| MARKET_CORE_V1 = [ |
| "open","high","low","close","volume","quote_volume","num_trades", |
| "log_return","log_return_lag_1h","log_return_lag_6h","log_return_lag_24h", |
| "sma_24","sma_168","macd", |
| "rsi_14","momentum_6h","momentum_24h", |
| "volatility_24h","volatility_168h","atr_pct_14","bb_width_20", |
| "volume_zscore_24","taker_buy_ratio","buy_sell_imbalance", |
| "range_pct","body_pct","close_location", |
| ] |
|
|
| SENTIMENT_CORE_V1 = [ |
| "article_count","sentiment_score","positive_share","negative_share", |
| "neutral_share","mean_confidence","has_news", |
| "sentiment_score_lag_1h","sentiment_score_lag_6h", |
| "sentiment_score_lag_24h", |
| ] |
|
|
| |
| |
| SENTIMENT_EXTENDED_V2 = SENTIMENT_CORE_V1 + [ |
| "sentiment_mean_3h", |
| "sentiment_mean_6h", |
| "sentiment_mean_12h", |
| "sentiment_mean_24h", |
| "sentiment_change_3h", |
| "sentiment_change_6h", |
| "article_count_6h", |
| "article_count_24h", |
| "positive_share_6h", |
| "negative_share_6h", |
| "sentiment_volatility_24h", |
| ] |
|
|
| FEATURE_SETS = { |
| "market_core_v1": MARKET_CORE_V1, |
| "sentiment_core_v1": SENTIMENT_CORE_V1, |
| "sentiment_extended_v2": SENTIMENT_EXTENDED_V2, |
| } |
|
|
