i1knower's picture
Upload folder using huggingface_hub
c06b0ce verified
metadata
pretty_name: AI Hedge Fund Gold Labeled v1
license: mit
task_categories:
  - time-series-forecasting
  - tabular-classification
  - tabular-regression
tags:
  - finance
  - ohlcv
  - multi-horizon
  - cost-aware

Gold Labeled v1

Summary

  • Built at (UTC): 2026-03-02T16:32:55.889875+00:00
  • Source file: data\gold_10y_v2\gold_binance_multitf.parquet
  • Symbols: BNB/USDT, BTC/USDT, ETH/USDT, SOL/USDT, XRP/USDT
  • Timeframes: 15m, 1d, 1h, 4h, 5m
  • Round-trip cost threshold: 0.002800
  • Rows total: 5865657

Label Families

  • ret_hN, abs_ret_hN: future return targets
  • label_bin_hN: binary direction (up/down)
  • label_dir_hN: directional class (-1/0/1)
  • label_buy_sell_hold_hN: discrete trading action
  • label_costaware_hN: buy/sell/hold with transaction cost threshold
  • label_costaware_voladj_hN: cost-aware action with volatility-adjusted neutral band
  • label_tradeable_hN: whether expected move exceeds round-trip cost
  • target_vol_hN: absolute future return proxy for volatility
  • target_net_edge_hN: |ret|-cost objective
  • label_q5_hN: 5-quantile regime label
  • label_trend_state_hN: trend regime (-1 reversion, 0 neutral, 1 continuation)
  • label_trend_continuation_hN, label_trend_reversion_hN: binary trend labels

TF Coverage

Symbol TF Rows Min UTC Max UTC Effective Rows Horizons
BNB/USDT 15m 291001 2017-11-06T04:00:00+00:00 2026-02-28T18:30:00+00:00 291001 2,,,4,,,8,,,1,6,,,3,2,,,9,6
BNB/USDT 1d 3008 2017-11-07T00:00:00+00:00 2026-01-31T00:00:00+00:00 3008 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0
BNB/USDT 1h 72747 2017-11-06T04:00:00+00:00 2026-02-27T19:00:00+00:00 72747 2,,,4,,,8,,,1,2,,,2,4,,,4,8
BNB/USDT 4h 18189 2017-11-06T04:00:00+00:00 2026-02-25T20:00:00+00:00 18189 2,,,3,,,6,,,1,2,,,2,4
BNB/USDT 5m 872912 2017-11-06T03:50:00+00:00 2026-02-28T18:25:00+00:00 872912 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8
BTC/USDT 15m 298747 2017-08-17T04:00:00+00:00 2026-02-28T17:45:00+00:00 298747 2,,,4,,,8,,,1,6,,,3,2,,,9,6
BTC/USDT 1d 3089 2017-08-18T00:00:00+00:00 2026-01-31T00:00:00+00:00 3089 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0
BTC/USDT 1h 74684 2017-08-17T04:00:00+00:00 2026-02-27T18:00:00+00:00 74684 2,,,4,,,8,,,1,2,,,2,4,,,4,8
BTC/USDT 4h 18674 2017-08-17T04:00:00+00:00 2026-02-25T20:00:00+00:00 18674 2,,,3,,,6,,,1,2,,,2,4
BTC/USDT 5m 896147 2017-08-17T04:00:00+00:00 2026-02-28T17:45:00+00:00 896147 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8
ETH/USDT 15m 298748 2017-08-17T04:00:00+00:00 2026-02-28T18:00:00+00:00 298748 2,,,4,,,8,,,1,6,,,3,2,,,9,6
ETH/USDT 1d 3089 2017-08-18T00:00:00+00:00 2026-01-31T00:00:00+00:00 3089 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0
ETH/USDT 1h 74684 2017-08-17T04:00:00+00:00 2026-02-27T18:00:00+00:00 74684 2,,,4,,,8,,,1,2,,,2,4,,,4,8
ETH/USDT 4h 18674 2017-08-17T04:00:00+00:00 2026-02-25T20:00:00+00:00 18674 2,,,3,,,6,,,1,2,,,2,4
ETH/USDT 5m 896150 2017-08-17T04:00:00+00:00 2026-02-28T18:00:00+00:00 896150 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8
SOL/USDT 15m 194558 2020-08-11T06:00:00+00:00 2026-02-28T18:45:00+00:00 194558 2,,,4,,,8,,,1,6,,,3,2,,,9,6
SOL/USDT 1d 1999 2020-08-12T00:00:00+00:00 2026-01-31T00:00:00+00:00 1999 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0
SOL/USDT 1h 48623 2020-08-11T06:00:00+00:00 2026-02-27T19:00:00+00:00 48623 2,,,4,,,8,,,1,2,,,2,4,,,4,8
SOL/USDT 4h 12147 2020-08-11T08:00:00+00:00 2026-02-25T20:00:00+00:00 12147 2,,,3,,,6,,,1,2,,,2,4
SOL/USDT 5m 583641 2020-08-11T06:00:00+00:00 2026-02-28T18:35:00+00:00 583641 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8
XRP/USDT 15m 273949 2018-05-04T08:15:00+00:00 2026-02-28T18:45:00+00:00 273949 2,,,4,,,8,,,1,6,,,3,2,,,9,6
XRP/USDT 1d 2829 2018-05-05T00:00:00+00:00 2026-01-31T00:00:00+00:00 2829 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0
XRP/USDT 1h 68480 2018-05-04T09:00:00+00:00 2026-02-27T19:00:00+00:00 68480 2,,,4,,,8,,,1,2,,,2,4,,,4,8
XRP/USDT 4h 17120 2018-05-04T12:00:00+00:00 2026-02-25T20:00:00+00:00 17120 2,,,3,,,6,,,1,2,,,2,4
XRP/USDT 5m 821768 2018-05-04T08:10:00+00:00 2026-02-28T18:45:00+00:00 821768 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8