The evaluation section describes how submissions will be scored and how participants should format their submissions.

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Submissions are evaluated on [area under the ROC curve](http://en.wikipedia.org/wiki/Receiver_operating_characteristic) between the predicted probability and the observed target.

Target calculated as follows:
```python
data[price].pct_change(horizon).shift(-horizon).fillna(0) > threshold
```
where `price`, `horizon` and `threshold` are parameters set constant for this competition.

## Submission File
For each ID in the test set, you must predict a probability for the TARGET variable. The file should contain a header and have the following format:

    id,target
    2,0
    5,0
    6,0
    etc.