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gp-fx-strategy/data/README.md
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# Data Directory
CSV files are not tracked in git (too large).
## Required files
```
EURUSD_5M.csv
GBPUSD_5M.csv
USDJPY_5M.csv
```
## How to obtain data
1. Download 1-minute data from [HistData.com](https://www.histdata.com/):
- EURUSD, GBPUSD, USDJPY
- Years 2024, 2025, and 2026 (Jan-Mar)
- 1-minute bar format (MetaTrader compatible)
2. Place `.zip` files in this directory
3. Run the resampling script:
```bash
python3 ../scripts/resample_to_5m.py
```
This produces the `*_5M.csv` files needed for training.
## Data format
CSV columns:
```
open,high,low,close,volume
1.07451,1.07481,1.07432,1.07465,12345
...
```