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The dataset viewer is not available for this split.
Cannot load the dataset split (in streaming mode) to extract the first rows.
Error code:   StreamingRowsError
Exception:    CastError
Message:      Couldn't cast
timestamp: timestamp[s]
entry_type: string
amount: double
cash_balance_after: double
used_margin: double
total_equity: double
details: struct<note: string, trade_id: string, symbol: string, action: string, margin_released: double, gros (... 76 chars omitted)
  child 0, note: string
  child 1, trade_id: string
  child 2, symbol: string
  child 3, action: string
  child 4, margin_released: double
  child 5, gross_pnl: double
  child 6, fees_paid: double
  child 7, net_pnl: double
  child 8, trade_date: timestamp[s]
entry_spot: double
trade_bias: string
target_1_spot: double
opt_t1_hit: bool
is_open: bool
trough_spot: double
mfe_pts: double
t1_hit_time: null
current_spot: double
is_expiry_day: bool
entry_opt_price: double
strike_price: double
lots: int64
current_sl_spot: double
runner_miles_pts: double
opt_target_1: double
real_exit_order_id: null
strike_category: string
opt_sl: double
real_order_id: null
signal_id: string
margin_invested: double
original_target_2_spot: double
t1_hit: bool
symbol: string
moneyness: string
entry_time: timestamp[s]
trailed_to_cost: bool
lot_size: int64
peak_spot: double
opt_peak_price: double
trade_id: string
target_2_spot: double
invalidation_sl_spot: double
quantity: int64
t2_hit: bool
target_trailed: bool
current_opt_price: double
opt_t2_hit: bool
mae_pts: double
current_sl_opt: double
instrument_key: string
mode: string
trailed_to_t1: bool
entry_clock: string
direction: string
unrealized_pnl: double
is_overnight: bool
opt_peak_roi_pct: double
option_type: string
opt_target_2: double
to
{'is_open': Value('bool'), 'mode': Value('string'), 'real_order_id': Value('null'), 'real_exit_order_id': Value('null'), 'trade_id': Value('string'), 'signal_id': Value('string'), 'symbol': Value('string'), 'instrument_key': Value('string'), 'option_type': Value('string'), 'strike_price': Value('float64'), 'trade_bias': Value('string'), 'direction': Value('string'), 'is_overnight': Value('bool'), 'is_expiry_day': Value('bool'), 'quantity': Value('int64'), 'lots': Value('int64'), 'lot_size': Value('int64'), 'entry_opt_price': Value('float64'), 'entry_spot': Value('float64'), 'margin_invested': Value('float64'), 'invalidation_sl_spot': Value('float64'), 'target_1_spot': Value('float64'), 'target_2_spot': Value('float64'), 'original_target_2_spot': Value('float64'), 'current_sl_spot': Value('float64'), 't1_hit': Value('bool'), 't1_hit_time': Value('null'), 't2_hit': Value('bool'), 'trailed_to_cost': Value('bool'), 'trailed_to_t1': Value('bool'), 'target_trailed': Value('bool'), 'peak_spot': Value('float64'), 'trough_spot': Value('float64'), 'runner_miles_pts': Value('float64'), 'current_opt_price': Value('float64'), 'current_spot': Value('float64'), 'unrealized_pnl': Value('float64'), 'mfe_pts': Value('float64'), 'mae_pts': Value('float64'), 'opt_target_1': Value('float64'), 'opt_target_2': Value('float64'), 'opt_sl': Value('float64'), 'current_sl_opt': Value('float64'), 'opt_t1_hit': Value('bool'), 'opt_t2_hit': Value('bool'), 'opt_peak_price': Value('float64'), 'opt_peak_roi_pct': Value('float64'), 'moneyness': Value('string'), 'strike_category': Value('string'), 'entry_time': Value('timestamp[s]'), 'entry_clock': Value('string')}
because column names don't match
Traceback:    Traceback (most recent call last):
                File "/src/services/worker/src/worker/utils.py", line 149, in get_rows_or_raise
                  return get_rows(
                      dataset=dataset,
                  ...<4 lines>...
                      column_names=column_names,
                  )
                File "/src/libs/libcommon/src/libcommon/utils.py", line 272, in decorator
                  return func(*args, **kwargs)
                File "/src/services/worker/src/worker/utils.py", line 129, in get_rows
                  rows_plus_one = list(itertools.islice(safe_iter(ds, dataset=dataset), rows_max_number + 1))
                File "/src/services/worker/src/worker/utils.py", line 544, in safe_iter
                  yield from ds.decode(False) if ds.features else ds
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 3052, in __iter__
                  for key, example in ex_iterable:
                                      ^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2559, in __iter__
                  for key, pa_table in self._iter_arrow():
                                       ~~~~~~~~~~~~~~~~^^
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 2584, in _iter_arrow
                  for key, pa_table in self.ex_iterable._iter_arrow():
                                       ~~~~~~~~~~~~~~~~~~~~~~~~~~~~^^
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 558, in _iter_arrow
                  for key, pa_table in iterator:
                                       ^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/iterable_dataset.py", line 440, in _iter_arrow
