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
-1.287042	-1.099049	-2.17276	-0.523213	0.896101	0.78009	-0.577527	0.000762	0.023256	0	-0.385986	-0.000844	0.002108	1	2,801
0.643657	0.425996	0.07311	-0.527669	0.582533	0.623933	-0.577527	0	0.023256	0	-0.385986	0.000422	0.002037	1	2,802
0.643385	0.425567	0.073321	-0.530339	0.090464	0.195744	-0.579262	-0.000159	0.023256	0	-0.385986	0.000422	0.001966	1	2,803
0.643114	0.298172	0.572321	5.796015	0.035647	-0.113778	-0.579262	0	0.023256	0	-0.385986	0.000422	0.001474	1	2,804
-0.643114	-0.336902	-0.923838	5.801351	0.416558	0.32126	-0.58898	-0.000889	0.023256	0	-0.385986	-0.000422	0.003227	1	2,805
0.643114	0.425139	0.322944	-0.532118	-0.529841	-0.472317	-0.58898	0	0.023256	0	-0.385986	0.000422	0.002526	1	2,806
-1.072007	-0.336902	-2.171602	-0.527669	0.45272	0.695773	-0.58898	0	0.023256	0	-0.385986	-0.000703	0.002668	1	2,807
-1.287404	-0.590844	-0.92489	-0.524996	-0.239015	-0.472317	-0.590195	-0.000111	0.023256	0	-0.385986	-0.000844	0.003511	1	2,808
1.180162	0.93463	1.071532	-0.527669	-0.61477	-0.455106	-0.590195	0	0.023256	0	-0.385986	0.000774	0.002598	1	2,809
0.107242	0.044435	0.19811	-0.528559	0.737222	0.719663	-0.576139	0.001286	0.023256	0	-0.385986	0.00007	0.002247	1	2,810
0.428893	0.171411	-0.675267	-0.529449	-0.354204	-0.102739	-0.576139	0	0.023256	0	-0.385986	0.000281	0.001966	1	2,811
-0.107212	-0.336795	0.073531	-0.529449	-0.369311	-0.344	-0.578742	-0.000238	0.023256	0	-0.385986	-0.00007	0.001755	1	2,812
-0.10722	-0.463806	-0.051232	5.803131	-0.849386	-0.625212	-0.578742	0	0.023256	0	-0.385986	-0.00007	0.001124	1	2,813
-1.07261	-0.08271	-0.92468	-0.524996	0.396187	0.687648	-0.585163	-0.000587	0.023256	0	-0.385986	-0.000703	0.002108	1	2,814
-0.214613	-0.33658	0.322733	5.813822	-0.629993	-0.489906	-0.585163	0	0.023256	0	-0.385986	-0.000141	0.001968	1	2,815
-0.321975	0.426139	0.197873	-0.522321	0.405486	0.554703	-0.582733	0.000222	0.023256	0	-0.385986	-0.000211	0.001476	1	2,816
-0.536777	-0.463663	-0.551496	5.820958	0.189131	0.037667	-0.582733	0	0.023256	0	-0.385986	-0.000352	0.001266	1	2,817
-0.214764	-0.336401	-0.177075	5.822744	-0.208534	-0.438258	-0.585163	-0.000222	0.023256	0	-0.385986	-0.000141	0.001969	1	2,818
0.429497	0.426855	0.072688	-0.520537	-1.039803	-0.788145	-0.585163	0	0.023256	0	-0.385986	0.000282	0.001828	1	2,819
1.287766	0.935059	0.072829	-0.526778	-0.266831	0	-0.587072	-0.000175	0.023256	0	-0.385986	0.000844	0.001546	1	2,820
-1.180411	-0.082495	-0.925312	-0.520537	0.161795	0.14107	-0.587072	0	0.023256	0	-0.385986	-0.000774	0.00246	1	2,821
1.180411	1.3162	-0.176917	5.806693	0.398135	0.499834	-0.591063	-0.000365	0.023256	0	-0.385986	0.000774	0.001826	1	2,822
-0.85839	-0.082495	-0.42596	5.815605	-0.314009	-0.12497	-0.591063	0	0.023256	0	-0.385986	-0.000563	0.002389	1	2,823
1.501865	1.188751	0.572321	-0.528559	-0.151314	0.07364	-0.589501	0.000143	0.023256	0	-0.385986	0.000984	0.001194	1	2,824
-1.07261	-0.590844	-0.675092	-0.524996	0.080087	0.267889	-0.589501	0	0.023256	0	-0.385986	-0.000703	0.001827	1	2,825
-0.643928	0.17184	-0.176548	-0.524105	-0.406719	-0.300732	-0.583948	0.000508	0.023256	0	-0.385986	-0.000422	0.003091	1	2,826
