metadata
dataset_info:
features:
- name: 'Unnamed: 0'
dtype: int64
- name: timestamp
dtype: timestamp[ns]
- name: low
dtype: float64
- name: high
dtype: float64
- name: open
dtype: float64
- name: close
dtype: float64
- name: volume
dtype: float64
- name: future_return
dtype: float64
- name: atr
dtype: float64
- name: rr-24
dtype: float64
- name: rr-36
dtype: float64
- name: rr-48
dtype: float64
- name: log_return
dtype: float64
- name: simple_return
dtype: float64
- name: cumulative_return
dtype: float64
- name: volatility
dtype: float64
- name: adx
dtype: float64
- name: momentum
dtype: float64
- name: zscore_price
dtype: float64
- name: price_diff
dtype: float64
- name: high_low_range
dtype: float64
- name: open_close_range
dtype: float64
- name: volume_change
dtype: float64
- name: relative_volume
dtype: float64
- name: vwap
dtype: float64
- name: volume_rolling_mean
dtype: float64
- name: volume_rolling_std
dtype: float64
- name: volume_zscore
dtype: float64
- name: volume_surge
dtype: float64
- name: price_range_vs_volume
dtype: float64
- name: price_change
dtype: float64
- name: price_volume_corr
dtype: float64
- name: momentum_vs_volume
dtype: float64
- name: log_return_vs_volume
dtype: float64
- name: upper_wick
dtype: float64
- name: lower_wick
dtype: float64
- name: wick_ratio
dtype: float64
- name: wick_vs_volume
dtype: float64
- name: body_to_range_ratio
dtype: float64
- name: open_close_ratio
dtype: float64
- name: hour
dtype: int32
- name: minute
dtype: int32
- name: hour_sin
dtype: float64
- name: hour_cos
dtype: float64
- name: minute_sin
dtype: float64
- name: minute_cos
dtype: float64
- name: sin_hour_weighted_relative_volume
dtype: float64
- name: sin_minute_weighted_relative_volume
dtype: float64
- name: cos_hour_weighted_relative_volume
dtype: float64
- name: cos_minute_weighted_relative_volume
dtype: float64
- name: sin_hour_weighted_momentum
dtype: float64
- name: sin_minute_weighted_momentum
dtype: float64
- name: cos_hour_weighted_momentum
dtype: float64
- name: cos_minute_weighted_momentum
dtype: float64
- name: sin_hour_weighted_volatility
dtype: float64
- name: sin_minute_weighted_volatility
dtype: float64
- name: cos_hour_weighted_volatility
dtype: float64
- name: cos_minute_weighted_volatility
dtype: float64
- name: sin_hour_weighted_simple_return
dtype: float64
- name: sin_minute_weighted_simple_return
dtype: float64
- name: cos_hour_weighted_simple_return
dtype: float64
- name: cos_minute_weighted_simple_return
dtype: float64
- name: sin_hour_weighted_volume_zscore
dtype: float64
- name: sin_minute_weighted_volume_zscore
dtype: float64
- name: cos_hour_weighted_volume_zscore
dtype: float64
- name: cos_minute_weighted_volume_zscore
dtype: float64
- name: sin_hour_weighted_high_low_range
dtype: float64
- name: sin_minute_weighted_high_low_range
dtype: float64
- name: cos_hour_weighted_high_low_range
dtype: float64
- name: cos_minute_weighted_high_low_range
dtype: float64
- name: sin_hour_weighted_volume_change
dtype: float64
- name: sin_minute_weighted_volume_change
dtype: float64
- name: cos_hour_weighted_volume_change
dtype: float64
- name: cos_minute_weighted_volume_change
dtype: float64
- name: sin_hour_weighted_adx
dtype: float64
- name: sin_minute_weighted_adx
dtype: float64
- name: cos_hour_weighted_adx
dtype: float64
- name: cos_minute_weighted_adx
dtype: float64
- name: sin_hour_weighted_upper_wick
dtype: float64
- name: sin_minute_weighted_upper_wick
dtype: float64
- name: cos_hour_weighted_upper_wick
dtype: float64
- name: cos_minute_weighted_upper_wick
dtype: float64
- name: sin_hour_weighted_lower_wick
dtype: float64
- name: sin_minute_weighted_lower_wick
dtype: float64
- name: cos_hour_weighted_lower_wick
dtype: float64
- name: cos_minute_weighted_lower_wick
dtype: float64
- name: sin_hour_weighted_wick_ratio
dtype: float64
- name: sin_minute_weighted_wick_ratio
dtype: float64
- name: cos_hour_weighted_wick_ratio
dtype: float64
- name: cos_minute_weighted_wick_ratio
dtype: float64
- name: sin_hour_weighted_wick_vs_volume
dtype: float64
- name: sin_minute_weighted_wick_vs_volume
dtype: float64
- name: cos_hour_weighted_wick_vs_volume
dtype: float64
- name: cos_minute_weighted_wick_vs_volume
dtype: float64
- name: sin_hour_weighted_body_to_range_ratio
