{ "dataset": { "total_days": 3572, "date_range": "2010-10-19 to 2024-12-27", "features": 13, "target": "target_return" }, "split": { "train_days": 2821, "val_days": 251, "test_days": 499, "train_pct": 78.97536394176932, "val_pct": 7.026875699888017, "test_pct": 13.96976483762598 }, "features": [ "hl_range", "log_return", "spy_return", "co_range", "return_lag2", "return_lag5", "volatility_20d", "volume_change", "day_cos", "day_of_week", "day_sin", "month_cos", "rolling_beta" ], "prophet_regressors": [ "hl_range", "spy_return", "volatility_20d", "rolling_beta", "volume_change", "co_range", "day_cos", "day_sin" ], "lstm_sequence_length": 60, "last_prices": { "train": 178.08999633789062, "val": 128.41000366210938, "test": 257.8299865722656 }, "files_created": [ "feature_scaler.pkl", "train_prophet.csv", "val_prophet.csv", "test_prophet.csv", "X_train_lstm.npy", "y_train_lstm.npy", "X_val_lstm.npy", "y_val_lstm.npy", "X_test_lstm.npy", "y_test_lstm.npy" ] }