Datasets:

AlphaDojo
/

dojo_sector_precomputed

level1_id large_string	level2_id large_string	level3_id large_string	market large_string	ticker large_string	role large_string	market_cap float64	pe float64
1	2	3	sh	000100.SZ	secondary	109,412,536,471.22	17.57
1	2	3	sh	000711.SZ	secondary	16,004,838,448.66	430.22
1	2	3	sh	000925.SZ	secondary	5,952,054,750.400001	null
1	2	3	sh	001269.SZ	primary	4,108,004,014.1	null
1	2	3	sh	002119.SZ	primary	13,127,434,319.999998	128.86
1	2	3	sh	002129.SZ	primary	44,555,135,818.46	null
1	2	3	sh	002149.SZ	secondary	20,939,510,211.86	569.2
1	2	3	sh	002245.SZ	secondary	35,501,827,159.26	45.33
1	2	3	sh	002407.SZ	secondary	53,986,117,004.15	35.94
1	2	3	sh	002409.SZ	primary	88,436,881,125.95999	82.9
1	2	3	sh	002428.SZ	secondary	71,843,200,000	1,972.17
1	2	3	sh	002436.SZ	secondary	71,777,214,565.48999	957.3
1	2	3	sh	002549.SZ	secondary	11,869,588,670.07	276.5
1	2	3	sh	002916.SZ	secondary	280,708,753,799.5	82.54
1	2	3	sh	002971.SZ	secondary	12,835,487,500	177.83
1	2	3	sh	003026.SZ	primary	6,896,702,111.499999	124.5
1	2	3	sh	003031.SZ	primary	66,521,275,645.31999	86.03
1	2	3	sh	300037.SZ	secondary	64,110,501,837.12	33.36
1	2	3	sh	300054.SZ	primary	86,994,387,228.06	86.66
1	2	3	sh	300102.SZ	secondary	19,925,228,133.949997	168.06
1	2	3	sh	300236.SZ	primary	35,897,925,626.15	86.55
1	2	3	sh	300263.SZ	secondary	14,386,587,597.800001	55.76
1	2	3	sh	300283.SZ	secondary	9,040,033,858.18	40.15
1	2	3	sh	300316.SZ	secondary	65,542,166,539.85	159.79
1	2	3	sh	300323.SZ	primary	26,909,320,054.26	132.76
1	2	3	sh	300346.SZ	primary	53,426,428,601.9	107.54
1	2	3	sh	300395.SZ	secondary	55,805,929,754.3	97.07
1	2	3	sh	300398.SZ	secondary	27,789,120,937.5	52.95
1	2	3	sh	300408.SZ	secondary	268,309,631,940	84.81
1	2	3	sh	300429.SZ	secondary	8,636,434,685.95	null
1	2	3	sh	300489.SZ	secondary	36,531,714,844.2	593.71
1	2	3	sh	300537.SZ	secondary	5,804,036,131.53	193.54
1	2	3	sh	300554.SZ	primary	2,730,798,806.07	null
1	2	3	sh	300576.SZ	secondary	17,237,493,527.100002	160.5
1	2	3	sh	300655.SZ	primary	20,684,862,007.559998	772.77
1	2	3	sh	300666.SZ	primary	90,794,486,307	108.22
1	2	3	sh	300689.SZ	secondary	7,649,252,000	null
1	2	3	sh	300700.SZ	secondary	8,305,842,977.160001	842.66
1	2	3	sh	300706.SZ	primary	10,598,610,719.97	151.17
1	2	3	sh	300842.SZ	secondary	10,948,281,432.48	188.73
1	2	3	sh	300936.SZ	secondary	7,432,016,000	null
1	2	3	sh	301286.SZ	secondary	21,465,365,000	88
1	2	3	sh	301297.SZ	secondary	38,394,039,150.6	99.05
1	2	3	sh	301581.SZ	primary	3,182,400,000	97.3
1	2	3	sh	301611.SZ	primary	63,921,960,000.00001	348.25
1	2	3	sh	301678.SZ	primary	15,300,407,677.289999	386.65
1	2	3	sh	600206.SS	primary	47,390,055,525.36	134.22
1	2	3	sh	600255.SS	secondary	5,833,854,664.65	88.6
1	2	3	sh	600378.SS	secondary	84,585,275,083.4	68.65
