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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: timestamp |
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|
dtype: timestamp[ns] |
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|
- name: low |
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|
dtype: float64 |
|
|
- name: high |
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|
dtype: float64 |
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|
- name: open |
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|
dtype: float64 |
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|
- name: close |
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|
dtype: float64 |
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|
- name: volume |
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|
dtype: float64 |
|
|
- name: atr |
|
|
dtype: float64 |
|
|
- name: rr-24 |
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|
dtype: float64 |
|
|
- name: rlr-24 |
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|
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 |
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|
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 |
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|
dtype: float64 |
|
|
- name: localmin-48 |
|
|
dtype: float64 |
|
|
- name: log_return |
|
|
dtype: float64 |
|
|
- name: cumulative_return |
|
|
dtype: float64 |
|
|
- name: volatility |
|
|
dtype: float64 |
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|
- name: adx |
|
|
dtype: float64 |
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|
- 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 |
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|
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 |
|
|
- name: zscore_diff_12_48 |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144 |
|
|
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 |
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|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range |
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|
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 |
|
|
dtype: float64 |
|
|
- name: log_return-72-std |
|
|
dtype: float64 |
|
|
- name: log_return-144-mean |
|
|
dtype: float64 |
|
|
- name: log_return-144-std |
|
|
dtype: float64 |
|
|
- name: log_return-288-mean |
|
|
dtype: float64 |
|
|
- name: log_return-288-std |
|
|
dtype: float64 |
|
|
- name: cumulative_return-12-mean |
|
|
dtype: float64 |
|
|
- name: cumulative_return-12-std |
|
|
dtype: float64 |
|
|
- name: cumulative_return-36-mean |
|
|
dtype: float64 |
|
|
- name: cumulative_return-36-std |
|
|
dtype: float64 |
|
|
- name: cumulative_return-72-mean |
|
|
dtype: float64 |
|
|
- name: cumulative_return-72-std |
|
|
dtype: float64 |
|
|
- name: cumulative_return-144-mean |
|
|
dtype: float64 |
|
|
- name: cumulative_return-144-std |
|
|
dtype: float64 |
|
|
- name: cumulative_return-288-mean |
|
|
dtype: float64 |
|
|
- 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 |
|
|
dtype: float64 |
|
|
- name: volatility-72-std |
|
|
dtype: float64 |
|
|
- name: volatility-144-mean |
|
|
dtype: float64 |
|
|
- name: volatility-144-std |
|
|
dtype: float64 |
|
|
- name: volatility-288-mean |
|
|
dtype: float64 |
|
|
- name: volatility-288-std |
|
|
dtype: float64 |
|
|
- name: adx-12-mean |
|
|
dtype: float64 |
|
|
- name: adx-12-std |
|
|
dtype: float64 |
|
|
- name: adx-36-mean |
|
|
dtype: float64 |
|
|
- name: adx-36-std |
|
|
dtype: float64 |
|
|
- name: adx-72-mean |
|
|
dtype: float64 |
|
|
- name: adx-72-std |
|
|
dtype: float64 |
|
|
- name: adx-144-mean |
|
|
dtype: float64 |
|
|
- name: adx-144-std |
|
|
dtype: float64 |
|
|
- name: adx-288-mean |
|
|
dtype: float64 |
|
|
- name: adx-288-std |
|
|
dtype: float64 |
|
|
- name: momentum-12-mean |
|
|
dtype: float64 |
|
|
- name: momentum-12-std |
|
|
dtype: float64 |
|
|
- name: momentum-36-mean |
|
|
dtype: float64 |
|
|
- name: momentum-36-std |
|
|
dtype: float64 |
|
|
- name: momentum-72-mean |
|
|
dtype: float64 |
|
|
- name: momentum-72-std |
|
|
dtype: float64 |
|
|
- name: momentum-144-mean |
|
|
dtype: float64 |
|
|
- name: momentum-144-std |
|
|
dtype: float64 |
|
|
- name: momentum-288-mean |
|
|
dtype: float64 |
|
|
- name: momentum-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_open-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_open-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_open-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_open-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_open-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open-288-std |
|
|
dtype: float64 |
|
|
- name: high_low_range-12-mean |
|
|
dtype: float64 |
|
|
- name: high_low_range-12-std |
|
|
dtype: float64 |
|
|
- name: high_low_range-36-mean |
|
|
dtype: float64 |
|
|
- name: high_low_range-36-std |
|
|
dtype: float64 |
|
|
- name: high_low_range-72-mean |
|
|
dtype: float64 |
|
|
- name: high_low_range-72-std |
|
|
dtype: float64 |
|
|
- name: high_low_range-144-mean |
|
|
dtype: float64 |
|
|
- name: high_low_range-144-std |
|
|
dtype: float64 |
|
|
- name: high_low_range-288-mean |
|
|
dtype: float64 |
|
|
- name: high_low_range-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_high_low_range-288-std |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: body_to_range_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_body_to_range-288-std |
|
|
dtype: float64 |
|
|
- name: volume_change-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_change-12-std |
|
|
dtype: float64 |
|
|
- name: volume_change-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_change-36-std |
|
|
dtype: float64 |
|
|
- name: volume_change-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_change-72-std |
|
|
dtype: float64 |
|
|
- name: volume_change-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_change-144-std |
|
|
dtype: float64 |
|
|
- name: volume_change-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_change-288-std |
|
|
dtype: float64 |
|
|
- name: relative_volume-12-mean |
|
|
dtype: float64 |
|
|
- name: relative_volume-12-std |
|
|
dtype: float64 |
|
|
- name: relative_volume-36-mean |
|
|
dtype: float64 |
|
|
- name: relative_volume-36-std |
|
|
dtype: float64 |
|
|
- name: relative_volume-72-mean |
|
|
dtype: float64 |
|
|
- name: relative_volume-72-std |
|
|
dtype: float64 |
|
|
- name: relative_volume-144-mean |
|
|
dtype: float64 |
|
|
- name: relative_volume-144-std |
|
|
dtype: float64 |
|
|
- name: relative_volume-288-mean |
|
|
dtype: float64 |
|
|
