market_features.csv

date,close,volume_t,r_t,vol20_t,y_t
2020-01-31,2.517,97987,-0.002777228525787989,0.16722509216993023,0
2020-02-03,2.507,132097,-0.003980896977022308,0.16488251222304975,1
2020-02-04,2.542,107811,0.013864353591105827,0.1766258273698279,1
2020-02-05,2.5745,118897,0.012704167736796723,0.18566350368746334,1
2020-02-06,2.593,99305,0.007160166052468386,0.18607874142973405,0
2020-02-07,2.553,99558,-0.01554636829718059,0.1902522290896871,0
2020-02-10,2.5505,94798,-0.0009797198785025385,0.18810964819351314,1
2020-02-11,2.583,88486,0.012662095732859258,0.18264364892801832,1
2020-02-12,2.6,76507,0.006559930913732859,0.1842329679882817,1
2020-02-13,2.613,98112,0.004987541511039084,0.18732504407719605,0
2020-02-14,2.5995,62129,-0.005179867696842089,0.18719318905964402,1
2020-02-18,2.604,117371,0.0017296055046894798,0.18796507009757432,1
2020-02-19,2.606,95836,0.0007677543563304745,0.1815669949220908,0
2020-02-20,2.588,86782,-0.006931102063999162,0.18036320447116438,1
2020-02-21,2.608,103132,0.007698267425752414,0.1796067225147453,0
2020-02-24,2.577,98822,-0.011957712394178532,0.17667329303792811,1
2020-02-25,2.578,78488,0.0003879728467676147,0.13558961769325378,0
2020-02-26,2.5725,65062,-0.0021357157909280833,0.13388762639991877,0
2020-02-27,2.5715,110451,-0.00038880249323369753,0.12907148047619507,0
2020-02-28,2.54,130451,-0.012325305202388614,0.12968671338549032,1
2020-03-02,2.595,106887,0.021422435587406752,0.14812912565303185,0
2020-03-03,2.573,100564,-0.008513983318244933,0.15105387994073496,1
2020-03-04,2.586,58219,0.005039747050058607,0.14475911625794774,0
2020-03-05,2.573,62318,-0.005039747050058607,0.13938064786971732,0
2020-03-06,2.5605,99174,-0.004869981379139077,0.13776722596021496,0
2020-03-09,2.5105,120968,-0.019720615427844868,0.14407420956904052,1
2020-03-10,2.5215,93797,0.004372026042019805,0.14519395083073608,0
2020-03-11,2.502,74673,-0.00776355048992361,0.13879276440387675,0
2020-03-12,2.4725,116117,-0.011860627529989065,0.13978717833055634,0
2020-03-13,2.464,124913,-0.003443738843456945,0.13710398733250367,0
2020-03-16,2.3925,114108,-0.029447201326300965,0.16498212493933964,0
2020-03-17,2.3135,101646,-0.03357731498005512,0.19212037390425016,0
2020-03-18,2.151,105933,-0.07282867907932433,0.29891824148030466,1
2020-03-19,2.1855,101067,0.015911785035639392,0.3116584798603678,0
2020-03-20,2.1715,88783,-0.006426462328492755,0.30621973780215317,0
2020-03-23,2.1005,84924,-0.03324276136543991,0.31732498797881004,1
2020-03-24,2.18,91039,0.037149465173698104,0.3559507682929337,1
2020-03-25,2.204,74583,0.01094901448967045,0.3616777063102439,0
2020-03-26,2.178,60756,-0.011866866779899454,0.36092143086651246,0
2020-03-27,2.172,54310,-0.00275862243907965,0.3610960553982189,0
2020-03-30,2.1555,49844,-0.007625686866636783,0.34508042642362474,1
2020-03-31,2.228,61815,0.0330816068599854,0.37495594497570545,0
2020-04-01,2.1745,54631,-0.024305569009481554,0.376629467172667,1
