Split (2)

train · 5.49M rows

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ret_close float64	ret_high float64	ret_low float64	rel_spread float64	log_vol float64	log_count float64	iv_close float64	iv_change float64	fee_rate float64	hour_sin float64	hour_cos float64	raw_ret_close float64	future_ret_50m float64	target int64	__index_level_0__ int64
1.54802	1.487871	0.692398	5.321906	0.519187	0.703816	0.58013	-0.000032	-0.069767	0.628626	1.414214	0.001015	0.001891	1	12,101
0.721872	0.630979	0.332387	-0.772498	0.545475	0.424077	0.58013	0	-0.069767	0.628626	1.414214	0.000473	0.002363	1	12,102
-0.515588	-0.713014	-0.267194	5.321906	-0.242922	-0.113778	0.58013	0	-0.069767	0.628626	1.414214	-0.000338	0.002161	1	12,103
0.206256	-0.346446	-0.147482	-0.770852	-0.059033	0.164961	0.580304	0.000016	-0.069767	0.628626	1.414214	0.000135	0.002565	1	12,104
0.412429	-0.102148	-0.147385	-0.772498	-0.163434	0.124738	0.580304	0	-0.069767	0.628626	1.414214	0.00027	0.003642	1	12,105
-0.412429	-0.10228	-0.14719	5.313674	-0.334933	-0.136322	0.578568	-0.000159	-0.069767	0.628626	1.414214	-0.00027	0.00472	1	12,106
1.855051	1.607249	1.291735	-0.779075	0.34731	0.239807	0.578568	0	-0.069767	0.628626	1.414214	0.001216	0.003168	1	12,107
-0.412039	0.14126	0.093133	-0.777432	-0.172223	0.037667	0.576659	-0.000175	-0.069767	0.628626	1.414214	-0.00027	0.003842	1	12,108
-0.206061	-0.10261	0.093003	5.308741	-0.087407	0.046813	0.576659	0	-0.069767	0.628626	1.414214	-0.000135	0.003641	1	12,109
-0.61835	-0.835043	-2.786081	5.313674	-0.103241	0.116445	0.578568	0.000175	-0.069767	0.464102	0.614014	-0.000405	0.003507	1	12,110
-1.443793	-0.835142	-1.106766	-0.768381	-0.052303	-0.233443	0.578568	0	-0.069767	0.464102	0.614014	-0.000946	0.004588	1	12,111
0.825192	0.875641	0.692309	-0.770852	0.403945	0.346667	0.578915	0.000032	-0.069767	0.464102	0.614014	0.000541	0.004047	1	12,112
0.824746	0.630649	0.092549	-0.772498	0.006184	0.082386	0.578915	0	-0.069767	0.464102	0.614014	0.000541	0.003372	1	12,113
0.8243	0.385888	-0.146996	-0.777432	-0.044901	0.24692	0.572495	-0.000587	-0.069767	0.464102	0.614014	0.00054	0.003034	1	12,114
-2.061586	-0.102676	-2.065175	-0.769205	0.246602	0.530228	0.572495	0	-0.069767	0.464102	0.614014	-0.001351	0.005798	1	12,115
0.824969	0.38668	0.332387	-0.773321	-0.092119	0.188159	0.565727	-0.000619	-0.069767	0.464102	0.614014	0.000541	0.004046	1	12,116
2.060472	3.070171	0.332516	5.298885	0.681589	0.987248	0.565727	0	-0.069767	0.464102	0.614014	0.001351	0.002965	1	12,117
-2.060472	-0.590844	-1.823945	-0.773321	0.133339	0.267889	0.570065	0.000397	-0.069767	0.464102	0.614014	-0.001351	0.004181	1	12,118
0.206172	0.141953	-0.14719	-0.774966	0.55578	0.703816	0.570065	0	-0.069767	0.464102	0.614014	0.000135	0.00445	1	12,119
1.030445	1.118322	-0.147093	-0.777432	0.420712	0.658545	0.389067	-0.016557	-0.069767	0.464102	0.614014	0.000675	0.002697	1	12,120
0.206005	-0.102676	-0.266457	-0.778254	0.338041	0.530228	0.389067	0	-0.069767	0.464102	0.614014	0.000135	0.002562	1	12,121
0.617849	0.629165	0.572321	5.297244	0.311234	0.489441	0.573362	0.016859	-0.069767	0.464102	0.614014	0.000405	0.002023	1	12,122
