m15_test / dataset_metadata.json
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{
"dataset_name": "m15_test",
"symbols_order": [
"FTV",
"SPY",
"TSLA",
"$OTHER"
],
"num_symbols": 4,
"features_per_symbol": [
"underlying_dollar_value",
"underlying_dollar_value_market_share",
"underlying_dollar_value_minimum",
"underlying_dollar_value_q1",
"underlying_dollar_value_q2",
"underlying_dollar_value_q3",
"underlying_dollar_value_maximum",
"underlying_dollar_value_mean",
"underlying_dollar_value_stddev",
"underlying_dollar_value_skew",
"underlying_dollar_value_kurtosis",
"underlying_dollar_value_iqr",
"underlying_dollar_value_mad",
"underlying_dollar_value_cv",
"underlying_dollar_value_mode",
"underlying_dollar_value_bc",
"underlying_dollar_value_dip_pval",
"underlying_dollar_value_kde_peaks",
"puts_dollar_value",
"puts_dollar_value_market_share",
"puts_below_intrinsic_pct",
"puts_above_intrinsic_pct",
"puts_dadvv_total",
"puts_dadvv_minimum",
"puts_dadvv_q1",
"puts_dadvv_q2",
"puts_dadvv_q3",
"puts_dadvv_maximum",
"puts_dadvv_mean",
"puts_dadvv_stddev",
"puts_dadvv_skew",
"puts_dadvv_kurtosis",
"puts_dadvv_iqr",
"puts_dadvv_mad",
"puts_dadvv_cv",
"puts_dadvv_mode",
"puts_dadvv_bc",
"puts_dadvv_dip_pval",
"puts_dadvv_kde_peaks",
"calls_dollar_value",
"calls_dollar_value_market_share",
"calls_above_intrinsic_pct",
"calls_below_intrinsic_pct",
"calls_dadvv_total",
"calls_dadvv_minimum",
"calls_dadvv_q1",
"calls_dadvv_q2",
"calls_dadvv_q3",
"calls_dadvv_maximum",
"calls_dadvv_mean",
"calls_dadvv_stddev",
"calls_dadvv_skew",
"calls_dadvv_kurtosis",
"calls_dadvv_iqr",
"calls_dadvv_mad",
"calls_dadvv_cv",
"calls_dadvv_mode",
"calls_dadvv_bc",
"calls_dadvv_dip_pval",
"calls_dadvv_kde_peaks",
"10-K_days_since_last_filed",
"10-Q_days_since_last_filed",
"11-K_days_since_last_filed",
"12b-25_days_since_last_filed",
"20-F_days_since_last_filed",
"25_days_since_last_filed",
"40-F_days_since_last_filed",
"6-K_days_since_last_filed",
"8-A_days_since_last_filed",
"8-K_days_since_last_filed",
"S-1_days_since_last_filed",
"S-11_days_since_last_filed",
"S-20_days_since_last_filed",
"S-3_days_since_last_filed",
"S-4_days_since_last_filed",
"S-6_days_since_last_filed",
"S-8_days_since_last_filed",
"SD_days_since_last_filed",
"days_to_split",
"days_to_dividend",
"seconds_since_midnight",
"day_of_week"
],
"num_features_per_symbol": 82,
"window_minutes": 30,
"input_frames": 12,
"splits": {
"train": {
"start_date": "2025-04-29T09:30:00-04:00",
"end_date": "2025-05-01T16:00:00-04:00",
"input_frames": 12
}
}
}