WHAT IT ANSWERS
这张表适合回答什么
- 查看历史每日排名
- 等待成熟后评估前向收益
- 比较不同 rank_source
DATASET · research
Daybreak 每日选股账本
research.daybreak_pick_ledger
保存每日排序票及 5 日、20 日前向收益成熟结果，并标明排序机制，供长期绩效追踪。
字段35
关键字段4
更新口径producer_schedule
时间列
trade_date单页上限5000
分页Cursor
PIT不支持
规模1K-9K
GRAIN & TIME
一行代表什么
- 业务粒度
- 每行代表“Daybreak 每日选股账本”的一条记录；逻辑粒度由 trade_date × rank_source × rank × instrument_id 共同确定。
- 时间口径
- 以 trade_date 为主要查询时间轴；除下方限制特别说明外，时间戳按 UTC、日期按来源市场日历解释。
- 更新节奏
- 由对应生产任务或事件触发更新，不承诺固定日历频率；查询前先检查最新时间。
KEY FIELDS
先看这些字段
trade_date- 对应市场日历中的交易日。
rank_source- 用于确定该表业务粒度或默认顺序的 rank source 字段。
rank- 用于确定该表业务粒度或默认顺序的 rank 字段。
instrument_id- WarrenHub 统一证券标识；跨证券数据集优先用它联接。
RECOMMENDED JOINS
怎样和其他表关联
ref.instrumenton instrument_id用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。
ref.calendaron market + trade_date（有 market 时）需要计算交易日偏移时联接交易日历；无 market 字段时先确定适用市场。
HOW TO QUERY SAFELY
查询方法与已知限制
先用 catalog 确认当前契约；可按 catalog 中列出的 filters 进一步缩小范围；单页最多 5000 行，响应有 has_more 时原样传回 next_cursor 继续分页。
- 返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。
MACHINE CONTRACT
筛选、排序与分页
- 默认排序
trade_date, rank_source, rank, instrument_id- 唯一键
—- 读取模式
canonical_final_active- 最大时间窗
- 未单独限制
可用 filters
agent_real_setup→ agent_real_setup · integercap_bucket→ cap_bucket · stringcode→ code · stringinstrument_id→ instrument_id · integerrank_source→ rank_source · stringPOINT IN TIME
可复现读取
该资产没有 PIT 契约。普通 rows 端点仍按当前公开读模式返回数据；不要把它表述成历史时点快照。
COPY-READY CALLS
怎么调用
同一数据集可用 HTTP、Python SDK、CLI 或 MCP；Key 始终只通过环境变量/Bearer Header 传递。
HTTP
curl --fail-with-body -H "Authorization: Bearer $FRIENDS_DATA_API_KEY" "https://api.alphahubs.uk/api/v1/data/datasets/research/daybreak_pick_ledger/rows?limit=100&code=AAPL"PYTHON SDK
from friends_data_api import FriendsDataClient, Settings
async with FriendsDataClient(Settings.from_env()) as client:
page = await client.get_dataset_rows('research', 'daybreak_pick_ledger', limit=100, filters={'code': 'AAPL'})
print(page.data)
if page.has_more:
print("next cursor:", page.next_cursor)CLI
friends-data get-dataset-rows research daybreak_pick_ledger --limit 100 --filter code=AAPLMCP TOOL CALL
{
"arguments": {
"dataset": "daybreak_pick_ledger",
"filters": {
"code": "AAPL"
},
"limit": 100,
"namespace": "research"
},
"tool": "get_dataset_rows"
}FIELD DICTIONARY
35 个返回字段
descriptionSource 可在 JSON 中区分仓库注释、标准术语表和名称推导说明。
| # | 字段 | ClickHouse 类型 | JSON | 可空 | 角色 | 说明 |
|---|---|---|---|---|---|---|
| 1 | trade_datedate | Date | string / date | no | time, default_order, warehouse_primary_key | Trading-session date in the dataset's market calendar.标准术语表 |
| 2 | instrument_id | UInt64 | integer | no | filter, default_order, warehouse_primary_key | WarrenHub canonical instrument identifier; use it for cross-dataset joins.标准术语表 |
| 3 | code | LowCardinality(String) | string | no | filter | Source-normalized security or contract code.标准术语表 |
| 4 | rank_source | LowCardinality(String) | string | no | filter, default_order, warehouse_primary_key | Source-normalized field: rank source.名称推导 |
| 5 | rank | UInt16 | integer | no | default_order | One-based or source-defined rank within the row's cohort.标准术语表 |
| 6 | score | Float64 | number | no | value | Source-normalized field: score.名称推导 |
| 7 | score_backtest_parity | Nullable(Float64) | number | yes | value | Source-normalized field: score backtest parity.名称推导 |
| 8 | score_live_parity | Nullable(Float64) | number | yes | value | Source-normalized field: score live parity.名称推导 |
