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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
1.081583	0.690749	0.823962	5.909041	-0.763453	-0.691024	-0.574056	0	0.023256	0.464102	0.614014	0.000709	0.004667	1	2,701
-0.648858	-0.078461	-0.182281	5.914474	-0.400547	-0.489906	-0.563124	0.001	0.023256	0.464102	0.614014	-0.000425	0.005374	1	2,702
0.216317	0.178003	0.069075	-0.473786	-0.765528	-0.438258	-0.563124	0	0.023256	0.464102	0.614014	0.000142	0.004244	1	2,703
0	-0.334562	0.069146	-0.473786	-0.561647	-0.489906	-0.565206	-0.000191	0.023256	0.464102	0.614014	0	0.00368	1	2,704
1.081124	1.458397	0.572321	5.899997	-0.00069	0.267889	-0.565206	0	0.023256	0.464102	0.614014	0.000709	0.0041	1	2,705
0.432235	0.689297	0.572321	-0.479215	-0.094487	0.046813	-0.565206	0	0.023256	0.464102	0.614014	0.000283	0.003394	1	2,706
-0.648398	-0.590844	-0.936135	5.903613	0.245149	0.473594	-0.565206	0	0.023256	0.464102	0.614014	-0.000425	0.004101	1	2,707
0.756438	1.457236	0.572321	-0.481023	-0.024586	0.218079	-0.563471	0.000159	0.023256	0.464102	0.614014	0.000496	0.004169	1	2,708
-0.216087	-0.206842	-0.056002	-0.480119	-0.336052	0.019055	-0.563471	0	0.023256	0.464102	0.614014	-0.000142	0.005157	1	2,709
1.188099	1.072809	0.446657	5.890966	-0.125206	0.055855	-0.560173	0.000302	0.023256	0.464102	0.614014	0.000779	0.004237	1	2,710
1.942169	1.710476	0.572321	5.876542	0.251904	0.412644	-0.560173	0	0.023256	0.464102	0.614014	0.001273	0.003246	1	2,711
1.293407	1.452317	0.07064	-0.499045	0.786729	0.545002	-0.560173	0	0.023256	0.464102	0.614014	0.000848	0.002116	1	2,712
-0.862149	0.174963	-1.182695	-0.495449	-0.096071	0.046813	-0.559653	0.000048	0.023256	0.464102	0.614014	-0.000565	0.002259	1	2,713
-0.215614	-0.079981	-1.0582	5.874742	-0.027452	0.210703	-0.559653	0	0.023256	0.464102	0.614014	-0.000141	0.000989	1	2,714
-0.215644	0.175504	-0.054714	-0.493649	-0.541786	-0.389742	-0.558785	0.000079	0.023256	0.464102	0.614014	-0.000141	0.001483	1	2,715
-0.215674	-0.079837	-0.180254	-0.492749	0.147434	0.412644	-0.558785	0	0.023256	0.464102	0.614014	-0.000141	0.00113	1	2,716
0	-0.079765	0.321463	-0.491848	-0.420493	-0.286814	-0.56295	-0.000381	0.023256	0.464102	0.614014	0	0.001201	1	2,717
0.862515	0.686583	0.572321	-0.496348	-0.126861	-0.01952	-0.558612	0.000397	0.023256	0.464102	0.614014	0.000565	0.00113	1	2,718
0	-0.080054	-0.681616	-0.495449	0.741505	1.017554	-0.558612	0	0.023256	0.464102	0.614014	0	0.001412	1	2,719
-0.862515	-0.846293	-0.430758	-0.492749	-0.366965	-0.344	-0.562429	-0.000349	0.023256	0.249689	0	-0.000565	0.001413	1	2,720
-0.863003	-0.335286	-0.933361	5.88375	0.789169	0.998402	-0.562429	0	0.023256	0.249689	0	-0.000566	0.001837	1	2,721
3.018377	2.985699	0.697808	-0.500841	0.232427	0.383327	-0.560694	0.000159	0.023256	0.249689	0	0.001979	-0.000212	0	2,722
0.646019	0.174639	-0.805889	-0.503534	0.209842	0.108065	-0.560694	0	0.023256	0.249689	0	0.000423	0.000141	1	2,723
1.07609	0.939149	0.572321	5.844209	0.513281	0.494654	-0.560694	0	0.023256	0.249689	0	0.000705	0.000423	1	2,724
