data/processed/feature_summary.csv

feature,dtype

Open,float64

High,float64

Low,float64

Close,float64

Volume,int64

Turnover,float64

VWAP,float64

return_1d,float64

return_5d,float64

return_20d,float64

log_return,float64

ema20,float64

ema50,float64

sma20,float64

sma50,float64

rsi,float64

macd,float64

macd_signal,float64

momentum_10d,float64

momentum_20d,float64

volatility_20,float64

atr,float64

bb_upper,float64

bb_lower,float64

bb_width,float64

rolling_max_20,float64

rolling_min_20,float64

distance_from_high,float64

distance_from_low,float64

high_low_pct,float64

close_vs_vwap,float64

vwap_gap,float64

volume_growth,float64

volume_ma20,float64

volume_zscore,float64

turnover_growth,float64

turnover_ma20,float64

close_vs_ema20,float64

close_vs_ema50,float64

close_vs_sma20,float64

close_vs_sma50,float64

lag_return_1,float64

lag_return_5,float64

lag_return_20,float64

rolling_sharpe_60,float64

bull_trend,int64

strong_bull,int64