These datasets are for Spot Forecast track models. The targets are 1 hour return of the specified pair, and the features are lagged 1 hour OHLC candles, described repsectively in their columns. Note that the two files, for ETHUSDT and BTCUSDT are exactly the same except the target, i.e. you can use both ETH and BTC candles to forecast ETH, and both types of candles to forecast BTC. Additionally hour of day is included and will be a feature. Timestamp is not a feature. Timestamp is included for use of the competitors, but will not be an input.
Model input must be the provided features input as a single row. For example, the model input for the first row would be
[[1825.26, 1823.47, 1823.07, 1825.58, 1826.91, 1825.99, 1829.26,
1833.43, 1822.85, 1821.52, 1828.32, 1828.44, 1826.23, 1825.64,
1827.31, 1829.67, 1829.68, 1842.83, 1834.32, 1827.73, 1824.48,
1821.07, 1818.83, 1812.12, 1820.19, 1824.4, 1823.7, 1824.07,
1821.2, 1819.61, 1824.48, 1825.26, 1823.46, 1823.06, 1825.58,
1826.92, 1825.99, 1829.25, 1833.43, 1822.85, 28440.56, 28424.98,
28482.71, 28571.08, 28580.01, 28541.1, 28583.36, 28610.62,
28438.26, 28465.36, 28464.65, 28485.11, 28482.72, 28572.93,
28589.13, 28625.1, 28603.78, 28819.71, 28625.61, 28547.2, 28420.54,
28389.37, 28351.35, 28353.78, 28530.59, 28526.59, 28503.29,
28467.31, 28410.35, 28408.57, 28425.49, 28440.56, 28424.99,
28482.72, 28571.08, 28580.0, 28541.1, 28583.36, 28610.63, 28438.27,
10.0]]
For details on the Modelthon, building and submitting models, scoring, etc. please refer to the OG Modelthon information page.