Data download and wrangling for my crypto ML predictor
| N | Feature | Description | Type |
|---|---|---|---|
| 1 | price_close_sd |
Standardized close price | Normalized (l2) with respect of training set |
| 2 | inc_price_last1 |
Price increased in last 1 observation | Dummy 1/0 |
| 3 | inc_price_last2 |
Price increased in last 2 observations | Dummy 1/0 |
| 4 | inc_price_last3 |
Price increased in last 3 observations | Dummy 1/0 |
| 5 | inc_price_last4 |
Price increased in last 4 observations | Dummy 1/0 |
| 6 | inc_price_last5 |
Price increased in last 5 observations | Dummy 1/0 |
| 7 | inc_price_last6 |
Price increased in last 6 observations | Dummy 1/0 |
| 8 | vol_sd |
Standardize volume traded | Normalized (l2) with respect of training set |
| 9 | inc_vol_last1 |
Volume increased in last 1 observation | Dummy 1/0 |
| 10 | inc_vol_last2 |
Volume increased in last 2 observations | Dummy 1/0 |
| 11 | inc_vol_last3 |
Volume increased in last 3 observations | Dummy 1/0 |
| 12 | inc_vol_last4 |
Volume increased in last 4 observations | Dummy 1/0 |
| 13 | inc_vol_last5 |
Volume increased in last 5 observations | Dummy 1/0 |
| 14 | inc_vol_last6 |
Volume increased in last 6 observations | Dummy 1/0 |
| 15 | trades_sd |
Standardized number of trades | Normalized (l2) with respect of training set |
| 16 | inc_trades_last1 |
Trades increased in last 1 observation | Dummy 1/0 |
| 17 | inc_trades_last2 |
Trades increased in last 2 observations | Dummy 1/0 |
| 18 | inc_trades_last3 |
Trades increased in last 3 observations | Dummy 1/0 |
| 19 | inc_trades_last4 |
Trades increased in last 4 observations | Dummy 1/0 |
| 20 | inc_trades_last5 |
Trades increased in last 5 observations | Dummy 1/0 |
| 21 | inc_trades_last6 |
Trades increased in last 6 observations | Dummy 1/0 |
| 22 | max_price_is_open |
Maximum price in the observation is equal to open price | Dummy 1/0 |
| 22 | max_price_is_close |
Maximum price in the observation is equal to close price | Dummy 1/0 |
| 23 | min_price_is_open |
Minimum price in the observation is equal to open price | Dummy 1/0 |
| 24 | min_price_is_close |
Minimuim price in the observation is equal to close price | Dummy 1/0 |
| 25 | inc_price |
Price increased in this observation | Dummy 1/0 |
| 26 | inc_vol |
Volume increased in this observation | Dummy 1/0 |
| 27 | inc_trades |
Trades increased in this observation | Dummy 1/0 |
The price will increase in the next observation.