{"metadata":{"kernelspec":{"language":"python","display_name":"Python 3","name":"python3"},"language_info":{"name":"python","version":"3.7.12","mimetype":"text/x-python","codemirror_mode":{"name":"ipython","version":3},"pygments_lexer":"ipython3","nbconvert_exporter":"python","file_extension":".py"}},"nbformat_minor":4,"nbformat":4,"cells":[{"cell_type":"markdown","source":"Published on April 02, 2023. By Marília Prata, mpwolke","metadata":{}},{"cell_type":"code","source":"# This Python 3 environment comes with many helpful analytics libraries installed\n# It is defined by the kaggle/python Docker image: https://github.com/kaggle/docker-python\n# For example, here's several helpful packages to load\n\nimport numpy as np # linear algebra\nimport pandas as pd # data processing, CSV file I/O (e.g. pd.read_csv)\n\n# Input data files are available in the read-only \"../input/\" directory\n# For example, running this (by clicking run or pressing Shift+Enter) will list all files under the input directory\n\nimport os\nfor dirname, _, filenames in os.walk('/kaggle/input'):\n for filename in filenames:\n print(os.path.join(dirname, filename))\n\n# You can write up to 20GB to the current directory (/kaggle/working/) that gets preserved as output when you create a version using \"Save & Run All\" \n# You can also write temporary files to /kaggle/temp/, but they won't be saved outside of the current session","metadata":{"_uuid":"8f2839f25d086af736a60e9eeb907d3b93b6e0e5","_cell_guid":"b1076dfc-b9ad-4769-8c92-a6c4dae69d19","_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2023-04-02T22:11:04.640086Z","iopub.execute_input":"2023-04-02T22:11:04.640536Z","iopub.status.idle":"2023-04-02T22:11:04.675820Z","shell.execute_reply.started":"2023-04-02T22:11:04.640485Z","shell.execute_reply":"2023-04-02T22:11:04.674545Z"},"trusted":true},"execution_count":1,"outputs":[{"name":"stdout","text":"/kaggle/input/experiment/Testing/3711.csv\n/kaggle/input/experiment/Testing/2308.csv\n/kaggle/input/experiment/Testing/2412.csv\n/kaggle/input/experiment/Testing/2317.csv\n/kaggle/input/experiment/Testing/2881.csv\n/kaggle/input/experiment/Testing/2454.csv\n/kaggle/input/experiment/Testing/2303.csv\n/kaggle/input/experiment/Testing/2609.csv\n/kaggle/input/experiment/Testing/2376.csv\n","output_type":"stream"}]},{"cell_type":"code","source":"!pip install -U kaleido","metadata":{"execution":{"iopub.status.busy":"2023-04-02T22:11:15.867831Z","iopub.execute_input":"2023-04-02T22:11:15.868876Z","iopub.status.idle":"2023-04-02T22:11:32.323625Z","shell.execute_reply.started":"2023-04-02T22:11:15.868817Z","shell.execute_reply":"2023-04-02T22:11:32.322233Z"},"_kg_hide-output":true,"trusted":true},"execution_count":2,"outputs":[{"name":"stdout","text":"Collecting kaleido\n Downloading kaleido-0.2.1-py2.py3-none-manylinux1_x86_64.whl (79.9 MB)\n\u001b[2K \u001b[90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\u001b[0m \u001b[32m79.9/79.9 MB\u001b[0m \u001b[31m13.7 MB/s\u001b[0m eta \u001b[36m0:00:00\u001b[0m00:01\u001b[0m00:01\u001b[0m\n\u001b[?25hInstalling collected packages: kaleido\nSuccessfully installed kaleido-0.2.1\n\u001b[33mWARNING: Running pip as the 'root' user can result in broken permissions and conflicting behaviour with the system package manager. It is recommended to use a virtual environment instead: https://pip.pypa.io/warnings/venv\u001b[0m\u001b[33m\n\u001b[0m","output_type":"stream"}]},{"cell_type":"markdown","source":"twitter.com","metadata":{}},{"cell_type":"code","source":"!pip install yellowbrick","metadata":{"execution":{"iopub.status.busy":"2023-04-02T22:11:51.604203Z","iopub.execute_input":"2023-04-02T22:11:51.604609Z","iopub.status.idle":"2023-04-02T22:12:02.956664Z","shell.execute_reply.started":"2023-04-02T22:11:51.604572Z","shell.execute_reply":"2023-04-02T22:12:02.955622Z"},"_kg_hide-output":true,"trusted":true},"execution_count":3,"outputs":[{"name":"stdout","text":"Requirement already satisfied: yellowbrick in /opt/conda/lib/python3.7/site-packages (1.5)\nRequirement already satisfied: matplotlib!=3.0.0,>=2.0.2 in /opt/conda/lib/python3.7/site-packages (from yellowbrick) (3.5.3)\nRequirement already satisfied: scikit-learn>=1.0.0 in /opt/conda/lib/python3.7/site-packages (from yellowbrick) (1.0.2)\nRequirement already satisfied: numpy>=1.16.0 in /opt/conda/lib/python3.7/site-packages (from yellowbrick) (1.21.6)\nRequirement already satisfied: cycler>=0.10.0 in /opt/conda/lib/python3.7/site-packages (from yellowbrick) (0.11.0)\nRequirement already satisfied: scipy>=1.0.0 in /opt/conda/lib/python3.7/site-packages (from yellowbrick) (1.7.3)\nRequirement already satisfied: fonttools>=4.22.0 in /opt/conda/lib/python3.7/site-packages (from matplotlib!=3.0.0,>=2.0.2->yellowbrick) (4.38.0)\nRequirement already satisfied: python-dateutil>=2.7 in /opt/conda/lib/python3.7/site-packages (from matplotlib!=3.0.0,>=2.0.2->yellowbrick) (2.8.2)\nRequirement already satisfied: kiwisolver>=1.0.1 in /opt/conda/lib/python3.7/site-packages (from matplotlib!=3.0.0,>=2.0.2->yellowbrick) (1.4.4)\nRequirement already satisfied: pillow>=6.2.0 in /opt/conda/lib/python3.7/site-packages (from matplotlib!=3.0.0,>=2.0.2->yellowbrick) (9.4.0)\nRequirement already satisfied: packaging>=20.0 in /opt/conda/lib/python3.7/site-packages (from matplotlib!=3.0.0,>=2.0.2->yellowbrick) (23.0)\nRequirement already satisfied: pyparsing>=2.2.1 in /opt/conda/lib/python3.7/site-packages (from matplotlib!=3.0.0,>=2.0.2->yellowbrick) (3.0.9)\nRequirement already satisfied: joblib>=0.11 in /opt/conda/lib/python3.7/site-packages (from scikit-learn>=1.0.0->yellowbrick) (1.2.0)\nRequirement already satisfied: threadpoolctl>=2.0.0 in /opt/conda/lib/python3.7/site-packages (from scikit-learn>=1.0.0->yellowbrick) (3.1.0)\nRequirement already satisfied: typing-extensions in /opt/conda/lib/python3.7/site-packages (from kiwisolver>=1.0.1->matplotlib!=3.0.0,>=2.0.2->yellowbrick) (4.4.0)\nRequirement already satisfied: six>=1.5 in /opt/conda/lib/python3.7/site-packages (from python-dateutil>=2.7->matplotlib!=3.0.0,>=2.0.2->yellowbrick) (1.16.0)\n\u001b[33mWARNING: Running pip as the 'root' user can result in broken permissions and conflicting behaviour with the system package manager. It is recommended to use a virtual environment instead: https://pip.pypa.io/warnings/venv\u001b[0m\u001b[33m\n\u001b[0m","output_type":"stream"}]},{"cell_type":"code","source":"!pip install Kneed","metadata":{"execution":{"iopub.status.busy":"2023-04-02T22:12:09.725781Z","iopub.execute_input":"2023-04-02T22:12:09.726575Z","iopub.status.idle":"2023-04-02T22:12:21.413987Z","shell.execute_reply.started":"2023-04-02T22:12:09.726527Z","shell.execute_reply":"2023-04-02T22:12:21.412852Z"},"_kg_hide-output":true,"trusted":true},"execution_count":4,"outputs":[{"name":"stdout","text":"Collecting