- name: relative_volume-288-std |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-12-mean |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-12-std |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-36-mean |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-36-std |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-72-mean |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-72-std |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-144-mean |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-144-std |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-288-mean |
|
|
dtype: float64 |
|
|
- name: rolling_vwap-288-std |
|
|
dtype: float64 |
|
|
- name: upper_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick-12-std |
|
|
dtype: float64 |
|
|
- name: upper_wick-36-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick-36-std |
|
|
dtype: float64 |
|
|
- name: upper_wick-72-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick-72-std |
|
|
dtype: float64 |
|
|
- name: upper_wick-144-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick-144-std |
|
|
dtype: float64 |
|
|
- name: upper_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick-288-std |
|
|
dtype: float64 |
|
|
- name: lower_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick-12-std |
|
|
dtype: float64 |
|
|
- name: lower_wick-36-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick-36-std |
|
|
dtype: float64 |
|
|
- name: lower_wick-72-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick-72-std |
|
|
dtype: float64 |
|
|
- name: lower_wick-144-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick-144-std |
|
|
dtype: float64 |
|
|
- name: lower_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick-288-std |
|
|
dtype: float64 |
|
|
- name: wick_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: wick_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: wick_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: wick_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: wick_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: wick_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: wick_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: wick_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: wick_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: wick_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-12-mean |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-12-std |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-36-mean |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-36-std |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-72-mean |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-72-std |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-144-mean |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-144-std |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-288-mean |
|
|
dtype: float64 |
|
|
- name: wick_vs_volume-288-std |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: open_close_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_open_close_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-12-mean |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-12-std |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-36-mean |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-36-std |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-72-mean |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-72-std |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-144-mean |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-144-std |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-288-mean |
|
|
dtype: float64 |
|
|
- name: close-open-rtn-288-std |
|
|
dtype: float64 |
|
|
- name: body_size-12-mean |
|
|
dtype: float64 |
|
|
- name: body_size-12-std |
|
|
dtype: float64 |
|
|
- name: body_size-36-mean |
|
|
dtype: float64 |
|
|
- name: body_size-36-std |
|
|
dtype: float64 |
|
|
- name: body_size-72-mean |
|
|
dtype: float64 |
|
|
- name: body_size-72-std |
|
|
dtype: float64 |
|
|
- name: body_size-144-mean |
|
|
dtype: float64 |
|
|
- name: body_size-144-std |
|
|
dtype: float64 |
|
|
- name: body_size-288-mean |
|
|
dtype: float64 |
|
|
- name: body_size-288-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-12-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-12-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-36-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-36-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-72-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-72-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-144-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-144-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-288-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body-288-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-12-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-12-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-36-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-36-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-72-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-72-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-144-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-144-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-288-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body-288-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-12-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-12-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-36-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-36-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-72-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-72-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-144-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-144-std |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-288-mean |
|
|
dtype: float64 |
|
|
- name: upper_wick_to_body_z-288-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-12-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-12-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-36-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-36-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-72-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-72-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-144-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-144-std |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-288-mean |
|
|
dtype: float64 |
|
|