2020-04-02,2.2185,62097,0.020032538781271092,0.38944225711999897,0
2020-04-03,2.1925,45869,-0.011788846572626244,0.38960885302196974,1
2020-04-06,2.2175,42849,0.011337989937396431,0.39240145871501486,1
2020-04-07,2.2725,82921,0.024500111867899466,0.4052078824578724,0
2020-04-08,2.26,67085,-0.005515733785302457,0.4051032226755788,0
2020-04-09,2.2595,62382,-0.0002212634149970638,0.40465201972309944,1
2020-04-13,2.3025,56786,0.01885193927812756,0.41266135672619386,1
2020-04-14,2.3295,62840,0.011658163127389432,0.4043792050338548,0
2020-04-15,2.296,44545,-0.014485173817394448,0.39034969259142904,0
2020-04-16,2.291,37843,-0.002180074985961511,0.2883289779753984,1
2020-04-17,2.3445,51926,0.023083756076145545,0.2933518104257268,0
2020-04-20,2.32,52905,-0.010504973869285394,0.29542476669404993,0
2020-04-21,2.2295,94981,-0.03978984059282431,0.30629914393612145,1
2020-04-22,2.29,54995,0.02677447248075404,0.2935541635536506,1
2020-04-23,2.312,49329,0.009561133243982667,0.2930874458053383,1
2020-04-24,2.337,38437,0.010755104746590027,0.2896504160948111,1
2020-04-27,2.35,41385,0.00554727259934662,0.2888050216147226,0
2020-04-28,2.3455,26351,-0.0019167293696918941,0.2865916974216409,1
2020-04-29,2.3705,46811,0.010602304573660182,0.2680226516026401,0
2020-04-30,2.344,52269,-0.011242031645269712,0.2546703867001615,0
2020-05-01,2.312,42859,-0.013745920904635223,0.2542777424147077,1
2020-05-04,2.3125,30433,0.00021623959431227302,0.2493820569217186,1
2020-05-05,2.3325,38374,0.00861146333491869,0.2483635264195578,1
2020-05-06,2.347,45058,0.006197263129524511,0.23571188193001594,1
2020-05-07,2.3805,52220,0.014172632783550076,0.23804035412618138,1
2020-05-08,2.406,34749,0.010655067900050663,0.23938813274289086,0
2020-05-11,2.38,59013,-0.010865129869103818,0.2368798417799959,0
2020-05-12,2.359,48168,-0.008862687257845336,0.2366007800112119,0
2020-05-13,2.346,43795,-0.005526050194254228,0.2313619227728594,0
2020-05-14,2.346,53809,0.0,0.23109799574490714,0
2020-05-15,2.3305,48384,-0.006628913400625214,0.2181235624790334,1
2020-05-18,2.404,65071,0.031051179842302545,0.23992016692081147,1
2020-05-19,2.418,59833,0.0058067355196399495,0.18623814115719042,1
2020-05-20,2.46,54342,0.017220597751670397,0.17409222220642193,0
2020-05-21,2.432,56127,-0.011447385840350877,0.1800691760603693,0
2020-05-22,2.3865,60704,-0.01888610664010648,0.1918280292170013,1
2020-05-26,2.4185,70766,0.013319655817086717,0.19596516912672457,0
2020-05-27,2.382,73618,-0.015207042347792354,0.20405813864544037,1
2020-05-28,2.4135,60556,0.0131375051853021,0.20577823322354447,1
2020-05-29,2.4255,58713,0.004959712584723608,0.2013202322433977,1
2020-06-01,2.4705,81179,0.018382870600533452,0.20093038365086052,1
2020-06-02,2.491,61125,0.008263676976375756,0.2012951058645745,0
2020-06-03,2.4875,55567,-0.0014060462294326337,0.20121019013988858,1
2020-06-04,2.4895,56679,0.0008036970494896822,0.2010688111440445,1