1.646376	1.603691	0.33284	5.285769	0.362624	0.569036	0.573362	0	-0.069767	0.464102	0.614014	0.001079	0.00027	1	12,123
-1.749334	-0.834582	-1.581846	-0.780717	0.227471	0.424077	0.574403	0.000095	-0.069767	0.464102	0.614014	-0.001147	0.001955	1	12,124
0.205908	0.019058	-0.266061	-0.781537	0.228962	0.446463	0.574403	0	-0.069767	0.464102	0.614014	0.000135	0.001888	1	12,125
0.102944	0.994258	0.213112	5.297244	0.478137	0.757961	0.579262	0.000444	-0.069767	0.464102	0.614014	0.000067	0.001753	1	12,126
-1.854049	-0.590844	-1.583882	5.313674	0.245634	0.406866	0.579262	0	-0.069767	0.464102	0.614014	-0.001215	0.003507	1	12,127
0.412206	0.385888	0.572321	-0.77661	-0.194694	-0.029461	0.566074	-0.001206	-0.069767	0.464102	0.614014	0.00027	0.004179	1	12,128
0.206061	0.141557	0.332646	-0.775788	-0.493785	-0.246456	0.566074	0	-0.069767	0.464102	0.614014	0.000135	0.004044	1	12,129
-0.824411	-1.07921	-0.866021	-0.774144	-0.18202	0.046813	0.566247	0.000016	-0.069767	0.464102	0.614014	-0.00054	0.005189	1	12,130
-1.443793	-0.102346	-1.106766	-0.769205	-0.220756	0.188159	0.566247	0	-0.069767	0.464102	0.614014	-0.000946	0.005799	1	12,131
1.649938	1.608437	0.812288	5.313674	-0.202965	0	0.56295	-0.000302	-0.069767	0.464102	0.614014	0.001082	0.004449	1	12,132
0.412206	0.874056	-0.386833	-0.775788	-0.056782	0.267889	0.56295	0	-0.069767	0.464102	0.614014	0.00027	0.004313	1	12,133
-1.236951	-0.835043	-0.866216	-0.771675	-0.279101	0	0.56295	0	-0.069767	0.464102	0.614014	-0.000811	0.004586	1	12,134
-0.41254	-0.835241	-0.867383	-0.769205	0.76849	0.108065	0.366508	-0.01797	-0.069767	0.464102	0.614014	-0.00027	0.004789	1	12,135
1.031141	1.363676	0.332387	-0.774144	0.299677	0.429732	0.366508	0	-0.069767	0.464102	0.614014	0.000676	0.005122	1	12,136
1.030445	0.630154	0.092744	-0.77661	0.900642	0.340391	0.56885	0.01851	-0.069767	0.464102	0.614014	0.000675	0.003236	1	12,137
-0.8243	-0.834977	-0.386315	-0.774144	-0.492381	-0.246456	0.56885	0	-0.069767	0.464102	0.614014	-0.00054	0.00418	1	12,138
0.618267	0.141755	0.092809	-0.777432	-0.356507	-0.029461	0.564685	-0.000381	-0.069767	0.464102	0.614014	0.000405	0.005119	1	12,139
0.206033	0.385492	0.093003	-0.777432	0.115454	0.462852	0.564685	0	-0.069767	0.464102	0.614014	0.000135	0.004447	1	12,140
0	0.385361	0.332711	5.305454	-0.395649	-0.208035	0.564859	0.000016	-0.069767	0.464102	0.614014	0	0.004715	1	12,141
0	-0.102676	-0.386315	-0.777432	0.207287	0.346667	0.564859	0	-0.069767	0.464102	0.614014	0	0.004312	1	12,142
2.470231	2.579895	0.572321	-0.788094	0.428574	0.610558	0.565033	0.000016	-0.069767	0.464102	0.614014	0.001619	0.003365	1	12,143
-0.617183	-0.590844	-0.384763	-0.785637	-0.118625	-0.0097	0.565033	0	-0.069767	0.464102	0.614014	-0.000405	0.00377	1	12,144
-0.411594	-0.34704	-0.145734	-0.782358	-0.178442	-0.01952	0.566768	0.000159	-0.069767	0.464102	0.614014	-0.00027	0.003905	1	12,145
-1.441454	-1.078683	-1.5833	-0.77661	0.106632	0.401046	0.566768	0	-0.069767	0.464102	0.614014	-0.000945	0.00485	1	12,146
0	-0.346743	-0.386315	-0.778254	0.172644	0.295019	0.562429	-0.000397	-0.069767	0.464102	0.614014	0	0.00485	1	12,147
-0.8243	-0.346743	-0.626055	-0.774966	0.874701	0.009584	0.562429	0	-0.069767	0.464102	0.614014	-0.00054	0.004852	1	12,148
