Event-driven corporate event dataset for Japanese financial data with Point-in-time support
Project description
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
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