2020-06-05,2.5555,95698,0.026166012126096705,0.21340839679616655,1
2020-06-08,2.5655,73313,0.00390549217368541,0.2118476563401354,1
2020-06-09,2.599,84098,0.01297336425947071,0.2079102706522275,1
2020-06-10,2.6565,95233,0.02188271124950758,0.21039234910603755,0
2020-06-11,2.5865,99497,-0.02670385644742812,0.23611847270658776,1
2020-06-12,2.6,86792,0.005205834566003653,0.23544888246825252,0
2020-06-15,2.567,74753,-0.01277354313843293,0.2402300405826879,0
2020-06-16,2.5645,80024,-0.0009743740418174385,0.220970391161914,1
2020-06-17,2.5895,45834,0.009701279034623145,0.22195091984120396,0
2020-06-18,2.588,46980,-0.000579430243154988,0.2164882767897856,1
2020-06-19,2.611,59633,0.008847913078337766,0.21129557414408273,1
2020-06-22,2.6525,59600,0.01576930178900915,0.19856257552159076,1
2020-06-23,2.6585,61614,0.002259462456255079,0.1966001394777222,0
2020-06-24,2.6505,61120,-0.003013752516532353,0.1852160196618625,1
2020-06-25,2.663,48825,0.004705005386071326,0.18302799388631216,0
2020-06-26,2.659,32639,-0.001503194570912414,0.1843706994315282,1
2020-06-29,2.6925,61502,0.012520017787523874,0.17990836072989774,1
2020-06-30,2.7285,69029,0.013281877595742952,0.18212462400532264,1
2020-07-01,2.734,76630,0.002013730657608237,0.18109608468531618,1
2020-07-02,2.7485,66228,0.005289570016820289,0.18053657658725167,1
2020-07-06,2.7745,86671,0.009415242465240947,0.16430412674223174,1
2020-07-07,2.797,62734,0.008076863436003778,0.1648711966674984,1
2020-07-08,2.824,59184,0.009606905411172928,0.16304611795993668,1
2020-07-09,2.8385,78978,0.005121423997648034,0.14985812692149458,1
2020-07-10,2.8975,81461,0.02057255260312596,0.11597280433694357,1
2020-07-13,2.955,104537,0.019650354626291833,0.12560098702311676,0
2020-07-14,2.9325,83109,-0.0076433493125680485,0.11667028382001998,0
2020-07-15,2.885,86425,-0.016330401585430643,0.1392381480230277,1
2020-07-16,2.9015,71223,0.005702944688463107,0.1385438949984874,1
2020-07-17,2.9045,49749,0.0010334138019243433,0.13773456521472882,1
2020-07-20,2.9155,59308,0.0037800732296233708,0.13742271657061636,1
2020-07-21,2.958,51621,0.01447203260853458,0.13627154991237955,0
2020-07-22,2.9245,72710,-0.011389838387664719,0.14797836780460769,1
2020-07-23,2.9385,56695,0.004775721169624436,0.14524584797961987,0
2020-07-24,2.8925,80308,-0.015778066984873274,0.16233309832614595,1
2020-07-27,2.8975,59865,0.001727116146075014,0.16130127334324856,1
2020-07-28,2.9175,70941,0.006878788946804271,0.15883876949144282,1
2020-07-29,2.919,57123,0.0005140066934037346,0.15555954776731823,0
2020-07-30,2.914,73599,-0.0017143840989646275,0.15650233205216307,0
2020-07-31,2.868,79683,-0.01591178503563917,0.16956024255764202,1
2020-08-03,2.912,69092,0.015225207597065582,0.17384380255478632,0
2020-08-04,2.8945,61213,-0.006027745797517303,0.17490507455157475,1
2020-08-05,2.917,79572,0.007743306348662049,0.1739616323198079,0
2020-08-06,2.9105,65980,-0.0022308031559310493,0.1739568142579885,0
