metadata
dataset_info:
features:
- name: 'Unnamed: 0'
dtype: int64
- name: volume
dtype: float64
- name: vwap
dtype: float64
- name: open
dtype: float64
- name: close
dtype: float64
- name: high
dtype: float64
- name: low
dtype: float64
- name: date
dtype: timestamp[ns]
- name: number_of_trades
dtype: int64
- name: future_return
dtype: float64
- name: atr
dtype: float64
- name: rr-6
dtype: float64
- name: rr-12
dtype: float64
- name: rr-36
dtype: float64
- name: rr-144
dtype: float64
- name: rr-288
dtype: float64
- name: log_return
dtype: float64
- name: simple_return
dtype: float64
- name: cumulative_return
dtype: float64
- name: volatility
dtype: float64
- name: momentum
dtype: float64
- name: zscore_price
dtype: float64
- name: price_diff
dtype: float64
- name: high_low_range
dtype: float64
- name: open_close_range
dtype: float64
- name: volume_change
dtype: float64
- name: relative_volume
dtype: float64
- name: volume_rolling_mean
dtype: float64
- name: volume_rolling_std
dtype: float64
- name: volume_zscore
dtype: float64
- name: volume_surge
dtype: float64
- name: price_range_vs_volume
dtype: float64
- name: price_change
dtype: float64
- name: price_volume_corr
dtype: float64
- name: momentum_vs_volume
dtype: float64
- name: log_return_vs_volume
dtype: float64
- name: upper_wick
dtype: float64
- name: lower_wick
dtype: float64
- name: wick_ratio
dtype: float64
- name: wick_vs_volume
dtype: float64
- name: body_to_range_ratio
dtype: float64
- name: open_close_ratio
dtype: float64
- name: timestamp
dtype: timestamp[ns]
- name: hour
dtype: int32
- name: minute
dtype: int32
- name: hour_sin
dtype: float64
- name: hour_cos
dtype: float64
- name: minute_sin
dtype: float64
- name: minute_cos
dtype: float64
- name: hour_weighted_relative_volume
dtype: float64
- name: minute_weighted_relative_volume
dtype: float64
- name: hour_weighted_momentum
dtype: float64
- name: minute_weighted_momentum
dtype: float64
- name: hour_weighted_volatility
dtype: float64
- name: minute_weighted_volatility
dtype: float64
- name: hour_weighted_simple_return
dtype: float64
- name: minute_weighted_simple_return
dtype: float64
- name: hour_weighted_volume_zscore
dtype: float64
- name: minute_weighted_volume_zscore
dtype: float64
- name: hour_weighted_high_low_range
dtype: float64
- name: minute_weighted_high_low_range
dtype: float64
- name: hour_weighted_high
dtype: float64
- name: minute_weighted_high
dtype: float64
- name: hour_weighted_low
dtype: float64
- name: minute_weighted_low
dtype: float64
- name: hour_weighted_open
dtype: float64
- name: minute_weighted_open
dtype: float64
- name: hour_weighted_close
dtype: float64
- name: minute_weighted_close
dtype: float64
- name: hour_weighted_volume_change
dtype: float64
- name: minute_weighted_volume_change
dtype: float64
- name: hour_weighted_upper_wick
dtype: float64
- name: minute_weighted_upper_wick
dtype: float64
- name: hour_weighted_lower_wick
dtype: float64
- name: minute_weighted_lower_wick
dtype: float64
- name: hour_weighted_wick_ratio
dtype: float64
- name: minute_weighted_wick_ratio
dtype: float64
- name: hour_weighted_wick_vs_volume
dtype: float64
- name: minute_weighted_wick_vs_volume
dtype: float64
- name: hour_weighted_body_to_range_ratio
dtype: float64
- name: minute_weighted_body_to_range_ratio
dtype: float64
- name: hour_weighted_open_close_ratio
dtype: float64
- name: minute_weighted_open_close_ratio
dtype: float64
- name: log_return-12-mean
dtype: float64
- name: log_return-12-diff
dtype: float64
- name: log_return-36-mean
dtype: float64
- name: log_return-36-diff
dtype: float64
- name: log_return-144-mean
dtype: float64
- name: log_return-144-diff
dtype: float64
- name: log_return-288-mean
dtype: float64
- name: log_return-288-diff
dtype: float64
- name: log_return-864-mean
dtype: float64
- name: log_return-864-diff
dtype: float64
- name: simple_return-12-mean
dtype: float64
- name: simple_return-12-diff
dtype: float64
- name: simple_return-36-mean
dtype: float64
- name: simple_return-36-diff
dtype: float64
- name: simple_return-144-mean
dtype: float64
