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m15_test

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  1. dataset_metadata.json +104 -0
  2. scaler_mean.npy +3 -0
  3. scaler_scale.npy +3 -0
  4. train.jsonl +0 -0
dataset_metadata.json ADDED
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+ {
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+ "dataset_name": "m15_test",
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+ "symbols_order": [
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+ "FTV",
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+ "SPY",
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+ "TSLA",
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+ "$OTHER"
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+ ],
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+ "num_symbols": 4,
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+ "features_per_symbol": [
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+ "underlying_dollar_value",
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+ "underlying_dollar_value_market_share",
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+ "underlying_dollar_value_minimum",
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+ "underlying_dollar_value_q1",
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+ "underlying_dollar_value_q2",
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+ "underlying_dollar_value_q3",
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+ "underlying_dollar_value_maximum",
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+ "underlying_dollar_value_mean",
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+ "underlying_dollar_value_stddev",
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+ "underlying_dollar_value_skew",
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+ "underlying_dollar_value_kurtosis",
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+ "underlying_dollar_value_iqr",
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+ "underlying_dollar_value_mad",
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+ "underlying_dollar_value_cv",
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+ "underlying_dollar_value_mode",
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+ "underlying_dollar_value_bc",
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+ "underlying_dollar_value_dip_pval",
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+ "underlying_dollar_value_kde_peaks",
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+ "puts_dollar_value",
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+ "puts_dollar_value_market_share",
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+ "puts_below_intrinsic_pct",
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+ "puts_above_intrinsic_pct",
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+ "puts_dadvv_total",
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+ "puts_dadvv_minimum",
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+ "puts_dadvv_q1",
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+ "puts_dadvv_q2",
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+ "puts_dadvv_q3",
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+ "puts_dadvv_maximum",
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+ "puts_dadvv_mean",
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+ "puts_dadvv_stddev",
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+ "puts_dadvv_skew",
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+ "puts_dadvv_kurtosis",
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+ "puts_dadvv_iqr",
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+ "puts_dadvv_mad",
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+ "puts_dadvv_cv",
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+ "puts_dadvv_mode",
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+ "puts_dadvv_bc",
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+ "puts_dadvv_dip_pval",
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+ "puts_dadvv_kde_peaks",
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+ "calls_dollar_value",
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+ "calls_dollar_value_market_share",
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+ "calls_above_intrinsic_pct",
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+ "calls_below_intrinsic_pct",
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+ "calls_dadvv_total",
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+ "calls_dadvv_minimum",
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+ "calls_dadvv_q1",
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+ "calls_dadvv_q2",
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+ "calls_dadvv_q3",
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+ "calls_dadvv_maximum",
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+ "calls_dadvv_mean",
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+ "calls_dadvv_stddev",
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+ "calls_dadvv_skew",
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+ "calls_dadvv_kurtosis",
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+ "calls_dadvv_iqr",
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+ "calls_dadvv_mad",
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+ "calls_dadvv_cv",
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+ "calls_dadvv_mode",
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+ "calls_dadvv_bc",
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+ "calls_dadvv_dip_pval",
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+ "calls_dadvv_kde_peaks",
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+ "10-K_days_since_last_filed",
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+ "10-Q_days_since_last_filed",
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+ "11-K_days_since_last_filed",
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+ "12b-25_days_since_last_filed",
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+ "20-F_days_since_last_filed",
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+ "25_days_since_last_filed",
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+ "40-F_days_since_last_filed",
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+ "6-K_days_since_last_filed",
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+ "8-A_days_since_last_filed",
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+ "8-K_days_since_last_filed",
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+ "S-1_days_since_last_filed",
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+ "S-11_days_since_last_filed",
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+ "S-20_days_since_last_filed",
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+ "S-3_days_since_last_filed",
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+ "S-4_days_since_last_filed",
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+ "S-6_days_since_last_filed",
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+ "S-8_days_since_last_filed",
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+ "SD_days_since_last_filed",
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+ "days_to_split",
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+ "days_to_dividend",
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+ "seconds_since_midnight",
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+ "day_of_week"
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+ ],
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+ "num_features_per_symbol": 82,
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+ "window_minutes": 30,
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+ "input_frames": 12,
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+ "splits": {
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+ "train": {
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+ "start_date": "2025-04-29T09:30:00-04:00",
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+ "end_date": "2025-05-01T16:00:00-04:00",
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+ "input_frames": 12
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+ }
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+ }
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+ }
scaler_mean.npy ADDED
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+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:c0bc9a446fe0c940e6e45ce59920720a3ebd4a2d825a65bd4b3944f2a23a5196
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+ size 456
scaler_scale.npy ADDED
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+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:8c0300988dc193c7cb7b7805aaa7b7a9f7c5c38a8b093f3d0cab5621da7f0d24
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+ size 456
train.jsonl ADDED
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