Hugging Face's logo

Datasets:
bobotsalos
/
crypto

Modalities:
Text
Dataset card Data Studio Files
xet
 Community
1
bobotsalos commited on
Commit
ccfcafd
·
1 Parent(s): e6798eb

add all features in one csv + talib features

Browse files
Files changed (23) hide show
  1. {feature_correlations → all_feature_correlations}/corr_all.csv +2 -2
  2. {feature_correlations → all_feature_correlations}/corr_all.png +2 -2
  3. feature_correlations/high_corr_pairs_all_thr_0.60.csv → all_feature_correlations/high_corr_pairs_all_thr_0.80.csv +2 -2
  4. winsorize_clip/crypto_trade_extra.csv → all_feature_correlations/high_corr_pairs_all_thr_0.90.csv +2 -2
  5. feature_correlations/suggested_drop_all_thr_0.60.txt → all_feature_correlations/suggested_drop_all_thr_0.80.txt +3 -12
  6. all_feature_correlations/suggested_drop_all_thr_0.90.txt +18 -0
  7. feature_correlations/suggested_keep_all_thr_0.60.txt → all_feature_correlations/suggested_keep_all_thr_0.80.txt +15 -3
  8. all_feature_correlations/suggested_keep_all_thr_0.90.txt +48 -0
  9. canonical/crypto_trade.csv +3 -0
  10. canonical/crypto_train.csv +3 -0
  11. used_feature_correlations/corr_all.csv +3 -0
  12. used_feature_correlations/corr_all.png +3 -0
  13. used_feature_correlations/high_corr_pairs_all_thr_0.80.csv +3 -0
  14. used_feature_correlations/high_corr_pairs_all_thr_0.90.csv +3 -0
  15. used_feature_correlations/suggested_drop_all_thr_0.80.txt +6 -0
  16. used_feature_correlations/suggested_drop_all_thr_0.90.txt +5 -0
  17. used_feature_correlations/suggested_keep_all_thr_0.80.txt +21 -0
  18. used_feature_correlations/suggested_keep_all_thr_0.90.txt +22 -0
  19. winsorize_clip/{crypto_trade_old.csv → crypto_trade.csv} +0 -0
  20. winsorize_clip/{crypto_trade_old_sentiment.csv → crypto_trade_sentiment.csv} +0 -0
  21. winsorize_clip/{crypto_train_old.csv → crypto_train.csv} +0 -0
  22. winsorize_clip/crypto_train_extra.csv +0 -3
  23. winsorize_clip/{crypto_train_old_sentiment.csv → crypto_train_sentiment.csv} +0 -0
{feature_correlations → all_feature_correlations}/corr_all.csv RENAMED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:8474e5ac0e3d0aa81de3357df3b3ca71b20049d08a6552bf5080e30e8d78ef56
3
- size 91797
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:070535696524b0d8e10392e0d4956f9896a5ce51ee87f0523128f42302a40503
3
+ size 92747
{feature_correlations → all_feature_correlations}/corr_all.png RENAMED
File without changes
feature_correlations/high_corr_pairs_all_thr_0.60.csv → all_feature_correlations/high_corr_pairs_all_thr_0.80.csv RENAMED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:87468aae3be8ad874e42f58aa8c3106208d322a38d836c9552286957418d3598
3
- size 6415
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:16426fa23a40e2ac91e0102e899a08aa7134bcbbc8b420ef0e0248727560a90a
3
+ size 2957
winsorize_clip/crypto_trade_extra.csv → all_feature_correlations/high_corr_pairs_all_thr_0.90.csv RENAMED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:430b29ce67b4dacb1d6388e56a0aabab3e5770f53cc8360d23fb3806548675b1
3
- size 38974915
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:8a5b76b99e784cbe307984537bc9d1a3b4ad3b39bcc7ff5589f44653098c02b8
3
+ size 2434
feature_correlations/suggested_drop_all_thr_0.60.txt → all_feature_correlations/suggested_drop_all_thr_0.80.txt RENAMED
@@ -1,8 +1,5 @@
1
  momentum_ratio_24h
2
  relative_strength_24h
3
- close
4
- open
5
- low
6
  close_24_sma
7
  close_30_sma
8
  boll_ub
@@ -10,22 +7,16 @@ close_6_sma
10
  close_60_sma
11
  rsi_30
12
  close_168_sma
13
- hl_volatility_6h
14
  dx_30
15
  hl_volatility_720h
16
  hl_volatility_168h
17
  cci_30
18
- return_volatility_6h
19
  boll_lb
20
  hl_volatility_24h
 
