Upload Data metadata
Browse files- Data/metadata/README.md +39 -0
- Data/metadata/feature_dictionary.csv +3 -0
- Data/metadata/layout.json +3 -0
- Data/metadata/manifest.csv +3 -0
Data/metadata/README.md
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# 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/`
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- Original minute OHLCV source files for NIFTY 50, NIFTY BANK, INDIA VIX, HDFCBANK, RELIANCE, WIPRO, and KOTAKBANK.
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- `Data/processed/bars/`
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- Clean OHLCV bars at `1m`, `5m`, `1h`, `4h`, and `1d`.
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- `Data/processed/features/`
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- Per-asset feature sets for each timeframe.
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- `Data/processed/panels/`
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- Multi-asset aligned panels plus the daily master panel.
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- `Data/metadata/`
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- `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.
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- The supplied index minute files have zero volume throughout, so the pipeline suppresses volume features and adds `volume_all_zero` instead.
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- 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`
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- `Data/processed/panels/5m_market_panel.csv`
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- `Data/processed/panels/1h_market_panel.csv`
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- `Data/processed/panels/4h_market_panel.csv`
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- `Data/processed/panels/1d_market_panel.csv`
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- `Data/processed/panels/daily_master_panel.csv`
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## Rebuild
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Run:
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```powershell
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python Code\scripts\data_preparation\build_research_data.py
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```
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Data/metadata/feature_dictionary.csv
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version https://git-lfs.github.com/spec/v1
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oid sha256:21f3d41f56259dd3793f9da8fc228996af17163baf53cf5f5c02daa850694e8e
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size 1299
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Data/metadata/layout.json
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version https://git-lfs.github.com/spec/v1
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oid sha256:01ad3a6969224ad54051fa3cbc7e270eff14f70b06157b24f1e2c9f12f2f7044
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size 973
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Data/metadata/manifest.csv
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version https://git-lfs.github.com/spec/v1
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oid sha256:efd1390577df84978f402cf2ea61de3eedf6b279d230e5919cff9e4a8004f487
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size 25324
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