series
list | timestamps
list | sequence_length
int64 | num_variates
int64 | series_id
string | sampling_start_time
float64 | sampling_frequency
string | domain
string | metric_type
string | subcategory
string | ticker
string | window_start_date
string | window_end_date
string | target_next_close
float64 | target_next_return
float64 | target_direction
int64 | feature_names
list |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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] | 64 | 87 |
HSIC_672
| 1,346,716,800 |
daily
|
financial
|
equity
|
sp500
|
HSIC
|
2012-09-04
|
2012-12-05
| 31.254902 | -0.004248 | 0 |
[
"open",
"high",
"low",
"close",
"volume",
"adj_close",
"rsi_14",
"rsi_21",
"stoch_k",
"stoch_d",
"williams_r",
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"mfi",
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"ema_12",
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"macd",
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"psar",
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"atr",
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"hist_vol_20",
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"vwap",
"obv",
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"volume_ratio",
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"cmf",
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"log_return",
"hl_spread",
"hl_spread_pct",
"oc_spread",
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"typical_price",
"median_price",
"weighted_close",
"price_position",
"gap_up",
"gap_down",
"gap_size",
"close_zscore_20",
"close_zscore_50",
"close_rank_20",
"close_rank_50",
"returns_skew_20",
"returns_kurt_20",
"returns_autocorr_1",
"returns_autocorr_5",
"cci",
"dpo",
"fisher",
"brownian_drift",
"brownian_vol",
"brownian_noise",
"brownian_motion",
"year",
"month",
"day",
"dayofweek",
"quarter",
"is_month_end",
"is_quarter_end"
] |
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