dtype: float64
- name: sin_minute_weighted_body_to_range_ratio
dtype: float64
- name: cos_hour_weighted_body_to_range_ratio
dtype: float64
- name: cos_minute_weighted_body_to_range_ratio
dtype: float64
- name: sin_hour_weighted_open_close_ratio
dtype: float64
- name: sin_minute_weighted_open_close_ratio
dtype: float64
- name: cos_hour_weighted_open_close_ratio
dtype: float64
- name: cos_minute_weighted_open_close_ratio
dtype: float64
- name: log_return-3-mean
dtype: float64
- name: log_return-3-diff
dtype: float64
- name: log_return-6-mean
dtype: float64
- name: log_return-6-diff
dtype: float64
- name: log_return-12-mean
dtype: float64
- name: log_return-12-diff
dtype: float64
- name: log_return-36-mean
dtype: float64
- name: log_return-36-diff
dtype: float64
- name: log_return-72-mean
dtype: float64
- name: log_return-72-diff
dtype: float64
- name: simple_return-3-mean
dtype: float64
- name: simple_return-3-diff
dtype: float64
- name: simple_return-6-mean
dtype: float64
- name: simple_return-6-diff
dtype: float64
- name: simple_return-12-mean
dtype: float64
- name: simple_return-12-diff
dtype: float64
- name: simple_return-36-mean
dtype: float64
- name: simple_return-36-diff
dtype: float64
- name: simple_return-72-mean
dtype: float64
- name: simple_return-72-diff
dtype: float64
- name: cumulative_return-3-mean
dtype: float64
- name: cumulative_return-3-diff
dtype: float64
- name: cumulative_return-6-mean
dtype: float64
- name: cumulative_return-6-diff
dtype: float64
- name: cumulative_return-12-mean
dtype: float64
- name: cumulative_return-12-diff
dtype: float64
- name: cumulative_return-36-mean
dtype: float64
- name: cumulative_return-36-diff
dtype: float64
- name: cumulative_return-72-mean
dtype: float64
- name: cumulative_return-72-diff
dtype: float64
- name: volatility-3-mean
dtype: float64
- name: volatility-3-diff
dtype: float64
- name: volatility-6-mean
dtype: float64
- name: volatility-6-diff
dtype: float64
- name: volatility-12-mean
dtype: float64
- name: volatility-12-diff
dtype: float64
- name: volatility-36-mean
dtype: float64
- name: volatility-36-diff
dtype: float64
- name: volatility-72-mean
dtype: float64
- name: volatility-72-diff
dtype: float64
- name: adx-3-mean
dtype: float64
- name: adx-3-diff
dtype: float64
- name: adx-6-mean
dtype: float64
- name: adx-6-diff
dtype: float64
- name: adx-12-mean
dtype: float64
- name: adx-12-diff
dtype: float64
- name: adx-36-mean
dtype: float64
- name: adx-36-diff
dtype: float64
- name: adx-72-mean
dtype: float64
- name: adx-72-diff
dtype: float64
- name: momentum-3-mean
dtype: float64
- name: momentum-3-diff
dtype: float64
- name: momentum-6-mean
dtype: float64
- name: momentum-6-diff
dtype: float64
- name: momentum-12-mean
dtype: float64
- name: momentum-12-diff
dtype: float64
- name: momentum-36-mean
dtype: float64
- name: momentum-36-diff
dtype: float64
- name: momentum-72-mean
dtype: float64
- name: momentum-72-diff
dtype: float64
- name: zscore_price-3-mean
dtype: float64
- name: zscore_price-3-diff
dtype: float64
- name: zscore_price-6-mean
dtype: float64
- name: zscore_price-6-diff
dtype: float64
- name: zscore_price-12-mean
dtype: float64
- name: zscore_price-12-diff
dtype: float64
- name: zscore_price-36-mean
dtype: float64
- name: zscore_price-36-diff
dtype: float64
- name: zscore_price-72-mean
dtype: float64
- name: zscore_price-72-diff
dtype: float64
- name: price_diff-3-mean
dtype: float64
- name: price_diff-3-diff
dtype: float64
- name: price_diff-6-mean
dtype: float64
- name: price_diff-6-diff
dtype: float64
- name: price_diff-12-mean
dtype: float64
- name: price_diff-12-diff
dtype: float64
- name: price_diff-36-mean
dtype: float64
- name: price_diff-36-diff
dtype: float64
- name: price_diff-72-mean
dtype: float64
- name: price_diff-72-diff
dtype: float64
- name: high_low_range-3-mean
dtype: float64
- name: high_low_range-3-diff
dtype: float64
- name: high_low_range-6-mean
dtype: float64
- name: high_low_range-6-diff
dtype: float64
- name: high_low_range-12-mean
dtype: float64
- name: high_low_range-12-diff
dtype: float64
- name: high_low_range-36-mean
dtype: float64
- name: high_low_range-36-diff
dtype: float64
- name: high_low_range-72-mean
dtype: float64
- name: high_low_range-72-diff
dtype: float64
- name: open_close_range-3-mean