-0.645563	-0.590844	-1.931483	5.849586	0.271316	0.26096	-0.577007	-0.001492	0.023256	0.249689	0	-0.000423	0.001198	1	2,725
0.430406	-0.080846	0.321994	-0.508018	-0.666867	-0.344	-0.577007	0	0.023256	0.249689	0	0.000282	0.000846	1	2,726
0	0.173883	-0.178555	5.847793	-0.308606	-0.081109	-0.564165	0.001175	0.023256	0.249689	0	0	0.000846	1	2,727
-0.645654	-0.335899	-1.180218	-0.505328	0.072668	-0.029461	-0.564165	0	0.023256	0.249689	0	-0.000423	0.001128	1	2,728
1.721138	1.958066	0.572321	-0.512494	-0.013942	0.340391	-0.556356	0.000714	0.023256	0.249689	0	0.001128	0.000704	1	2,729
3.007327	3.989446	0.822366	-0.524105	0.985075	0.91991	-0.556356	0	0.023256	0.249689	0	0.001971	-0.001267	0	2,730
0.214582	0.680116	0.07311	-0.527669	0.165611	0.218079	-0.569371	-0.001191	0.023256	0.249689	0	0.000141	-0.000985	0	2,731
3.429219	4.233381	0.572321	5.781805	0.836258	0.916849	-0.569371	0	0.023256	0.249689	0	0.002248	-0.003937	0	2,732
-1.713646	0.423571	-1.420597	5.796015	1.820705	1.524923	-0.577527	-0.000746	0.023256	0.249689	0	-0.001123	-0.00225	0	2,733
-0.643114	0.42471	-0.674391	5.801351	0.643318	0.750447	-0.577527	0	0.023256	0.249689	0	-0.000422	-0.001688	0	2,734
0.643114	1.948042	0.322944	-0.533007	0.66192	0.650031	-0.569718	0.000714	0.023256	0.249689	0	0.000422	-0.002673	0	2,735
0.214311	0.170875	-0.923838	-0.533896	0.843873	0.587757	-0.569718	0	0.023256	0.249689	0	0.00014	-0.002813	0	2,736
0	0.424568	-0.175496	-0.533007	-0.062045	0.164961	-0.589501	-0.00181	0.023256	0.249689	0	0	-0.002954	0	2,737
-1.286318	-0.844786	-1.422558	-0.526778	-0.477121	-0.358959	-0.589501	0	0.023256	0.249689	0	-0.000843	-0.002252	0	2,738
-1.71678	-0.590844	-2.92314	-0.519644	0.533096	0.691721	-0.601301	-0.001079	0.023256	0.249689	0	-0.001125	-0.000563	0	2,739
-1.073969	-0.082066	-0.676673	-0.516965	0.93289	0.535183	-0.601301	0	0.023256	0.249689	0	-0.000704	0	0	2,740
-0.4298	0.172806	-0.427507	5.831679	-0.055286	0.064797	-0.588633	0.001159	0.023256	0.249689	0	-0.000282	0.000563	1	2,741
-0.644926	0.427571	-0.177709	-0.513389	-0.745046	-0.329316	-0.588633	0	0.023256	0.249689	0	-0.000423	0.001831	1	2,742
0.752388	0.937209	0.572321	5.829891	1.029863	0.679441	-0.590022	-0.000127	0.023256	0.249689	0	0.000493	0.001337	1	2,743
-0.537382	0.300238	-0.052638	-0.513389	-0.133521	-0.12497	-0.590022	0	0.023256	0.249689	0	-0.000352	0.001268	1	2,744
0.322452	0.173236	0.69733	-0.514283	-0.19744	-0.0097	-0.590022	0	0.023256	0.249689	0	0.000211	0.00176	1	2,745
1.289126	0.936671	-1.30348	-0.519644	0.278747	0.412644	-0.590889	-0.000079	0.023256	0.249689	0	0.000845	0.000633	1	2,746
0.96613	0.808245	0.197636	-0.523213	0.098894	0.046813	-0.588286	0.000238	0.023256	0.249689	0	0.000633	0	0	2,747
-2.147788	0.426139	-2.67552	5.835256	0.58995	0.794509	-0.588286	0	0.023256	0.249689	0	-0.001408	0.001689	1	2,748
-0.214945	-0.336186	-0.177709	-0.514283	-0.364628	-0.329316	-0.585336	0.00027	0.023256	0.249689	0	-0.000141	0.002041	1	2,749
