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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
0.754834	0.942177	0.572321	5.872941	0.225479	0.352895	-0.799653	0	0.023256	0.249689	0	0.000495	0.007112	1	2,201
0.969952	0.81378	-0.305528	5.863948	0.930183	1.211127	-0.799653	0	0.023256	0.249689	0	0.000636	0.006897	1	2,202
0.32318	0.940445	0.572321	-0.499943	0.746469	0.907598	-0.800694	-0.000095	0.023256	0.249689	0	0.000212	0.007527	1	2,203
0.538482	0.302377	-6.205174	-0.502637	0.455948	0.573758	-0.800521	0.000016	0.023256	0.249689	0	0.000353	0.005631	1	2,204
2.582071	2.468711	0.572321	5.838836	0.77643	0.916849	-0.800521	0	0.023256	0.249689	0	0.001693	0.002815	1	2,205
0.644836	4.242886	-0.17792	-0.516071	1.885551	2.210329	-0.800521	0	0.023256	0.249689	0	0.000423	0.00197	1	2,206
0.644563	0.936349	-1.177995	-0.518751	1.415847	1.45137	-0.794447	0.000556	0.023256	0.249689	0	0.000423	0.00211	1	2,207
1.28831	1.444267	0.697225	-0.523213	0.312995	0.596955	-0.794447	0	0.023256	0.249689	0	0.000844	0.000492	1	2,208
-1.28831	-0.082281	-1.675551	-0.518751	1.143036	1.099705	-0.799653	-0.000476	0.023256	0.249689	0	-0.000844	0.001548	1	2,209
-1.289399	0.426998	-1.677451	5.837046	0.157958	0.540108	-0.799653	0	0.023256	0.249689	0	-0.000845	0	0	2,210
-1.182907	0.173236	-0.928479	-0.508018	-0.056782	0.172768	-0.805553	-0.00054	0.023256	0.249689	0	-0.000775	0.001198	1	2,211
0.752865	1.320232	0.196949	5.838836	0.027071	0.352895	-0.805553	0	0.023256	0.249689	0	0.000493	0.001268	1	2,212
-0.430163	0.428145	0.072055	-0.508913	0.70548	0.494654	-0.80295	0.000238	0.023256	0.249689	0	-0.000282	0.00155	1	2,213
1.719925	1.447135	-0.178343	-0.516071	0.999292	1.074927	-0.80295	0	0.023256	0.249689	0	0.001127	0.000563	1	2,214
-0.644745	0.172806	-0.177497	-0.514283	0.571107	0.658545	-0.802777	0.000016	0.023256	0.249689	0	-0.000423	0.000986	1	2,215
-2.797047	-0.33615	-2.680559	-0.502637	0.343954	0.515175	-0.802777	0	0.023256	0.249689	0	-0.001833	0.002608	1	2,216
-1.508229	-0.335683	-1.933959	-0.496348	0.402013	0.520224	-0.779349	0.002143	0.023256	0.249689	0	-0.000989	0.004089	1	2,217
0.862028	0.941094	0.321605	-0.499943	0.974472	0.929021	-0.779349	0	0.023256	0.249689	0	0.000565	0.004368	1	2,218
-1.077611	-0.335575	-1.182447	5.869343	0.490845	0.719663	-0.779349	0	0.023256	0.249689	0	-0.000706	0.005145	1	2,219
-1.509935	-0.335395	-1.183687	-0.490047	0.275506	0.346667	-0.779349	0	0.023256	0.249689	0	-0.00099	0.00515	1	2,220
1.294321	4.51634	0.321321	5.874742	0.419959	0.592369	-0.780737	-0.000127	0.023256	0.249689	0	0.000848	0.004372	1	2,221
0.970021	1.196796	0.321534	-0.498146	0.083767	0.14107	-0.780737	0	0.023256	0.249689	0	0.000636	0.003736	1	2,222
-1.293498	-0.207873	-1.308252	-0.492749	0.130485	0.499834	-0.77744	0.000302	0.023256	0.249689	0	-0.000848	0.00388	1	2,223
1.508975	1.580092	0.446905	-0.499045	0.668011	0.895093	-0.77744	0	0.023256	0.249689	0	0.000989	0.003313	1	2,224
2.04551	2.852491	0.697604	-0.506225	0.724456	0.687648	-0.777093	0.000032	0.023256	0.249689	0	0.001341	0.002958	1	2,225
