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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
0.49143	1.061041	0.512039	3.354345	-0.313105	-0.612644	-0.385656	-0.000175	-1.2	0.732051	2.346065	0.000394	0.001574	1	89,072
0	0.447106	0.512039	3.354345	-0.27128	-0.716748	-0.385656	0	-1.2	0.732051	2.346065	0	0.001574	1	89,073
1.47313	2.898981	0.512039	3.35002	1.719131	1.187672	-0.382865	0.000206	-1.2	0.732051	2.346065	0.001181	0.000983	1	89,074
0.490657	0.139626	-0.398224	1.591135	0.507962	0.093124	-0.382865	0	-1.2	0.732051	2.346065	0.000393	0.00059	1	89,075
0.735624	0.445658	0.512039	3.347429	-0.639973	-0.612644	-0.382865	0	-1.2	0.732051	2.346065	0.00059	-0.00059	0	89,076
-0.735624	-0.473343	-0.397329	3.347429	-0.957828	-1.329392	-0.3863	-0.000254	-1.2	0.732051	2.346065	-0.00059	0.00059	1	89,077
-0.490657	-0.779797	-0.397866	3.347429	-0.7214	-0.971018	-0.403479	-0.00127	-1.2	0.732051	2.346065	-0.000393	0.000393	1	89,078
1.22628	1.058627	1.118582	1.591135	-0.670852	-0.716748	-0.403479	0	-1.2	0.732051	2.346065	0.000983	-0.000983	0	89,079
0.490175	0.139023	-0.397329	0.712557	-0.224027	-0.358374	-0.403479	0	-1.2	0.732051	2.346065	0.000393	-0.000983	0	89,080
-1.225798	-1.08571	-1.003277	3.347429	-0.088439	-0.519521	-0.39811	0.000397	-1.2	0.732051	2.346065	-0.000983	0	0	89,081
0	-0.473343	0.512039	0.714282	-1.089955	-1.329392	-0.39811	0	-1.2	0.732051	2.346065	0	-0.001969	0	89,082
-1.227004	-0.473343	-1.004768	3.35002	0.317205	0.136247	-0.401976	-0.000286	-1.2	0.732051	2.346065	-0.000984	-0.00197	0	89,083
0	1.059531	0.512039	1.593726	0.140981	0.047788	-0.401976	0	-1.2	0.732051	2.346065	0	-0.000985	0	89,084
-0.736782	0.446562	-1.006261	4.23102	-0.950355	-1.132165	-0.402835	-0.000063	-1.2	0.732051	2.346065	-0.000591	-0.000394	0	89,085
1.47313	1.367011	1.422839	1.593726	-1.007594	-1.132165	-0.402835	0	-1.2	0.732051	2.346065	0.001181	-0.001575	0	89,086
0.245353	0.139626	0.208677	0.714282	-0.353066	-0.834771	-0.40262	0.000016	-1.2	0.732051	2.346065	0.000197	-0.001772	0	89,087
0.245304	-0.166889	-0.094624	3.347429	-1.150016	-1.329392	-0.40262	0	-1.2	0.732051	2.346065	0.000197	-0.001969	0	89,088
0	-0.473343	0.512039	3.347429	-1.213255	-1.942037	-0.403264	-0.000048	-1.2	0.732051	2.346065	0	-0.001574	0	89,089
0	0.445658	-0.397866	0.714282	-0.812627	-0.971018	-0.403264	0	-1.2	0.732051	2.346065	0	-0.000984	0	89,090
-0.490657	-0.473343	-0.397866	1.593726	-0.160416	-0.519521	-0.403693	-0.000032	-1.2	0.732051	2.346065	-0.000393	-0.00059	0	89,091
-0.736347	-0.473343	-0.398224	1.593726	-0.8011	-0.834771	-0.403693	0	-1.2	0.732051	2.346065	-0.00059	0.00059	1	89,092
0	-0.473343	0.512039	1.593726	-2.304333	-1.942037	-0.4067	-0.000222	-1.2	0.732051	2.346065	0	0.00059	1	89,093