1.180328	0.934845	0.821979	-0.526778	0.442943	0.446463	-0.583948	0	0.023256	0	-0.385986	0.000774	0.003019	1	2,827
0.321749	0.044525	0.198058	-0.528559	-0.346204	-0.329316	-0.421692	0.014843	0.023256	0	-0.385986	0.000211	0.002948	1	2,828
-0.643566	-0.336723	-0.176127	-0.525887	-0.733041	-0.604425	-0.421692	0	0.023256	0	-0.385986	-0.000422	0.002949	1	2,829
0.643566	0.425853	-2.049735	-0.528559	-0.578907	-0.374202	-0.581692	-0.014636	0.023256	0	-0.385986	0.000422	0.002948	1	2,830
0	-0.336723	0.572321	-0.528559	-0.847045	-0.928905	-0.581692	0	0.023256	0	-0.385986	0	0.002948	1	2,831
-0.429014	-0.590844	0.073391	-0.525887	-0.290543	-0.039527	-0.586204	-0.000413	0.023256	0	-0.385986	-0.000281	0.00379	1	2,832
-0.643747	-0.082495	-0.301144	5.813822	-0.502269	-0.438258	-0.586204	0	0.023256	0	-0.385986	-0.000422	0.003931	1	2,833
0	-0.336544	0.322698	-0.524105	-1.087705	-1.027019	-0.586204	0	0.023256	0	-0.385986	0	0.003231	1	2,834
0.10731	0.680295	0.322698	-0.524105	0.103071	0.371293	-0.582733	0.000317	0.023256	0	-0.385986	0.00007	0.003441	1	2,835
-0.214628	0.807262	-0.051758	-0.523213	-0.225515	-0.438258	-0.582733	0	0.023256	0	-0.385986	-0.000141	0.003441	1	2,836
1.39454	3.093258	0.447505	-0.527669	0.901019	0.371293	-0.583601	-0.000079	0.023256	0	-0.385986	0.000914	0.003228	1	2,837
0.428833	1.187001	0.073461	-0.530339	0.597579	0.210703	-0.583601	0	0.023256	0	-0.385986	0.000281	0.003087	1	2,838
0.214371	-0.082853	-0.799496	5.801351	0.713923	0.195744	-0.569544	0.001286	0.023256	0	-0.385986	0.000141	0.002736	1	2,839
-0.214371	-0.336866	-0.674566	5.801351	0.374798	0.446463	-0.569544	0	0.023256	-0.267949	-0.517638	-0.000141	0.002807	1	2,840
0.214371	0.171089	0.322979	-0.531229	0.200599	0.451963	-0.573015	-0.000317	0.023256	-0.267949	-0.517638	0.000141	0.002946	1	2,841
1.499756	1.43998	0.323014	5.78713	0.916308	0.843025	-0.573015	0	0.023256	-0.267949	-0.517638	0.000983	0.001823	1	2,842
-0.642572	-0.083423	-0.174971	5.788906	0.055679	0.218079	-0.569197	0.000349	0.023256	-0.267949	-0.517638	-0.000421	0.002384	1	2,843
0.428412	0.931632	0.572321	5.78713	-0.370487	-0.389742	-0.569197	0	0.023256	-0.267949	-0.517638	0.000281	0.002104	1	2,844
-0.428412	-0.33708	-0.175076	-0.534784	-0.222656	-0.136322	-0.57423	-0.00046	0.023256	-0.267949	-0.517638	-0.000281	0.002945	1	2,845
0.642572	0.677975	0.572321	-0.537449	-0.162561	-0.102739	-0.57423	0	0.023256	-0.267949	-0.517638	0.000421	0.002663	1	2,846
0.214131	-0.083423	0.572321	-0.539224	-0.32715	-0.604425	-0.595922	-0.001984	0.023256	-0.267949	-0.517638	0.00014	0.002663	1	2,847
0.642211	0.170127	-4.290028	5.78358	-0.690716	-0.869599	-0.595922	0	0.023256	-0.267949	-0.517638	0.000421	0.001752	1	2,848
-0.642211	-0.844465	-0.423579	5.78358	-0.628285	-0.489906	-0.597137	-0.000111	0.023256	-0.267949	-0.517638	-0.000421	0.002103	1	2,849
0	-0.590844	-0.174866	-0.538336	-0.050074	-0.374202	-0.597137	0	0.023256	-0.267949	-0.517638	0	0.000982	1	2,850
-0.214131	-0.590844	0.323294	-0.538336	-0.880569	-1.424301	-0.596442	0.000063	0.023256	-0.267949	-0.517638	-0.00014	0.001263	1	2,851