| 9 | score_parity_version | LowCardinality(String) | string | no | value | Source-normalized field: score parity version.名称推导 |
| 10 | residualizer_primary_basis | LowCardinality(String) | string | no | value | Source-normalized field: residualizer primary basis.名称推导 |
| 11 | residualizer_shadow_basis | LowCardinality(String) | string | no | value | Source-normalized field: residualizer shadow basis.名称推导 |
| 12 | residualizer_rollout_mode | LowCardinality(String) | string | no | value | Source-normalized field: residualizer rollout mode.名称推导 |
| 13 | residualizer_shadow_ready | UInt8 | integer | no | value | Source-normalized field: residualizer shadow ready.名称推导 |
| 14 | residualizer_provenance_json | String | string | no | value | Source-normalized field: residualizer provenance json.名称推导 |
| 15 | score_residualized | Nullable(Float64) | number | yes | value | Source-normalized field: score residualized.名称推导 |
| 16 | rank_residualized | Nullable(UInt32) | integer | yes | value | Source-normalized field: rank residualized.名称推导 |
| 17 | score_delta_residualized_minus_frozen | Nullable(Float64) | number | yes | value | Source-normalized field: score delta residualized minus frozen.名称推导 |
| 18 | rank_delta_residualized_minus_frozen | Nullable(Int32) | integer | yes | value | Source-normalized field: rank delta residualized minus frozen.名称推导 |
| 19 | agent_real_setup | UInt8 | integer | no | filter | Source-normalized field: agent real setup.名称推导 |
| 20 | cap_bucket | LowCardinality(String) | string | no | filter | Source-normalized field: cap bucket.名称推导 |
| 21 | adv_usdUSD | Float64 | number | no | value | US-dollar value for adv usd.名称推导 |
| 22 | entry_close | Nullable(Float64) | number | yes | value | Source-normalized field: entry close.名称推导 |
| 23 | fwd_close_ret_5d | Nullable(Float64) | number | yes | value | Source-normalized field: fwd close ret 5d.名称推导 |
| 24 | fwd_max_ret_5d | Nullable(Float64) | number | yes | value | Source-normalized field: fwd max ret 5d.名称推导 |
| 25 | fwd_close_ret_20d | Nullable(Float64) | number | yes | value | Source-normalized field: fwd close ret 20d.名称推导 |
| 26 | fwd_max_ret_20d | Nullable(Float64) | number | yes | value | Source-normalized field: fwd max ret 20d.名称推导 |
| 27 | matured_5d | UInt8 | integer | no | value | Source-normalized field: matured 5d.名称推导 |
| 28 | matured_20d | UInt8 | integer | no | value | Source-normalized field: matured 20d.名称推导 |
| 29 | producer_version | LowCardinality(String) | string | no | value | Source-normalized field: producer version.名称推导 |
| 30 | ingest_run_id | String | string | no | provenance | Identifier of the ingestion run that produced the row.标准术语表 |
| 31 | computed_atUTC_datetime | DateTime64(3, 'UTC') | string / date-time | no | value | UTC timestamp for computed at.名称推导 |
| 32 | version | UInt64 | integer | no | provenance | Monotonic row version used for correction-aware reads.标准术语表 |
| 33 | is_deleted | UInt8 | integer | no | value | Soft-delete marker; public serving excludes current tombstones.标准术语表 |
| 34 | source_gated | UInt8 | integer | no | value | Source-normalized field: source gated.名称推导 |
| 35 | source_gate_reason | LowCardinality(String) | string | no | value | Source-normalized field: source gate reason.名称推导 |
没有匹配字段
换一个字段名、类型或角色。
结构来自 Friends 只读身份可见的真实 serving relation；权限、过滤、排序、PIT 与分页来自可执行 DatasetSpec。Schema observed at 2026-10-06T18:08:52Z。