DeepNet-dataset : 100 stocks with the largest market capitalization in the Tehran stock market
This repository releases a comprehensive dataset for stock movement prediction from historical stock prices of 100 stocks from the Tehran stock exchange. Please cite the following paper bib if you use this dataset, Alireza Jafari and Saman Haratizadeh. 2022. Predicting the direction of stock price movement using a directed graph attention network
Our dataset contains the historical data for 100 stocks with the largest market capitalization in the Tehran stock exchange from 06/01/2011 to 06/30/2021. The test period is from 02/20/2020 to 06/21/2021.
Format: CSV
Entries: FIRST, HIGH, LOW, CLOSE, VALUE, VOL, OPENINT, PER, OPEN, LAST