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# **Data overview** |
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## **Notes** |
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- Each record represents 1-hour candlesticks. |
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- Most features were created using the ta-lib technical analysis library. |
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- Numerical data in `train_dataset.csv` has already been processed with robust scaling, while categorical features have been label encoded. |
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## **`raw_1h_data.csv`** |
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### **Index** |
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- **datetime** - date and time (in `YYYY-MM-DD HH:MM:SS` format), indicating the timestamp for each record. |
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### **Features** |
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1. **open** - opening price for the hourly interval. |
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2. **high** - highest price reached during the hour. |
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3. **low** - lowest price reached during the hour. |
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4. **close** - closing price for the hourly interval. |
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5. **volume** - trading volume traded during that hour. |
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## **`train_dataset.csv`** |
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### **Index** |
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- **datetime** - date and time (in `YYYY-MM-DD HH:MM:SS` format), indicating the timestamp for each record. |
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### **Features** |
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1. **volume** - trading volume traded during the hour. |
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2. **SAREXT** - Extended Parabolic SAR. |
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3. **BBANDS_168_lower** - Lower Bollinger Band with 168-hour lookback. |
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4. **ADXR_24** - Average Directional Movement Index Rating with 24-hour lookback. |
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5. **ADXR_72** - Average Directional Movement Index Rating with 72-hour lookback. |
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6. **ADXR_168** - Average Directional Movement Index Rating with 168-hour lookback. |
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7. **DX_24** - Directional Movement Index with 24-hour lookback. |
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8. **STOCHRSI_D** - Stochastic RSI D-line. |
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9. **APO** - Absolute Price Oscillator. |
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10. **TRIX_24** - 1-day Rate-of-Change of Triple Smooth EMA with 24-hour lookback. |
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11. **TRIX_168** - 1-day Rate-of-Change of Triple Smooth EMA with 168-hour lookback. |
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12. **ADOSC** - Chaikin A/D Oscillator. |
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13. **HT_DCPERIOD** - Hilbert Transform - Dominant Cycle Period. |
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14. **HT_PHASOR_inphase** - Hilbert Transform Phasor Component. |
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15. **candles_since_start** - Cumulative count of candles elapsed since the beginning of the dataset. |
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16. **day_sin** - Sine component of circular encoding for time of day. |
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17. **day_cos** - Cosine component of circular encoding for time of day. |
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18. **dayofweek_sin** - Sine component of circular encoding for day of week. |
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19. **dayofyear_sin** - Sine component of circular encoding for day of year. |
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20. **dayofyear_cos** - Cosine component of circular encoding for day of year. |
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21. **target** - Target variable (closing price of the next record). |
