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Datasets

List of datasets

Dataset Name URL Description
All Daily News https://paperswithbacktest.com/datasets/all-daily-news Daily aggregated financial and macroeconomic news feed. Useful for sentiment analysis and event-driven strategies.
Bonds Daily Price https://paperswithbacktest.com/datasets/bonds-daily-price Historical daily bond price data across government and corporate bonds.
Commodities Daily Price https://paperswithbacktest.com/datasets/commodities-daily-price Daily price data for major commodities such as oil, gold, and agricultural products.
Cryptocurrencies Daily Price https://paperswithbacktest.com/datasets/cryptocurrencies-daily-price Historical daily prices for major cryptocurrencies.
ETFs Daily Price https://paperswithbacktest.com/datasets/etfs-daily-price Daily closing prices of exchange-traded funds (ETFs) globally.
Forex Daily Price https://paperswithbacktest.com/datasets/forex-daily-price Daily foreign exchange rates between major and emerging market currencies.
Indices Daily Price https://paperswithbacktest.com/datasets/indices-daily-price Historical daily prices for global stock market indices.
Stocks 1-Min Price https://paperswithbacktest.com/datasets/stocks-1min-price Intraday 1-minute price data for major equities. Ideal for high-frequency or intraday backtests.
Stocks Daily Price https://paperswithbacktest.com/datasets/stocks-daily-price Historical daily stock price dataset covering global exchanges.
Stocks Quarterly Balance Sheet https://paperswithbacktest.com/datasets/stocks-quarterly-balancesheet Company-level quarterly balance sheet fundamentals.
Stocks Quarterly Cash Flow https://paperswithbacktest.com/datasets/stocks-quarterly-cashflow Company-level quarterly cash flow statements.
Stocks Quarterly Earnings https://paperswithbacktest.com/datasets/stocks-quarterly-earnings Quarterly earnings reports and EPS data.
Stocks Quarterly Income Statement https://paperswithbacktest.com/datasets/stocks-quarterly-incomestatement Quarterly income statements providing revenue, expenses, and profit metrics.
Best Alternative Data https://paperswithbacktest.com/datasets/best-alternative-data Curated collection of alternative datasets (e.g., sentiment, macro signals, ESG metrics).

Arguments

Load daily stock price data for specific symbols using the load_dataset function. The first call retrieves data for Apple and Microsoft. The second call retrieves the same stocks but without price adjustments (adjust=False). The third call loads daily price data for the S&P 500 index:

import pwb_toolbox.datasets as pwb_ds

df = pwb_ds.load_dataset(
    "Stocks-Daily-Price",
    ["AAPL", "MSFT"],
)

df = pwb_ds.load_dataset(
    "Stocks-Daily-Price",
    ["AAPL", "MSFT"],
    adjust=False,
)

df = pwb_ds.load_dataset(
    "Stocks-Daily-Price",
    ["sp500"],
)

The extend=True argument instructs the function to return an extended historical data using indices, commodities, and bonds data.

import pwb_toolbox.datasets as pwb_ds

df = pwb_ds.load_dataset(
    "ETFs-Daily-Price",
    ["SPY", "IEF"],
    extend=True,
)

The argument rate_to_price=False specifies that bond yield rates should not be converted to price values in the returned data:

import pwb_toolbox.datasets as pwb_ds

df = pwb_ds.load_dataset(
    "Bonds-Daily-Price",
    ["US10Y"],
    rate_to_price=False,
)

The argument to_usd=False indicates that the data should not be converted to U.S. dollars, implying that it might be available in another currency.

import pwb_toolbox.datasets as pwb_ds

df = pwb_ds.load_dataset(
    "Indices-Daily-Price",
    ["US10Y"],
    to_usd=False,
)