tensorlink-dev/PTN-BTC-v2
收藏资源简介:
该数据集包含了股票交易相关的各种指标,如交易量、加权平均价格、开盘价、收盘价、最高价、最低价、交易日期、交易次数、未来回报、平均真实波幅等。数据集还包含了多种时间窗口下的指标均值和差异,如12小时、36小时、144小时、288小时和864小时等。此外,数据集还包含了时间序列分析的特征,如小时和分钟的三角函数、小时和分钟的加权相对交易量、动量、波动率等。
This dataset contains various indicators related to stock trading, including trading volume, volume-weighted average price, opening price, closing price, highest price, lowest price, trading date, number of trades, future returns, average true range (ATR), etc. It also includes the mean values and differences of indicators across multiple time windows such as 12-hour, 36-hour, 144-hour, 288-hour, and 864-hour windows. Additionally, the dataset encompasses features for time series analysis, such as trigonometric functions of hours and minutes, weighted relative trading volume based on hour and minute, momentum, volatility, and so on.