                  for key, pa_table in self.generate_tables_fn(**gen_kwags):
                                       ~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/json/json.py", line 361, in _generate_tables
                  self._cast_table(pa_table, json_field_paths=json_field_paths),
                  ~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.14/site-packages/datasets/packaged_modules/json/json.py", line 132, in _cast_table
                  pa_table = table_cast(pa_table, self.info.features.arrow_schema)
                File "/usr/local/lib/python3.14/site-packages/datasets/table.py", line 2381, in table_cast
                  return cast_table_to_schema(table, schema)
                File "/usr/local/lib/python3.14/site-packages/datasets/table.py", line 2309, in cast_table_to_schema
                  raise CastError(
                  ...<3 lines>...
                  )
              datasets.table.CastError: Couldn't cast
              timestamp: timestamp[s]
              entry_type: string
              amount: double
              cash_balance_after: double
              used_margin: double
              total_equity: double
              details: struct<note: string, trade_id: string, symbol: string, action: string, margin_released: double, gros (... 76 chars omitted)
                child 0, note: string
                child 1, trade_id: string
                child 2, symbol: string
                child 3, action: string
                child 4, margin_released: double
                child 5, gross_pnl: double
                child 6, fees_paid: double
                child 7, net_pnl: double
                child 8, trade_date: timestamp[s]
              entry_spot: double
              trade_bias: string
              target_1_spot: double
              opt_t1_hit: bool
              is_open: bool
              trough_spot: double
              mfe_pts: double
              t1_hit_time: null
              current_spot: double
              is_expiry_day: bool
              entry_opt_price: double
              strike_price: double
              lots: int64
              current_sl_spot: double
              runner_miles_pts: double
              opt_target_1: double
              real_exit_order_id: null
              strike_category: string
              opt_sl: double
              real_order_id: null
              signal_id: string
              margin_invested: double
              original_target_2_spot: double
              t1_hit: bool
              symbol: string
              moneyness: string
              entry_time: timestamp[s]
              trailed_to_cost: bool
              lot_size: int64
              peak_spot: double
              opt_peak_price: double
              trade_id: string
              target_2_spot: double
              invalidation_sl_spot: double
              quantity: int64
              t2_hit: bool
              target_trailed: bool
              current_opt_price: double
              opt_t2_hit: bool
              mae_pts: double
              current_sl_opt: double
              instrument_key: string
              mode: string
              trailed_to_t1: bool
              entry_clock: string
              direction: string
              unrealized_pnl: double
              is_overnight: bool
              opt_peak_roi_pct: double
              option_type: string
              opt_target_2: double
              to
              {'is_open': Value('bool'), 'mode': Value('string'), 'real_order_id': Value('null'), 'real_exit_order_id': Value('null'), 'trade_id': Value('string'), 'signal_id': Value('string'), 'symbol': Value('string'), 'instrument_key': Value('string'), 'option_type': Value('string'), 'strike_price': Value('float64'), 'trade_bias': Value('string'), 'direction': Value('string'), 'is_overnight': Value('bool'), 'is_expiry_day': Value('bool'), 'quantity': Value('int64'), 'lots': Value('int64'), 'lot_size': Value('int64'), 'entry_opt_price': Value('float64'), 'entry_spot': Value('float64'), 'margin_invested': Value('float64'), 'invalidation_sl_spot': Value('float64'), 'target_1_spot': Value('float64'), 'target_2_spot': Value('float64'), 'original_target_2_spot': Value('float64'), 'current_sl_spot': Value('float64'), 't1_hit': Value('bool'), 't1_hit_time': Value('null'), 't2_hit': Value('bool'), 'trailed_to_cost': Value('bool'), 'trailed_to_t1': Value('bool'), 'target_trailed': Value('bool'), 'peak_spot': Value('float64'), 'trough_spot': Value('float64'), 'runner_miles_pts': Value('float64'), 'current_opt_price': Value('float64'), 'current_spot': Value('float64'), 'unrealized_pnl': Value('float64'), 'mfe_pts': Value('float64'), 'mae_pts': Value('float64'), 'opt_target_1': Value('float64'), 'opt_target_2': Value('float64'), 'opt_sl': Value('float64'), 'current_sl_opt': Value('float64'), 'opt_t1_hit': Value('bool'), 'opt_t2_hit': Value('bool'), 'opt_peak_price': Value('float64'), 'opt_peak_roi_pct': Value('float64'), 'moneyness': Value('string'), 'strike_category': Value('string'), 'entry_time': Value('timestamp[s]'), 'entry_clock': Value('string')}
              because column names don't match