- name: simple_return-144-diff
dtype: float64
- name: simple_return-288-mean
dtype: float64
- name: simple_return-288-diff
dtype: float64
- name: simple_return-864-mean
dtype: float64
- name: simple_return-864-diff
dtype: float64
- name: cumulative_return-12-mean
dtype: float64
- name: cumulative_return-12-diff
dtype: float64
- name: cumulative_return-36-mean
dtype: float64
- name: cumulative_return-36-diff
dtype: float64
- name: cumulative_return-144-mean
dtype: float64
- name: cumulative_return-144-diff
dtype: float64
- name: cumulative_return-288-mean
dtype: float64
- name: cumulative_return-288-diff
dtype: float64
- name: cumulative_return-864-mean
dtype: float64
- name: cumulative_return-864-diff
dtype: float64
- name: volatility-12-mean
dtype: float64
- name: volatility-12-diff
dtype: float64
- name: volatility-36-mean
dtype: float64
- name: volatility-36-diff
dtype: float64
- name: volatility-144-mean
dtype: float64
- name: volatility-144-diff
dtype: float64
- name: volatility-288-mean
dtype: float64
- name: volatility-288-diff
dtype: float64
- name: volatility-864-mean
dtype: float64
- name: volatility-864-diff
dtype: float64
- name: momentum-12-mean
dtype: float64
- name: momentum-12-diff
dtype: float64
- name: momentum-36-mean
dtype: float64
- name: momentum-36-diff
dtype: float64
- name: momentum-144-mean
dtype: float64
- name: momentum-144-diff
dtype: float64
- name: momentum-288-mean
dtype: float64
- name: momentum-288-diff
dtype: float64
- name: momentum-864-mean
dtype: float64
- name: momentum-864-diff
dtype: float64
- name: zscore_price-12-mean
dtype: float64
- name: zscore_price-12-diff
dtype: float64
- name: zscore_price-36-mean
dtype: float64
- name: zscore_price-36-diff
dtype: float64
- name: zscore_price-144-mean
dtype: float64
- name: zscore_price-144-diff
dtype: float64
- name: zscore_price-288-mean
dtype: float64
- name: zscore_price-288-diff
dtype: float64
- name: zscore_price-864-mean
dtype: float64
- name: zscore_price-864-diff
dtype: float64
- name: price_diff-12-mean
dtype: float64
- name: price_diff-12-diff
dtype: float64
- name: price_diff-36-mean
dtype: float64
- name: price_diff-36-diff
dtype: float64
- name: price_diff-144-mean
dtype: float64
- name: price_diff-144-diff
dtype: float64
- name: price_diff-288-mean
dtype: float64
- name: price_diff-288-diff
dtype: float64
- name: price_diff-864-mean
dtype: float64
- name: price_diff-864-diff
dtype: float64
- name: high_low_range-12-mean
dtype: float64
- name: high_low_range-12-diff
dtype: float64
- name: high_low_range-36-mean
dtype: float64
- name: high_low_range-36-diff
dtype: float64
- name: high_low_range-144-mean
dtype: float64
- name: high_low_range-144-diff
dtype: float64
- name: high_low_range-288-mean
dtype: float64
- name: high_low_range-288-diff
dtype: float64
- name: high_low_range-864-mean
dtype: float64
- name: high_low_range-864-diff
dtype: float64
- name: open_close_range-12-mean
dtype: float64
- name: open_close_range-12-diff
dtype: float64
- name: open_close_range-36-mean
dtype: float64
- name: open_close_range-36-diff
dtype: float64
- name: open_close_range-144-mean
dtype: float64
- name: open_close_range-144-diff
dtype: float64
- name: open_close_range-288-mean
dtype: float64
- name: open_close_range-288-diff
dtype: float64
- name: open_close_range-864-mean
dtype: float64
- name: open_close_range-864-diff
dtype: float64
- name: volume_change-12-mean
dtype: float64
- name: volume_change-12-diff
dtype: float64
- name: volume_change-36-mean
dtype: float64
- name: volume_change-36-diff
dtype: float64
- name: volume_change-144-mean
dtype: float64
- name: volume_change-144-diff
dtype: float64
- name: volume_change-288-mean
dtype: float64
- name: volume_change-288-diff
dtype: float64
- name: volume_change-864-mean
dtype: float64
- name: volume_change-864-diff
dtype: float64
- name: relative_volume-12-mean
dtype: float64
- name: relative_volume-12-diff
dtype: float64
- name: relative_volume-36-mean
dtype: float64
- name: relative_volume-36-diff
dtype: float64
- name: relative_volume-144-mean
dtype: float64
