README.md

---
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: future_return
    dtype: float64
  - name: atr
    dtype: float64
  - name: rr-24
    dtype: float64
  - name: rr-36
    dtype: float64
  - name: rr-48
    dtype: float64
  - name: log_return
    dtype: float64
  - name: simple_return
    dtype: float64
  - name: cumulative_return
    dtype: float64
  - name: volatility
    dtype: float64
  - name: adx
    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: vwap
    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: 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: sin_minute_weighted_relative_volume
    dtype: float64
  - name: cos_hour_weighted_relative_volume
    dtype: float64
  - name: cos_minute_weighted_relative_volume
    dtype: float64
  - name: sin_hour_weighted_momentum
    dtype: float64
  - name: sin_minute_weighted_momentum
    dtype: float64
  - name: cos_hour_weighted_momentum
    dtype: float64
  - name: cos_minute_weighted_momentum
    dtype: float64
  - name: sin_hour_weighted_volatility
    dtype: float64
  - name: sin_minute_weighted_volatility
    dtype: float64
  - name: cos_hour_weighted_volatility
    dtype: float64
  - name: cos_minute_weighted_volatility
    dtype: float64
  - name: sin_hour_weighted_simple_return
    dtype: float64
  - name: sin_minute_weighted_simple_return
    dtype: float64
  - name: cos_hour_weighted_simple_return
    dtype: float64
  - name: cos_minute_weighted_simple_return
    dtype: float64
  - name: sin_hour_weighted_volume_zscore
    dtype: float64
  - name: sin_minute_weighted_volume_zscore
    dtype: float64
  - name: cos_hour_weighted_volume_zscore
    dtype: float64
  - name: cos_minute_weighted_volume_zscore
    dtype: float64
  - name: sin_hour_weighted_high_low_range
    dtype: float64
  - name: sin_minute_weighted_high_low_range
    dtype: float64
  - name: cos_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: sin_minute_weighted_volume_change
    dtype: float64
  - name: cos_hour_weighted_volume_change
    dtype: float64
  - name: cos_minute_weighted_volume_change
    dtype: float64
  - name: sin_hour_weighted_adx
    dtype: float64
  - name: sin_minute_weighted_adx
    dtype: float64
  - name: cos_hour_weighted_adx
    dtype: float64
  - name: cos_minute_weighted_adx
    dtype: float64
  - name: sin_hour_weighted_upper_wick
    dtype: float64
  - name: sin_minute_weighted_upper_wick
    dtype: float64
  - name: cos_hour_weighted_upper_wick
    dtype: float64
  - name: cos_minute_weighted_upper_wick
    dtype: float64
  - name: sin_hour_weighted_lower_wick
    dtype: float64
  - name: sin_minute_weighted_lower_wick
    dtype: float64
  - name: cos_hour_weighted_lower_wick
    dtype: float64
  - name: cos_minute_weighted_lower_wick
    dtype: float64
  - name: sin_hour_weighted_wick_ratio
    dtype: float64
  - name: sin_minute_weighted_wick_ratio
    dtype: float64
  - name: cos_hour_weighted_wick_ratio
    dtype: float64
  - name: cos_minute_weighted_wick_ratio
    dtype: float64
  - name: sin_hour_weighted_wick_vs_volume
    dtype: float64
  - name: sin_minute_weighted_wick_vs_volume
    dtype: float64
  - name: cos_hour_weighted_wick_vs_volume
    dtype: float64
  - name: cos_minute_weighted_wick_vs_volume
    dtype: float64
  - name: sin_hour_weighted_body_to_range_ratio
    dtype: float64
  - name: sin_minute_weighted_body_to_range_ratio
    dtype: float64
  - name: cos_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: sin_minute_weighted_open_close_ratio
    dtype: float64
  - name: cos_hour_weighted_open_close_ratio
    dtype: float64
  - name: cos_minute_weighted_open_close_ratio
    dtype: float64
  - name: log_return-3-mean
    dtype: float64
  - name: log_return-3-diff
    dtype: float64
  - name: log_return-6-mean
    dtype: float64
  - name: log_return-6-diff
    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-3-mean
    dtype: float64
  - name: simple_return-3-diff
    dtype: float64
  - name: simple_return-6-mean
    dtype: float64
  - name: simple_return-6-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-3-mean
    dtype: float64
  - name: cumulative_return-3-diff
    dtype: float64
  - name: cumulative_return-6-mean
    dtype: float64
  - name: cumulative_return-6-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-3-mean
    dtype: float64
  - name: volatility-3-diff
    dtype: float64
  - name: volatility-6-mean
    dtype: float64
  - name: volatility-6-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: adx-3-mean
    dtype: float64
  - name: adx-3-diff
    dtype: float64
  - name: adx-6-mean
    dtype: float64
  - name: adx-6-diff
    dtype: float64
  - name: adx-12-mean
    dtype: float64
  - name: adx-12-diff
    dtype: float64
  - name: adx-36-mean
    dtype: float64
  - name: adx-36-diff
    dtype: float64
  - name: adx-144-mean
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  - name: adx-144-diff
    dtype: float64
  - name: adx-288-mean
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  - name: adx-288-diff
    dtype: float64
  - name: adx-864-mean
    dtype: float64
  - name: adx-864-diff
    dtype: float64
  - name: momentum-3-mean
    dtype: float64
  - name: momentum-3-diff
    dtype: float64
  - name: momentum-6-mean
    dtype: float64
  - name: momentum-6-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-3-mean
    dtype: float64
  - name: zscore_price-3-diff
    dtype: float64
  - name: zscore_price-6-mean
    dtype: float64
  - name: zscore_price-6-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
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  - name: zscore_price-144-diff
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    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-3-mean
    dtype: float64
  - name: price_diff-3-diff
    dtype: float64
  - name: price_diff-6-mean
    dtype: float64
  - name: price_diff-6-diff
    dtype: float64
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  - name: price_diff-864-mean
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  - name: price_diff-864-diff
    dtype: float64
  - name: high_low_range-3-mean
    dtype: float64
  - name: high_low_range-3-diff
    dtype: float64
  - name: high_low_range-6-mean
    dtype: float64
  - name: high_low_range-6-diff
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  - name: high_low_range-12-mean
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  - name: high_low_range-12-diff
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  - name: high_low_range-864-mean
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  - name: high_low_range-864-diff
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  - name: open_close_range-3-mean
    dtype: float64
  - name: open_close_range-3-diff
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  - name: __index_level_0__
    dtype: int64
  splits:
  - name: train
    num_bytes: 3268800000
    num_examples: 300000
  - name: test
    num_bytes: 1286185632
    num_examples: 118042
  download_size: 4837292540
  dataset_size: 4554985632
configs:
- config_name: default
  data_files:
  - split: train
    path: data/train-*
  - split: test
    path: data/test-*
---