Nairobi Securities Exchange (NSE) All Stocks Prices 2013-2020

This compilation consists of historical data of the Nairobi Securities Exchange (NSE), the stock exchange market of Kenya. The data is raw daily trade data and is of value to any machine learning algorithm that requires training and testing data. An earlier dataset (2007-2012) was initially compiled as part of a research project to predict next day stock price prediction, based on the previous five days by use of Artificial Neural Networks (ANN). The research [1],[2] tested 6 stocks [3] using an ANN of configuration 5:21:21:1. However, the whole of 2007-2012 dataset of all NSE stocks is also available [4]. Since then, the NSE has continued to operate and still generates new data daily. This has necessitated compilation of new data. This new NSE 2013 to 2020 (upto June 30) data was once again scrapped from public website [5] of company, licensed by NSE. The processing involved - raw data export to spreadsheets then removal of unnecessary data elements. Each stock data row has the following 13 data columns (1) Date (2) Stock Code (3) Stock Name (4) 12-month Low price (5) 12-month High price (6) Day's Low price (7) Day's High price (8) Day's Final Price (9) Previous traded price (10) Change in price value (11) Change in price % (12) Volume traded (13) Adjusted price. The original data also had a column on the price direction (arrow graphic), but this column was dropped from this final compilation. Two additional CSV files (2013 and 2020) are introduced to show market sectors that each stock belongs. The column headings are: (1) Market sector (2) Stock Code (3) Stock Name. This new dataset gives researchers a larger dataset (2007-2020), bigger pool of stocks and indices (64), market sector data and many other data attributes, over and above the test cases that were presented in the earlier research. List of data files on this dataset: NSE_data_all_stocks_2013.csv NSE_data_all_stocks_2014.csv NSE_data_all_stocks_2015.csv NSE_data_all_stocks_2016.csv NSE_data_all_stocks_2017.csv NSE_data_all_stocks_2018.csv NSE_data_all_stocks_2019.csv NSE_data_all_stocks_2020.csv NSE_data_stock_market_sectors_2013.csv NSE_data_stock_market_sectors_2020.csv References: [1] Wanjawa, B. W. (2014). A Neural Network Model for Predicting Stock Market Prices at the Nairobi Securities Exchange (Dissertation, University of Nairobi). [2] Wanjawa, B. W., & Muchemi, L. (2014). ANN model to predict stock prices at stock exchange markets. arXiv preprint arXiv:1502.06434. [3] Wanjawa, Barack (2020), “Nairobi Securities Exchange Prices 2008-2012 for 6 selected stocks”, Mendeley Data, v3, http://dx.doi.org/10.17632/95fb84nzcd.3 [4] Wanjawa, Barack (2020), “Nairobi Securities Exchange All Stocks Prices 2007-2012”, Mendeley Data, v1, http://dx.doi.org/10.17632/5hk4zw32f5.1 [5] Synergy Systems Ltd. (2020). MyStocks. Retrieved July 27, 2020, from http://live.mystocks.co.ke/本数据集汇集了肯尼亚证券交易所（Nairobi Securities Exchange, NSE）的历史交易数据。该数据为原始每日交易数据，可用于各类需要训练与测试数据集的机器学习算法训练。 此前有一项2007年至2012年的数据集，最初作为某研究项目的一部分构建，该项目旨在基于前五个交易日的交易数据，利用人工神经网络（Artificial Neural Networks, ANN）预测次日股票价格。该研究[1][2]采用结构为5:21:21:1的人工神经网络，对6支股票[3]进行了实验测试。不过，包含全部肯尼亚证券交易所股票的2007-2012年完整数据集也已公开[4]。 自彼时起，肯尼亚证券交易所持续运营并每日生成新的交易数据，因此有必要构建全新的数据集。本次新增的2013年至2020年（截至6月30日）肯尼亚证券交易所数据集，同样从肯尼亚证券交易所授权的企业公开网站[5]爬取得到。数据处理流程包括：将原始数据导出至电子表格，随后剔除无关数据字段。 每支股票的交易数据行包含以下13个字段：(1) 日期 (2) 股票代码 (3) 股票名称 (4) 12个月最低价 (5) 12个月最高价 (6) 当日最低价 (7) 当日最高价 (8) 当日收盘价 (9) 前一日成交价 (10) 价格变动额 (11) 价格变动率 (12) 成交量 (13) 复权价格。原始数据中曾包含价格走势（箭头图示）字段，但本最终数据集中已移除该字段。 本次数据集还新增了两个CSV文件（分别对应2013年与2020年），用于标注每支股票所属的行业板块。其字段依次为：(1) 行业板块 (2) 股票代码 (3) 股票名称。 相较于此前研究中的测试数据集，本新增数据集覆盖了2007年至2020年的完整周期，包含更多股票与指数样本（共64个）、行业板块数据以及更多数据属性。 本数据集包含的数据文件如下： NSE_data_all_stocks_2013.csv NSE_data_all_stocks_2014.csv NSE_data_all_stocks_2015.csv NSE_data_all_stocks_2016.csv NSE_data_all_stocks_2017.csv NSE_data_all_stocks_2018.csv NSE_data_all_stocks_2019.csv NSE_data_all_stocks_2020.csv NSE_data_stock_market_sectors_2013.csv NSE_data_stock_market_sectors_2020.csv 参考文献： [1] Wanjawa, B. W. 用于预测肯尼亚证券交易所股价的神经网络模型[D]. 内罗毕大学, 2014. [2] Wanjawa, B. W., Muchemi, L. 证券交易所股价预测人工神经网络模型[EB/OL]. arXiv预印本, arXiv:1502.06434, 2014. [3] Wanjawa, B. 2008-2012年肯尼亚证券交易所6支精选股票价格数据集[EB/OL]. Mendeley Data, v3, https://dx.doi.org/10.17632/95fb84nzcd.3, 2020. [4] Wanjawa, B. 2007-2012年肯尼亚证券交易所全股票价格数据集[EB/OL]. Mendeley Data, v1, https://dx.doi.org/10.17632/5hk4zw32f5.1, 2020. [5] Synergy Systems Ltd. MyStocks股票平台[EB/OL]. 2020-07-27, 取自http://live.mystocks.co.ke/