0	-0.08099	-0.428918	-0.506225	-0.096864	0.172768	-0.777093	0	0.023256	0.249689	0	0	0.003379	1	2,226
0.215157	1.193016	0.196923	-0.510704	0.485378	0.628342	-0.773796	0.000302	0.023256	0.249689	0	0.000141	0.002606	1	2,227
0	0.938071	0.071843	-0.508018	-0.247835	0.064797	-0.773796	0	0.023256	0.249689	0	0	0.002606	1	2,228
0.430224	0.173775	0.3221	-0.510704	-0.244883	-0.246456	-0.773796	0	0.023256	0.249689	0	0.000282	0.003167	1	2,229
-0.860569	-0.336007	-1.179476	-0.507121	0.628962	0.564287	-0.768764	0.00046	0.023256	0.249689	0	-0.000564	0.00352	1	2,230
-0.107605	-0.335863	-0.429059	-0.506225	0.287925	0.009584	-0.76859	0.000016	0.023256	0.249689	0	-0.000071	0.003731	1	2,231
0.53795	1.066006	0.572321	-0.508018	1.207648	0.922958	-0.76859	0	0.023256	0.249689	0	0.000353	0.002817	1	2,232
-0.322747	-0.463385	-0.178449	-0.507121	0.111351	0.225387	-0.76616	0.000222	0.023256	0.249689	0	-0.000212	0.003661	1	2,233
1.613055	1.575195	0.697445	-0.512494	0.180138	0.359075	-0.76616	0	0.023256	0.249689	0	0.001057	0.002533	1	2,234
0	0.173129	-1.178489	-0.513389	1.179951	1.232078	-0.76616	0	0.023256	0.249689	0	0	0.002393	1	2,235
0.214945	1.191257	-0.928267	-0.515177	0.831065	0.910694	-0.743427	0.00208	0.023256	0.249689	0	0.000141	0.001267	1	2,236
0.4298	0.682085	-1.929012	-0.516071	0.829186	0.435348	-0.743427	0	0.023256	0.249689	0	0.000282	0.000985	1	2,237
-0.4298	0.427284	-0.177497	5.831679	0.511632	0.525242	-0.747419	-0.000365	0.023256	0.249689	0	-0.000282	0.000704	1	2,238
1.718472	2.462682	-0.177709	-0.522321	1.121966	1.196129	-0.747419	0	0.023256	0.249689	0	0.001126	-0.000704	0	2,239
0.429316	0.172161	-0.926366	-0.524996	0.765059	0.91991	-0.747766	-0.000032	0.023256	0.249689	0	0.000281	-0.001267	0	2,240
0.858269	0.934416	1.071462	-0.527669	0.721533	0.615041	-0.747766	0	0.023256	0.249689	0	0.000563	-0.001477	0	2,241
-1.287585	-0.590844	-2.923632	-0.521429	0.614303	0.520224	-0.748286	-0.000048	0.023256	0.249689	0	-0.000844	-0.000352	0	2,242
0	0.426425	-0.426663	-0.521429	0.388342	0.601515	-0.748286	0	0.023256	0.249689	0	0	-0.000704	0	2,243
0.643928	0.172161	-0.176864	-0.523213	0.351066	0.412644	-0.747939	0.000032	0.023256	0.249689	0	0.000422	-0.000563	0	2,244
1.287042	1.18825	0.07311	-0.529449	0.581937	0.794509	-0.747939	0	0.023256	0.249689	0	0.000844	-0.001266	0	2,245
1.714368	1.694314	0.322944	-0.536561	0.775075	0.859663	-0.747419	0.000048	0.023256	0.249689	0	0.001124	-0.002953	0	2,246
3.422968	3.465109	0.323224	-0.550737	1.637006	1.710921	-0.747419	0	0.023256	0.249689	0	0.002244	-0.00407	0	2,247
-2.352465	-0.590844	-2.412447	5.778258	0.778232	1.001166	-0.742386	0.00046	0.023256	0.249689	0	-0.001542	-0.002669	0	2,248
-0.21404	0.169807	-5.161752	-0.540998	0.508653	0.772781	-0.742386	0	0.023256	0.249689	0	-0.00014	-0.002529	0	2,249
0.855982	0.930351	0.572321	-0.543657	0.120114	0.188159	-0.744121	-0.000159	0.023256	0.249689	0	0.000561	-0.002879	0	2,250
