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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
6.468872	7.329215	0.321001	-0.508018	1.129061	1.072406	-0.640694	-0.003746	0.023256	0.628626	1.414214	0.00424	-0.005232	0	2,601
-2.368736	0.938286	-2.93449	-0.498146	1.9915	1.58699	-0.640694	0	0.023256	0.628626	1.414214	-0.001553	-0.004247	0	2,602
-4.532371	-0.590844	-4.698688	5.905422	1.713077	1.524923	-0.569197	0.00654	0.023256	0.628626	1.414214	-0.002971	-0.00156	0	2,603
-1.730166	-0.846981	-2.69855	-0.471974	0.818654	0.907598	-0.569197	0	0.023256	0.628626	1.414214	-0.001134	-0.000993	0	2,604
-5.202301	-0.078098	-5.982906	5.96175	1.180203	1.258519	-0.570065	-0.000079	0.023256	0.628626	1.414214	-0.00341	0.001991	1	2,605
2.38659	2.750775	0.319785	-0.461081	1.052659	1.062244	-0.570065	0	0.023256	0.628626	1.414214	0.001564	0.000426	1	2,606
3.897294	4.795669	0.698379	5.910851	0.274112	0.457426	-0.563991	0.000556	0.023256	0.628626	1.414214	0.002555	-0.000425	0	2,607
0	2.481277	0.572321	5.910851	0.618847	0.662768	-0.563991	0	0.023256	0.628626	1.414214	0	-0.000709	0	2,608
0.864715	1.713736	0.572321	5.901805	0.520819	0.371293	-0.564165	-0.000016	0.023256	0.628626	1.414214	0.000567	-0.000283	0	2,609
-1.946298	-0.334779	-1.942841	5.919911	0.512292	0.578451	-0.564165	0	0.023256	0.628626	1.414214	-0.001276	0.000142	1	2,610
1.081583	2.739409	-0.68642	-0.475597	0.326925	0.412644	-0.581171	-0.001556	0.023256	0.628626	1.414214	0.000709	-0.000142	0	2,611
0.648582	1.969619	-0.182281	5.905422	-0.105647	0.07364	-0.581171	0	0.023256	0.628626	1.414214	0.000425	-0.000142	0	2,612
0	-0.590844	-0.684993	5.907231	0.185442	0.239807	-0.583774	-0.000238	0.023256	0.628626	1.414214	0	-0.000709	0	2,613
1.512287	1.456946	0.32093	5.892771	0.473965	0.675305	-0.583774	0	0.023256	0.628626	1.414214	0.000991	-0.001275	0	2,614
-0.431929	0.432327	-0.683746	5.894577	0.360985	0.666969	-0.575965	0.000714	0.023256	0.628626	1.414214	-0.000283	-0.001417	0	2,615
0	0.432616	0.069859	-0.483733	-0.160819	0.132946	-0.575965	0	0.023256	0.628626	1.414214	0	-0.000708	0	2,616
1.29542	1.199832	0.572321	5.88375	0.288836	0.371293	-0.577007	-0.000095	0.023256	0.628626	1.414214	0.000849	-0.001699	0	2,617
-3.024361	-0.335142	-3.196417	5.910851	0.309027	0.525242	-0.577007	0	0.023256	0.628626	1.414214	-0.001982	-0.000709	0	2,618
1.72894	1.457817	0.069289	-0.483733	-0.028889	0.124738	-0.576833	0.000016	0.023256	0.628626	1.414214	0.001133	-0.00241	0	2,619
-1.945195	0.176806	-1.941416	5.909041	-0.022444	0.395183	-0.576833	0	0.023256	0.628626	1.414214	-0.001275	-0.000425	0	2,620
1.945195	2.481712	0.320787	5.894577	0.106632	0.359075	-0.578221	-0.000127	0.023256	0.628626	1.414214	0.001275	-0.001984	0	2,621
0.647848	0.944129	0.321108	5.887357	-0.131016	0.028415	-0.578221	0	0.023256	0.628626	1.414214	0.000425	-0.002267	0	2,622
1.294871	1.710151	-0.055513	-0.491848	0.183855	0.569036	-0.579609	-0.000127	0.023256	0.628626	1.414214	0.000849	-0.002903	0	2,623
0.647023	2.473898	0.321427	-0.492749	1.835337	1.163009	-0.579609	0	0.023256	0.628626	1.414214	0.000424	-0.003398	0	2,624