- name: lower_wick_to_body_z-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-12-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-48-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-144-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_close-288-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_12_48-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_48_144-288-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-12-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-12-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-36-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-36-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-72-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-72-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-144-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-144-std |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-288-mean |
|
|
dtype: float64 |
|
|
- name: zscore_diff_144_288-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_log_return-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_12_48-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_48_144-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_zscore_diff_144_288-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_upper_wick-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_lower_wick-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_wick_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_body_to_range_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_open_close_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_high_low_range-288-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-12-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-12-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-36-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-36-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-72-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-72-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-144-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-144-std |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-288-mean |
|
|
dtype: float64 |
|
|
- name: volume_scaled_momentum-288-std |
|
|
dtype: float64 |
|
|
- name: hour-12-mean |
|
|
dtype: float64 |
|
|
- name: hour-12-std |
|
|
dtype: float64 |
|
|
- name: hour-36-mean |
|
|
dtype: float64 |
|
|
- name: hour-36-std |
|
|
dtype: float64 |
|
|
- name: hour-72-mean |
|
|
dtype: float64 |
|
|
- name: hour-72-std |
|
|
dtype: float64 |
|
|
- name: hour-144-mean |
|
|
dtype: float64 |
|
|
- name: hour-144-std |
|
|
dtype: float64 |
|
|
- name: hour-288-mean |
|
|
dtype: float64 |
|
|
- name: hour-288-std |
|
|
dtype: float64 |
|
|
- name: minute-12-mean |
|
|
dtype: float64 |
|
|
- name: minute-12-std |
|
|
dtype: float64 |
|
|
- name: minute-36-mean |
|
|
dtype: float64 |
|
|
- name: minute-36-std |
|
|
dtype: float64 |
|
|
- name: minute-72-mean |
|
|
dtype: float64 |
|
|
- name: minute-72-std |
|
|
dtype: float64 |
|
|
- name: minute-144-mean |
|
|
dtype: float64 |
|
|
- name: minute-144-std |
|
|
dtype: float64 |
|
|
- name: minute-288-mean |
|
|
dtype: float64 |
|
|
- name: minute-288-std |
|
|
dtype: float64 |
|
|
- name: hour_sin-12-mean |
|
|
dtype: float64 |
|
|
- name: hour_sin-12-std |
|
|
dtype: float64 |
|
|
- name: hour_sin-36-mean |
|
|
dtype: float64 |
|
|
- name: hour_sin-36-std |
|
|
dtype: float64 |
|
|
- name: hour_sin-72-mean |
|
|
dtype: float64 |
|
|
- name: hour_sin-72-std |
|
|
dtype: float64 |
|
|
- name: hour_sin-144-mean |
|
|
dtype: float64 |
|
|
- name: hour_sin-144-std |
|
|
dtype: float64 |
|
|
- name: hour_sin-288-mean |
|
|
dtype: float64 |
|
|
- name: hour_sin-288-std |
|
|
dtype: float64 |
|
|
- name: hour_cos-12-mean |
|
|
dtype: float64 |
|
|
- name: hour_cos-12-std |
|
|
dtype: float64 |
|
|
- name: hour_cos-36-mean |
|
|
dtype: float64 |
|
|
- name: hour_cos-36-std |
|
|
dtype: float64 |
|
|
- name: hour_cos-72-mean |
|
|
dtype: float64 |
|
|
- name: hour_cos-72-std |
|
|
dtype: float64 |
|
|
- name: hour_cos-144-mean |
|
|
dtype: float64 |
|
|
- name: hour_cos-144-std |
|
|
dtype: float64 |
|
|
- name: hour_cos-288-mean |
|
|
dtype: float64 |
|
|
- name: hour_cos-288-std |
|
|
dtype: float64 |
|
|
- name: minute_sin-12-mean |
|
|
dtype: float64 |
|
|
- name: minute_sin-12-std |
|
|
dtype: float64 |
|
|
- name: minute_sin-36-mean |
|
|
dtype: float64 |
|
|
- name: minute_sin-36-std |
|
|
dtype: float64 |
|
|
- name: minute_sin-72-mean |
|
|
dtype: float64 |
|
|
- name: minute_sin-72-std |
|
|
dtype: float64 |
|
|
- name: minute_sin-144-mean |
|
|
dtype: float64 |
|
|
- name: minute_sin-144-std |
|
|
dtype: float64 |
|
|
- name: minute_sin-288-mean |
|
|
dtype: float64 |
|
|
- name: minute_sin-288-std |
|
|
dtype: float64 |
|
|
- name: minute_cos-12-mean |
|
|
dtype: float64 |
|
|
- name: minute_cos-12-std |
|
|
dtype: float64 |
|
|
- name: minute_cos-36-mean |
|
|
dtype: float64 |
|
|
- name: minute_cos-36-std |
|
|
dtype: float64 |
|
|
- name: minute_cos-72-mean |
|
|
dtype: float64 |
|
|
- name: minute_cos-72-std |
|
|
dtype: float64 |
|
|
- name: minute_cos-144-mean |
|
|
dtype: float64 |
|
|
- name: minute_cos-144-std |
|
|
dtype: float64 |
|
|
- name: minute_cos-288-mean |
|
|
dtype: float64 |
|
|
- name: minute_cos-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-72-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_relative_volume-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-144-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-144-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_relative_volume-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-72-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_momentum-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-144-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-144-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_momentum-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-72-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volatility-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-144-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-144-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volatility-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-72-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_high_low_range-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-144-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-144-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_high_low_range-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-72-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_volume_change-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-144-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_volume_change-144-std |
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dtype: float64 |
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- name: cos_minute_weighted_volume_change-288-mean |
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dtype: float64 |
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- name: cos_minute_weighted_volume_change-288-std |
