147
Total Features
720
Grid Features (Lookback)
139
Healthy Features
6
Drifting Features
2
High-Null Features
Grid Data — Lookback Feature Builder
EnhancedLookback Configuration
Grid Feature Preview
| Row | Close_t | Close_t-1 | Close_t-2 | Close_t-3 | Close_t-4 | Close_t-5 | RSI_t | RSI_t-1 | RSI_t-2 | RSI_t-3 | RSI_t-4 | RSI_t-5 | ΔClose_1 | ΔClose_2 | Target |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| t=6 | 66511 | 65890 | 66100 | 65400 | 64800 | 64200 | 58.2 | 55.1 | 52.8 | 49.3 | 47.1 | 45.0 | +621 | -210 | +2.1% |
| t=7 | 67200 | 66511 | 65890 | 66100 | 65400 | 64800 | 62.5 | 58.2 | 55.1 | 52.8 | 49.3 | 47.1 | +689 | +621 | -0.8% |
| t=8 | 66700 | 67200 | 66511 | 65890 | 66100 | 65400 | 56.9 | 62.5 | 58.2 | 55.1 | 52.8 | 49.3 | -500 | +689 | +1.5% |
How Grid Features Work
Raw Time Series
Sliding Window
Flatten to Row
Train Model
Feature Categories & Engineering Pipeline
Raw Data
6 features
Open
High
Low
Close
Volume
Adj Close
Trend Indicators
28 features
SMA_10
SMA_20
SMA_50
SMA_200
EMA_12
EMA_26
MACD
MACD_Signal
MACD_Hist
ADX
+DI
-DI
Ichimoku_A
Ichimoku_B
Tenkan
Kijun
+14 more
Momentum
22 features
RSI_14
RSI_7
Stoch_K
Stoch_D
Williams_R
CCI_20
MFI_14
ROC_10
TSI
+13 more
Volatility
18 features
BB_Upper
BB_Lower
BB_Width
BB_%B
ATR_14
ATR_7
Keltner_U
Keltner_L
Donchian_H
+9 more
Volume
12 features
OBV
VWAP
Vol_SMA_20
Vol_Ratio
Chaikin_MF
Force_Idx
+6 more
Grid (Lookback)
720 features
Close_t-1
Close_t-2
RSI_t-1
RSI_t-2
ΔClose_1
ΔVolume_1
RollMean_5
+712 more
Feature Importance (Top 30)
Feature Drift Monitor
6 Alerts
PSI (Population Stability Index) measures distribution shift between training and current data. PSI > 0.1 = moderate drift, > 0.25 = significant.
Volume_Ratio
Volume
PSI: 0.42
OBV_Slope
Volume
PSI: 0.34
ATR_14_t-3
Grid-Volatility
PSI: 0.18
BB_Width_t-1
Grid-Volatility
PSI: 0.15
Stoch_K
Momentum
PSI: 0.12
RSI_14
Momentum
PSI: 0.06
Close
Raw
PSI: 0.04
Correlation Heatmap
Feature Distribution
Feature Health
Null Rate
97% clean
Inf Values
0 found
Outliers (3σ)
8% flagged
Zero Variance
1 feature
High Correlation (>0.95)
12 pairs
Stationarity (ADF)
85% pass
Automatic Feature Selection
Mutual Information
Selects features with highest mutual information with target variable.
Recursive Feature Elimination
Iteratively removes least-important features using model feedback.
Boruta (Shadow Features)
Statistical test comparing real features against random shadow features.
Feature Inventory
| Feature | Category | Type | Null % | Mean | StdDev | Importance | PSI (Drift) | Status | |
|---|---|---|---|---|---|---|---|---|---|
| Close | Raw | float64 | 0.0% | 45,210 | 18,420 | 0.089 | 0.04 | ||
| RSI_14 | Momentum | float64 | 0.5% | 50.2 | 14.8 | 0.072 | 0.06 | ||
| MACD | Trend | float64 | 1.2% | 42.1 | 380.5 | 0.068 | 0.08 | ||
| BB_Width | Volatility | float64 | 0.8% | 0.045 | 0.021 | 0.065 | 0.07 | ||
| Volume_Ratio | Volume | float64 | 0.0% | 1.02 | 0.85 | 0.055 | 0.42 | ||
| Close_t-1 | Grid | float64 | 0.3% | 45,180 | 18,390 | 0.082 | 0.05 | ||
| Close_t-2 | Grid | float64 | 0.6% | 45,150 | 18,360 | 0.078 | 0.05 | ||
| RSI_t-1 | Grid | float64 | 0.8% | 50.1 | 14.6 | 0.061 | 0.07 | ||
| ΔClose_1 | Grid | float64 | 0.3% | +45.2 | 1,280 | 0.058 | 0.09 | ||
| ATR_14_t-3 | Grid | float64 | 1.5% | 890.5 | 520.1 | 0.042 | 0.18 |