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TPTBusiness
7e7e40b041
- Fix daily/1min contradiction in factor_experiment_loader prompts - Rename daily_pv.h5 to intraday_pv.h5 (generate.py, utils.py, README) - Fix FactorDatetimeDailyEvaluator to accept 1min bars as correct - Add _write_run_log() to log every factor attempt to results/logs/ - Add _ensure_results_dirs() to create all result directories - Extract all 44 prompt YAML files to prompts/ centralized directory - Add prompts/INDEX.md for navigation Tests: 93 passed
43 lines
1.5 KiB
Markdown
Executable File
43 lines
1.5 KiB
Markdown
Executable File
# How to read files.
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For example, if you want to read `filename.h5`
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```Python
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import pandas as pd
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df = pd.read_hdf("filename.h5", key="data")
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```
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NOTE: **key is always "data" for all hdf5 files **.
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# Here is a short description about the data
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| Filename | Description |
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| -------------- | -----------------------------------------------------------------|
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| "intraday_pv.h5" | EURUSD 1-minute OHLCV intraday data (2020-2026). |
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# For different data, We have some basic knowledge for them
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## EURUSD 1min intraday data
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$open: open price of EURUSD at the start of the 1min bar.
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$close: close price of EURUSD at the end of the 1min bar.
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$high: highest price of EURUSD during the 1min bar.
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$low: lowest price of EURUSD during the 1min bar.
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$volume: traded volume during the 1min bar (tick volume for FX).
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**IMPORTANT: There is NO $factor column. Use only $open, $close, $high, $low, $volume.**
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## Market sessions (UTC)
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- Asian session: 00:00 - 08:00 (mean reversion tendencies)
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- London session: 08:00 - 16:00 (trending, momentum works)
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- NY session: 13:00 - 21:00 (high volatility)
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- London-NY overlap: 13:00 - 16:00 (highest volume)
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## Lookback reference for 1min data
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- 4 bars = 4 minutes
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- 8 bars = 8 minutes
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- 16 bars = 16 minutes
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- 32 bars = 32 minutes
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- 96 bars = 1.6 hours
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- 1440 bars = 1 day (24 hours)
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## Data range
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- Start: 2020-01-01 17:00:00 UTC
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- End: 2026-03-20 15:58:00 UTC
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- Total bars: ~2.26 million
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