- name: relative_volume-144-diff
dtype: float64
- name: relative_volume-288-mean
dtype: float64
- name: relative_volume-288-diff
dtype: float64
- name: relative_volume-864-mean
dtype: float64
- name: relative_volume-864-diff
dtype: float64
- name: volume_rolling_mean-12-mean
dtype: float64
- name: volume_rolling_mean-12-diff
dtype: float64
- name: volume_rolling_mean-36-mean
dtype: float64
- name: volume_rolling_mean-36-diff
dtype: float64
- name: volume_rolling_mean-144-mean
dtype: float64
- name: volume_rolling_mean-144-diff
dtype: float64
- name: volume_rolling_mean-288-mean
dtype: float64
- name: volume_rolling_mean-288-diff
dtype: float64
- name: volume_rolling_mean-864-mean
dtype: float64
- name: volume_rolling_mean-864-diff
dtype: float64
- name: volume_rolling_std-12-mean
dtype: float64
- name: volume_rolling_std-12-diff
dtype: float64
- name: volume_rolling_std-36-mean
dtype: float64
- name: volume_rolling_std-36-diff
dtype: float64
- name: volume_rolling_std-144-mean
dtype: float64
- name: volume_rolling_std-144-diff
dtype: float64
- name: volume_rolling_std-288-mean
dtype: float64
- name: volume_rolling_std-288-diff
dtype: float64
- name: volume_rolling_std-864-mean
dtype: float64
- name: volume_rolling_std-864-diff
dtype: float64
- name: volume_zscore-12-mean
dtype: float64
- name: volume_zscore-12-diff
dtype: float64
- name: volume_zscore-36-mean
dtype: float64
- name: volume_zscore-36-diff
dtype: float64
- name: volume_zscore-144-mean
dtype: float64
- name: volume_zscore-144-diff
dtype: float64
- name: volume_zscore-288-mean
dtype: float64
- name: volume_zscore-288-diff
dtype: float64
- name: volume_zscore-864-mean
dtype: float64
- name: volume_zscore-864-diff
dtype: float64
- name: volume_surge-12-mean
dtype: float64
- name: volume_surge-12-diff
dtype: float64
- name: volume_surge-36-mean
dtype: float64
- name: volume_surge-36-diff
dtype: float64
- name: volume_surge-144-mean
dtype: float64
- name: volume_surge-144-diff
dtype: float64
- name: volume_surge-288-mean
dtype: float64
- name: volume_surge-288-diff
dtype: float64
- name: volume_surge-864-mean
dtype: float64
- name: volume_surge-864-diff
dtype: float64
- name: price_range_vs_volume-12-mean
dtype: float64
- name: price_range_vs_volume-12-diff
dtype: float64
- name: price_range_vs_volume-36-mean
dtype: float64
- name: price_range_vs_volume-36-diff
dtype: float64
- name: price_range_vs_volume-144-mean
dtype: float64
- name: price_range_vs_volume-144-diff
dtype: float64
- name: price_range_vs_volume-288-mean
dtype: float64
- name: price_range_vs_volume-288-diff
dtype: float64
- name: price_range_vs_volume-864-mean
dtype: float64
- name: price_range_vs_volume-864-diff
dtype: float64
- name: price_change-12-mean
dtype: float64
- name: price_change-12-diff
dtype: float64
- name: price_change-36-mean
dtype: float64
- name: price_change-36-diff
dtype: float64
- name: price_change-144-mean
dtype: float64
- name: price_change-144-diff
dtype: float64
- name: price_change-288-mean
dtype: float64
- name: price_change-288-diff
dtype: float64
- name: price_change-864-mean
dtype: float64
- name: price_change-864-diff
dtype: float64
- name: price_volume_corr-12-mean
dtype: float64
- name: price_volume_corr-12-diff
dtype: float64
- name: price_volume_corr-36-mean
dtype: float64
- name: price_volume_corr-36-diff
dtype: float64
- name: price_volume_corr-144-mean
dtype: float64
- name: price_volume_corr-144-diff
dtype: float64
- name: price_volume_corr-288-mean
dtype: float64
- name: price_volume_corr-288-diff
dtype: float64
- name: price_volume_corr-864-mean
dtype: float64
- name: price_volume_corr-864-diff
dtype: float64
- name: momentum_vs_volume-12-mean
dtype: float64
- name: momentum_vs_volume-12-diff
dtype: float64
- name: momentum_vs_volume-36-mean
dtype: float64
- name: momentum_vs_volume-36-diff
dtype: float64
- name: momentum_vs_volume-144-mean
dtype: float64
- name: momentum_vs_volume-144-diff
dtype: float64
- name: momentum_vs_volume-288-mean
dtype: float64
- name: momentum_vs_volume-288-diff
dtype: float64