2020-08-07,2.7925,130490,-0.041387635768434405,0.21458855162704268,1
2020-08-10,2.8615,105875,0.0244087109058011,0.2211263378785631,1
2020-08-11,2.8755,76378,0.0048806093046520616,0.22106436163953075,1
2020-08-12,2.891,95220,0.0053758908625369806,0.2147403378737188,0
2020-08-13,2.807,96092,-0.029486165654463603,0.23658082521517382,1
2020-08-14,2.859,65617,0.01835561596042945,0.24644672124871267,1
2020-08-17,2.9015,57581,0.014755931308351178,0.2518767604980914,1
2020-08-18,2.975,84182,0.02501619434906721,0.26207265202308394,1
2020-08-19,3.023,91749,0.016005676799727864,0.26382711905271594,0
2020-08-20,2.9745,75610,-0.016173758151497797,0.27057592144090437,0
2020-08-21,2.9175,75778,-0.019348872467249256,0.2735662963290518,1
2020-08-24,2.9265,61333,0.003080084570564523,0.27368712923460903,1
2020-08-25,2.934,45194,0.0025595099716515524,0.27282490845451063,1
2020-08-26,2.9615,52417,0.009329217014092839,0.2746181674019368,1
2020-08-27,2.9675,45428,0.002023950766803173,0.27450469677895567,1
2020-08-28,3.0195,65329,0.017371407264132666,0.2729543727540571,1
2020-08-31,3.0615,46102,0.01381373717005352,0.27217262684585053,0
2020-09-01,3.0285,79512,-0.010837544497007245,0.2745703365072083,0
2020-09-02,3.0205,61189,-0.002645066842206001,0.27430988699957165,0
2020-09-03,2.975,78655,-0.015178341599065837,0.2802663438967784,1
2020-09-04,3.062,85836,0.028824258237898803,0.24977978987094826,0
2020-09-08,3.025,122718,-0.012157205752687084,0.24525029600882775,1
2020-09-09,3.0515,60158,0.008722181519607686,0.24602414691414262,0
2020-09-10,2.9985,83838,-0.017521109375985278,0.25576435994424007,1
2020-09-11,3.0395,69884,0.013580864580212904,0.2315918796820084,1
2020-09-14,3.068,54535,0.00933285529836958,0.22658415501801094,0
2020-09-15,3.063,62074,-0.0016310556543714938,0.22342336809726207,0
2020-09-16,3.061,51103,-0.0006531678873629154,0.20826665171164888,1
2020-09-17,3.071,76549,0.003261581495410004,0.20158479446840796,1
2020-09-18,3.116,87951,0.014546886549816618,0.1969831071145843,0
2020-09-21,3.032,103692,-0.027327660228376738,0.20957570133313694,1
2020-09-22,3.061,76929,0.009519192183150116,0.2112007193631506,0
2020-09-23,2.993,115593,-0.022465431092713484,0.22782597986590533,0
2020-09-24,2.968,117612,-0.008387903565427957,0.22790620847571233,1
2020-09-25,2.971,70665,0.0010102711753368077,0.22782589530889527,1
2020-09-28,2.99,62596,0.00637479092212434,0.22035103182852422,0
2020-09-29,2.99,67927,0.0,0.2141475062136905,1
2020-09-30,3.0325,81631,0.014113974433473064,0.21734754669594802,0
2020-10-01,2.8655,116108,-0.05664450682641298,0.2929725716980183,1
2020-10-02,2.9775,112075,0.03834116723766301,0.32124845700400695,0
2020-10-05,2.963,56243,-0.004881753655889831,0.3038950886773891,1
2020-10-06,2.9635,45408,0.00016873365432745757,0.30150464342494304,1
2020-10-07,3.033,88202,0.02318122646068832,0.3113837449104452,1
2020-10-08,3.042,60106,0.0029629651306568583,0.30511472307595827,1
2020-10-09,3.0825,77722,0.013225762219261306,0.30492854657075014,0
