docs(v2): add explicit 2-hour kline window semantics for k0-k5
Browse files- v2/README_v2_release.md +13 -0
v2/README_v2_release.md
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@@ -21,3 +21,16 @@ This V2 release contains the finalized trading-layer tables used for modeling.
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- Time cutoff: pre80m
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- User-market cap: 30
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- Markets included: only price-covered markets
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- Time cutoff: pre80m
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- User-market cap: 30
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- Markets included: only price-covered markets
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## Kline window semantics (2-hour bins)
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For the final modeling table (`v2_behavior_features_merged_pospnl_kline_v1.parquet`), Kline features are computed in rolling pre-trade windows with 2-hour width:
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- `k0_*`: 0–2 hours before trade
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- `k1_*`: 2–4 hours before trade
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- `k2_*`: 4–6 hours before trade
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- `k3_*`: 6–8 hours before trade
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- `k4_*`: 8–10 hours before trade
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- `k5_*`: 10–12 hours before trade
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Each window includes: `open`, `high`, `low`, `close`, `points`, `avg`.
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