mirror of https://github.com/NicolasBohn/NexQuant.git synced 2026-07-27 15:37:44 +00:00

Files

T

TPTBusiness 7e7e40b041 feat: Fix 1min data integration and centralize all prompts

- 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

2026-04-04 08:20:58 +02:00

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How to read files.

For example, if you want to read filename.h5

import pandas as pd
df = pd.read_hdf("filename.h5", key="data")

NOTE: **key is always "data" for all hdf5 files **.

Here is a short description about the data

Filename	Description
"intraday_pv.h5"	EURUSD 1-minute OHLCV intraday data (2020-2026).

For different data, We have some basic knowledge for them

EURUSD 1min intraday data

$open: open price of EURUSD at the start of the 1min bar. $close: close price of EURUSD at the end of the 1min bar. $high: highest price of EURUSD during the 1min bar. $low: lowest price of EURUSD during the 1min bar. $volume: traded volume during the 1min bar (tick volume for FX).

IMPORTANT: There is NO $factor column. Use only $open, $close, $high, $low, $volume.

Market sessions (UTC)

Asian session: 00:00 - 08:00 (mean reversion tendencies)
London session: 08:00 - 16:00 (trending, momentum works)
NY session: 13:00 - 21:00 (high volatility)
London-NY overlap: 13:00 - 16:00 (highest volume)

Lookback reference for 1min data

4 bars = 4 minutes
8 bars = 8 minutes
16 bars = 16 minutes
32 bars = 32 minutes
96 bars = 1.6 hours
1440 bars = 1 day (24 hours)

Data range

Start: 2020-01-01 17:00:00 UTC
End: 2026-03-20 15:58:00 UTC
Total bars: ~2.26 million

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