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| license: mit | |
| task_categories: | |
| - time-series-forecasting | |
| tags: | |
| - tsfile | |
| - timeseries | |
| - time-series | |
| - finance | |
| - trading | |
| - bitcoin | |
| - cryptocurrency | |
| - technical-analysis | |
| - format:tsfile | |
| pretty_name: Multi-Model Trading Data | |
| configs: | |
| - config_name: default | |
| data_files: | |
| - split: historical | |
| path: multi_model_trading_data_historical.tsfile | |
| - split: features | |
| path: multi_model_trading_data_features.tsfile | |
| # Multi-Model Trading Data (TsFile) | |
| Apache TsFile version of | |
| [`AdityaaXD/Multi-Model-Trading-Data`](https://huggingface.co/datasets/AdityaaXD/Multi-Model-Trading-Data). | |
| ## Overview | |
| Bitcoin (BTC-USD) historical daily prices with technical indicators for | |
| ML/DL trading models, 2015-2024. The repo ships two CSVs with different | |
| column sets; both are converted to their own TsFile: | |
| - `btc_usd_historical.csv` (3,653 daily rows, 2015-01-01..2024-12-31): raw | |
| OHLCV (open, high, low, close, volume). | |
| - `btc_usd_features.csv` (3,603 daily rows, 2015-02-19..2024-12-30 — the | |
| indicator warm-up period is absent): raw OHLCV plus rsi, macd, | |
| macd_signal, bb_width, atr, dist_sma50, obv_pct, adx, stoch_rsi_k, | |
| stoch_rsi_d, `return` and the binary `target` label (next-day direction). | |
| ## Schema (TsFile structure) | |
| Both files: **Time** (INT64, ms, daily date naive), no TAG (dates unique), | |
| all remaining columns FIELD with their source types (`volume`, indicator | |
| columns DOUBLE, `target` INT64 in the features file). | |
| ## Usage | |
| Install the Apache TsFile Python SDK (`pip install tsfile`) and read a converted file: | |
| ```python | |
| from pathlib import Path | |
| from tsfile import TsFileReader | |
| path = Path("multi_model_trading_data_features.tsfile") | |
| with TsFileReader(str(path)) as reader: | |
| schemas = reader.get_all_table_schemas() | |
| print("tables:", list(schemas)) | |
| table_name = next(iter(schemas)) | |
| table = schemas[table_name] | |
| columns = [column.get_column_name() for column in table.get_columns()] | |
| print("columns:", columns) | |
| field_names = [ | |
| column.get_column_name() | |
| for column in table.get_columns() | |
| if column.get_column_name() not in {"Time", "time"} | |
| ] | |
| if field_names: | |
| with reader.query_table(table_name, field_names[:3], batch_size=1024) as result: | |
| batch = result.read_arrow_batch() | |
| if batch is not None: | |
| print(batch.to_pandas().head()) | |
| ``` | |
| ## Source & license | |
| - Original dataset: <https://huggingface.co/datasets/AdityaaXD/Multi-Model-Trading-Data> | |
| - License: MIT | |