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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
1.2 KiB
Executable File
1.2 KiB
Executable File
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
1-Minute Price and Volume data (EURUSD)
$open: open price at 1-minute bar. $close: close price at 1-minute bar. $high: high price at 1-minute bar. $low: low price at 1-minute bar. $volume: volume at 1-minute bar (tick volume for FX).
Important Notes for 1min Data
- 96 bars = 1 trading day (24 hours for FX)
- 16 bars = 16 minutes
- 4 bars = 4 minutes
- 1 bar = 1 minute
- Data range: 2020-01-01 to 2026-03-20
- Instrument: EURUSD
- Timezone: UTC
Session Times (UTC)
- Asian: 00:00-08:00 UTC (low volatility)
- London: 08:00-16:00 UTC (high volatility)
- NY: 13:00-21:00 UTC (high volatility)
- Overlap: 13:00-16:00 UTC (highest volatility)