dtype: float64
- name: open_close_range-3-diff
dtype: float64
- name: open_close_range-6-mean
dtype: float64
- name: open_close_range-6-diff
dtype: float64
- name: open_close_range-12-mean
dtype: float64
- name: open_close_range-12-diff
dtype: float64
- name: open_close_range-36-mean
dtype: float64
- name: open_close_range-36-diff
dtype: float64
- name: open_close_range-72-mean
dtype: float64
- name: open_close_range-72-diff
dtype: float64
- name: volume_change-3-mean
dtype: float64
- name: volume_change-3-diff
dtype: float64
- name: volume_change-6-mean
dtype: float64
- name: volume_change-6-diff
dtype: float64
- name: volume_change-12-mean
dtype: float64
- name: volume_change-12-diff
dtype: float64
- name: volume_change-36-mean
dtype: float64
- name: volume_change-36-diff
dtype: float64
- name: volume_change-72-mean
dtype: float64
- name: volume_change-72-diff
dtype: float64
- name: relative_volume-3-mean
dtype: float64
- name: relative_volume-3-diff
dtype: float64
- name: relative_volume-6-mean
dtype: float64
- name: relative_volume-6-diff
dtype: float64
- name: relative_volume-12-mean
dtype: float64
- name: relative_volume-12-diff
dtype: float64
- name: relative_volume-36-mean
dtype: float64
- name: relative_volume-36-diff
dtype: float64
- name: relative_volume-72-mean
dtype: float64
- name: relative_volume-72-diff
dtype: float64
- name: vwap-3-mean
dtype: float64
- name: vwap-3-diff
dtype: float64
- name: vwap-6-mean
dtype: float64
- name: vwap-6-diff
dtype: float64
- name: vwap-12-mean
dtype: float64
- name: vwap-12-diff
dtype: float64
- name: vwap-36-mean
dtype: float64
- name: vwap-36-diff
dtype: float64
- name: vwap-72-mean
dtype: float64
- name: vwap-72-diff
dtype: float64
- name: volume_rolling_mean-3-mean
dtype: float64
- name: volume_rolling_mean-3-diff
dtype: float64
- name: volume_rolling_mean-6-mean
dtype: float64
- name: volume_rolling_mean-6-diff
dtype: float64
- name: volume_rolling_mean-12-mean
dtype: float64
- name: volume_rolling_mean-12-diff
dtype: float64
- name: volume_rolling_mean-36-mean
dtype: float64
- name: volume_rolling_mean-36-diff
dtype: float64
- name: volume_rolling_mean-72-mean
dtype: float64
- name: volume_rolling_mean-72-diff
dtype: float64
- name: volume_rolling_std-3-mean
dtype: float64
- name: volume_rolling_std-3-diff
dtype: float64
- name: volume_rolling_std-6-mean
dtype: float64
- name: volume_rolling_std-6-diff
dtype: float64
- name: volume_rolling_std-12-mean
dtype: float64
- name: volume_rolling_std-12-diff
dtype: float64
- name: volume_rolling_std-36-mean
dtype: float64
- name: volume_rolling_std-36-diff
dtype: float64
- name: volume_rolling_std-72-mean
dtype: float64
- name: volume_rolling_std-72-diff
dtype: float64
- name: volume_zscore-3-mean
dtype: float64
- name: volume_zscore-3-diff
dtype: float64
- name: volume_zscore-6-mean
dtype: float64
- name: volume_zscore-6-diff
dtype: float64
- name: volume_zscore-12-mean
dtype: float64
- name: volume_zscore-12-diff
dtype: float64
- name: volume_zscore-36-mean
dtype: float64
- name: volume_zscore-36-diff
dtype: float64
- name: volume_zscore-72-mean
dtype: float64
- name: volume_zscore-72-diff
dtype: float64
- name: volume_surge-3-mean
dtype: float64
- name: volume_surge-3-diff
dtype: float64
- name: volume_surge-6-mean
dtype: float64
- name: volume_surge-6-diff
dtype: float64
- name: volume_surge-12-mean
dtype: float64
- name: volume_surge-12-diff
dtype: float64
- name: volume_surge-36-mean
dtype: float64
- name: volume_surge-36-diff
dtype: float64
- name: volume_surge-72-mean
dtype: float64
- name: volume_surge-72-diff
dtype: float64
- name: price_range_vs_volume-3-mean
dtype: float64
- name: price_range_vs_volume-3-diff
dtype: float64
- name: price_range_vs_volume-6-mean
dtype: float64
- name: price_range_vs_volume-6-diff
dtype: float64
- name: price_range_vs_volume-12-mean
dtype: float64
- name: price_range_vs_volume-12-diff
dtype: float64
- name: price_range_vs_volume-36-mean
dtype: float64
- name: price_range_vs_volume-36-diff
dtype: float64
- name: price_range_vs_volume-72-mean
dtype: float64
- name: price_range_vs_volume-72-diff
dtype: float64
- name: price_change-3-mean
dtype: float64
- name: price_change-3-diff
dtype: float64
- name: price_change-6-mean
dtype: float64
- name: price_change-6-diff