1	2	3	sh	600666.SS	primary	9,712,150,400.82	null
1	2	3	sh	600703.SS	secondary	88,704,752,966.06001	328.57
1	2	3	sh	603078.SS	primary	20,427,205,026.56	177.46
1	2	3	sh	603379.SS	secondary	42,910,571,510.73	21.21
1	2	3	sh	603595.SS	secondary	7,482,318,473.94	78.61
1	2	3	sh	603650.SS	secondary	52,286,961,663.9	71.7
1	2	3	sh	603688.SS	secondary	35,160,337,738.99	239.06
1	2	3	sh	603690.SS	secondary	12,982,488,075	null
1	2	3	sh	603806.SS	secondary	38,896,398,416.82	31.19
1	2	3	sh	603938.SS	secondary	22,146,305,886.36	142.51
1	2	3	sh	605358.SS	primary	46,741,228,047.69	1,617.43
1	2	3	sh	605588.SS	secondary	4,366,485,912.79	null
1	2	3	sh	605589.SS	secondary	48,836,616,334.600006	68.84
1	2	3	sh	688019.SS	primary	68,252,364,354.299995	82.17
1	2	3	sh	688035.SS	secondary	13,152,932,800	95.55
1	2	3	sh	688079.SS	secondary	9,429,200,446.199999	null
1	2	3	sh	688106.SS	secondary	19,852,071,647.04	1,019.29
1	2	3	sh	688126.SS	primary	119,906,248,698.04001	null
1	2	3	sh	688138.SS	primary	13,061,052,000	58.63
1	2	3	sh	688146.SS	primary	167,288,823,622.35	412.91
1	2	3	sh	688181.SS	secondary	7,037,419,302.179999	71.09
1	2	3	sh	688199.SS	secondary	4,835,205,257.49	118.68
1	2	3	sh	688233.SS	primary	30,995,643,952	305.25
1	2	3	sh	688234.SS	primary	70,754,307,424	null
1	2	3	sh	688268.SS	primary	27,834,684,284	205.41
1	2	3	sh	688300.SS	secondary	45,640,091,601.9	159.28
1	2	3	sh	688379.SS	secondary	6,546,872,209.730001	44.17
1	2	3	sh	688401.SS	primary	16,643,526,423.36	60.99
1	2	3	sh	688432.SS	primary	57,688,927,728.12	287.42
1	2	3	sh	688456.SS	secondary	11,713,580,000	96.67
1	2	3	sh	688530.SS	primary	13,128,476,912.72	80.67
1	2	3	sh	688535.SS	primary	22,814,959,722	421.65
1	2	3	sh	688545.SS	secondary	38,804,400,000	151.53
1	2	3	sh	688548.SS	primary	63,344,322,993.21	172.53
1	2	3	sh	688549.SS	primary	49,045,563,200.00001	1,922.83
1	2	3	sh	688550.SS	secondary	8,944,260,292.8	51.22
1	2	3	sh	688584.SS	primary	23,896,966,019.920002	476.01
1	2	3	sh	688596.SS	secondary	23,089,355,641.5	null
1	2	3	sh	688603.SS	secondary	18,708,678,600	156.23
1	2	3	sh	688720.SS	primary	10,638,844,851.75	282.45
1	2	3	sh	688721.SS	primary	7,447,965,000	182.28
1	2	3	sh	688727.SS	primary	28,190,311,704	275.57
1	2	3	sh	688733.SS	secondary	8,530,400,613.000001	5,086.08
1	2	3	sh	688783.SS	primary	215,053,228,000	null
1	2	3	hk	0243.HK	primary	143,793,570.78	2.19
1	2	3	hk	0757.HK	secondary	209,397,581.379	null
1	2	3	hk	2577.HK	secondary	50,422,045,980.3	null
1	2	3	hk	2631.HK	primary	38,066,786,631.2	null
1	2	3	hk	2658.HK	primary	18,365,639,463.7	null
1	2	3	hk	2726.HK	primary	42,005,220,747	3,191.45
1	2	3	hk	8490.HK	primary	90,304,000	null

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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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