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japan-finance-events

Event-driven corporate event dataset for Japanese financial data with Point-in-time (PIT) support.

Features

  • Canonical event model with PIT timestamps (prevents lookahead bias)
  • TDNET and EDINET normalizers
  • Rule-based direction classification (upward/downward revision, dividend increase/decrease)
  • Cross-source deduplication engine
  • PIT-aware query API

Installation

pip install japan-finance-events

License

Apache-2.0

Metadata

Release files for japan-finance-events 0.1.0

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japan_finance_events-0.1.0-py3-none-any.whl Python 3 none any Details

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Release files / japan_finance_events-0.1.0.tar.gz

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0.1.0 This release

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