Data/metadata/README.md

Forecasting Project Data Layout

This project is organized for research-first use.

Folder map

• Data/raw/minute/
  • Original minute OHLCV source files for NIFTY 50, NIFTY BANK, INDIA VIX, HDFCBANK, RELIANCE, WIPRO, and KOTAKBANK.
• Data/processed/bars/
  • Clean OHLCV bars at 1m, 5m, 1h, 4h, and 1d.
• Data/processed/features/
  • Per-asset feature sets for each timeframe.
• Data/processed/panels/
  • Multi-asset aligned panels plus the daily master panel.
• Data/metadata/
  • manifest.csv, feature_dictionary.csv, layout.json, and this note.

Feature design notes

• Price features include returns, log returns, candle body/range, ATR, RSI, MACD, Bollinger z-score, moving-average-relative levels, and next-bar targets.
• The supplied index minute files have zero volume throughout, so the pipeline suppresses volume features and adds volume_all_zero instead.
• Intraday bars are grouped inside each observed trading session to avoid overnight contamination.

High-value outputs

• Data/processed/panels/1m_market_panel.csv
• Data/processed/panels/5m_market_panel.csv
• Data/processed/panels/1h_market_panel.csv
• Data/processed/panels/4h_market_panel.csv
• Data/processed/panels/1d_market_panel.csv
• Data/processed/panels/daily_master_panel.csv

Rebuild

Run:

python Code\scripts\data_preparation\build_research_data.py