dojo_sector_precomputed

level1_id large_stringclasses 11 values	level2_id large_stringclasses 42 values	level3_id large_stringclasses 124 values	market large_stringclasses 3 values	ticker large_stringlengths 1 9 ⌀	role large_stringclasses 2 values	market_cap float64 1B 5,251B ⌀	pe float64 0.13 20k ⌀
1	2	3	sh	000100.SZ	secondary	107,317,974,978.39	14.09
1	2	3	sh	000711.SZ	secondary	17,957,263,115.84	121
1	2	3	sh	000925.SZ	secondary	5,904,708,860.34	null
1	2	3	sh	001269.SZ	primary	3,723,179,282.1	null
1	2	3	sh	002119.SZ	primary	8,515,193,960.000001	67.24
1	2	3	sh	002129.SZ	primary	37,600,866,149.100006	null
1	2	3	sh	002149.SZ	secondary	17,165,613,873.839998	191.62
1	2	3	sh	002245.SZ	secondary	29,637,278,576.42	29
1	2	3	sh	002407.SZ	secondary	40,117,577,575.3	39.19
1	2	3	sh	002409.SZ	primary	62,270,377,389.520004	55.51
1	2	3	sh	002428.SZ	secondary	60,237,257,600	405.53
1	2	3	sh	002436.SZ	secondary	57,737,910,935.11	261.24
1	2	3	sh	002549.SZ	secondary	9,748,777,572.02	222.36
1	2	3	sh	002916.SZ	secondary	237,311,630,032.05	52.7
1	2	3	sh	002971.SZ	secondary	9,166,400,000	127.36
1	2	3	sh	003026.SZ	primary	5,317,577,016	63.98
1	2	3	sh	003031.SZ	primary	53,639,205,992.28	66.59
1	2	3	sh	300037.SZ	secondary	46,952,054,334	23.86
1	2	3	sh	300054.SZ	primary	65,611,441,749.69	61.96
1	2	3	sh	300102.SZ	secondary	16,483,179,486.33	91.12
1	2	3	sh	300236.SZ	primary	26,527,799,251.45	62.2
1	2	3	sh	300263.SZ	secondary	10,443,213,587.18	42.96
1	2	3	sh	300283.SZ	secondary	6,435,867,974.9	34.85
1	2	3	sh	300316.SZ	secondary	56,349,239,284.91	121.32
1	2	3	sh	300323.SZ	primary	18,161,356,538.43	4,423.19
1	2	3	sh	300346.SZ	primary	36,347,941,528.770004	71.04
1	2	3	sh	300395.SZ	secondary	49,586,578,374.24	84.11
1	2	3	sh	300398.SZ	secondary	19,329,827,507.499996	36.18
1	2	3	sh	300408.SZ	secondary	215,386,032,253.77002	55.74
1	2	3	sh	300429.SZ	secondary	6,298,935,167.7	null
1	2	3	sh	300489.SZ	secondary	31,915,849,457.25	null
1	2	3	sh	300537.SZ	secondary	4,142,114,986.46	139.49
1	2	3	sh	300554.SZ	primary	2,468,112,178.97	null
1	2	3	sh	300576.SZ	secondary	11,585,856,305.1	139.04
1	2	3	sh	300655.SZ	primary	14,161,694,740.470001	144.06
1	2	3	sh	300666.SZ	primary	62,214,920,951.52	57.64
1	2	3	sh	300689.SZ	secondary	6,242,400,000	1,142.96
1	2	3	sh	300700.SZ	secondary	7,964,398,189.379999	501.41
1	2	3	sh	300706.SZ	primary	7,498,712,843.160001	101.67
1	2	3	sh	300842.SZ	secondary	9,326,959,500.6	125.81
1	2	3	sh	300936.SZ	secondary	5,835,520,000	null
1	2	3	sh	301286.SZ	secondary	18,064,515,000	65.43
1	2	3	sh	301297.SZ	secondary	27,279,414,832.98	65.99
1	2	3	sh	301581.SZ	primary	2,990,400,000	213.89
1	2	3	sh	301611.SZ	primary	40,539,280,000	206.31
1	2	3	sh	301678.SZ	primary	10,751,249,358.960001	158.94
1	2	3	sh	600206.SS	primary	40,854,663,802.32	111.42
1	2	3	sh	600255.SS	secondary	6,357,637,281.6	74.6
