{"repo":"TongjiFinLab/FinTSB","free":true,"listed":false,"github":"https://github.com/TongjiFinLab/FinTSB","clone":"git clone https://github.com/TongjiFinLab/FinTSB.git","description":"PyTorch Implementation of \"FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting\" (FCS & ICAIF 2025 Workshop Best Paper)","language":"Python","stars":131,"topics":["ai","benchmark","deep-learning","quantitative-finance","time-series"],"license":"GPL-3.0","category":"trading","readme_excerpt":"FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting 📰 News 🚩 Updates (2025-04-24) Our paper has been featured on 时序人, QuantML, and PaperWeekly. 🚩 Updates (2025-02-27) Initial version available on arXiv FinTSB. 🚩 Updates (2025-02-24) First version of the FinTSB code released. 🌟 Overview FinTSB is a comprehensive and practical financial time series benchmark. Our goal is to address the three systemic limitations in the evaluation of the Financial Time Series Forecasting field. ➊ Failure to account for the full spectrum of stock movement patterns observed in dynamic financial markets ( Diversity Gap ). ➋ The absence of unified assessment protocols undermines the validity of cross-study performance comparisons ( Standardization Deficit ). ➌ Neglect of critical market structure factors, resulting in inflated performance metrics that lack practical applicability ( Real-World Mismatch ). 🛠 Prerequisites Ensure you are using Python 3.10.16 and install the necessary dependencies by running: 📊 Prepare Datastes Begin by downloading the required datasets. All datasets are conveniently available at https://quantapi.eastmoney.com/. After downloading the data, you should preprocess it as outlined in our paper (We will open source it as soon as the camera-ready version of the paper is published). Finally, create a separate folder named ./data and neatly organize all the CSV files as shown below: 💻 Training Pipline The pipeline of FinTSB includes the ","default_branch":null,"files":null,"tree":[],"storefront":"/r/TongjiFinLab","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/TongjiFinLab/FinTSB/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}