dtype: float64
- name: price_change-12-mean
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- name: price_change-12-diff
dtype: float64
- name: price_change-36-mean
dtype: float64
- name: price_change-36-diff
dtype: float64
- name: price_change-72-mean
dtype: float64
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dtype: float64
- name: price_volume_corr-3-mean
dtype: float64
- name: price_volume_corr-3-diff
dtype: float64
- name: price_volume_corr-6-mean
dtype: float64
- name: price_volume_corr-6-diff
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- name: price_volume_corr-12-mean
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- name: price_volume_corr-12-diff
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- name: price_volume_corr-36-mean
dtype: float64
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- name: price_volume_corr-72-mean
dtype: float64
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dtype: float64
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dtype: float64
- name: momentum_vs_volume-6-mean
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- name: momentum_vs_volume-6-diff
dtype: float64
- name: momentum_vs_volume-12-mean
dtype: float64
- name: momentum_vs_volume-12-diff
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- name: momentum_vs_volume-36-mean
dtype: float64
- name: momentum_vs_volume-36-diff
dtype: float64
- name: momentum_vs_volume-72-mean
dtype: float64
- name: momentum_vs_volume-72-diff
dtype: float64
- name: log_return_vs_volume-3-mean
dtype: float64
- name: log_return_vs_volume-3-diff
dtype: float64
- name: log_return_vs_volume-6-mean
dtype: float64
- name: log_return_vs_volume-6-diff
dtype: float64
- name: log_return_vs_volume-12-mean
dtype: float64
- name: log_return_vs_volume-12-diff
dtype: float64
- name: log_return_vs_volume-36-mean
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- name: log_return_vs_volume-36-diff
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- name: log_return_vs_volume-72-mean
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- name: log_return_vs_volume-72-diff
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- name: upper_wick-3-mean
dtype: float64
- name: upper_wick-3-diff
dtype: float64
- name: upper_wick-6-mean
dtype: float64
- name: upper_wick-6-diff
dtype: float64
- name: upper_wick-12-mean
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- name: upper_wick-12-diff
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- name: upper_wick-36-mean
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- name: upper_wick-36-diff
dtype: float64
- name: upper_wick-72-mean
dtype: float64
- name: upper_wick-72-diff
dtype: float64
- name: lower_wick-3-mean
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- name: lower_wick-3-diff
dtype: float64
- name: lower_wick-6-mean
dtype: float64
- name: lower_wick-6-diff
dtype: float64
- name: lower_wick-12-mean
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- name: lower_wick-36-mean
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- name: lower_wick-72-mean
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- name: wick_ratio-3-mean
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dtype: float64
- name: hour-6-diff
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- name: hour-12-mean
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- name: hour-12-diff
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- name: hour-36-mean
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- name: hour-72-mean
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- name: minute-3-mean
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- name: minute-6-mean
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- name: minute-36-diff
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- name: minute-72-mean
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- name: hour_sin-6-mean
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splits:
- name: train
num_bytes: 2404800000
num_examples: 300000
- name: test
num_bytes: 965270688
num_examples: 120418
download_size: 3569779604
dataset_size: 3370070688
configs:
- config_name: default
data_files:
- split: train
path: data/train-*
- split: test
path: data/test-*