0.206117	0.141755	0.692179	-0.775788	-0.050816	0.037667	0.562429	0	-0.069767	0.464102	0.614014	0.000135	0.003776	1	12,149
0.824189	0.385756	0.572321	-0.778254	-0.76761	-0.421757	0.369631	-0.017637	-0.069767	0.464102	0.614014	0.00054	0.002562	1	12,150
0.617849	0.385229	0.572321	-0.780717	-0.264807	-0.091851	0.369631	0	-0.069767	0.464102	0.614014	0.000405	0.002898	1	12,151
1.440676	1.359985	0.33284	-0.787276	0.054404	0.253971	0.367375	-0.000206	-0.069767	0.464102	0.614014	0.000944	0.001617	1	12,152
-0.823077	-0.1034	-0.624277	-0.783998	-0.253778	-0.060048	0.367375	0	-0.069767	0.464102	0.614014	-0.00054	0.002291	1	12,153
0.823077	0.871883	-0.145928	-0.787276	-0.188328	0.116445	0.366681	-0.000063	-0.069767	0.464102	0.614014	0.00054	0.001617	1	12,154
2.055752	1.845064	0.572321	-0.794637	0.414282	0.623933	0.366681	0	-0.069767	0.464102	0.614014	0.001348	-0.000876	0	12,155
1.232123	0.869127	0.094423	5.261253	0.603102	0.371293	0.367722	0.000095	-0.069767	0.464102	0.614014	0.000808	-0.000942	0	12,156
-0.513264	-0.590844	-0.8606	-0.797904	0.200599	0.457426	0.367722	0	-0.069767	0.464102	0.614014	-0.000336	-0.000741	0	12,157
0.615896	0.138945	0.094649	-0.800351	0.080702	0.210703	0.590716	0.020399	-0.069767	0.464102	0.614014	0.000404	-0.000875	0	12,158
-0.513229	0.017088	-0.024549	-0.797904	0.222981	0.395183	0.590716	0	-0.069767	0.464102	0.614014	-0.000336	-0.000404	0	12,159
-0.821526	-0.104318	-0.383088	-0.794637	-0.142784	0.124738	0.583601	-0.000651	-0.069767	0.464102	0.614014	-0.000539	-0.000135	0	12,160
0.205423	-0.347433	-0.50313	5.269414	1.005483	0.990051	0.583601	0	-0.069767	0.464102	0.614014	0.000135	-0.000269	0	12,161
0	0.38247	0.33342	-0.795454	0.071424	0.108065	0.591931	0.000762	-0.069767	0.464102	0.614014	0	0	0	12,162
-0.205423	-0.104122	-0.622504	-0.795454	0.89458	0.91991	0.591931	0	-0.069767	0.464102	0.614014	-0.000135	-0.000404	0	12,163
0.308124	-0.104056	0.094423	-0.796271	-0.23999	-0.102739	0.591931	0	-0.069767	0.464102	0.614014	0.000202	-0.000741	0	12,164
2.155127	2.205833	0.452883	-0.803611	0.583725	0.675305	0.592625	0.000063	-0.069767	0.464102	0.614014	0.001413	-0.001682	0	12,165
-1.847066	-0.833894	-1.814596	-0.797087	0.446217	0.540108	0.597831	0.000476	-0.069767	0.464102	0.614014	-0.001211	0.000471	1	12,166
0.410652	0.625389	0.094616	5.262885	0.266161	0.116445	0.597831	0	-0.069767	0.464102	0.614014	0.000269	0.000269	1	12,167
-0.205312	0.138798	0.214151	-0.79872	-0.023157	-0.18341	0.590889	-0.000635	-0.069767	0.464102	0.614014	-0.000135	0.001278	1	12,168
0.615854	0.138896	0.333517	-0.800351	-0.55241	-0.358959	0.590889	0	-0.069767	0.464102	0.614014	0.000404	0.001882	1	12,169
-1.642831	-0.104514	-1.338241	-0.79382	-0.433256	-0.233443	0.589501	-0.000127	-0.069767	0.249689	0	-0.001077	0.001077	1	12,170
0	0.382732	-0.14467	-0.794637	-0.509419	-0.18341	0.589501	0	-0.069767	0.249689	0	0	-0.000539	0	12,171
-0.205478	-0.590844	-0.383732	-0.793003	0.013668	0.1805	0.58603	-0.000317	-0.069767	0.249689	0	-0.000135	0.000741	1	12,172
-1.027807	-0.469102	-1.101335	-0.788094	0.120114	0.24692	0.58603	0	-0.069767	0.249689	0	-0.000674	0.003028	1	12,173
