌀	pe float64 0.11 123k ⌀
1	23	26	sh	000547.SZ	secondary	21,451,444,169.98	null
1	23	26	sh	002017.SZ	primary	8,143,459,683.27	48.26
1	23	26	sh	002104.SZ	secondary	7,338,507,595.44	null
1	23	26	sh	002212.SZ	primary	8,916,671,325.24	null
1	23	26	sh	002268.SZ	primary	12,929,775,709.07	214.42
1	23	26	sh	002396.SZ	secondary	23,654,073,760.38	41.52
1	23	26	sh	002439.SZ	primary	18,013,521,048.35	null
1	23	26	sh	002474.SZ	secondary	4,031,856,000.000001	null
1	23	26	sh	002491.SZ	secondary	23,197,696,270	107.52
1	23	26	sh	002912.SZ	primary	4,874,969,600	660.19
1	23	26	sh	002912.SZ	secondary	4,874,969,600	660.19
1	23	26	sh	003004.SZ	secondary	4,767,752,254.72	null
1	23	26	sh	003029.SZ	primary	3,469,674,467.84	null
1	23	26	sh	300017.SZ	secondary	35,513,594,376.71	45.83
1	23	26	sh	300311.SZ	primary	4,344,914,467.5	98.04
1	23	26	sh	300352.SZ	primary	4,175,493,370.56	null
1	23	26	sh	300369.SZ	primary	8,454,786,281.41	null
1	23	26	sh	300386.SZ	primary	4,636,107,960	null
1	23	26	sh	300449.SZ	secondary	2,551,697,887.29	null
1	23	26	sh	300454.SZ	secondary	59,969,446,282.8	70.41
1	23	26	sh	300579.SZ	primary	6,631,200,000	null
1	23	26	sh	300588.SZ	secondary	3,953,876,769.5	null
1	23	26	sh	300659.SZ	primary	3,090,857,526.86	null
1	23	26	sh	300768.SZ	primary	9,792,639,683.19	48.6
1	23	26	sh	301117.SZ	primary	2,157,374,291.24	null
1	23	26	sh	301165.SZ	secondary	108,200,909,029.08	115.3
1	23	26	sh	600271.SS	secondary	12,506,971,306.5	null
1	23	26	sh	600536.SS	secondary	29,246,195,810.88	1,412.12
1	23	26	sh	600734.SS	secondary	4,073,426,808.22	null
1	23	26	sh	600776.SS	secondary	15,473,920,788.48	28.29
1	23	26	sh	601360.SS	primary	63,765,972,277.689995	83.85
1	23	26	sh	603039.SS	secondary	10,684,307,540.58	31.63
1	23	26	sh	603232.SS	primary	3,948,624,203.1	null
1	23	26	sh	688023.SS	primary	4,987,168,729.83	null
1	23	26	sh	688027.SS	secondary	32,716,998,588.07	5,446.89
1	23	26	sh	688030.SS	primary	3,590,346,776.64	null
1	23	26	sh	688060.SS	primary	2,175,894,817.2	null
1	23	26	sh	688132.SS	secondary	2,392,980,206.88	null
1	23	26	sh	688152.SS	secondary	4,672,026,784.6	null
1	23	26	sh	688168.SS	primary	4,274,814,237.8	null
1	23	26	sh	688171.SS	primary	3,026,434,684	3,000.08
1	23	26	sh	688175.SS	secondary	5,154,316,986	null
1	23	26	sh	688201.SS	primary	2,432,569,768.72	103.66
1	23	26	sh	688225.SS	primary	6,604,165,100.000001	null
1	23	26	sh	688228.SS	secondary	5,808,014,344.8	null
1	23	26	sh	688244.SS	primary	3,623,076,456	null
1	23	26	sh	688489.SS	primary	4,673,584,700.2	null
1	23	26	sh	688561.SS	primary	21,190,769,638.5	null
1	23	26	sh	688651.SS	primary	2,572,573,296	null
72	73	74	sh	000153.SZ	primary	2,862,462,815.52	30.31
72	73	74	sh	000513.SZ	primary	27,081,168,715.5	16.17
72	73	74	sh	000566.SZ	primary	6,110,589,743.46	null
