feature_names.json

{
  "feature_count": 17,
  "feature_names": [
    "ret_1",
    "ret_3",
    "ret_5",
    "ret_accel",
    "close_pos",
    "vol_20",
    "high_vol",
    "low_vol",
    "rsi_oversold",
    "rsi_neutral",
    "macd_positive",
    "london_open",
    "london_close",
    "nyse_open",
    "hour",
    "vwap_deviation",
    "atr_stops"
  ],
  "feature_descriptions": {
    "ret_1": "Lag-1 return, single bar momentum",
    "ret_3": "3-bar cumulative return, medium-term trend",
    "ret_5": "5-bar cumulative return, regime identification",
    "ret_accel": "Return acceleration, momentum change detection",
    "close_pos": "Close position within 20-bar range (0-1)",
    "vol_20": "20-bar volume mean, baseline",
    "high_vol": "Volume spike flag (binary)",
    "low_vol": "Volume drought flag (binary)",
    "rsi_oversold": "RSI < 30 flag (binary)",
    "rsi_neutral": "30 <= RSI <= 70 flag (binary)",
    "macd_positive": "MACD > 0 flag (binary)",
    "london_open": "London 8:00 UTC open flag (binary)",
    "london_close": "London 16:30 UTC close flag (binary)",
    "nyse_open": "NYSE 13:30 UTC open flag (binary)",
    "hour": "Hour of day UTC (0-23)",
    "vwap_deviation": "Percent deviation from VWAP",
    "atr_stops": "14-period ATR * 1.0x multiplier"
  },
  "feature_types": {
    "continuous": ["ret_1", "ret_3", "ret_5", "ret_accel", "close_pos", "vol_20", "hour", "vwap_deviation", "atr_stops"],
    "binary": ["high_vol", "low_vol", "rsi_oversold", "rsi_neutral", "macd_positive", "london_open", "london_close", "nyse_open"]
  },
  "feature_importance": {
    "ret_1": 0.0493,
    "ret_3": 0.0495,
    "ret_5": 0.0496,
    "ret_accel": 0.0499,
    "close_pos": 0.0482,
    "vol_20": 0.0508,
    "high_vol": 0.0474,
    "low_vol": 0.0480,
    "rsi_oversold": 0.0507,
    "rsi_neutral": 0.0514,
    "macd_positive": 0.0477,
    "london_open": 0.0508,
    "london_close": 0.0470,
    "nyse_open": 0.0502,
    "hour": 0.0491,
    "vwap_deviation": 0.04,
    "atr_stops": 0.04
  },
  "feature_order_critical": "YES - must match order in training",
  "normalization_required": "YES - use provided scaler.pkl",
  "missing_value_handling": "Forward fill or drop first 50 rows",
  "expected_value_ranges": {
    "ret_1": [-0.05, 0.05],
    "ret_3": [-0.10, 0.10],
    "ret_5": [-0.15, 0.15],
    "ret_accel": [-0.10, 0.10],
    "close_pos": [0.0, 1.0],
    "vol_20": [0, "variable"],
    "high_vol": [0, 1],
    "low_vol": [0, 1],
    "rsi_oversold": [0, 1],
    "rsi_neutral": [0, 1],
    "macd_positive": [0, 1],
    "london_open": [0, 1],
    "london_close": [0, 1],
    "nyse_open": [0, 1],
    "hour": [0, 23],
    "vwap_deviation": [-5, 5],
    "atr_stops": [0, "variable"]
  }
}