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dtype: float64 |
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- name: sin_hour_weighted_adx-12-mean |
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dtype: float64 |
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- name: sin_hour_weighted_adx-12-std |
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dtype: float64 |
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- name: sin_hour_weighted_adx-36-mean |
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dtype: float64 |
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- name: sin_hour_weighted_adx-36-std |
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dtype: float64 |
|
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- name: sin_hour_weighted_adx-72-mean |
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dtype: float64 |
|
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- name: sin_hour_weighted_adx-72-std |
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dtype: float64 |
|
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- name: sin_hour_weighted_adx-144-mean |
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dtype: float64 |
|
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- name: sin_hour_weighted_adx-144-std |
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dtype: float64 |
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- name: sin_hour_weighted_adx-288-mean |
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dtype: float64 |
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- name: sin_hour_weighted_adx-288-std |
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dtype: float64 |
|
|
- name: cos_minute_weighted_adx-12-mean |
|
|
dtype: float64 |
|
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- name: cos_minute_weighted_adx-12-std |
|
|
dtype: float64 |
|
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- name: cos_minute_weighted_adx-36-mean |
|
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dtype: float64 |
|
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- name: cos_minute_weighted_adx-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_adx-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_adx-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_adx-144-mean |
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dtype: float64 |
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- name: cos_minute_weighted_adx-144-std |
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dtype: float64 |
|
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- name: cos_minute_weighted_adx-288-mean |
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dtype: float64 |
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- name: cos_minute_weighted_adx-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_upper_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_upper_wick-12-std |
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dtype: float64 |
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- name: sin_hour_weighted_upper_wick-36-mean |
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dtype: float64 |
|
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- name: sin_hour_weighted_upper_wick-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_upper_wick-72-mean |
|
|
dtype: float64 |
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|
- name: sin_hour_weighted_upper_wick-72-std |
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|
dtype: float64 |
|
|
- name: sin_hour_weighted_upper_wick-144-mean |
|
|
dtype: float64 |
|
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- name: sin_hour_weighted_upper_wick-144-std |
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dtype: float64 |
|
|
- name: sin_hour_weighted_upper_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_upper_wick-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-12-std |
|
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dtype: float64 |
|
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- name: cos_minute_weighted_upper_wick-36-mean |
|
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dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-144-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-144-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_upper_wick-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-72-std |
|
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dtype: float64 |
|
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- name: sin_hour_weighted_lower_wick-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_lower_wick-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_lower_wick-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_lower_wick-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_lower_wick-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_lower_wick-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_lower_wick-72-mean |
|
|
dtype: float64 |
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|
- name: cos_minute_weighted_lower_wick-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_lower_wick-144-mean |
|
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dtype: float64 |
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- name: cos_minute_weighted_lower_wick-144-std |
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dtype: float64 |
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|
- name: cos_minute_weighted_lower_wick-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_lower_wick-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-72-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_ratio-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_ratio-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_ratio-36-std |
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|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_ratio-72-mean |
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|
dtype: float64 |
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|
- name: cos_minute_weighted_wick_ratio-72-std |
|
|
dtype: float64 |
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|
- name: cos_minute_weighted_wick_ratio-144-mean |
|
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dtype: float64 |
|
|
- name: cos_minute_weighted_wick_ratio-144-std |
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|
dtype: float64 |
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|
- name: cos_minute_weighted_wick_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_ratio-288-std |
|
|
dtype: float64 |
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|
