kreasof-ai/KAC-QuantFin-1M
收藏Hugging Face2025-06-04 更新2025-10-25 收录
下载链接：
https://hf-mirror.com/datasets/kreasof-ai/KAC-QuantFin-1M
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资源简介：
Kreasof AI Capital (KAC) QuantFin-1M数据集使用基于GARCH模型的合成价格生成方法和公司专有的交易算法。原始的合成价格路径包含28800个步骤，每个步骤代表1分钟，但为了节省存储空间，被降采样为1028个步骤，每个步骤代表28分钟。数据集包含scenario_id、final_pnl_ratio、max_drawdown、total_trades、synthetic_ohlcv_close等字段，并分为训练集，共有大约100万个示例。
The Kreasof AI Capital (KAC) QuantFin-1M dataset uses GARCH-based synthetic price generation combined with the companys proprietary trading algorithm. The original synthetic price path consists of 28800 steps at 1-minute intervals, but it has been downscaled to 1028 steps at 28-minute intervals to save storage. The dataset includes fields such as scenario_id, final_pnl_ratio, max_drawdown, total_trades, synthetic_ohlcv_close, and is split into a training set with approximately 1 million examples.
提供机构：
kreasof-ai