-1.070052	-0.337365	-6.158038	-0.540111	0.187553	0.253971	-0.744121	0	0.023256	0.249689	0	-0.000701	-0.002178	0	2,251
0.642121	1.184008	0.572321	-0.542771	0.343954	0.424077	-0.74256	0.000143	0.023256	0.249689	0	0.000421	-0.002739	0	2,252
1.283433	0.929925	-0.174447	5.769398	-0.126033	-0.049722	-0.74256	0	0.023256	0.249689	0	0.000841	-0.003791	0	2,253
-2.353785	-0.844216	-2.289586	-0.538336	0.317815	0.435348	-0.738568	0.000365	0.023256	0.249689	0	-0.001543	-0.001545	0	2,254
-1.714128	-0.083423	-1.421157	-0.531229	0.869985	1.106991	-0.738568	0	0.023256	0.249689	0	-0.001124	-0.000562	0	2,255
-0.643295	-0.33683	-0.674741	-0.527669	0.135613	0.301661	-0.726421	0.001111	0.023256	0.249689	0	-0.000422	0.000211	1	2,256
0.857666	0.933344	-1.299391	5.797793	0.733633	0.998402	-0.726421	0	0.023256	0.249689	0	0.000562	-0.000703	0	2,257
-1.179415	0.424853	-0.924048	-0.532118	0.324767	0.545002	-0.726768	-0.000032	0.023256	0.249689	0	-0.000773	0.000492	1	2,258
0.321749	1.314592	0.198058	5.808474	0.22248	0.389277	-0.726768	0	0.023256	0.249689	0	0.000211	0.001054	1	2,259
-3.650469	-0.845	-3.923109	-0.513389	1.285101	1.354553	-0.713232	0.001238	0.023256	0	-0.385986	-0.002393	0.003236	1	2,260
0.644836	1.191508	-0.17792	-0.516071	0.632024	0.699805	-0.713232	0	0.023256	0	-0.385986	0.000423	0.002462	1	2,261
0.859357	0.936349	0.322382	-0.518751	0.472219	0.554703	-0.713232	0	0.023256	0	-0.385986	0.000563	0.000704	1	2,262
0	0.172484	0.072688	5.822744	0.067678	0.371293	-0.710282	0.00027	0.023256	0	-0.385986	0	-0.000563	0	2,263
0.214764	-0.081923	0.322522	-0.518751	-0.173108	0.1805	-0.710108	0.000016	0.023256	0	-0.385986	0.000141	0.000422	1	2,264
0	-0.209194	-0.052154	-0.520537	0.037611	0.334064	-0.710108	0	0.023256	0	-0.385986	0	-0.000563	0	2,265
-0.322157	0.426711	-0.177075	-0.518751	0.317379	0.592369	-0.710108	0	0.023256	0	-0.385986	-0.000211	-0.00007	0	2,266
0.751593	0.808442	0.197583	-0.520537	-0.17755	-0.259683	-0.709241	0.000079	0.023256	0	-0.385986	0.000493	-0.000845	0	2,267
1.287585	1.697206	0.197768	5.804912	1.102921	1.07744	-0.709241	0	0.023256	0	-0.385986	0.000844	-0.001125	0	2,268
0.10725	-0.082567	-0.925101	-0.527669	0.078856	0.401046	-0.712885	-0.000333	0.023256	0	-0.385986	0.00007	-0.000844	0	2,269
-1.502182	-0.46377	-1.299522	-0.521429	0.586993	0.592369	-0.712885	0	0.023256	0	-0.385986	-0.000985	-0.000352	0	2,270
0.107348	-0.209274	-0.052022	-0.521429	0.070177	-0.159519	-0.710455	0.000222	0.023256	0	-0.385986	0.00007	-0.000845	0	2,271
0	0.172161	-0.426663	-0.521429	0.666163	0.504981	-0.710455	0	0.023256	0	-0.385986	0	-0.000141	0	2,272
-1.073818	-0.336473	-0.676497	-0.518751	0.647676	0.765405	-0.710455	0	0.023256	0	-0.385986	-0.000704	0.000211	1	2,273
0.644382	1.444553	1.071954	5.817389	0.270849	0.478911	-0.710455	0	0.023256	0	-0.385986	0.000422	-0.000282	0	2,274
1.502499	1.189502	0.072759	-0.525887	0.79116	1.099705	-0.706291	0.000381	0.023256	0	-0.385986	0.000985	-0.000844	0	2,275
