| # Forecasting Project Data Layout |
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| This project is organized for research-first use. |
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| ## Folder map |
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|
| - `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. |
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| ## Feature design notes |
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| - 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. |
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| ## High-value outputs |
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| - `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` |
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|
| ## Rebuild |
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| Run: |
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| ```powershell |
| python Code\scripts\data_preparation\build_research_data.py |
| ``` |
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|
