Datasets:
File size: 1,864 Bytes
6371e9d | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 | {
"qlib_daily": [
{
"name": "ts_code",
"description": "Wind-style code, e.g. 601059.SH"
},
{
"name": "qlib_symbol",
"description": "Qlib symbol, e.g. sh601059"
},
{
"name": "trade_date",
"description": "YYYYMMDD"
},
{
"name": "open/high/low/close/volume/factor/amount/...",
"description": "Fields available in the qlib provider"
}
],
"qlib_factors_daily": [
{
"name": "ret_1d / ret_5d",
"description": "Backward returns from close"
},
{
"name": "ma5_close / ma10_close / close_to_ma5",
"description": "Trend context"
},
{
"name": "feature_open / feature_high / feature_low / feature_close",
"description": "Qlib provider prices kept as modeling feature prices"
},
{
"name": "display_open / display_high / display_low / display_close",
"description": "Broker-style display prices computed as qlib price / factor after local validation"
},
{
"name": "ma5_display_close / ma10_display_close / close_to_ma5_display",
"description": "Broker-style display-price moving-average context"
},
{
"name": "volatility_5d / volume_ratio_5d / amplitude",
"description": "Risk and activity context"
},
{
"name": "adjust_factor",
"description": "qlib factor used to restore display prices"
}
],
"outcome_targets": [
{
"name": "fwd_ret_5d",
"description": "Future 5-trading-day stock return"
},
{
"name": "benchmark_fwd_ret_5d",
"description": "Future 5-trading-day benchmark return"
},
{
"name": "ret_excess_5d",
"description": "fwd_ret_5d - benchmark_fwd_ret_5d"
},
{
"name": "max_drawdown_5d / max_runup_5d",
"description": "Future 5-day adverse/favorable move"
}
]
} |