Datasets:
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Browse files- financial_phrasebank.py +0 -149
financial_phrasebank.py
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# coding=utf-8
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# Copyright 2020 The HuggingFace Datasets Authors and the current dataset script contributor.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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"""Financial Phrase Bank v1.0: Polar sentiment dataset of sentences from
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financial news. The dataset consists of 4840 sentences from English language
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financial news categorised by sentiment. The dataset is divided by agreement
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rate of 5-8 annotators."""
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import os
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import datasets
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_CITATION = """\
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@article{Malo2014GoodDO,
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title={Good debt or bad debt: Detecting semantic orientations in economic texts},
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author={P. Malo and A. Sinha and P. Korhonen and J. Wallenius and P. Takala},
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journal={Journal of the Association for Information Science and Technology},
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year={2014},
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volume={65}
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}
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"""
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_DESCRIPTION = """\
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The key arguments for the low utilization of statistical techniques in
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financial sentiment analysis have been the difficulty of implementation for
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practical applications and the lack of high quality training data for building
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such models. Especially in the case of finance and economic texts, annotated
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collections are a scarce resource and many are reserved for proprietary use
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only. To resolve the missing training data problem, we present a collection of
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∼ 5000 sentences to establish human-annotated standards for benchmarking
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alternative modeling techniques.
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The objective of the phrase level annotation task was to classify each example
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sentence into a positive, negative or neutral category by considering only the
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information explicitly available in the given sentence. Since the study is
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focused only on financial and economic domains, the annotators were asked to
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consider the sentences from the view point of an investor only; i.e. whether
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the news may have positive, negative or neutral influence on the stock price.
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As a result, sentences which have a sentiment that is not relevant from an
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economic or financial perspective are considered neutral.
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This release of the financial phrase bank covers a collection of 4840
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sentences. The selected collection of phrases was annotated by 16 people with
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adequate background knowledge on financial markets. Three of the annotators
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were researchers and the remaining 13 annotators were master’s students at
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Aalto University School of Business with majors primarily in finance,
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accounting, and economics.
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Given the large number of overlapping annotations (5 to 8 annotations per
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sentence), there are several ways to define a majority vote based gold
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standard. To provide an objective comparison, we have formed 4 alternative
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reference datasets based on the strength of majority agreement: all annotators
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agree, >=75% of annotators agree, >=66% of annotators agree and >=50% of
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annotators agree.
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"""
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_HOMEPAGE = "https://www.kaggle.com/ankurzing/sentiment-analysis-for-financial-news"
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_LICENSE = "Creative Commons Attribution-NonCommercial-ShareAlike 3.0 Unported License"
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_REPO = "https://huggingface.co/datasets/financial_phrasebank/resolve/main/data"
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_URL = f"{_REPO}/FinancialPhraseBank-v1.0.zip"
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_VERSION = datasets.Version("1.0.0")
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class FinancialPhraseBankConfig(datasets.BuilderConfig):
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"""BuilderConfig for FinancialPhraseBank."""
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def __init__(
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self,
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split,
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**kwargs,
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):
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"""BuilderConfig for Discovery.
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Args:
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filename_bit: `string`, the changing part of the filename.
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"""
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super(FinancialPhraseBankConfig, self).__init__(name=f"sentences_{split}agree", version=_VERSION, **kwargs)
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self.path = os.path.join("FinancialPhraseBank-v1.0", f"Sentences_{split.title()}Agree.txt")
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class FinancialPhrasebank(datasets.GeneratorBasedBuilder):
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BUILDER_CONFIGS = [
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FinancialPhraseBankConfig(
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split="all",
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description="Sentences where all annotators agreed",
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),
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FinancialPhraseBankConfig(split="75", description="Sentences where at least 75% of annotators agreed"),
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FinancialPhraseBankConfig(split="66", description="Sentences where at least 66% of annotators agreed"),
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FinancialPhraseBankConfig(split="50", description="Sentences where at least 50% of annotators agreed"),
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]
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def _info(self):
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return datasets.DatasetInfo(
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description=_DESCRIPTION,
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features=datasets.Features(
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{
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"sentence": datasets.Value("string"),
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"label": datasets.features.ClassLabel(
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names=[
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"negative",
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"neutral",
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"positive",
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]
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),
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}
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),
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supervised_keys=None,
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homepage=_HOMEPAGE,
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license=_LICENSE,
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citation=_CITATION,
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)
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def _split_generators(self, dl_manager):
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"""Returns SplitGenerators."""
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data_dir = dl_manager.download_and_extract(_URL)
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return [
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datasets.SplitGenerator(
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name=datasets.Split.TRAIN,
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# These kwargs will be passed to _generate_examples
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gen_kwargs={"filepath": os.path.join(data_dir, self.config.path)},
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),
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]
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def _generate_examples(self, filepath):
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"""Yields examples."""
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with open(filepath, encoding="iso-8859-1") as f:
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for id_, line in enumerate(f):
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sentence, label = line.rsplit("@", 1)
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yield id_, {"sentence": sentence, "label": label}
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