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--- |
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dataset_info: |
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features: |
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|
- name: 'Unnamed: 0' |
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|
dtype: int64 |
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|
- 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 |
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- name: hour_weighted_body_to_range_ratio-36-diff |
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dtype: float64 |
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- name: hour_weighted_body_to_range_ratio-144-mean |
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dtype: float64 |
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- name: hour_weighted_body_to_range_ratio-144-diff |
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dtype: float64 |
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- name: hour_weighted_body_to_range_ratio-288-mean |
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dtype: float64 |
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- name: hour_weighted_body_to_range_ratio-288-diff |
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dtype: float64 |
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- name: hour_weighted_body_to_range_ratio-864-mean |
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dtype: float64 |
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- name: hour_weighted_body_to_range_ratio-864-diff |
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dtype: float64 |
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- name: minute_weighted_body_to_range_ratio-12-mean |
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dtype: float64 |
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|
- name: minute_weighted_body_to_range_ratio-12-diff |
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dtype: float64 |
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- name: minute_weighted_body_to_range_ratio-36-mean |
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dtype: float64 |
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- name: minute_weighted_body_to_range_ratio-36-diff |
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|
dtype: float64 |
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- name: minute_weighted_body_to_range_ratio-144-mean |
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|
dtype: float64 |
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|
- name: minute_weighted_body_to_range_ratio-144-diff |
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|
dtype: float64 |
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- name: minute_weighted_body_to_range_ratio-288-mean |
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dtype: float64 |
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- name: minute_weighted_body_to_range_ratio-288-diff |
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dtype: float64 |
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- name: minute_weighted_body_to_range_ratio-864-mean |
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|
dtype: float64 |
|
|
- name: minute_weighted_body_to_range_ratio-864-diff |
|
|
dtype: float64 |
|
|
- name: hour_weighted_open_close_ratio-12-mean |
|
|
dtype: float64 |
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|
- name: hour_weighted_open_close_ratio-12-diff |
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|
dtype: float64 |
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- name: hour_weighted_open_close_ratio-36-mean |
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|
dtype: float64 |
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- name: hour_weighted_open_close_ratio-36-diff |
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dtype: float64 |
|
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- name: hour_weighted_open_close_ratio-144-mean |
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dtype: float64 |
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- name: hour_weighted_open_close_ratio-144-diff |
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dtype: float64 |
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- name: hour_weighted_open_close_ratio-288-mean |
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dtype: float64 |
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- name: hour_weighted_open_close_ratio-288-diff |
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dtype: float64 |
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- name: hour_weighted_open_close_ratio-864-mean |
|
|
dtype: float64 |
|
|
- name: hour_weighted_open_close_ratio-864-diff |
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dtype: float64 |
|
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- name: minute_weighted_open_close_ratio-12-mean |
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dtype: float64 |
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- name: minute_weighted_open_close_ratio-12-diff |
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dtype: float64 |
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- name: minute_weighted_open_close_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: minute_weighted_open_close_ratio-36-diff |
|
|
dtype: float64 |
|
|
- name: minute_weighted_open_close_ratio-144-mean |
|
|
dtype: float64 |
|
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- name: minute_weighted_open_close_ratio-144-diff |
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dtype: float64 |
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- name: minute_weighted_open_close_ratio-288-mean |
|
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dtype: float64 |
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|
- name: minute_weighted_open_close_ratio-288-diff |
|
|
dtype: float64 |
|
|
- name: minute_weighted_open_close_ratio-864-mean |
|
|
dtype: float64 |
|
|
- name: minute_weighted_open_close_ratio-864-diff |
|
|
dtype: float64 |
|
|
- name: __index_level_0__ |
|
|
dtype: int64 |
|
|
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-* |
|
|
--- |
|
|
|