- name: momentum_vs_volume-864-mean
dtype: float64
- name: momentum_vs_volume-864-diff
dtype: float64
- name: log_return_vs_volume-12-mean
dtype: float64
- name: log_return_vs_volume-12-diff
dtype: float64
- name: log_return_vs_volume-36-mean
dtype: float64
- name: log_return_vs_volume-36-diff
dtype: float64
- name: log_return_vs_volume-144-mean
dtype: float64
- name: log_return_vs_volume-144-diff
dtype: float64
- name: log_return_vs_volume-288-mean
dtype: float64
- name: log_return_vs_volume-288-diff
dtype: float64
- name: log_return_vs_volume-864-mean
dtype: float64
- name: log_return_vs_volume-864-diff
dtype: float64
- name: upper_wick-12-mean
dtype: float64
- name: upper_wick-12-diff
dtype: float64
- name: upper_wick-36-mean
dtype: float64
- name: upper_wick-36-diff
dtype: float64
- name: upper_wick-144-mean
dtype: float64
- name: upper_wick-144-diff
dtype: float64
- name: upper_wick-288-mean
dtype: float64
- name: upper_wick-288-diff
dtype: float64
- name: upper_wick-864-mean
dtype: float64
- name: upper_wick-864-diff
dtype: float64
- name: lower_wick-12-mean
dtype: float64
- name: lower_wick-12-diff
dtype: float64
- name: lower_wick-36-mean
dtype: float64
- name: lower_wick-36-diff
dtype: float64
- name: lower_wick-144-mean
dtype: float64
- name: lower_wick-144-diff
dtype: float64
- name: lower_wick-288-mean
dtype: float64
- name: lower_wick-288-diff
dtype: float64
- name: lower_wick-864-mean
dtype: float64
- name: lower_wick-864-diff
dtype: float64
- name: wick_ratio-12-mean
dtype: float64
- name: wick_ratio-12-diff
dtype: float64
- name: wick_ratio-36-mean
dtype: float64
- name: wick_ratio-36-diff
dtype: float64
- name: wick_ratio-144-mean
dtype: float64
- name: wick_ratio-144-diff
dtype: float64
- name: wick_ratio-288-mean
dtype: float64
- name: wick_ratio-288-diff
dtype: float64
- name: wick_ratio-864-mean
dtype: float64
- name: wick_ratio-864-diff
dtype: float64
- name: wick_vs_volume-12-mean
dtype: float64
- name: wick_vs_volume-12-diff
dtype: float64
- name: wick_vs_volume-36-mean
dtype: float64
- name: wick_vs_volume-36-diff
dtype: float64
- name: wick_vs_volume-144-mean
dtype: float64
- name: wick_vs_volume-144-diff
dtype: float64
- name: wick_vs_volume-288-mean
dtype: float64
- name: wick_vs_volume-288-diff
dtype: float64
- name: wick_vs_volume-864-mean
dtype: float64
- name: wick_vs_volume-864-diff
dtype: float64
- name: body_to_range_ratio-12-mean
dtype: float64
- name: body_to_range_ratio-12-diff
dtype: float64
- name: body_to_range_ratio-36-mean
dtype: float64
- name: body_to_range_ratio-36-diff
dtype: float64
- name: body_to_range_ratio-144-mean
dtype: float64
- name: body_to_range_ratio-144-diff
dtype: float64
- name: body_to_range_ratio-288-mean
dtype: float64
- name: body_to_range_ratio-288-diff
dtype: float64
- name: body_to_range_ratio-864-mean
dtype: float64
- name: body_to_range_ratio-864-diff
dtype: float64
- name: open_close_ratio-12-mean
dtype: float64
- name: open_close_ratio-12-diff
dtype: float64
- name: open_close_ratio-36-mean
dtype: float64
- name: open_close_ratio-36-diff
dtype: float64
- name: open_close_ratio-144-mean
dtype: float64
- name: open_close_ratio-144-diff
dtype: float64
- name: open_close_ratio-288-mean
dtype: float64
- name: open_close_ratio-288-diff
dtype: float64
- name: open_close_ratio-864-mean
dtype: float64
- name: open_close_ratio-864-diff
dtype: float64
- name: hour-12-mean
dtype: float64
- name: hour-12-diff
dtype: float64
- name: hour-36-mean
dtype: float64
- name: hour-36-diff
dtype: float64
- name: hour-144-mean
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- name: hour-144-diff
dtype: float64
- name: hour-288-mean
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- name: hour-288-diff
dtype: float64
- name: hour-864-mean
dtype: float64
- name: hour-864-diff
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- name: minute-12-mean
dtype: float64
- name: minute-12-diff
dtype: float64
- name: minute-36-mean
dtype: float64
- name: minute-36-diff
dtype: float64
- name: minute-144-mean
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- name: minute-288-mean