-0.862759	0.175504	-1.434971	-0.490948	0.055679	0.334064	-0.585336	-0.000524	0.023256	0.628626	1.414214	-0.000566	-0.003258	0	2,625
0.647115	0.686944	0.321392	5.874742	0.156307	0.327688	-0.585336	0	0.023256	0.628626	1.414214	0.000424	-0.003824	0	2,626
-0.431379	0.686402	0.07064	5.878343	0.263805	0.675305	-0.585163	0.000016	0.023256	0.628626	1.414214	-0.000283	-0.003258	0	2,627
0.215705	0.686764	0.321427	-0.491848	0.053127	0.124738	-0.585163	0	0.023256	0.628626	1.414214	0.000141	-0.003825	0	2,628
-0.647206	-0.079765	-0.431325	-0.489146	-0.342803	-0.01952	-0.585857	-0.000063	0.023256	0.628626	1.414214	-0.000424	-0.003188	0	2,629
-0.215797	0.431603	0.321356	-0.489146	0.156307	0.573758	-0.585857	0	0.023256	0.628626	1.414214	-0.000141	-0.00255	0	2,630
-2.375778	-0.335142	-2.190637	-0.478311	0.586696	0.805156	-0.5659	0.001826	0.023256	0.628626	1.414214	-0.001557	-0.000992	0	2,631
-1.081124	-0.590844	-0.936562	-0.47288	1.04043	0.973084	-0.5659	0	0.023256	0.628626	1.414214	-0.000709	-0.000284	0	2,632
-1.731393	-0.718999	-3.204975	5.928983	0.766891	1.025624	-0.5659	0	0.023256	0.628626	1.414214	-0.001135	0.000709	1	2,633
3.244751	3.765956	0.068575	-0.481023	0.388342	0.64574	-0.606681	-0.003731	0.023256	0.628626	1.414214	0.002127	-0.001276	0	2,634
-1.513359	-0.334816	-1.942485	-0.473786	0.230944	0.340391	-0.606681	0	0.023256	0.628626	1.414214	-0.000992	-0.000709	0	2,635
0.432541	1.458397	0.572321	-0.476502	0.4158	0.478911	-0.606681	0	0.023256	0.628626	1.414214	0.000284	-0.000709	0	2,636
-0.216255	0.561813	0.320823	-0.475597	0.07453	0.429732	-0.608243	-0.000143	0.023256	0.628626	1.414214	-0.000142	-0.000425	0	2,637
-0.64895	2.225865	-0.434029	-0.47288	-0.598239	-0.233443	-0.590022	0.001667	0.023256	0.628626	1.414214	-0.000425	-0.000426	0	2,638
0	0.178112	-0.182709	-0.473786	-0.032496	0.149113	-0.590022	0	0.023256	0.628626	1.414214	0	-0.000142	0	2,639
0.64895	0.434358	0.32068	5.910851	-0.039766	0.232629	-0.591063	-0.000095	0.023256	0.628626	1.414214	0.000425	-0.000567	0	2,640
-1.731147	-0.847126	-1.44095	-0.468347	-0.267845	-0.233443	-0.591063	0	0.023256	0.628626	1.414214	-0.001135	0.000851	1	2,641
-1.299651	0.947831	-1.695344	-0.46199	0.312995	0.440925	-0.593319	-0.000206	0.023256	0.628626	1.414214	-0.000852	0.002695	1	2,642
-0.975465	-0.590844	-0.688209	-0.458352	0.046059	0.1805	-0.593319	0	0.023256	0.628626	1.414214	-0.000639	0.003051	1	2,643
-0.759127	0.565007	-0.31052	-0.455621	0.363442	0.601515	-0.589501	0.000349	0.023256	0.628626	1.414214	-0.000498	0.003691	1	2,644
0.433833	0.180189	-0.689643	5.947166	0.743873	0.832874	-0.589501	0	0.023256	0.628626	1.414214	0.000284	0.002414	1	2,645
1.517444	1.20721	0.320072	-0.463808	-0.050816	0.009584	-0.571974	0.001603	0.023256	0.628626	1.414214	0.000995	0.001419	1	2,646
1.732376	1.718315	0.320323	-0.471068	-0.215088	0.009584	-0.571974	0	0.023256	0.628626	1.414214	0.001136	0.001134	1	2,647
0	-0.334416	-0.182923	-0.470161	0.252863	0.274758	-0.570759	0.000111	0.023256	0.628626	1.414214	0	0.001134	1	2,648
0.108208	-0.462625	0.06886	-0.471068	-0.355355	-0.329316	-0.570759	0	0.023256	0.628626	1.414214	0.000071	0.00078	1	2,649
-0.324648	-0.719062	-1.064333	5.921724	0.509647	0.719663	-0.570759	0	0.023256	0.628626	1.414214	-0.000213	0.000284	1	2,650
