Lucifer744/KiT_data_demo

KiT Data Demo

This is the demo dataset for KiT: A Foundation Model for Candlestick Time-Series Forecasting via Diffusion Transformers.

Dataset Description

This dataset contains 100 Chinese A-share stocks with multi-timescale OHLCV (Open, High, Low, Close, Volume) candlestick data.

Data Format

The dataset is organized as follows:

data/
  instruments.json      # market / sector / vocab_index of the 100 stocks
  stats.json            # per-bucket normalisation statistics from training
  trade_dates.csv       # A-share trading calendar
  ashare/{1m,5m,15m,30m,1h,2h,1d}/<code>.parquet  # OHLCV data by timescale

Each .parquet file contains OHLCV candlestick data for one stock at one timescale, with columns:

• Open
• High
• Low
• Close
• Volume

Timescales

The data includes 7 different timescales:

• 1m (1 minute)
• 5m (5 minutes)
• 15m (15 minutes)
• 30m (30 minutes)
• 1h (1 hour)
• 2h (2 hours)
• 1d (1 day)

Code Repository

The corresponding code is available at: https://github.com/Luciferbobo/KiT

Citation

@article{kit2026,
  title={KiT: A Foundation Model for Candlestick Time-Series Forecasting via Diffusion Transformers},
  author={Boyu Zhang, Haorui Li},
  journal={arXiv preprint arXiv:2609.34507},
  year={2026}
}

License

See the main repository for license information.