samples/data-overview.md

Data overview

Notes

• Each record represents 1-hour candlesticks.
• Most features were created using the ta-lib technical analysis library.
• Numerical data in train_dataset.csv has already been processed with robust scaling, while categorical features have been label encoded.

raw_1h_data.csv

Index

• datetime - date and time (in YYYY-MM-DD HH:MM:SS format), indicating the timestamp for each record.

Features

1. open - opening price for the hourly interval.
2. high - highest price reached during the hour.
3. low - lowest price reached during the hour.
4. close - closing price for the hourly interval.
5. volume - trading volume traded during that hour.

train_dataset.csv

Index

• datetime - date and time (in YYYY-MM-DD HH:MM:SS format), indicating the timestamp for each record.

Features

1. volume - trading volume traded during the hour.
2. SAREXT - Extended Parabolic SAR.
3. BBANDS_168_lower - Lower Bollinger Band with 168-hour lookback.
4. ADXR_24 - Average Directional Movement Index Rating with 24-hour lookback.
5. ADXR_72 - Average Directional Movement Index Rating with 72-hour lookback.
6. ADXR_168 - Average Directional Movement Index Rating with 168-hour lookback.
7. DX_24 - Directional Movement Index with 24-hour lookback.
8. STOCHRSI_D - Stochastic RSI D-line.
9. APO - Absolute Price Oscillator.
10. TRIX_24 - 1-day Rate-of-Change of Triple Smooth EMA with 24-hour lookback.
11. TRIX_168 - 1-day Rate-of-Change of Triple Smooth EMA with 168-hour lookback.
12. ADOSC - Chaikin A/D Oscillator.
13. HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period.
14. HT_PHASOR_inphase - Hilbert Transform Phasor Component.
15. candles_since_start - Cumulative count of candles elapsed since the beginning of the dataset.
16. day_sin - Sine component of circular encoding for time of day.
17. day_cos - Cosine component of circular encoding for time of day.
18. dayofweek_sin - Sine component of circular encoding for day of week.
19. dayofyear_sin - Sine component of circular encoding for day of year.
20. dayofyear_cos - Cosine component of circular encoding for day of year.
21. target - Target variable (closing price of the next record).