1.08189	1.45985	0.572321	5.914474	0.470469	0.31478	-0.570759	0	0.023256	0.628626	1.414214	0.000709	0.000284	1	2,651
-0.865451	-1.103517	-0.937633	-0.470161	-0.25577	-0.195628	-0.565553	0.000476	0.023256	0.628626	1.414214	-0.000567	0.000426	1	2,652
-0.43291	-0.334416	-0.81254	-0.46744	0.067051	0.037667	-0.565553	0	0.023256	0.628626	1.414214	-0.000284	0.000851	1	2,653
-0.866188	-0.847381	-0.938919	-0.463808	-0.381159	-0.12497	-0.575098	-0.000873	0.023256	0.628626	1.414214	-0.000568	0.001419	1	2,654
-0.649964	-0.847526	-1.191919	-0.46199	0.234892	0	-0.575098	0	0.023256	0.628626	1.414214	-0.000426	0.002554	1	2,655
0	0.435959	0.572321	-0.46199	-0.326046	-0.136322	-0.575098	0	0.023256	0.628626	1.414214	0	0.002837	1	2,656
2.598195	3.256664	0.320287	-0.473786	0.487091	0.510094	-0.569024	0.000556	0.023256	0.628626	1.414214	0.001703	0.000709	1	2,657
-0.432725	-0.334525	-0.182602	5.918098	-0.349621	-0.300732	-0.569024	0	0.023256	0.628626	1.414214	-0.000284	0.001488	1	2,658
1.514002	1.843406	0.320644	-0.477407	0.926377	0.510094	-0.567635	0.000127	0.023256	0.628626	1.414214	0.000992	0.000354	1	2,659
-1.297624	-0.847017	-1.565946	-0.473786	0.513281	0.504981	-0.567809	-0.000016	0.023256	0.464102	0.614014	-0.000851	0.001984	1	2,660
0.64895	0.178112	0.32068	-0.474691	-0.468936	-0.405589	-0.567809	0	0.023256	0.464102	0.614014	0.000425	0.002831	1	2,661
0.648674	0.177785	-0.182388	5.907231	0.178539	0	-0.567809	0	0.023256	0.464102	0.614014	0.000425	0.003254	1	2,662
-0.86496	-1.103227	-1.188417	-0.473786	0.238817	-0.049722	-0.569544	-0.000159	0.023256	0.464102	0.614014	-0.000567	0.003256	1	2,663
0.648766	0.818259	0.069146	5.905422	-0.002766	0.082386	-0.567115	0.000222	0.023256	0.464102	0.614014	0.000425	0.002689	1	2,664
-0.648766	-0.078534	-0.182174	-0.473786	0.125895	-0.0097	-0.567115	0	0.023256	0.464102	0.614014	-0.000425	0.002973	1	2,665
1.081124	0.690204	0.572321	-0.478311	-0.044901	-0.421757	-0.567115	0	0.023256	0.464102	0.614014	0.000709	0.002123	1	2,666
-0.216163	-0.334743	0.195221	-0.477407	-0.638597	-0.50789	-0.567115	0	0.023256	0.464102	0.614014	-0.000142	0.002265	1	2,667
-1.514002	-0.847017	-1.188417	-0.471068	-0.141937	-0.01952	-0.567115	0	0.023256	0.464102	0.614014	-0.000992	0.003822	1	2,668
-0.865819	-0.590844	-0.4346	5.925353	0.027735	-0.029461	-0.570586	-0.000317	0.023256	0.464102	0.614014	-0.000568	0.00439	1	2,669
1.082197	0.947831	0.698218	-0.47288	0.040221	0.1805	-0.570586	0	0.023256	0.464102	0.614014	0.000709	0.003115	1	2,670
-0.432787	0.178112	-0.686241	-0.471068	0.61601	0.801623	-0.569197	0.000127	0.023256	0.464102	0.614014	-0.000284	0.002833	1	2,671
0.216409	-0.078025	0.320609	-0.470161	-0.044901	-0.091851	-0.569197	0	0.023256	0.464102	0.614014	0.000142	0.00467	1	2,672
0.324556	-0.206271	0.068932	-0.47288	0.026407	0.210703	-0.569197	0	0.023256	0.464102	0.614014	0.000213	0.004881	1	2,673
-0.108178	-0.206352	-0.308516	-0.47288	0.454874	0.308247	-0.557744	0.001048	0.023256	0.464102	0.614014	-0.000071	0.005657	1	2,674
-0.649226	-0.07817	-0.182709	-0.469254	0.253343	0.371293	-0.55705	0.000063	0.023256	0.464102	0.614014	-0.000426	0.005659	1	2,675
