gp-fx-strategy/data/README.md

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:

   • 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:

   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
...