Added vwat info to the features.db.

2026-07-14 21:54:55 +03:00
parent b754e40abf
commit e22dc05352
4 changed files with 17 additions and 6 deletions
@@ -131,7 +131,8 @@ CREATE TABLE five_second_features (
    realized_vol REAL    NOT NULL,     -- Std dev of tick-to-tick log returns
    ofi          REAL    NOT NULL,     -- Buy volume − Sell volume
    volume_sum   REAL    NOT NULL,     -- Total volume in bucket
-    close_price  REAL    NOT NULL      -- Last trade price in bucket
+    close_price  REAL    NOT NULL,     -- Last trade price in bucket
+    vwap         REAL    NOT NULL      -- Volume-Weighted Average Price in bucket
 );
 ```