-0.21647	0.434794	0.320573	-0.469254	-0.424297	-0.208035	-0.55705	0	0.023256	0.464102	0.614014	-0.000142	0.006083	1	2,676
0.43291	0.178548	0.068718	-0.471068	0.167783	0.334064	-0.558612	-0.000143	0.023256	0.464102	0.614014	0.000284	0.0058	1	2,677
-0.64941	-0.334416	-0.182923	-0.468347	-0.193781	-0.171376	-0.558612	0	0.023256	0.464102	0.614014	-0.000426	0.005802	1	2,678
0.32474	0.178657	0.698218	-0.469254	-0.358817	-0.208035	-0.562603	-0.000365	0.023256	0.464102	0.614014	0.000213	0.006717	1	2,679
0.757457	0.434867	0.446443	-0.471974	-0.025301	0.157076	-0.562603	0	0.023256	0.464102	0.614014	0.000497	0.008192	1	2,680
0	-0.590844	-0.308579	-0.471974	-0.171339	-0.029461	-0.558612	0.000365	0.023256	0.464102	0.614014	0	0.008333	1	2,681
0	-0.206325	0.069003	-0.47288	0.367926	0.499834	-0.558612	0	0.023256	0.464102	0.614014	0	0.010581	1	2,682
-0.216378	-0.206325	0.069003	-0.471068	0.110763	0.124738	-0.55705	0.000143	0.023256	0.464102	0.614014	-0.000142	0.009599	1	2,683
0.216378	0.178221	0.320644	5.916285	-0.150456	0.108065	-0.55705	0	0.023256	0.464102	0.614014	0.000142	0.009036	1	2,684
-0.649226	-0.847235	-0.434457	-0.470161	-0.338295	-0.344	-0.560521	-0.000317	0.023256	0.464102	0.614014	-0.000426	0.009883	1	2,685
0.432848	0.434794	0.572321	5.918098	-0.096864	-0.029461	-0.560521	0	0.023256	0.464102	0.614014	0.000284	0.00974	1	2,686
0.216378	-0.334453	-0.4346	-0.471974	-0.24981	-0.01952	-0.566074	-0.000508	0.023256	0.464102	0.614014	0.000142	0.009598	1	2,687
-0.649226	-0.334489	-0.182709	-0.469254	-0.441028	-0.273134	-0.566074	0	0.023256	0.464102	0.614014	-0.000426	0.00918	1	2,688
0.432848	-0.077952	0.572321	-0.471068	-0.95837	-0.472317	-0.566074	0	0.023256	0.464102	0.614014	0.000284	0.007771	1	2,689
0	-0.334453	-0.812343	-0.471068	0.165611	0.288322	-0.56538	0.000063	0.023256	0.464102	0.614014	0	0.007067	1	2,690
0.432725	0.434503	0.572321	-0.473786	0.122432	0.164961	-0.56538	0	0.023256	0.464102	0.614014	0.000284	0.006502	1	2,691
1.513573	1.586706	0.823891	-0.479215	0.726641	0.554703	-0.567115	-0.000159	0.023256	0.464102	0.614014	0.000992	0.005087	1	2,692
-0.432296	0.433196	0.069574	-0.477407	0.616579	0.723577	-0.567115	0	0.023256	0.464102	0.614014	-0.000283	0.005863	1	2,693
0.216163	-0.078606	-0.056313	-0.478311	-0.039766	0.195744	-0.566074	0.000095	0.023256	0.464102	0.614014	0.000142	0.00537	1	2,694
-1.513788	-0.846981	-1.943198	5.916285	-0.531323	-0.220638	-0.566074	0	0.023256	0.464102	0.614014	-0.000992	0.006573	1	2,695
0	-0.206325	0.572321	5.914474	-0.866003	-0.584164	-0.567983	-0.000175	0.023256	0.464102	0.614014	0	0.007418	1	2,696
1.297624	1.458978	0.572321	-0.478311	-0.409203	-0.246456	-0.567983	0	0.023256	0.464102	0.614014	0.000851	0.007201	1	2,697
0	-0.078606	-0.056313	-0.477407	-0.259772	-0.374202	-0.564859	0.000286	0.023256	0.464102	0.614014	0	0.005793	1	2,698
-0.432419	-0.078606	-0.182067	-0.476502	-0.417968	-0.091851	-0.564859	0	0.023256	0.464102	0.614014	-0.000283	0.005936	1	2,699
-1.081583	-0.078461	-0.685528	-0.471974	-0.694459	-0.526288	-0.574056	-0.000841	0.023256	0.464102	0.614014	-0.000709	0.005235	1	2,700

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