0.53527	1.944837	0.696839	-0.540111	0.371572	-0.049722	-0.596442	0	0.023256	-0.267949	-0.517638	0.000351	0.001472	1	2,852
0.535082	0.550252	0.198846	-0.542771	0.253822	0.210703	-0.597484	-0.000095	0.023256	-0.267949	-0.517638	0.000351	0.000841	1	2,853
-0.107001	-0.337294	0.074511	-0.541884	-0.786633	-0.714222	-0.597484	0	0.023256	-0.267949	-0.517638	-0.00007	0.00021	1	2,854
2.031746	2.323043	0.19895	-0.550737	1.41952	1.286049	-0.396529	0.018383	0.023256	-0.267949	-0.517638	0.001332	-0.00042	0	2,855
-0.427511	-0.590844	0.075139	-0.548968	-0.271917	-0.438258	-0.594707	-0.018129	0.023256	-0.267949	-0.517638	-0.00028	0	0	2,856
-0.855382	-0.337542	-1.417803	-0.545428	0.101284	0.064797	-0.593492	0.000111	0.023256	-0.267949	-0.517638	-0.000561	0.000981	1	2,857
0	0.422718	0.07472	5.769398	0.079472	-0.526288	-0.593492	0	0.023256	-0.267949	-0.517638	0	0.003359	1	2,858
-0.21392	0.16938	0.07472	5.77294	-0.668673	-0.66848	-0.593319	0.000016	0.023256	-0.267949	-0.517638	-0.00014	0.002101	1	2,859
-0.427931	-0.590844	-0.672117	-0.541884	-0.382355	-0.438258	-0.593319	0	0.023256	-0.267949	-0.517638	-0.000281	0.002802	1	2,860
0	-0.337294	-0.049963	-0.541884	-0.111295	-0.102739	-0.590542	0.000254	0.023256	-0.267949	-0.517638	0	0.003081	1	2,861
-0.428051	-0.590844	-0.423439	5.78358	-0.557013	-0.545119	-0.590542	0	0.023256	-0.267949	-0.517638	-0.000281	0.002942	1	2,862
-1.070653	-1.098193	-0.921948	-0.535673	-0.155618	-0.259683	-0.593145	-0.000238	0.023256	-0.267949	-0.517638	-0.000702	0.003784	1	2,863
0.428351	0.42414	0.572321	5.785354	-0.28324	0.308247	-0.593145	0	0.023256	-0.267949	-0.517638	0.000281	0.004062	1	2,864
-0.428351	-0.590844	-0.174971	5.790682	-1.000804	-0.738112	-0.591583	0.000143	0.023256	-0.267949	-0.517638	-0.000281	0.003504	1	2,865
-1.071405	0.42414	-0.922997	5.796015	0.206775	0.203258	-0.591583	0	0.023256	-0.267949	-0.517638	-0.000702	0.003647	1	2,866
-0.857666	0.932488	-0.425118	-0.527669	0.10426	-0.0097	-0.590716	0.000079	0.023256	-0.267949	-0.517638	-0.000562	0.004489	1	2,867
0.857666	0.425424	0.572321	-0.531229	-0.363462	-0.405589	-0.590716	0	0.023256	-0.267949	-0.517638	0.000562	0.003927	1	2,868
0.214341	-0.336866	-0.175706	5.796015	-0.20389	-0.136322	-0.589675	0.000095	0.023256	-0.267949	-0.517638	0.00014	0.003646	1	2,869
0.857064	1.186002	0.572321	5.792459	-1.042896	-0.788145	-0.589675	0	0.023256	-0.267949	-0.517638	0.000562	0.003504	1	2,870
0.214191	0.931419	-0.175181	-0.539224	-0.068109	0.064797	-0.588113	0.000143	0.023256	-0.267949	-0.517638	0.00014	0.003644	1	2,871
0.214161	0.170341	0.323224	5.78713	-0.983518	-0.738112	-0.588113	0	0.023256	-0.267949	-0.517638	0.00014	0.003923	1	2,872
0	-0.590844	0.323259	5.78713	-0.994994	-0.960292	-0.588113	0	0.023256	-0.267949	-0.517638	0	0.004132	1	2,873
-0.321252	-0.337116	-0.174971	-0.536561	-0.591735	-0.421757	-0.589848	-0.000159	0.023256	-0.267949	-0.517638	-0.000211	0.003784	1	2,874
-0.107099	1.0581	0.074057	5.788906	-0.328257	-0.039527	-0.589848	0	0.023256	-0.267949	-0.517638	-0.00007	0.004623	1	2,875
1.284693	1.438555	0.572321	5.778258	0.168325	0.473594	-0.58603	0.000349	0.023256	-0.267949	-0.517638	0.000842	0.003222	1	2,876
