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QuantaAlpha/qlib_csi300

QuantaAlpha Qlib CSI300 Dataset Usage reference: Qlib market data and pre-computed HDF5 files for QuantaAlpha factor mining (A-share, CSI 300). Dataset description Filename Description daily_pv.h5 Adjusted daily price and volume data. daily_pv_debug.h5 Debug subset (smaller) of price-volume data. How to load from Hugging Face from huggingface_hub import hf_hub_download import pandas as pd # Download a file from this dataset path… See the full description on the dataset page: https://huggingface.co/datasets/QuantaAlpha/qlib_csi300.

sourceHugging Faceapache-2.0updated 8mo agoView on Hugging Face
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Dataset Card

QuantaAlpha Qlib CSI300 Dataset

Usage reference:

![GitHub](https://github.com/QuantaAlpha/QuantaAlpha)

Qlib market data and pre-computed HDF5 files for QuantaAlpha factor mining (A-share, CSI 300).

Dataset description

FilenameDescription
daily_pv.h5Adjusted daily price and volume data.
dailypvdebug.h5Debug subset (smaller) of price-volume data.

How to load from Hugging Face

python
from huggingface_hub import hf_hub_download
import pandas as pd

# Download a file from this dataset
path = hf_hub_download(
    repo_id="QuantaAlpha/qlib_csi300",
    filename="daily_pv.h5",
    repo_type="dataset"
)
df = pd.read_hdf(path, key="data")

Note: The key is always "data" for all HDF5 files in this dataset.

How to read the files locally

If you have already downloaded the files:

python
import pandas as pd
df = pd.read_hdf("daily_pv.h5", key="data")

Field description (daily price and volume)

FieldDescription
openOpen price of the stock on that day
closeClose price of the stock on that day
highHigh price of the stock on that day
lowLow price of the stock on that day
volumeTrading volume on that day
factorAdjusted factor value