data

package
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Published: Aug 25, 2025 License: Apache-2.0 Imports: 3 Imported by: 0

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Types

type Dataset

type Dataset struct {
	Eras []EraData
}

Dataset represents the entire dataset, composed of multiple eras.

func LoadDatasetFromParquet

func LoadDatasetFromParquet(path string) (*Dataset, error)

LoadDatasetFromParquet loads a dataset from a Parquet file.

func (*Dataset) NormalizeFeatures

func (d *Dataset) NormalizeFeatures()

NormalizeFeatures applies z-score normalization to the features of the dataset.

type EraData

type EraData struct {
	Era      int
	Stocks   []StockData
	EraStats []float64 // e.g. precomputed aggregate stats for the era (mean, var, etc.)
}

EraData represents all the data for a single era.

type NumeraiRow

type NumeraiRow struct {
	Era      int32     `parquet:"era"`
	ID       string    `parquet:"id"`
	Features []float32 `parquet:"features,list"`
	Target   float32   `parquet:"target"`
}

NumeraiRow represents a single row in the Numerai parquet format.

type StockData

type StockData struct {
	ID       string
	Features []float64
	Target   float64 // Target value (if known; training data has it, tournament data will not)
}

StockData represents a single stock's data for a given era.

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