0.822301	0.383519	0.333163	5.277586	-0.150456	0.028415	0.586898	0.000079	-0.069767	0.249689	0	0.000539	0.002422	1	12,174
0.102756	-0.347335	-0.144864	-0.793003	0.694146	0.295019	0.586898	0	-0.069767	0.249689	0	0.000067	0.002623	1	12,175
-0.102756	0.017825	-0.503492	5.275951	0.186498	0.389277	0.58551	-0.000127	-0.069767	0.249689	0	-0.000067	0.002556	1	12,176
0.821858	0.626372	0.333292	5.269414	-0.442332	-0.329316	0.58551	0	-0.069767	0.249689	0	0.000539	0.001077	1	12,177
1.437187	1.112111	0.572321	-0.801166	0.017716	0.037667	0.593666	0.000746	-0.069767	0.249689	0	0.000942	0.000135	1	12,178
0	-0.347695	-0.860215	5.259622	0.072046	0.288322	0.593666	0	-0.069767	0.249689	0	0	0.000538	1	12,179
0.923191	0.624571	-0.382574	-0.80524	0.834601	0.064797	0.593666	0	-0.069767	0.249689	0	0.000605	0.000336	1	12,180
-0.512815	-0.226354	-0.501322	-0.803611	-0.022444	0.132946	0.586378	-0.000667	-0.069767	0.249689	0	-0.000336	0.000403	1	12,181
-0.410376	0.381292	-0.382317	-0.801981	0.377207	0.473594	0.586378	0	-0.069767	0.249689	0	-0.000269	0.000135	1	12,182
0.205202	-0.347695	0.333645	-0.801981	-0.441028	-0.259683	0.587245	0.000079	-0.069767	0.249689	0	0.000135	0.000134	1	12,183
-0.820973	-0.590844	-0.382446	-0.799535	0.340581	0.504981	0.587245	0	-0.069767	0.249689	0	-0.000538	0.000942	1	12,184
-0.102653	1.111195	0.094745	-0.79872	0.45236	0.662768	0.588807	0.000143	-0.069767	0.249689	0	-0.000067	0.001009	1	12,185
1.539066	1.961785	0.214127	-0.804425	0.961981	0.895093	0.588807	0	-0.069767	0.249689	0	0.001009	0.000403	1	12,186
-1.847066	-0.104841	-1.57576	-0.797087	0.687511	0.359075	0.589501	0.000063	-0.069767	0.249689	0	-0.001211	0.001278	1	12,187
0.615937	0.138994	0.094616	5.261253	-0.294751	-0.329316	0.589501	0	-0.069767	0.249689	0	0.000404	0.000673	1	12,188
2.051329	2.08271	-0.143995	-0.807681	1.35281	1.209002	0.589848	0.000032	-0.069767	0.249689	0	0.001345	-0.001345	0	12,189
-0.820201	-0.590844	-0.620095	-0.804425	0.013668	0.064797	0.589848	0	-0.069767	0.249689	0	-0.000538	-0.000942	0	12,190
0.410155	0.381031	0.333774	5.246591	-0.329365	-0.171376	0.586378	-0.000317	-0.069767	0.249689	0	0.000269	-0.00148	0	12,191
-0.615275	-0.590844	-0.381804	-0.803611	-0.428122	-0.195628	0.586378	0	-0.069767	0.249689	0	-0.000403	-0.000538	0	12,192
1.02532	0.624081	0.333742	5.244964	0.493562	0.334064	0.370846	-0.019716	-0.069767	0.249689	0	0.000672	-0.000807	0	12,193
0	-0.105102	-0.143032	5.246591	0.229954	0.274758	0.370846	0	-0.069767	0.249689	0	0	-0.000807	0	12,194
-0.205009	-0.590844	-0.143032	-0.807681	0.681848	0.457426	0.587766	0.019843	-0.069767	0.249689	0	-0.000134	-0.000874	0	12,195
0	-0.347924	-0.262398	-0.806867	-0.292644	-0.195628	0.587766	0	-0.069767	0.249689	0	0	-0.000807	0	12,196
0	-0.105037	0.33387	-0.807681	-0.661478	-0.646554	0.587766	0	-0.069767	0.249689	0	0	-0.000605	0	12,197
-0.820311	-0.590844	-0.620255	-0.803611	0.012313	0.225387	0.591584	0.000349	-0.069767	0.249689	0	-0.000538	0	0	12,198
-1.436606	-0.347793	-1.337213	5.264516	-0.094487	-0.147837	0.591584	0	-0.069767	0.249689	0	-0.000942	0.000807	1	12,199
-1.026976	-0.104318	-0.622021	-0.794637	0.128194	0.046813	0.591584	0	-0.069767	0.249689	0	-0.000673	0.002421	1	12,200

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