FOREX_audjpy-hour-Close
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资源简介:
**Source**: Dukascopy Historical Data Feed https://www.dukascopy.com/swiss/english/marketwatch/historical/
**Edited by**: Fabian Schut
# Data Description
This is the historical price data of the FOREX AUD/JPY from Dukascopy.
One instance (row) is one candlestick of one hour.
The whole dataset has the data range from 1-1-2018 to 13-12-2018 and does not include the weekends, since the FOREX is not traded in the weekend.
The timezone of the feature Timestamp is Europe/Amsterdam.
The class attribute is the direction of the mean of the Close_Bid and the Close_Ask of the following hour,
relative to the Close_Bid and Close_Ask mean of the current minute.
This means the class attribute is True when the mean Close price is going up the following hour,
and the class attribute is False when the mean Close price is going down (or stays the same) the following hour.
# Attributes
`Timestamp`: The time of the current data point (Europe/Amsterdam)
`Bid_Open`: The bid price at the start of this time interval
`Bid_High`: The highest bid price during this time interval
`Bid_Low`: The lowest bid price during this time interval
`Bid_Close`: The bid price at the end of this time interval
`Bid_Volume`: The number of times the Bid Price changed within this time interval
`Ask_Open`: The ask price at the start of this time interval
`Ask_High`: The highest ask price during this time interval
`Ask_Low`: The lowest ask price during this time interval
`Ask_Close`: The ask price at the end of this time interval
`Ask_Volume`: The number of times the Ask Price changed within this time interval
`Class`: Whether the average price will go up during the next interval
**数据来源**:杜卡斯贝(Dukascopy)历史数据馈送,网址:https://www.dukascopy.com/swiss/english/marketwatch/historical/
**编辑者**:法比安·舒特(Fabian Schut)
# 数据集说明
本数据集为取自杜卡斯贝(Dukascopy)平台的澳元/日元(AUD/JPY)外汇历史行情数据。单条数据(行)对应一小时级别的一根K线。
完整数据集的时间范围为2018年1月1日至2018年12月13日,且不含周末数据,因外汇市场周末休市。
特征字段`Timestamp`(时间戳)的时区为欧洲阿姆斯特丹时区。
类别属性为下一时刻的买入平仓价(Close_Bid)与卖出平仓价(Close_Ask)的均价相较于当前时刻对应均价的涨跌方向。具体而言,若下一时刻的平均平仓价格上涨,则类别属性为真;若下一时刻平均平仓价格下跌(或保持不变),则类别属性为假。
# 属性说明
`Timestamp`(时间戳):当前数据点的时间(欧洲阿姆斯特丹时区)
`Bid_Open`(开盘买入价):该时间区间起始时刻的买入报价
`Bid_High`(最高买入价):该时间区间内的最高买入报价
`Bid_Low`(最低买入价):该时间区间内的最低买入报价
`Bid_Close`(收盘买入价):该时间区间结束时刻的买入报价
`Bid_Volume`(买入报价变动次数):该时间区间内买入报价的变动总次数
`Ask_Open`(开盘卖出价):该时间区间起始时刻的卖出报价
`Ask_High`(最高卖出价):该时间区间内的最高卖出报价
`Ask_Low`(最低卖出价):该时间区间内的最低卖出报价
`Ask_Close`(收盘卖出价):该时间区间结束时刻的卖出报价
`Ask_Volume`(卖出报价变动次数):该时间区间内卖出报价的变动总次数
`Class`(类别标签):下一时间区间内平均报价是否会上涨
创建时间:
2019-06-04