0.643476	0.42571	-0.42596	5.803131	0.172105	0.530228	-0.706291	0	0.023256	0	-0.385986	0.000422	-0.001407	0	2,276
-0.965315	-0.08271	-0.92468	-0.524996	0.531172	0.632727	-0.707852	-0.000143	0.023256	0	-0.385986	-0.000633	-0.001055	0	2,277
0	-0.463716	-0.301329	-0.524996	0.057588	0.32126	-0.707852	0	0.023256	0	-0.385986	0	-0.001337	0	2,278
1.286951	1.061114	0.44754	5.801351	0.339312	0.615041	-0.703688	0.000381	0.023256	0	-0.385986	0.000844	-0.00204	0	2,279
-0.321636	-0.20981	0.198268	-0.529449	-0.120265	0.091037	-0.703688	0	0.023256	0	-0.385986	-0.000211	-0.001899	0	2,280
0.214432	0.171304	0.073461	-0.527669	0.053766	0.308247	-0.716009	-0.001127	0.023256	0	-0.385986	0.000141	-0.001688	0	2,281
-0.857907	-0.844929	-0.674916	5.808474	-0.349621	-0.195628	-0.716009	0	0.023256	0	-0.385986	-0.000562	-0.001196	0	2,282
0.965112	0.679759	0.198031	-0.530339	0.341004	0.371293	-0.718091	-0.00019	0.023256	0	-0.385986	0.000633	-0.002181	0	2,283
-0.107204	-0.463824	-0.550074	-0.528559	-0.484015	-0.472317	-0.718091	0	0.023256	0	-0.385986	-0.00007	-0.002392	0	2,284
-0.214432	-0.844929	-0.175916	-0.527669	-0.972229	-0.584164	-0.800868	-0.007572	0.023256	0	-0.385986	-0.000141	-0.002181	0	2,285
-1.501865	-0.844964	-1.423961	5.815605	0.733873	0.967347	-0.721735	0.007239	0.023256	0	-0.385986	-0.000984	-0.001126	0	2,286
0	0.680474	0.07297	-0.523213	0.172105	0.308247	-0.724685	-0.00027	0.023256	0	-0.385986	0	-0.001056	0	2,287
-0.858873	0.426282	-0.926155	-0.517858	0.169947	0.424077	-0.724685	0	0.023256	0	-0.385986	-0.000563	-0.001832	0	2,288
-0.429618	1.189752	-0.427085	-0.517858	0.445128	0.504981	-0.724685	0	0.023256	0	-0.385986	-0.000282	-0.001973	0	2,289
-0.429739	0.681548	0.072548	-0.516071	-0.147889	0.1805	-0.71167	0.001191	0.023256	0	-0.385986	-0.000282	-0.00141	0	2,290
0.537155	0.427428	0.322382	-0.517858	0.083767	0.172768	-0.711497	0.000016	0.023256	0	-0.385986	0.000352	-0.001903	0	2,291
0.429588	0.299862	0.4474	-0.519644	-0.182918	0	-0.711497	0	0.023256	0	-0.385986	0.000282	-0.002184	0	2,292
-0.537004	-0.463609	-0.302067	-0.517858	-0.389575	-0.195628	-0.711497	0	0.023256	0	-0.385986	-0.000352	-0.00148	0	2,293
0.859115	0.935919	0.322452	-0.520537	0.595826	0.435348	-0.714794	-0.000302	0.023256	0	-0.385986	0.000563	-0.001479	0	2,294
0.214703	0.172269	0.322593	-0.521429	-0.525414	-0.12497	-0.718612	-0.000349	0.023256	0	-0.385986	0.000141	-0.001549	0	2,295
-0.858994	-0.590844	-0.426663	-0.518751	-0.715413	-0.526288	-0.718612	0	0.023256	0	-0.385986	-0.000563	-0.001127	0	2,296
1.717505	1.698494	0.322487	-0.523213	0.08621	0.301661	-0.718612	0	0.023256	0	-0.385986	0.001126	-0.001689	0	2,297
-0.214582	-0.336616	-0.176443	5.813822	1.227954	0.164961	-0.713232	0.000492	0.023256	0	-0.385986	-0.000141	-0.001267	0	2,298
0	-0.082352	0.07311	-0.524105	-0.121908	0.064797	-0.713232	0	0.023256	0	-0.385986	0	-0.001689	0	2,299
0.321862	0.17184	0.07311	-0.525887	-0.679607	-0.136322	-0.719132	-0.00054	0.023256	0	-0.385986	0.000211	-0.002041	0	2,300

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