Kneed\n Downloading kneed-0.8.2-py3-none-any.whl (10 kB)\nRequirement already satisfied: scipy>=1.0.0 in /opt/conda/lib/python3.7/site-packages (from Kneed) (1.7.3)\nRequirement already satisfied: numpy>=1.14.2 in /opt/conda/lib/python3.7/site-packages (from Kneed) (1.21.6)\nInstalling collected packages: Kneed\nSuccessfully installed Kneed-0.8.2\n\u001b[33mWARNING: Running pip as the 'root' user can result in broken permissions and conflicting behaviour with the system package manager. It is recommended to use a virtual environment instead: https://pip.pypa.io/warnings/venv\u001b[0m\u001b[33m\n\u001b[0m","output_type":"stream"}]},{"cell_type":"code","source":"import warnings\n\nimport numpy as np\nimport pandas as pd\nimport matplotlib.pyplot as plt\nimport matplotlib as mpl\nimport seaborn as sns\n\n# for visuallization\nimport plotly.express as px\nimport kaleido\nimport scipy\nfrom mpl_toolkits.mplot3d import Axes3D\nfrom yellowbrick.cluster import KElbowVisualizer\nfrom kneed import KneeLocator\n\n%notebook matplotlib\nfrom warnings import filterwarnings\nfilterwarnings('ignore')","metadata":{"execution":{"iopub.status.busy":"2023-04-02T22:13:10.882326Z","iopub.execute_input":"2023-04-02T22:13:10.882723Z","iopub.status.idle":"2023-04-02T22:13:13.930673Z","shell.execute_reply.started":"2023-04-02T22:13:10.882688Z","shell.execute_reply":"2023-04-02T22:13:13.929367Z"},"trusted":true},"execution_count":5,"outputs":[]},{"cell_type":"code","source":"df=pd.read_csv('/kaggle/input/experiment/Testing/3711.csv');df","metadata":{"execution":{"iopub.status.busy":"2023-04-02T22:13:49.238568Z","iopub.execute_input":"2023-04-02T22:13:49.239975Z","iopub.status.idle":"2023-04-02T22:13:49.340114Z","shell.execute_reply.started":"2023-04-02T22:13:49.239900Z","shell.execute_reply":"2023-04-02T22:13:49.338955Z"},"trusted":true},"execution_count":6,"outputs":[{"execution_count":6,"output_type":"execute_result","data":{"text/plain":" matchDate symbol matchPri matchQty tolMatchQty matchTime bidPri1 \\\n0 20221220 3711 94.6 216 216 90003845 94.6 \n1 20221220 3711 94.6 1 217 90003921 94.7 \n2 20221220 3711 94.7 1 218 90005353 94.7 \n3 20221220 3711 94.7 1 219 90005400 94.7 \n4 20221220 3711 94.7 15 234 90006605 94.6 \n... ... ... ... ... ... ... ... \n5596 20221220 3711 93.3 1 15240 132456151 93.3 \n5597 20221220 3711 93.5 1 15242 132456435 93.3 \n5598 20221220 3711 93.3 1 15243 132457241 93.3 \n5599 20221220 3711 93.5 2 15245 132458268 93.3 \n5600 20221220 3711 93.3 1 15246 132458352 93.3 \n\n bidPri2 bidPri3 bidPri4 ... askQty3 askQty4 askQty5 openPri \\\n0 94.5 94.4 94.3 ... 8 13 58 94.6 \n1 94.6 94.5 94.4 ... 1 18 1 94.6 \n2 94.6 94.5 94.4 ... 1 18 1 94.6 \n3 94.6 94.5 94.4 ... 19 33 18 94.6 \n4 94.5 94.4 94.3 ... 19 33 24 94.6 \n... ... ... ... ... ... ... ... ... \n5596 93.2 93.1 93.0 ... 28 16 32 94.6 \n5597 93.2 93.1 93.0 ... 16 32 36 94.6 \n5598 93.2 93.1 93.0 ... 16 32 36 94.6 \n5599 93.2 93.1 93.0 ... 16 32 36 94.6 \n5600 93.2 93.1 93.0 ... 15 32 36 94.6 \n\n highPri lowPri refPri upPri dnPri label \n0 94.6 94.6 95.8 105 86.3 2.0 \n1 94.6 94.6 95.8 105 86.3 1.0 \n2 94.7 94.6 95.8 105 86.3 2.0 \n3 94.7 94.6 95.8 105 86.3 2.0 \n4 94.7 94.6 95.8 105 86.3 0.0 \n... ... ... ... ... ... ... \n5596 95.2 93.3 95.8 105 86.3 1.0 \n5597 95.2 93.3 95.8 105 86.3 0.0 \n5598 95.2 93.3 95.8 105 86.3 1.0 \n5599 95.2 93.3 95.8 105 86.3 0.0 \n5600 95.2 93.3 95.8 105 86.3 1.0 \n\n[5601 rows x 33 columns]","text/html":"
