# 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:

```powershell
python Code\scripts\data_preparation\build_research_data.py
```