2020-10-12,3.064,50423,-0.006019704178017449,0.30407855843963805,0
2020-10-13,3.0445,60936,-0.006384567811853037,0.3048307892705632,1
2020-10-14,3.0505,44199,0.0019688275432783175,0.3049277929884886,1
2020-10-15,3.0855,73519,0.011408207169214535,0.30737637432552367,0
2020-10-16,3.0675,49487,-0.0058508211760552875,0.3034867256347738,1
2020-10-19,3.086,53712,0.006012856338039718,0.2882858819964599,1
2020-10-20,3.148,78889,0.019891576614187834,0.2943705308490302,1
2020-10-21,3.1985,80167,0.015914619352898507,0.28496107441026314,0
2020-10-22,3.1535,74335,-0.014169002786486473,0.28863221750584295,0
2020-10-23,3.129,50623,-0.007799482434823757,0.2910089939129185,0
2020-10-26,3.0895,74729,-0.01270419916784804,0.2953372214454547,1
2020-10-27,3.0935,56265,0.001293870470009395,0.2952807897836397,0
2020-10-28,3.064,89548,-0.009581884110561711,0.29410862999332754,0
2020-10-29,3.0565,64528,-0.0024507813917016286,0.20878524615067404,0
2020-10-30,3.0475,72159,-0.002948888113353698,0.16571448876653852,1
2020-11-02,3.077,73574,0.00963351396661527,0.16665118861338948,1
2020-11-03,3.0925,61155,0.005024728944601042,0.16686681794376654,1
2020-11-04,3.107,104766,0.004677805126404699,0.14875177910163961,1
2020-11-05,3.11,70560,0.0009650957802322946,0.14861485918057718,1
2020-11-06,3.154,73932,0.01404876234970387,0.14948530358876924,1
2020-11-09,3.156,103981,0.0006339144427811583,0.14722161905714354,0
2020-11-10,3.1555,90526,-0.00015844094147077215,0.1445835547262759,0
2020-11-11,3.134,69695,-0.0068368181083280355,0.14762446496758325,1
2020-11-12,3.145,67752,0.0035037462185747437,0.14330876395701656,1
2020-11-13,3.178,61024,0.010438177962120543,0.14463659251742755,1
2020-11-16,3.222,103351,0.013750216640258328,0.1498790606127071,0
2020-11-17,3.198,71436,-0.007476670343020242,0.13855637604519058,0
2020-11-18,3.198,78665,0.0,0.1271339112164263,1
2020-11-19,3.202,64604,0.0012500001627604451,0.1162170053790258,1
2020-11-20,3.291,79991,0.02741585538668012,0.1440553250118445,0
2020-11-23,3.258,81102,-0.010077959781349621,0.14080724754227553,1
2020-11-24,3.2995,75219,0.01265743166148603,0.14485350227528826,1
2020-11-25,3.3095,47410,0.0030261787355010394,0.13717432214857342,1
2020-11-27,3.4175,91788,0.03211216903912706,0.1662074866499871,1
2020-11-30,3.438,101318,0.005980617344690131,0.16327808185336354,1
2020-12-01,3.485,85033,0.013578137251829547,0.16493740876152466,1
2020-12-02,3.489,83243,0.0011471179921498376,0.16583629529004845,1
2020-12-03,3.4905,76081,0.00042983022368203727,0.16692099679272998,1
2020-12-04,3.5245,59246,0.009693589803474234,0.16645370706647497,0
2020-12-07,3.5165,63404,-0.0022724054658573856,0.16640376870728954,0
2020-12-08,3.499,66167,-0.004988963380384792,0.16955717256514302,1
2020-12-09,3.5135,61550,0.004135478264564396,0.16850814749826334,1
2020-12-10,3.576,86198,0.01763216566115222,0.16743008329896206,0
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