intraCols.py

model_cols = [
    'BigNewsDay',
    'Quarter',
    'Perf5Day',
    'Perf5Day_n1',
    'DaysGreen',
    'DaysRed',
    'CurrentHigh30toClose',
    'CurrentLow30toClose',
    'CurrentClose30toClose',
    'CurrentRange30',
    'GapFill30',
    'CurrentGap',
    'RangePct',
    'RangePct_n1',
    'RangePct_n2',
    'OHLC4_VIX',
    'OHLC4_VIX_n1',
    'OHLC4_VIX_n2',
    'OHLC4_Current_Trend',
    'OHLC4_Trend',
    'CurrentVIXTrend',
    'SPX30IntraPerf',
    'VIX30IntraPerf',
    'VVIX30IntraPerf',
    # 'OpenL1',
    # 'OpenL2',
    # 'OpenH1',
    # 'OpenH2',
    'L1TouchPct',
    'L2TouchPct',
    'H1TouchPct',
    'H2TouchPct',
    'L1BreakPct',
    'L2BreakPct',
    'H1BreakPct',
    'H2BreakPct',
    'GreenProbas',
    'H1BreakTouchPct',
    'H2BreakTouchPct',
    'L1BreakTouchPct',
    'L2BreakTouchPct',
    'H1BreakH2TouchPct',
    'L1BreakL2TouchPct',
    'H1TouchGreenPct',    
    'L1TouchRedPct'    
    # 'GapFillGreenProba'
]