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πŸš€ Nifty 50 AI Agent β€” Kaggle Session Logs & Accuracy Telemetry

This dataset repository contains structured session telemetry, real-time trade signals, risk gate evaluations, agent decisions, and accuracy improvement reports generated by the Nifty AI Brain Agent running autonomously on Kaggle dual T4 GPU environment.


πŸ“‚ Repository Structure

nagarhimanshu37/nifty-session-logs
β”œβ”€β”€ README.md                      ← Telemetry overview & session log index
β”œβ”€β”€ latest_report.json             ← Latest session accuracy & weakness report
└── sessions/
    └── <session_id>/
        β”œβ”€β”€ session_meta.jsonl     ← Session start/end timestamps & runtime metadata
        β”œβ”€β”€ session_summary_raw.json ← Quick session totals
        β”œβ”€β”€ accuracy_report.json   ← Computed accuracy, win rates & weakness analysis
        β”œβ”€β”€ improvement_notes.md   ← Human-readable action items for next prompt/code edit
        β”œβ”€β”€ signals.jsonl          ← Every generated AlphaSignal before risk gate
        β”œβ”€β”€ trades.jsonl           ← Every approved trade + execution/outcome
        β”œβ”€β”€ vetoed_trades.jsonl    ← Every trade rejected by QuantitativeRiskAgent
        β”œβ”€β”€ agent_decisions.jsonl  ← Sub-agent cycle steps and market scans
        β”œβ”€β”€ heartbeats.jsonl       ← 24/7 supervisor health snapshots
        └── errors.jsonl           ← Anomaly reports & runtime exceptions

🎯 Purpose

  1. Continuous Learning: Track which setups (CPR Breakout, VWAP Rejection, Trap Hunter) perform best.
  2. Defect & Weakness Isolation: Automatically identify why signals fail (e.g. low VIX chop, opening 15-min noise, wrong delta).
  3. Agent Tuning: Use improvement_notes.md to refine strategy thresholds, risk weights, and LLM reasoning prompts.

Automatically synced from Kaggle dual T4 runners via HFSessionPusher.

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