| \n | matchDate | \nsymbol | \nmatchPri | \nmatchQty | \ntolMatchQty | \nmatchTime | \nbidPri1 | \nbidPri2 | \nbidPri3 | \nbidPri4 | \n... | \naskQty3 | \naskQty4 | \naskQty5 | \nopenPri | \nhighPri | \nlowPri | \nrefPri | \nupPri | \ndnPri | \nlabel | \n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n20221220 | \n3711 | \n94.6 | \n216 | \n216 | \n90003845 | \n94.6 | \n94.5 | \n94.4 | \n94.3 | \n... | \n8 | \n13 | \n58 | \n94.6 | \n94.6 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 1 | \n20221220 | \n3711 | \n94.6 | \n1 | \n217 | \n90003921 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n1 | \n18 | \n1 | \n94.6 | \n94.6 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 2 | \n20221220 | \n3711 | \n94.7 | \n1 | \n218 | \n90005353 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n1 | \n18 | \n1 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 3 | \n20221220 | \n3711 | \n94.7 | \n1 | \n219 | \n90005400 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n19 | \n33 | \n18 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 4 | \n20221220 | \n3711 | \n94.7 | \n15 | \n234 | \n90006605 | \n94.6 | \n94.5 | \n94.4 | \n94.3 | \n... | \n19 | \n33 | \n24 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| ... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n
| 5596 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15240 | \n132456151 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n28 | \n16 | \n32 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 5597 | \n20221220 | \n3711 | \n93.5 | \n1 | \n15242 | \n132456435 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| 5598 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15243 | \n132457241 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 5599 | \n20221220 | \n3711 | \n93.5 | \n2 | \n15245 | \n132458268 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| 5600 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15246 | \n132458352 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n15 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
5601 rows × 33 columns
\n| \n | matchDate | \nsymbol | \nmatchPri | \nmatchQty | \ntolMatchQty | \nmatchTime | \nbidPri1 | \nbidPri2 | \nbidPri3 | \nbidPri4 | \n... | \naskQty3 | \naskQty4 | \naskQty5 | \nopenPri | \nhighPri | \nlowPri | \nrefPri | \nupPri | \ndnPri | \nlabel | \n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n20221220 | \n3711 | \n94.6 | \n216 | \n216 | \n90003845 | \n94.6 | \n94.5 | \n94.4 | \n94.3 | \n... | \n8 | \n13 | \n58 | \n94.6 | \n94.6 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 1 | \n20221220 | \n3711 | \n94.6 | \n1 | \n217 | \n90003921 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n1 | \n18 | \n1 | \n94.6 | \n94.6 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 2 | \n20221220 | \n3711 | \n94.7 | \n1 | \n218 | \n90005353 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n1 | \n18 | \n1 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 3 | \n20221220 | \n3711 | \n94.7 | \n1 | \n219 | \n90005400 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n19 | \n33 | \n18 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 4 | \n20221220 | \n3711 | \n94.7 | \n15 | \n234 | \n90006605 | \n94.6 | \n94.5 | \n94.4 | \n94.3 | \n... | \n19 | \n33 | \n24 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| ... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n
