Traders-Lab/TroveLedger

TroveLedger是一个公开的金融时间序列数据集，专注于长期积累高质量的日内数据。该数据集提供多个时间分辨率的OHLC（开盘价、最高价、最低价、收盘价）和交易量数据，主要用于机器学习、量化研究和系统性交易实验。与许多免费数据源不同，TroveLedger强调时间连续性，尤其是分钟级数据。数据集包含超过40万行数据，涵盖不同符号和分辨率，适合单符号训练和大规模多市场模型。数据通过yfinance从Yahoo Finance获取，经过质量检查后以Parquet格式存储。数据集定期更新以扩展历史数据并添加新指数。

TroveLedger is a public financial time series dataset focused on long-term accumulation of high-quality intraday data. The dataset provides OHLC and volume data at multiple time resolutions and is designed primarily for machine learning, quantitative research, and systematic trading experiments. Unlike many freely available data sources, TroveLedger emphasizes continuity over time, especially for minute-level data. The dataset contains over 40 million rows across all symbols and resolutions, making it suitable for both focused single-symbol training and large-scale multi-market models. Data is sourced from Yahoo Finance via the yfinance library, validated for completeness, and stored in Parquet format. The dataset is updated periodically to extend histories and add new indices based on community input.