ecnu-cilab / astock_dataset

About The Project

We provide:

1. A heterogeneous financial dataset including both technical data and fundamental data concentrating on the Chinese stock market.
2. A lightweight back-test system with the inclusion of investment-wise metrics.
3. Widely used benchmark methods for financial time series prediction(continuously updated )

The members of the dataset are as follows:

The data sample of stock 000858.SZ (Wuliangye):

Time Range:

01/01/2018-31/05/2020

Getting Started

Prerequisites

Usage

Licence

• Our dataset is published under CC BY-NC-SA 4.0 licence. (no commercial)
• Our code is published under GNU General Public License v3.0 licence.

Concact

[email protected]

Acknowledgements

• Shanghai Seek Data Technology Co., Ltd.
• ECNU-CILAB