72	73	74	sh	000590.SZ	secondary	2,198,346,231.06	null
72	73	74	sh	000597.SZ	primary	7,006,217,781.150001	32.62
72	73	74	sh	000650.SZ	secondary	7,405,673,257.86	18.76
72	73	74	sh	000705.SZ	secondary	2,412,370,124.92	null
72	73	74	sh	000739.SZ	primary	29,424,466,830.399998	34.62
72	73	74	sh	000756.SZ	primary	10,317,881,672.35	47.93
72	73	74	sh	000766.SZ	secondary	14,468,425,763.79	588.45
72	73	74	sh	000788.SZ	primary	3,379,248,699.75	88.32
72	73	74	sh	000813.SZ	primary	6,836,564,060.4	null
72	73	74	sh	000908.SZ	primary	10,592,483,186.039999	null
72	73	74	sh	000915.SZ	primary	5,675,508,566.7	13.48
72	73	74	sh	000919.SZ	primary	4,148,236,601.76	74.12
72	73	74	sh	000919.SZ	secondary	4,148,236,601.76	74.12
72	73	74	sh	000931.SZ	primary	3,456,852,847.38	null
72	73	74	sh	000935.SZ	secondary	14,887,086,493.5	104.38
72	73	74	sh	000952.SZ	primary	2,301,359,591.91	null
72	73	74	sh	000953.SZ	secondary	2,178,427,060.25	626.15
72	73	74	sh	000963.SZ	primary	47,859,478,581.92	13.83
72	73	74	sh	000990.SZ	secondary	10,905,541,639.09	56.59
72	73	74	sh	000999.SZ	secondary	41,305,887,235.56	12.61
72	73	74	sh	001367.SZ	primary	3,316,685,624	23.55
72	73	74	sh	002001.SZ	secondary	81,691,548,254.4	11.39
72	73	74	sh	002004.SZ	primary	9,048,230,702.87	14.05
72	73	74	sh	002019.SZ	primary	11,750,328,221.1	38.73
72	73	74	sh	002020.SZ	primary	10,220,415,891.8	14.16
72	73	74	sh	002038.SZ	primary	5,917,536,000	null
72	73	74	sh	002038.SZ	secondary	5,917,536,000	null
72	73	74	sh	002082.SZ	primary	7,860,204,356.75	null
72	73	74	sh	002099.SZ	primary	10,230,280,398.960001	null
72	73	74	sh	002102.SZ	secondary	6,137,261,398.3	null
72	73	74	sh	002262.SZ	primary	22,021,998,736.019997	20.07
72	73	74	sh	002294.SZ	primary	34,481,275,427.55	51.2
72	73	74	sh	002317.SZ	primary	21,664,727,858.73	108.71
72	73	74	sh	002317.SZ	secondary	21,664,727,858.73	108.71
72	73	74	sh	002326.SZ	secondary	15,902,944,062.840002	94.13
72	73	74	sh	002332.SZ	primary	8,665,434,626.16	22.45
72	73	74	sh	002349.SZ	primary	7,679,625,565.92	34.17
72	73	74	sh	002365.SZ	primary	3,969,373,275	74.32
72	73	74	sh	002370.SZ	primary	3,884,927,831.3	null
72	73	74	sh	002393.SZ	primary	4,393,176,233.25	28.96
72	73	74	sh	002399.SZ	primary	14,511,559,457.560001	71.51
72	73	74	sh	002422.SZ	primary	63,185,829,581.759995	34.55
72	73	74	sh	002437.SZ	primary	8,228,213,384.94	20.5
72	73	74	sh	002562.SZ	secondary	5,736,966,023.339999	44.61
72	73	74	sh	002581.SZ	secondary	3,457,014,470.64	null
72	73	74	sh	002643.SZ	secondary	11,173,980,305	45.84
72	73	74	sh	002653.SZ	primary	69,617,259,129.6	73.34
72	73	74	sh	002675.SZ	primary	11,453,634,342.45	57.06

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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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