|
--- |
|
dataset_info: |
|
features: |
|
- name: date |
|
dtype: date32 |
|
- name: stock |
|
dtype: string |
|
- name: title |
|
dtype: string |
|
- name: content |
|
dtype: string |
|
- name: trading_date |
|
dtype: timestamp[ns] |
|
- name: exact_trading_date |
|
dtype: timestamp[ns] |
|
- name: ts_-30 |
|
dtype: float64 |
|
- name: ts_-29 |
|
dtype: float64 |
|
- name: ts_-28 |
|
dtype: float64 |
|
- name: ts_-27 |
|
dtype: float64 |
|
- name: ts_-26 |
|
dtype: float64 |
|
- name: ts_-25 |
|
dtype: float64 |
|
- name: ts_-24 |
|
dtype: float64 |
|
- name: ts_-23 |
|
dtype: float64 |
|
- name: ts_-22 |
|
dtype: float64 |
|
- name: ts_-21 |
|
dtype: float64 |
|
- name: ts_-20 |
|
dtype: float64 |
|
- name: ts_-19 |
|
dtype: float64 |
|
- name: ts_-18 |
|
dtype: float64 |
|
- name: ts_-17 |
|
dtype: float64 |
|
- name: ts_-16 |
|
dtype: float64 |
|
- name: ts_-15 |
|
dtype: float64 |
|
- name: ts_-14 |
|
dtype: float64 |
|
- name: ts_-13 |
|
dtype: float64 |
|
- name: ts_-12 |
|
dtype: float64 |
|
- name: ts_-11 |
|
dtype: float64 |
|
- name: ts_-10 |
|
dtype: float64 |
|
- name: ts_-9 |
|
dtype: float64 |
|
- name: ts_-8 |
|
dtype: float64 |
|
- name: ts_-7 |
|
dtype: float64 |
|
- name: ts_-6 |
|
dtype: float64 |
|
- name: ts_-5 |
|
dtype: float64 |
|
- name: ts_-4 |
|
dtype: float64 |
|
- name: ts_-3 |
|
dtype: float64 |
|
- name: ts_-2 |
|
dtype: float64 |
|
- name: ts_-1 |
|
dtype: float64 |
|
- name: ts_0 |
|
dtype: float64 |
|
- name: ts_1 |
|
dtype: float64 |
|
- name: ts_2 |
|
dtype: float64 |
|
- name: ts_3 |
|
dtype: float64 |
|
- name: ts_4 |
|
dtype: float64 |
|
- name: ts_5 |
|
dtype: float64 |
|
- name: ts_6 |
|
dtype: float64 |
|
- name: ts_7 |
|
dtype: float64 |
|
- name: ts_8 |
|
dtype: float64 |
|
- name: ts_9 |
|
dtype: float64 |
|
- name: ts_10 |
|
dtype: float64 |
|
- name: ts_11 |
|
dtype: float64 |
|
- name: ts_12 |
|
dtype: float64 |
|
- name: ts_13 |
|
dtype: float64 |
|
- name: ts_14 |
|
dtype: float64 |
|
- name: ts_15 |
|
dtype: float64 |
|
splits: |
|
- name: train |
|
num_bytes: 101756779 |
|
num_examples: 82895 |
|
- name: test |
|
num_bytes: 55328208 |
|
num_examples: 22645 |
|
download_size: 91629781 |
|
dataset_size: 157084987 |
|
configs: |
|
- config_name: default |
|
data_files: |
|
- split: train |
|
path: data/train-* |
|
- split: test |
|
path: data/test-* |
|
--- |
|
|
|
# US Stock News With Price |
|
> A stock news and price dataset design for the alignment between financial news and the market. **Please only use for academic purpose.** |
|
|
|
## 1. Data Description |
|
* **date**: The date of the news published. |
|
* **stock**: The symbol of the stocks the news related to. (checked by whether title or content has the company information. |
|
* **title**: The title of the news. |
|
* **content**: The content of the news. |
|
* **trading_date**: Here is the assumed trading date, which should be the next date of the publish date. |
|
* **exact_trading_date**: The exact next trading date after the news was made public. |
|
* **ts_{-30...-1}**: Stock prices before the exact trading date. (30 trading days) |
|
* **ts_0**: Stock prices of the exact trading date. |
|
* **ts_{1...15}**: Stock prices after the exact trading date. (15trading days) |
|
|
|
## 2.Data Split |
|
* **Train phrase**: `exact_trading_date` < = '2021-12-31'. |
|
* **Test phrase**: `exact_trading_date` > '2021-12-31'. |
|
|
|
## 3. Citation |
|
* To cite this dataset, please use the following BibTeX entry: |
|
``` |
|
@misc{wang2024huggingface, |
|
author = {Guoxuan Wang}, |
|
title = {US Stock News With Price: A stock news and price dataset design for the alignment between financial news and the market.}, |
|
year = {2024}, |
|
url = {https://huggingface.co/datasets/oliverwang15/us_stock_news_with_price}, |
|
note = {Available at Hugging Face.} |
|
} |
|
``` |
|
|