- name: sin_hour_weighted_body_to_range_ratio-12-mean |
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|
dtype: float64 |
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|
- name: sin_hour_weighted_body_to_range_ratio-12-std |
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dtype: float64 |
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- name: sin_hour_weighted_body_to_range_ratio-36-mean |
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dtype: float64 |
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- name: sin_hour_weighted_body_to_range_ratio-36-std |
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dtype: float64 |
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- name: sin_hour_weighted_body_to_range_ratio-72-mean |
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|
dtype: float64 |
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|
- name: sin_hour_weighted_body_to_range_ratio-72-std |
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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-288-std |
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dtype: float64 |
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|
- name: cos_minute_weighted_body_to_range_ratio-12-mean |
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|
dtype: float64 |
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- name: cos_minute_weighted_body_to_range_ratio-12-std |
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|
dtype: float64 |
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- name: cos_minute_weighted_body_to_range_ratio-36-mean |
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|
dtype: float64 |
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|
- name: cos_minute_weighted_body_to_range_ratio-36-std |
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|
dtype: float64 |
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- name: cos_minute_weighted_body_to_range_ratio-72-mean |
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|
dtype: float64 |
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- name: cos_minute_weighted_body_to_range_ratio-72-std |
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dtype: float64 |
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dtype: float64 |
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dtype: float64 |
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- name: cos_minute_weighted_body_to_range_ratio-288-mean |
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dtype: float64 |
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|
- name: cos_minute_weighted_body_to_range_ratio-288-std |
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|
dtype: float64 |
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|
- name: sin_hour_weighted_open_close_ratio-12-mean |
|
|
dtype: float64 |
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|
- name: sin_hour_weighted_open_close_ratio-12-std |
|
|
dtype: float64 |
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|
- name: sin_hour_weighted_open_close_ratio-36-mean |
|
|
dtype: float64 |
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|
- name: sin_hour_weighted_open_close_ratio-36-std |
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|
dtype: float64 |
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|
- name: sin_hour_weighted_open_close_ratio-72-mean |
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|
dtype: float64 |
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- name: sin_hour_weighted_open_close_ratio-72-std |
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dtype: float64 |
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dtype: float64 |
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|
- name: sin_hour_weighted_open_close_ratio-144-std |
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dtype: float64 |
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- name: sin_hour_weighted_open_close_ratio-288-mean |
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dtype: float64 |
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- name: sin_hour_weighted_open_close_ratio-288-std |
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|
dtype: float64 |
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|
- name: cos_minute_weighted_open_close_ratio-12-mean |
|
|
dtype: float64 |
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|
- name: cos_minute_weighted_open_close_ratio-12-std |
|
|
dtype: float64 |
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|
- name: cos_minute_weighted_open_close_ratio-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_open_close_ratio-36-std |
|
|
dtype: float64 |
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|
- name: cos_minute_weighted_open_close_ratio-72-mean |
|
|
dtype: float64 |
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|
- name: cos_minute_weighted_open_close_ratio-72-std |
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|
dtype: float64 |
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|
- name: cos_minute_weighted_open_close_ratio-144-mean |
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dtype: float64 |
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dtype: float64 |
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|
- name: cos_minute_weighted_open_close_ratio-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_open_close_ratio-288-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-12-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-12-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-36-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-36-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-72-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-72-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-144-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-144-std |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-288-mean |
|
|
dtype: float64 |
|
|
- name: sin_hour_weighted_wick_vs_volume-288-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-12-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-12-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-36-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-36-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-72-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-72-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-144-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-144-std |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-288-mean |
|
|
dtype: float64 |
|
|
- name: cos_minute_weighted_wick_vs_volume-288-std |
|
|
dtype: float64 |
|
|
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-* |
|
|
--- |
|
|
|