| 5596 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15240 | \n132456151 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n28 | \n16 | \n32 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 5597 | \n20221220 | \n3711 | \n93.5 | \n1 | \n15242 | \n132456435 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| 5598 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15243 | \n132457241 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 5599 | \n20221220 | \n3711 | \n93.5 | \n2 | \n15245 | \n132458268 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| 5600 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15246 | \n132458352 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n15 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
5601 rows × 33 columns
\n| \n | matchDate | \nsymbol | \nmatchPri | \nmatchQty | \ntolMatchQty | \nmatchTime | \nbidPri1 | \nbidPri2 | \nbidPri3 | \nbidPri4 | \n... | \naskQty3 | \naskQty4 | \naskQty5 | \nopenPri | \nhighPri | \nlowPri | \nrefPri | \nupPri | \ndnPri | \nlabel | \n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n20221220 | \n3711 | \n94.6 | \n216 | \n216 | \n90003845 | \n94.6 | \n94.5 | \n94.4 | \n94.3 | \n... | \n8 | \n13 | \n58 | \n94.6 | \n94.6 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 1 | \n20221220 | \n3711 | \n94.6 | \n1 | \n217 | \n90003921 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n1 | \n18 | \n1 | \n94.6 | \n94.6 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 2 | \n20221220 | \n3711 | \n94.7 | \n1 | \n218 | \n90005353 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n1 | \n18 | \n1 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 3 | \n20221220 | \n3711 | \n94.7 | \n1 | \n219 | \n90005400 | \n94.7 | \n94.6 | \n94.5 | \n94.4 | \n... | \n19 | \n33 | \n18 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n2.0 | \n
| 4 | \n20221220 | \n3711 | \n94.7 | \n15 | \n234 | \n90006605 | \n94.6 | \n94.5 | \n94.4 | \n94.3 | \n... | \n19 | \n33 | \n24 | \n94.6 | \n94.7 | \n94.6 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| ... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n
| 5596 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15240 | \n132456151 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n28 | \n16 | \n32 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 5597 | \n20221220 | \n3711 | \n93.5 | \n1 | \n15242 | \n132456435 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| 5598 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15243 | \n132457241 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
| 5599 | \n20221220 | \n3711 | \n93.5 | \n2 | \n15245 | \n132458268 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n16 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n0.0 | \n
| 5600 | \n20221220 | \n3711 | \n93.3 | \n1 | \n15246 | \n132458352 | \n93.3 | \n93.2 | \n93.1 | \n93.0 | \n... | \n15 | \n32 | \n36 | \n94.6 | \n95.2 | \n93.3 | \n95.8 | \n105 | \n86.3 | \n1.0 | \n
5601 rows × 33 columns