21
  rsi_168
22
- hl_volatility_5w
23
  rsi_6
 
24
  rsi_24
25
- rsi_720
26
- return_volatility_24h
27
- return_volatility_168h
28
- return_24h
29
  cci_720
30
- cci_24
31
- cci_168
 
1
  momentum_ratio_24h
2
  relative_strength_24h
 
 
 
3
  close_24_sma
4
  close_30_sma
5
  boll_ub
 
7
  close_60_sma
8
  rsi_30
9
  close_168_sma
 
10
  dx_30
11
  hl_volatility_720h
12
  hl_volatility_168h
13
  cci_30
 
14
  boll_lb
15
  hl_volatility_24h
16
+ talib_macd
17
  rsi_168
18
+ hl_volatility_6h
19
  rsi_6
20
+ talib_willr
21
  rsi_24
 
 
 
 
22
  cci_720
 
 
all_feature_correlations/suggested_drop_all_thr_0.90.txt ADDED
@@ -0,0 +1,18 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ momentum_ratio_24h
2
+ relative_strength_24h
3
+ close_24_sma
4
+ close_30_sma
5
+ boll_ub
6
+ close_6_sma
7
+ close_60_sma
8
+ rsi_30
9
+ close_168_sma
10
+ dx_30
11
+ hl_volatility_720h
12
+ hl_volatility_168h
13
+ cci_30
14
+ boll_lb
15
+ hl_volatility_24h
16
+ talib_macd
17
+ rsi_168
18
+ hl_volatility_6h
feature_correlations/suggested_keep_all_thr_0.60.txt → all_feature_correlations/suggested_keep_all_thr_0.80.txt RENAMED
@@ -1,7 +1,8 @@
1
- high
2
- volume
3
  macd
 
4
  cci_6
 
 
5
  dx_6
6
  dx_24
7
  dx_168
@@ -10,7 +11,9 @@ close_720_sma
10
  turbulence
11
  high_diff
12
  low_diff
13
- return_volatility_5w
 
 
14
  return_volatility_720h
15
  day_sin
16
  day_cos
@@ -22,6 +25,7 @@ year_sin
22
  year_cos
23
  return_1h
24
  return_6h
 
25
  return_168h
26
  momentum_ratio_6h
27
  momentum_ratio_168h
@@ -33,3 +37,11 @@ relative_strength_168h
33
  momentum_ratio
34
  rsi_divergence
35
  relative_strength
 
 
 
 
 
 
 
 
 
 
 
1
  macd
2
+ rsi_720
3
  cci_6
4
+ cci_24
5
+ cci_168
6
  dx_6
7
  dx_24
8
  dx_168
 
11
  turbulence
12
  high_diff
13
  low_diff
14
+ return_volatility_6h
15
+ return_volatility_24h
16
+ return_volatility_168h
17
  return_volatility_720h
18
  day_sin
19
  day_cos
 
25
  year_cos
26
  return_1h
27
  return_6h
28
+ return_24h
29
  return_168h
30
  momentum_ratio_6h
31
  momentum_ratio_168h
 
37
  momentum_ratio
38
  rsi_divergence
39
  relative_strength
40
+ talib_rsi_14
41
+ talib_macd_signal
42
+ talib_macd_hist
43
+ talib_cci_14
44
+ talib_dx_14
45
+ talib_roc_10
46
+ talib_ultsoc
47
+ talib_obv
all_feature_correlations/suggested_keep_all_thr_0.90.txt ADDED
@@ -0,0 +1,48 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ macd
2
+ rsi_6
3
+ rsi_24
4
+ rsi_720
5
+ cci_6
6
+ cci_24
7
+ cci_168
8
+ cci_720
9
+ dx_6
10
+ dx_24
11
+ dx_168
12
+ dx_720
13
+ close_720_sma
14
+ high_diff
15
+ low_diff
16
+ return_volatility_6h
17
+ return_volatility_24h
18
+ return_volatility_168h
19
+ return_volatility_720h
20
+ day_sin
21
+ day_cos
22
+ week_sin
23
+ week_cos
24
+ month_sin
25
+ month_cos
26
+ year_sin
27
+ year_cos
28
+ return_1h
29
+ return_6h
30
+ return_24h
31
+ return_168h
32
+ momentum_ratio_6h
33
+ momentum_ratio_168h
34
+ rsi_divergence_6h
35
+ rsi_divergence_24h
36
+ rsi_divergence_168h
37
+ relative_strength_6h
38
+ relative_strength_168h
39
+ momentum_ratio
40
+ rsi_divergence
41
+ relative_strength
42
+ talib_rsi_14
43
+ talib_macd_signal
44
+ talib_macd_hist
45
+ talib_cci_14
46
+ talib_dx_14
47
+ talib_willr
48
+ talib_obv
canonical/crypto_trade.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:468a4e9a9174dfcb98e42e32e25bffe268fd502c2862e84f7830f2bf4358e380
3
+ size 86439880
canonical/crypto_train.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:66df677514c57e822467a290622ff54b013ce23b6ffc2011d6222d3613500ba8
3
+ size 499987931
used_feature_correlations/corr_all.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:8216a702e8320dae1ae6109a88b523068533c53c500776fe3af4e56d2ebfb888
3
+ size 15667
used_feature_correlations/corr_all.png ADDED

