dataTable <- read.csv("example0.csv")

columnUsability <- rep(NA, ncol(dataTable))
for(i in 1:ncol(dataTable)){
  columnUsability[i] <- !(any(!is.finite(dataTable[,i])) || min(dataTable[,i])==max(dataTable[,i]))
}
dataTable <- dataTable[,columnUsability]

N_LAG <- 3

origColnames <- colnames(dataTable)

dataTableDeltas <- dataTable
for(i in 1:ncol(dataTableDeltas)){
  dataTableDeltas[,i] <- c(0,diff(dataTableDeltas[,i]))
}

dataTableTargets <- dataTableDeltas[-1,]
dataTableTargets <- rbind(dataTableTargets, rep(0, ncol(dataTableTargets)))
dataTableTargets[dataTableTargets > 0] <-  1
dataTableTargets[dataTableTargets < 0] <- -1
colnames(dataTableTargets) <- paste0("target_",colnames(dataTable))

colnames(dataTableDeltas) <- paste0(origColnames, "_lag1")

dataTable <- dataTableDeltas

if(N_LAG > 1){
  for(lagIt in 2:N_LAG){
    dataTableDeltas <- dataTableDeltas[-nrow(dataTableDeltas),]
    dataTableDeltas <- rbind(rep(0, ncol(dataTableDeltas)), dataTableDeltas)
    colnames(dataTableDeltas) <- paste0(origColnames, paste0("_lag",lagIt))
    dataTable <- cbind(dataTableDeltas, dataTable)
  }
}

PREDICTOR_COLUMNS <- 1:ncol(dataTable)
dataTable <- cbind(dataTable, dataTableTargets)
TARGET_COLUMNS <- (PREDICTOR_COLUMNS[length(PREDICTOR_COLUMNS)]+1):ncol(dataTable)

dataTable <- dataTable[-c(1:N_LAG), ]
dataTable <- dataTable[-nrow(dataTable), ]
write.csv(dataTable, file="example0.prepared.csv", row.names = FALSE)