\n| \n | matchDate | \nsymbol | \nmatchPri | \nmatchQty | \ntolMatchQty | \nmatchTime | \nbidPri1 | \nbidPri2 | \nbidPri3 | \nbidPri4 | \n... | \naskQty3 | \naskQty4 | \naskQty5 | \nopenPri | \nhighPri | \nlowPri | \nrefPri | \nupPri | \ndnPri | \nlabel | \n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n0.0 | \n0.0 | \n0.814095 | \n25.767934 | \n-1.843138 | \n-1.432982 | \n1.037023 | \n1.037181 | \n1.037181 | \n1.037181 | \n... | \n-1.363045 | \n-1.418259 | \n-0.335732 | \n0.0 | \n-4.356874 | \n3.735643 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n0.557502 | \n
| 1 | \n0.0 | \n0.0 | \n0.814095 | \n-0.199334 | \n-1.842898 | \n-1.432976 | \n1.263223 | \n1.263398 | \n1.263398 | \n1.263398 | \n... | \n-1.534604 | \n-1.283818 | \n-2.101048 | \n0.0 | \n-4.356874 | \n3.735643 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n-0.847162 | \n
| 2 | \n0.0 | \n0.0 | \n1.034277 | \n-0.199334 | \n-1.842658 | \n-1.432870 | \n1.263223 | \n1.263398 | \n1.263398 | \n1.263398 | \n... | \n-1.534604 | \n-1.283818 | \n-2.101048 | \n0.0 | \n-3.474854 | \n3.735643 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n0.557502 | \n
| 3 | \n0.0 | \n0.0 | \n1.034277 | \n-0.199334 | \n-1.842417 | \n-1.432867 | \n1.263223 | \n1.263398 | \n1.263398 | \n1.263398 | \n... | \n-1.093453 | \n-0.880496 | \n-1.574550 | \n0.0 | \n-3.474854 | \n3.735643 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n0.557502 | \n
| 4 | \n0.0 | \n0.0 | \n1.034277 | \n1.491558 | \n-1.838813 | \n-1.432777 | \n1.037023 | \n1.037181 | \n1.037181 | \n1.037181 | \n... | \n-1.093453 | \n-0.880496 | \n-1.388728 | \n0.0 | \n-3.474854 | \n3.735643 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n-2.251827 | \n
| ... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n... | \n
| 5596 | \n0.0 | \n0.0 | \n-2.048269 | \n-0.199334 | \n1.766609 | \n1.718043 | \n-1.903578 | \n-1.903639 | \n-1.903639 | \n-1.903639 | \n... | \n-0.872877 | \n-1.337594 | \n-1.140964 | \n0.0 | \n0.935247 | \n-1.876261 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n-0.847162 | \n
| 5597 | \n0.0 | \n0.0 | \n-1.607905 | \n-0.199334 | \n1.767090 | \n1.718064 | \n-1.903578 | \n-1.903639 | \n-1.903639 | \n-1.903639 | \n... | \n-1.166978 | \n-0.907384 | \n-1.017082 | \n0.0 | \n0.935247 | \n-1.876261 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n-2.251827 | \n
| 5598 | \n0.0 | \n0.0 | \n-2.048269 | \n-0.199334 | \n1.767330 | \n1.718123 | \n-1.903578 | \n-1.903639 | \n-1.903639 | \n-1.903639 | \n... | \n-1.166978 | \n-0.907384 | \n-1.017082 | \n0.0 | \n0.935247 | \n-1.876261 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n-0.847162 | \n
| 5599 | \n0.0 | \n0.0 | \n-1.607905 | \n-0.078556 | \n1.767811 | \n1.718200 | \n-1.903578 | \n-1.903639 | \n-1.903639 | \n-1.903639 | \n... | \n-1.166978 | \n-0.907384 | \n-1.017082 | \n0.0 | \n0.935247 | \n-1.876261 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n-2.251827 | \n
| 5600 | \n0.0 | \n0.0 | \n-2.048269 | \n-0.199334 | \n1.768051 | \n1.718206 | \n-1.903578 | \n-1.903639 | \n-1.903639 | \n-1.903639 | \n... | \n-1.191486 | \n-0.907384 | \n-1.017082 | \n0.0 | \n0.935247 | \n-1.876261 | \n2.842171e-14 | \n0.0 | \n1.421085e-14 | \n-0.847162 | \n
5601 rows × 33 columns
\n| \n | tolMatchQty | \nPC1 | \nPC2 | \nPC3 | \nPC4 | \n
|---|---|---|---|---|---|
| 0 | \n216 | \n-6.398079 | \n3.552019 | \n-1.662732 | \n4.834970 | \n
| 1 | \n217 | \n-5.965214 | \n3.573283 | \n-2.383629 | \n-0.430246 | \n
