Dow Jones 30 Constituent Stocks

该数据集包含了道琼斯30家成分股的股票数据，时间跨度从2009年1月1日至2021年9月1日。该数据集专门用于评估深度强化学习代理和机器学习方法在投资组合管理中的表现。数据集被划分为训练集（2009年1月1日至2020年6月30日）和交易集（2020年7月1日至2021年9月1日），并包含了基于四个技术指标的特征：MACD、RSI、CCI和ADX。数据粒度为日级别，任务针对的是投资组合管理。

This dataset comprises stock data of the 30 component stocks of the Dow Jones Industrial Average, spanning from January 1, 2009 to September 1, 2021. It is specifically developed to evaluate the performance of deep reinforcement learning agents and machine learning approaches in portfolio management. The dataset is split into two subsets: a training set covering January 1, 2009 to June 30, 2020, and a trading set spanning July 1, 2020 to September 1, 2021. It includes features extracted from four technical indicators: MACD, RSI, CCI, and ADX. The data is sampled at a daily granularity, and the targeted task is portfolio management.