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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Source distribution (sdist)
| File | Size | Uploaded | |
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| japan_finance_events-0.1.0.tar.gz | 106.5 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| japan_finance_events-0.1.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 114.8 kB
Release files / japan_finance_events-0.1.0.tar.gz
| Download URL | japan_finance_events-0.1.0.tar.gz |
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| Size | 106.5 kB |
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Release files / japan_finance_events-0.1.0-py3-none-any.whl
| Download URL | japan_finance_events-0.1.0-py3-none-any.whl |
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| Size | 8.3 kB |
| Tags | Python 3 |
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