metadata
dataset_info:
features:
- name: 'Unnamed: 0'
dtype: int64
- name: timestamp
dtype: timestamp[ns]
- name: low
dtype: float64
- name: high
dtype: float64
- name: open
dtype: float64
- name: close
dtype: float64
- name: volume
dtype: float64
- name: atr
dtype: float64
- name: rr-24
dtype: float64
- name: rlr-24
dtype: float64
- name: atrr-24
dtype: float64
- name: rr-36
dtype: float64
- name: rlr-36
dtype: float64
- name: atrr-36
dtype: float64
- name: rr-48
dtype: float64
- name: rlr-48
dtype: float64
- name: atrr-48
dtype: float64
- name: localmax-24
dtype: float64
- name: localmin-24
dtype: float64
- name: localmax-36
dtype: float64
- name: localmin-36
dtype: float64
- name: localmax-48
dtype: float64
- name: localmin-48
dtype: float64
- name: log_return
dtype: float64
- name: cumulative_return
dtype: float64
- name: volatility
dtype: float64
- name: adx
dtype: float64
- name: momentum
dtype: float64
- name: zscore_open
dtype: float64
- name: high_low_range
dtype: float64
- name: zscore_high_low_range
dtype: float64
- name: body_to_range_ratio
dtype: float64
- name: zscore_body_to_range
dtype: float64
- name: volume_change
dtype: float64
- name: relative_volume
dtype: float64
- name: rolling_vwap
dtype: float64
- name: upper_wick
dtype: float64
- name: lower_wick
dtype: float64
- name: wick_ratio
dtype: float64
- name: wick_vs_volume
dtype: float64
- name: open_close_ratio
dtype: float64
- name: zscore_open_close_ratio
dtype: float64
- name: close-open-rtn
dtype: float64
- name: body_size
dtype: float64
- name: upper_wick_to_body
dtype: float64
- name: lower_wick_to_body
dtype: float64
- name: upper_wick_to_body_z
dtype: float64
- name: lower_wick_to_body_z
dtype: float64
- name: zscore_close-12
dtype: float64
- name: zscore_close-48
dtype: float64
- name: zscore_close-144
dtype: float64
- name: zscore_close-288
dtype: float64
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dtype: float64
- name: zscore_diff_144_288
dtype: float64
- name: volume_scaled_log_return
dtype: float64
- name: volume_scaled_zscore_diff_12_48
dtype: float64
- name: volume_scaled_zscore_diff_48_144
dtype: float64
- name: volume_scaled_zscore_diff_144_288
dtype: float64
- name: volume_scaled_upper_wick
dtype: float64
- name: volume_scaled_lower_wick
dtype: float64
- name: volume_scaled_wick_ratio
dtype: float64
- name: volume_scaled_body_to_range_ratio
dtype: float64
- name: volume_scaled_open_close_ratio
dtype: float64
- name: volume_scaled_high_low_range
dtype: float64
- name: volume_scaled_momentum
dtype: float64
- 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: sin_hour_weighted_relative_volume
dtype: float64
- name: cos_minute_weighted_relative_volume
dtype: float64
- name: sin_hour_weighted_momentum
dtype: float64
- name: cos_minute_weighted_momentum
dtype: float64
- name: sin_hour_weighted_volatility
dtype: float64
- name: cos_minute_weighted_volatility
dtype: float64
- name: sin_hour_weighted_high_low_range
dtype: float64
- name: cos_minute_weighted_high_low_range
dtype: float64
- name: sin_hour_weighted_volume_change
dtype: float64
- name: cos_minute_weighted_volume_change
dtype: float64
- name: sin_hour_weighted_adx
dtype: float64
- name: cos_minute_weighted_adx
dtype: float64
- name: sin_hour_weighted_upper_wick
dtype: float64
- name: cos_minute_weighted_upper_wick
dtype: float64
- name: sin_hour_weighted_lower_wick
dtype: float64
- name: cos_minute_weighted_lower_wick
dtype: float64
- name: sin_hour_weighted_wick_ratio
dtype: float64
- name: cos_minute_weighted_wick_ratio
dtype: float64
- name: sin_hour_weighted_body_to_range_ratio
dtype: float64
- name: cos_minute_weighted_body_to_range_ratio
dtype: float64
- name: sin_hour_weighted_open_close_ratio
dtype: float64
- name: cos_minute_weighted_open_close_ratio
dtype: float64
- name: sin_hour_weighted_wick_vs_volume
dtype: float64
- name: cos_minute_weighted_wick_vs_volume
dtype: float64
- name: log_return-12-mean
dtype: float64
- name: log_return-12-std
dtype: float64
- name: log_return-36-mean
dtype: float64
- name: log_return-36-std
dtype: float64
- name: log_return-72-mean
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- name: log_return-72-std
dtype: float64
- name: log_return-144-mean
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- name: log_return-144-std
dtype: float64
- name: log_return-288-mean
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- name: log_return-288-std
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- name: cumulative_return-12-mean
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- name: cumulative_return-288-std
dtype: float64
- name: volatility-12-mean
dtype: float64
- name: volatility-12-std
dtype: float64
- name: volatility-36-mean
dtype: float64
- name: volatility-36-std
dtype: float64
- name: volatility-72-mean
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- name: volatility-72-std
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- name: volatility-144-mean
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dtype: float64
- name: volatility-288-mean
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- name: volatility-288-std
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- name: adx-12-mean
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dtype: float64
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dtype: float64
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dtype: float64
- name: momentum-72-mean
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- name: momentum-72-std
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dtype: float64
- name: momentum-144-std
dtype: float64
- name: momentum-288-mean
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- name: momentum-288-std
dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
- name: zscore_open-36-std
dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
- name: zscore_open-288-std
dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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dtype: float64
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- name: sin_hour_weighted_body_to_range_ratio-12-mean
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splits:
- name: train
num_bytes: 2010187500
num_examples: 300000
- name: test
num_bytes: 797572432
num_examples: 120698
download_size: 3015504645
dataset_size: 2807759932
configs:
- config_name: default
data_files:
- split: train
path: data/train-*
- split: test
path: data/test-*