-2.151119	-0.081493	-2.430126	-0.506225	-0.084283	0.091037	-0.585336	0	0.023256	0.249689	0	-0.00141	0.003943	1	2,750
0.215248	0.68406	-0.429342	-0.504431	0.70398	0.794509	-0.585336	0	0.023256	0.249689	0	0.000141	0.002958	1	2,751
0.430406	0.683881	-0.178767	-0.507121	0.739367	0.826034	-0.58551	-0.000016	0.023256	0.249689	0	0.000282	0.003098	1	2,752
-1.506952	-0.08099	-1.180218	-0.500841	0.014344	-0.01952	-0.590022	-0.000413	0.023256	0.249689	0	-0.000988	0.004508	1	2,753
-0.861784	-0.335647	-0.680553	-0.497247	0.560721	0.418381	-0.590022	0	0.023256	0.249689	0	-0.000565	0.005494	1	2,754
1.723082	1.960945	0.321675	5.856763	0.369549	0.406866	-0.594707	-0.000429	0.023256	0.249689	0	0.001129	0.003943	1	2,755
-0.645928	-0.845933	-1.431571	5.862151	-0.12769	-0.314896	-0.594707	0	0.023256	0.249689	0	-0.000423	0.004788	1	2,756
0.430649	-0.080558	-0.429766	-0.503534	-0.086624	0.149113	-0.594707	0	0.023256	0.249689	0	0.000282	0.003803	1	2,757
0.860933	0.429295	0.572321	-0.507121	-0.362298	-0.136322	-0.587419	0.000667	0.023256	0.249689	0	0.000564	0.002395	1	2,758
1.290489	1.447709	0.447197	5.835256	0.327787	0.383327	-0.587419	0	0.023256	0.249689	0	0.000846	0.002323	1	2,759
-0.215006	-0.081421	0.072196	-0.512494	0.118952	0.132946	-0.58308	0.000397	0.023256	0.249689	0	-0.000141	0.002534	1	2,760
0.429981	0.173344	-0.428212	-0.513389	-0.025301	0.028415	-0.58308	0	0.023256	0.249689	0	0.000282	0.002533	1	2,761
-0.429981	-0.590844	-0.177814	5.837046	-0.50655	-0.584164	-0.595748	-0.001159	0.023256	0.249689	0	-0.000282	0.002745	1	2,762
-0.645199	-0.336079	-0.178026	-0.509809	0.050565	0.210703	-0.595748	0	0.023256	0.249689	0	-0.000423	0.003097	1	2,763
-2.152637	-0.208548	-2.181669	5.860355	-0.170456	-0.049722	-0.59731	-0.000143	0.023256	0.249689	0	-0.001411	0.003805	1	2,764
0.538444	0.174747	0.321782	-0.502637	-0.423027	-0.545119	-0.59731	0	0.023256	0.249689	0	0.000353	0.003312	1	2,765
-0.753875	-0.208143	-0.554987	5.862151	-0.293697	-0.113778	-0.591757	0.000508	0.023256	0.249689	0	-0.000494	0.003595	1	2,766
0.107719	-0.080342	-0.17951	-0.499943	0.411235	0.157076	-0.591757	0	0.023256	0.249689	0	0.000071	0.003172	1	2,767
0.753822	0.81259	0.321764	5.854968	0.052487	0.14107	-0.589501	0.000206	0.023256	0.249689	0	0.000494	0.002537	1	2,768
0.430588	-0.08063	0.321888	-0.504431	-0.747067	-0.869599	-0.589501	0	0.023256	0.249689	0	0.000282	0.002537	1	2,769
-0.861298	0.429151	-0.429342	-0.501739	0.542006	0.554703	-0.593666	-0.000381	0.023256	0.249689	0	-0.000565	0.003945	1	2,770
-0.2154	-0.335647	0.321817	-0.500841	-0.681446	-0.604425	-0.593666	0	0.023256	0.249689	0	-0.000141	0.003313	1	2,771
-0.107712	0.174747	0.071207	-0.499943	0.282432	0.418381	-0.595575	-0.000175	0.023256	0.249689	0	-0.000071	0.004157	1	2,772
1.18441	0.81259	-0.304784	-0.505328	0.455232	0.707807	-0.595575	0	0.023256	0.249689	0	0.000776	0.002818	1	2,773
1.506102	1.19377	0.572321	-0.510704	-0.298985	-0.286814	-0.595575	0	0.023256	0.249689	0	0.000987	0.002815	1	2,774
0.537533	0.173452	0.322205	-0.513389	0.004129	0.055855	-0.58603	0.000873	0.023256	0.249689	0	0.000352	0.00176	1	2,775