| 2 | \n218 | \n-5.946746 | \n3.294736 | \n-2.288941 | \n-0.861778 | \n
| 3 | \n219 | \n-5.667990 | \n3.368728 | \n-1.815397 | \n-1.023157 | \n
| 4 | \n234 | \n-5.258698 | \n3.031648 | \n-1.890404 | \n-0.362120 | \n
| ... | \n... | \n... | \n... | \n... | \n... | \n
| 5596 | \n15240 | \n6.720990 | \n-0.908874 | \n-3.397768 | \n0.227516 | \n
| 5597 | \n15242 | \n6.307447 | \n-1.102329 | \n-3.162383 | \n0.826543 | \n
| 5598 | \n15243 | \n6.413503 | \n-0.962105 | \n-3.059844 | \n0.347382 | \n
| 5599 | \n15245 | \n6.301436 | \n-1.100653 | \n-3.174276 | \n0.842670 | \n
| 5600 | \n15246 | \n6.407789 | \n-0.957374 | \n-3.078845 | \n0.327901 | \n
5601 rows × 5 columns
\n| \n | matchDate | \nsymbol | \nmatchPri | \nmatchQty | \ntolMatchQty | \nmatchTime | \nbidPri1 | \nbidPri2 | \nbidPri3 | \nbidPri4 | \n... | \naskQty3 | \naskQty4 | \naskQty5 | \nopenPri | \nhighPri | \nlowPri | \nrefPri | \nupPri | \ndnPri | \nlabel | \n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cluster_0 | \n1.0 | \n1.0 | \n1.919124 | \n1.055504 | \n0.426131 | \n0.424743 | \n1.942522 | \n1.942623 | \n1.942623 | \n1.942623 | \n... | \n1.121117 | \n1.488488 | \n1.260830 | \n1.0 | \n0.464626 | \n2.035396 | \n1.0 | \n1.0 | \n1.0 | \n1.121795 | \n
| Cluster_1 | \n1.0 | \n1.0 | \n0.545029 | \n0.967252 | \n0.775580 | \n0.789048 | \n0.548116 | \n0.548149 | \n0.548149 | \n0.548149 | \n... | \n0.698313 | \n0.764525 | \n0.566173 | \n1.0 | \n0.736320 | \n1.183263 | \n1.0 | \n1.0 | \n1.0 | \n1.085415 | \n
| Cluster_2 | \n1.0 | \n1.0 | \n0.271929 | \n1.024361 | \n3.666866 | \n3.627832 | \n0.267536 | \n0.267516 | \n0.267516 | \n0.267516 | \n... | \n1.911091 | \n1.075632 | \n0.895626 | \n1.0 | \n2.721164 | \n0.325678 | \n1.0 | \n1.0 | \n1.0 | \n0.847649 | \n
| Cluster_3 | \n1.0 | \n1.0 | \n2.925974 | \n0.937474 | \n1.223928 | \n1.218992 | \n2.904389 | \n2.904196 | \n2.904196 | \n2.904196 | \n... | \n0.660990 | \n0.709790 | \n1.530873 | \n1.0 | \n1.551908 | \n0.924188 | \n1.0 | \n1.0 | \n1.0 | \n0.912481 | \n
4 rows × 33 columns
\n| \n | matchDate | \nsymbol | \nmatchPri | \nmatchQty | \ntolMatchQty | \nmatchTime | \nbidPri1 | \nbidPri2 | \nbidPri3 | \nbidPri4 | \n... | \naskQty3 | \naskQty4 | \naskQty5 | \nopenPri | \nhighPri | \nlowPri | \nrefPri | \nupPri | \ndnPri | \nlabel | \n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cluster_0 | \n0.0 | \n0.0 | \n0.620636 | \n1.000000 | \n0.000000 | \n0.000000 | \n0.635222 | \n0.635309 | \n0.635309 | \n0.635309 | \n... | \n0.368072 | \n1.000000 | \n0.720076 | \n0.0 | \n0.000000 | \n1.000000 | \n0.0 | \n0.0 | \n0.0 | \n1.000000 | \n
| Cluster_1 | \n0.0 | \n0.0 | \n0.102899 | \n0.252296 | \n0.107830 | \n0.113736 | \n0.106407 | \n0.106434 | \n0.106434 | \n0.106434 | \n... | \n0.029856 | \n0.070291 | \n0.000000 | \n0.0 | \n0.120403 | \n0.501594 | \n0.0 | \n0.0 | \n0.0 | \n0.867297 | \n
| Cluster_2 | \n0.0 | \n0.0 | \n0.000000 | \n0.736148 | \n1.000000 | \n1.000000 | \n0.000000 | \n0.000000 | \n0.000000 | \n0.000000 | \n... | \n1.000000 | \n0.469813 | \n0.341509 | \n0.0 | \n1.000000 | \n0.000000 | \n0.0 | \n0.0 | \n0.0 | \n0.000000 | \n
| Cluster_3 | \n0.0 | \n0.0 | \n1.000000 | \n0.000000 | \n0.246178 | \n0.247964 | \n1.000000 | \n1.000000 | \n1.000000 | \n1.000000 | \n... | \n0.000000 | \n0.000000 | \n1.000000 | \n0.0 | \n0.481836 | \n0.350063 | \n0.0 | \n0.0 | \n0.0 | \n0.236488 | \n
4 rows × 33 columns
\n