1.069752	0.67673	0.821209	-0.546313	-0.005543	-0.273134	-0.58603	0	0.023256	-0.267949	-0.517638	0.000701	0.0028	1	2,877
0.21386	-0.337436	0.323573	5.769398	-0.936756	-0.841516	-0.58603	0	0.023256	-0.267949	-0.517638	0.00014	0.00238	1	2,878
-0.641671	-0.844252	-0.173923	-0.545428	-0.468936	-0.604425	-0.58603	0	0.023256	-0.267949	-0.517638	-0.000421	0.00322	1	2,879
0.641671	0.42286	0.572321	5.767627	-1.183255	-1.179915	-0.587939	-0.000175	0.023256	-0.267949	-0.517638	0.000421	0.003079	1	2,880
0	-0.210798	0.323608	5.767627	-0.513745	-0.329316	-0.587939	0	0.023256	-0.267949	-0.517638	0	0.003359	1	2,881
0.855142	0.422433	0.07486	5.764088	-0.613099	-0.329316	-0.586724	0.000111	0.023256	-0.267949	-0.517638	0.000561	0.002938	1	2,882
-0.427511	-0.84411	-0.919644	-0.547199	-1.101057	-1.223183	-0.586724	0	0.023256	-0.267949	-0.517638	-0.00028	0.002939	1	2,883
-1.069302	-0.337542	-0.671245	5.77294	-0.626581	-0.50789	-0.58551	0.000111	0.023256	-0.267949	-0.517638	-0.000701	0.003639	1	2,884
0.427811	0.929498	-0.174237	5.767627	-0.815065	-0.455106	-0.58551	0	0.023256	-0.267949	-0.517638	0.00028	0.0028	1	2,885
-0.21389	0.169274	0.07479	-0.548083	-0.382355	-0.898703	-0.586898	-0.000127	0.023256	-0.267949	-0.517638	-0.00014	0.0028	1	2,886
1.069152	0.929285	0.821069	5.762319	-0.994994	-0.738112	-0.586898	0	0.023256	-0.267949	-0.517638	0.000701	0.002239	1	2,887
0.213741	-0.084347	0.323712	5.76055	-0.47575	-0.171376	-0.584295	0.000238	0.023256	-0.267949	-0.517638	0.00014	0.00154	1	2,888
-0.320622	-0.337613	-0.670896	-0.548968	-0.384753	-0.060048	-0.584295	0	0.023256	-0.267949	-0.517638	-0.00021	0.00161	1	2,889
-0.106889	0.042299	-0.298022	-0.550737	0.536292	0.587757	-0.584295	0	0.023256	-0.267949	-0.517638	-0.00007	0.00112	1	2,890
0.427511	0.168954	0.572321	5.762319	-0.725151	-0.762738	-0.583601	0.000063	0.023256	-0.267949	-0.517638	0.00028	0.00042	1	2,891
-0.213741	-0.337613	-0.173505	-0.548968	-0.936756	-1.099821	-0.583601	0	0.023256	-0.267949	-0.517638	-0.00014	0	0	2,892
0.213741	-0.337578	-1.790868	-0.549852	-0.240966	-0.18341	-0.583601	0	0.023256	-0.267949	-0.517638	0.00014	-0.000911	0	2,893
0	-0.337613	0.323747	-0.549852	-1.097695	-1.062593	-0.583601	0	0.023256	-0.267949	-0.517638	0	0	0	2,894
0.854663	0.421866	0.572321	-0.553387	0.204722	0.210703	-0.583774	-0.000016	0.023256	-0.267949	-0.517638	0.00056	-0.001121	0	2,895
0.213591	0.674246	0.075417	-0.554271	0.49424	0.525242	-0.583774	0	0.023256	-0.267949	-0.517638	0.00014	-0.00098	0	2,896
0.213561	-0.33779	0.323921	5.753481	-0.711556	-0.545119	-0.579436	0.000397	0.023256	-0.267949	-0.517638	0.00014	-0.001471	0	2,897
-0.747595	-1.096986	-1.166964	-0.552504	-0.385956	-0.102739	-0.579436	0	0.023256	-0.267949	-0.517638	-0.00049	-0.001191	0	2,898
-0.106829	-0.211144	0.199578	-0.55162	-0.96112	-0.646554	-0.584642	-0.000476	0.023256	-0.267949	-0.517638	-0.00007	-0.00056	0	2,899
-1.710284	-0.590844	-1.66547	-0.545428	-0.172223	-0.0097	-0.584642	0	0.023256	-0.535898	-0.385986	-0.001121	0.000981	1	2,900

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