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- name: minute-288-diff
dtype: float64
- name: minute-864-mean
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- name: minute-864-diff
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- name: hour_sin-12-mean
dtype: float64
- name: hour_sin-12-diff
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- name: hour_sin-36-mean
dtype: float64
- name: hour_sin-36-diff
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- name: hour_sin-144-mean
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- name: hour_sin-144-diff
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- name: hour_sin-288-mean
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- name: hour_sin-288-diff
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- name: hour_sin-864-mean
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- name: hour_sin-864-diff
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- name: hour_cos-12-mean
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- name: hour_cos-12-diff
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- name: hour_cos-36-mean
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- name: hour_cos-36-diff
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- name: hour_cos-288-diff
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- name: hour_cos-864-mean
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- name: hour_cos-864-diff
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- name: minute_sin-12-mean
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- name: minute_sin-12-diff
dtype: float64
- name: minute_sin-36-mean
dtype: float64
- name: minute_sin-36-diff
dtype: float64
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- name: minute_sin-144-diff
dtype: float64
- name: minute_sin-288-mean
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- name: minute_sin-288-diff
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- name: minute_sin-864-mean
dtype: float64
- name: minute_sin-864-diff
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- name: minute_cos-12-mean
dtype: float64
- name: minute_cos-12-diff
dtype: float64
- name: minute_cos-36-mean
dtype: float64
- name: minute_cos-36-diff
dtype: float64
- name: minute_cos-144-mean
dtype: float64
- name: minute_cos-144-diff
dtype: float64
- name: minute_cos-288-mean
dtype: float64
- name: minute_cos-288-diff
dtype: float64
- name: minute_cos-864-mean
dtype: float64
- name: minute_cos-864-diff
dtype: float64
- name: hour_weighted_relative_volume-12-mean
dtype: float64
- name: hour_weighted_relative_volume-12-diff
dtype: float64
- name: hour_weighted_relative_volume-36-mean
dtype: float64
- name: hour_weighted_relative_volume-36-diff
dtype: float64
- name: hour_weighted_relative_volume-144-mean
dtype: float64
- name: hour_weighted_relative_volume-144-diff
dtype: float64
- name: hour_weighted_relative_volume-288-mean
dtype: float64
- name: hour_weighted_relative_volume-288-diff
dtype: float64
- name: hour_weighted_relative_volume-864-mean
dtype: float64
- name: hour_weighted_relative_volume-864-diff
dtype: float64
- name: minute_weighted_relative_volume-12-mean
dtype: float64
- name: minute_weighted_relative_volume-12-diff
dtype: float64
- name: minute_weighted_relative_volume-36-mean
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- name: minute_weighted_relative_volume-36-diff
dtype: float64
- name: minute_weighted_relative_volume-144-mean
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- name: minute_weighted_relative_volume-144-diff
dtype: float64
- name: minute_weighted_relative_volume-288-mean
dtype: float64
- name: minute_weighted_relative_volume-288-diff
dtype: float64
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splits:
- name: train
num_bytes: 1783200000
num_examples: 300000
- name: test
num_bytes: 761283744
num_examples: 128076
download_size: 2762518533
dataset_size: 2544483744
configs:
- config_name: default
data_files:
- split: train
path: data/train-*
- split: test
path: data/test-*