-0.107492	0.045867	-0.177867	5.831679	0.288836	0.383327	-0.58603	0	0.023256	0.249689	0	-0.00007	0.001408	1	2,776
0	0.173236	0.447303	-0.512494	-0.037577	-0.049722	-0.58846	-0.000222	0.023256	0.249689	0	0	0.002182	1	2,777
-0.215006	-0.590844	-0.428071	5.837046	0.090464	0.253971	-0.577353	0.001016	0.023256	0.249689	0	-0.000141	0.002534	1	2,778
1.074726	0.937209	0.572321	-0.516965	0.544216	0.424077	-0.577353	0	0.023256	0.249689	0	0.000704	0.001407	1	2,779
0	-0.081708	0.072477	5.826316	0.808821	0.424077	-0.577353	0	0.023256	0	-0.385986	0	0.001829	1	2,780
0.644472	0.172806	-2.053431	5.82453	0.316504	0.383327	-0.575792	0.000143	0.023256	0	-0.385986	0.000422	0.001407	1	2,781
-1.074272	-0.590844	-0.926999	-0.515177	0.695668	0.515175	-0.580477	-0.000429	0.023256	0	-0.385986	-0.000704	0.00183	1	2,782
0.859478	0.936564	0.572321	-0.518751	0.389524	0.253971	-0.580477	0	0.023256	0	-0.385986	0.000563	0.000844	1	2,783
0.214794	-0.081851	-1.802522	5.82453	0.250943	0.365207	-0.579957	0.000048	0.023256	0	-0.385986	0.000141	0.000704	1	2,784
-0.859357	-0.336365	-0.427085	-0.516071	0.496269	0.473594	-0.579957	0	0.023256	0	-0.385986	-0.000563	0.001337	1	2,785
0	-0.081636	0.322382	-0.515177	-1.234416	-0.960292	-0.579957	0	0.023256	0	-0.385986	0	0.001197	1	2,786
-0.214915	0.172914	0.322382	-0.515177	0.132199	0.1805	-0.579957	0	0.023256	0	-0.385986	-0.000141	0.002252	1	2,787
-0.214945	-0.081565	0.072336	-0.513389	0.032361	0.108065	-0.579957	0	0.023256	0	-0.385986	-0.000141	0.002674	1	2,788
0.859599	0.682265	0.572321	-0.516965	-0.07116	-0.060048	-0.577874	0.00019	0.023256	0	-0.385986	0.000563	0.002251	1	2,789
-0.214854	-0.84543	-0.177392	-0.516071	-0.423027	-0.438258	-0.577874	0	0.023256	0	-0.385986	-0.000141	0.002251	1	2,790
0.429678	0.172806	0.322417	-0.517858	0.110763	0.132946	-0.582213	-0.000397	0.023256	0	-0.385986	0.000282	0.00211	1	2,791
1.28831	1.444267	0.197557	-0.524105	-0.151314	-0.147837	-0.582213	0	0.023256	0	-0.385986	0.000844	0.002248	1	2,792
0	-0.336544	0.197873	5.815605	-0.391998	-0.358959	-0.592625	-0.000952	0.023256	0	-0.385986	0	0.001827	1	2,793
-0.644019	-0.845179	-0.426382	-0.521429	-1.042896	-0.788145	-0.592625	0	0.023256	0	-0.385986	-0.000422	0.00253	1	2,794
1.073214	0.935059	0.822014	-0.525887	0.027735	-0.029461	-0.576833	0.001445	0.023256	0	-0.385986	0.000703	0.001546	1	2,795
-0.429195	-0.336616	0.07318	5.813822	-0.141091	-0.220638	-0.576833	0	0.023256	0	-0.385986	-0.000281	0.002248	1	2,796
0	-0.082281	0.07304	-0.522321	-1.039803	-0.869599	-0.579262	-0.000222	0.023256	0	-0.385986	0	0.002389	1	2,797
0.429195	-0.082281	-0.176653	-0.524996	-0.657908	-0.405589	-0.579262	0	0.023256	0	-0.385986	0.000281	0.002528	1	2,798
0.321817	-0.082424	0.322768	-0.526778	-0.626581	-0.374202	-0.585857	-0.000603	0.023256	0	-0.385986	0.000211	0.001897	1	2,799
0.750642	0.298609	0.447575	-0.528559	-0.189234	-0.545119	-0.585857	0	0.023256	0	-0.385986	0.000492	0.001404	1	2,800

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