xpertsystems/oil032-sample

OIL-032是一个合成能源衍生品数据集的样本版本，专为机器学习研究设计，涵盖石油和天然气商品市场的衍生品。该数据集包括6种能源基础资产（WTI、Brent、Henry Hub天然气、取暖油、RBOB汽油、LNG）的1,100个期货合约，覆盖180天，并提供28,548个期权链，包含完整的Black-Scholes定价和Greeks计算（如delta、gamma、vega、theta）。数据集共11个表格，总计106,959行数据，涉及期货合约、期权链、波动率曲面、日历价差、裂解价差、对冲头寸、市场流动性、未平仓合约、交易者行为、罕见市场事件和衍生品标签等内容。它支持多种应用，如期权定价ML、波动率曲面建模、期货曲线分析、对冲策略优化、基于Greeks的风险建模、CFTC定位分析、裂解价差套利、罕见事件影响建模和交易者行为分类。数据集基于行业标准校准，并提供了详细的验证指标和模式亮点。OIL-032 is a sample version of a synthetic energy derivatives dataset designed specifically for machine learning research, covering derivatives in the oil and natural gas commodity markets. This dataset includes 1,100 futures contracts across 6 underlying energy assets (WTI, Brent, Henry Hub Natural Gas, Heating Oil, RBOB Gasoline, LNG) spanning 180 days, and provides 28,548 option chains with complete Black-Scholes pricing and Greeks calculations (such as delta, gamma, vega, theta). The dataset consists of 11 tables with a total of 106,959 data rows, covering futures contracts, option chains, volatility surfaces, calendar spreads, crack spreads, hedge positions, market liquidity, open interest, trader behavior, rare market events, derivatives tags and other related content. It supports a wide range of applications, including machine learning for option pricing, volatility surface modeling, futures curve analysis, hedge strategy optimization, risk modeling based on Greeks, CFTC positioning analysis, crack spread arbitrage, rare event impact modeling and trader behavior classification. The dataset is calibrated against industry standards and includes detailed validation metrics and pattern highlights.