1	2	3	sh	600378.SS	secondary	65,067,580,832.799995	36.11
1	2	3	sh	600666.SS	primary	9,959,768,966.28	null
1	2	3	sh	600703.SS	secondary	63,011,306,522.01	null
1	2	3	sh	603078.SS	primary	12,918,847,808	137.62
1	2	3	sh	603379.SS	secondary	35,713,023,664.5	16.68
1	2	3	sh	603595.SS	secondary	7,029,055,938.24	24.59
1	2	3	sh	603650.SS	secondary	36,877,928,410.96	47.4
1	2	3	sh	603688.SS	secondary	26,027,641,786.449997	142.42
1	2	3	sh	603690.SS	secondary	9,290,712,705	null
1	2	3	sh	603806.SS	secondary	37,331,150,995.62	22.16
1	2	3	sh	603938.SS	secondary	16,380,154,716.570002	68.76
1	2	3	sh	605358.SS	primary	32,239,323,822.75	191.96
1	2	3	sh	605588.SS	secondary	3,405,844,356.88	null
1	2	3	sh	605589.SS	secondary	32,949,670,647.14	36.82
1	2	3	sh	688019.SS	primary	51,517,236,100.799995	48.44
1	2	3	sh	688035.SS	secondary	9,289,694,400	68.25
1	2	3	sh	688079.SS	secondary	6,267,335,403.16	null
1	2	3	sh	688106.SS	secondary	13,939,109,933.08	102.65
1	2	3	sh	688126.SS	primary	77,502,798,565.84999	null
1	2	3	sh	688138.SS	primary	11,389,464,000	48.28
1	2	3	sh	688146.SS	primary	122,823,529,480	176.52
1	2	3	sh	688181.SS	secondary	4,883,526,197.31	55.88
1	2	3	sh	688199.SS	secondary	3,830,759,483.76	44.12
1	2	3	sh	688233.SS	primary	16,264,197,788	197.93
1	2	3	sh	688234.SS	primary	49,043,396,652.8	null
1	2	3	sh	688268.SS	primary	17,563,941,147.28	94.6
1	2	3	sh	688300.SS	secondary	42,752,120,089.5	143.45
1	2	3	sh	688379.SS	secondary	5,344,443,627.47	29.14
1	2	3	sh	688401.SS	primary	13,332,602,741.76	46.12
1	2	3	sh	688456.SS	secondary	7,624,193,000	68.87
1	2	3	sh	688530.SS	primary	9,103,349,589.12	65.55
1	2	3	sh	688535.SS	primary	14,012,202,090	176.55
1	2	3	sh	688545.SS	secondary	27,428,400,000	111.4
1	2	3	sh	688548.SS	primary	40,677,056,402.43	79.48
1	2	3	sh	688549.SS	primary	33,829,620,399.999996	1,203.24
1	2	3	sh	688550.SS	secondary	6,761,015,654.4	26.2
1	2	3	sh	688584.SS	primary	17,773,828,549.12	332.39
1	2	3	sh	688596.SS	secondary	20,886,833,205.25	null
1	2	3	sh	688603.SS	secondary	14,404,435,276.76	116.9
1	2	3	sh	688720.SS	primary	7,370,542,658.1	168.77
1	2	3	sh	688721.SS	primary	5,186,475,000	153.01
1	2	3	sh	688727.SS	primary	21,432,544,920	127.45
1	2	3	sh	688733.SS	secondary	5,807,464,773.3	247.51
1	2	3	sh	688783.SS	primary	116,813,554,000	null
1	2	3	hk	2577.HK	secondary	40,264,428,732	null
1	2	3	hk	2631.HK	primary	31,015,586,816	null
1	2	3	hk	2658.HK	primary	15,581,298,405.82	null
1	2	3	hk	2726.HK	primary	49,835,981,251	693.25
1	2	3	us	AXTI	primary	3,679,312,925.32	1,870.33
1	2	3	us	COHR	secondary	53,268,329,234.46	66.02
1	2	3	us	ENTG	primary	19,789,128,000	64.75
1	2	3	us	ESI	secondary	8,375,656,714.179999	46.45

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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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