Git LFS Details

  • SHA256: a7d256b88ec6aa8ab8c85713b8ded46205e7245f0850c4355e3c6e0df49a24f2
  • Pointer size: 131 Bytes
  • Size of remote file: 140 kB
used_feature_correlations/high_corr_pairs_all_thr_0.80.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:4ae8d19f1f2a6a3c9a8e4f710723acdf4ef2458c70a669d9f1cb08af88db6556
3
+ size 592
used_feature_correlations/high_corr_pairs_all_thr_0.90.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:45fadd3e916a34af4ebab85b4567c6a4140275ad46762bb9f8e4fd6f6e2a9dd3
3
+ size 529
used_feature_correlations/suggested_drop_all_thr_0.80.txt ADDED
@@ -0,0 +1,6 @@
 
 
 
 
 
 
 
1
+ close_60_sma
2
+ boll_ub
3
+ close_30_sma
4
+ talib_macd
5
+ hl_volatility_6h
6
+ talib_willr
used_feature_correlations/suggested_drop_all_thr_0.90.txt ADDED
@@ -0,0 +1,5 @@
 
 
 
 
 
 
1
+ close_60_sma
2
+ boll_ub
3
+ close_30_sma
4
+ talib_macd
5
+ hl_volatility_6h
used_feature_correlations/suggested_keep_all_thr_0.80.txt ADDED
@@ -0,0 +1,21 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ macd
2
+ boll_lb
3
+ rsi_30
4
+ cci_30
5
+ dx_30
6
+ high_diff
7
+ low_diff
8
+ return_volatility_6h
9
+ return_1h
10
+ return_6h
11
+ return_24h
12
+ return_168h
13
+ momentum_ratio
14
+ rsi_divergence
15
+ relative_strength
16
+ talib_rsi_14
17
+ talib_macd_signal
18
+ talib_macd_hist
19
+ talib_cci_14
20
+ talib_dx_14
21
+ talib_obv
used_feature_correlations/suggested_keep_all_thr_0.90.txt ADDED
@@ -0,0 +1,22 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ macd
2
+ boll_lb
3
+ rsi_30
4
+ cci_30
5
+ dx_30
6
+ high_diff
7
+ low_diff
8
+ return_volatility_6h
9
+ return_1h
10
+ return_6h
11
+ return_24h
12
+ return_168h
13
+ momentum_ratio
14
+ rsi_divergence
15
+ relative_strength
16
+ talib_rsi_14
17
+ talib_macd_signal
18
+ talib_macd_hist
19
+ talib_cci_14
20
+ talib_dx_14
21
+ talib_willr
22
+ talib_obv
winsorize_clip/{crypto_trade_old.csv → crypto_trade.csv} RENAMED
File without changes
winsorize_clip/{crypto_trade_old_sentiment.csv → crypto_trade_sentiment.csv} RENAMED
File without changes
winsorize_clip/{crypto_train_old.csv → crypto_train.csv} RENAMED
File without changes
winsorize_clip/crypto_train_extra.csv DELETED
@@ -1,3 +0,0 @@
1
- version https://git-lfs.github.com/spec/v1
2
- oid sha256:a34060b03acc5c1cdca92fcfcf31af65a0dc51ae6d867a2e65feacb678b77bd2
3
- size 225859005
 
 
 
 
winsorize_clip/{crypto_train_old_sentiment.csv → crypto_train_sentiment.csv} RENAMED
File without changes