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Data/metadata/README.md ADDED
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+ # Forecasting Project Data Layout
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+
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+ This project is organized for research-first use.
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+
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+ ## Folder map
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+
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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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+
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+ ## Feature design notes
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+
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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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+
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+ ## High-value outputs
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+
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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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+
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+ ## Rebuild
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+
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+ Run:
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+
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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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