0	0.446562	-0.095102	1.595283	0.032803	-0.222127	-0.4067	0	-1.2	0.732051	2.346065	0	0	0	89,094
-0.245546	-0.473343	-0.398762	1.595283	0.206967	-0.05052	-0.4067	0	-1.2	0.732051	2.346065	-0.000197	0.000197	1	89,095
-0.982667	-0.780159	-1.614419	2.476806	0.987269	0.848307	-0.405197	0.000111	-1.2	0.732051	2.346065	-0.000788	0.001575	1	89,096
0.49143	0.447468	-0.0957	0.71705	0.83531	0.480479	-0.405626	-0.000032	-1.2	0.732051	2.346065	0.000394	0.001574	1	89,097
0	-0.166466	-1.007159	2.476806	-0.258727	-0.287628	-0.405626	0	-1.2	0.732051	2.346065	0	0.001181	1	89,098
-0.49143	-0.473343	-0.095461	0.71705	-0.59726	-1.132165	-0.406485	-0.000063	-1.2	0.732051	2.346065	-0.000394	0.002165	1	89,099
-0.491624	-0.473343	-0.39966	1.598923	0.173914	-0.05052	-0.406485	0	-1.2	0.732051	2.346065	-0.000394	0.002363	1	89,100
-0.737799	-0.473343	-1.312616	3.36302	-0.191978	0.177365	-0.406485	0	-1.2	0.732051	2.346065	-0.000592	0.002954	1	89,101
-1.230636	-1.395608	-1.009257	3.364759	-0.614782	-0.834771	-0.406485	0	-1.2	0.732051	2.346065	-0.000987	0.003941	1	89,102
1.230636	1.064069	-0.40146	0.71948	0.90247	0.535739	-0.404338	0.000159	-1.2	0.732051	2.346065	0.000987	0.003544	1	89,103
1.229423	1.062553	-1.009257	0.717744	0.079707	-0.43528	-0.404338	0	-1.2	0.732051	2.346065	0.000986	0.001969	1	89,104
0	-0.473343	-1.007758	0.717744	-0.412104	-0.612644	-0.405626	-0.000095	-1.2	0.732051	2.346065	0	0.002165	1	89,105
0	-0.473343	0.512039	0.717744	-0.79167	-1.329392	-0.405626	0	-1.2	0.732051	2.346065	0	0.001969	1	89,106
0.49143	1.061041	0.512039	1.595283	0.177307	-0.161147	-0.409706	-0.000302	-1.2	0.732051	2.346065	0.000394	0.001574	1	89,107
0.491237	0.447106	-0.095461	1.595283	0.335156	-0.104104	-0.409706	0	-1.2	0.732051	2.346065	0.000394	0.002163	1	89,108
0.981893	0.753318	0.815579	4.23102	0.25171	-0.05052	-0.41035	-0.000048	-1.2	0.732051	2.346065	0.000787	0.00118	1	89,109
-0.736347	-1.393249	-1.309025	1.593726	-0.305123	-0.716748	-0.41035	0	-1.2	0.732051	2.346065	-0.00059	0.001574	1	89,110
0	1.059531	0.512039	1.593726	-0.617526	-0.358374	-0.418295	-0.000587	-1.2	0.732051	2.346065	0	0.001574	1	89,111
1.227004	1.059531	0.512039	1.593726	-0.070869	-0.222127	-0.418295	0	-1.2	0.732051	2.346065	0.000984	0	0	89,112
-1.227004	-0.473343	-1.004768	4.23102	0.67485	0.451498	-0.413142	0.000381	-1.2	0.732051	2.346065	-0.000984	0.001574	1	89,113
0.736347	0.446562	-0.398762	1.593726	0.041469	-0.612644	-0.413142	0	-1.2	0.732051	2.346065	0.00059	0.001376	1	89,114
-0.736347	0.139626	-0.398224	4.23102	0.343796	0.136247	-0.413142	0	-1.2	0.628626	1.414214	-0.00059	0.001967	1	89,115
0	-0.473343	0.512039	1.593726	-2.670782	-1.942037	-0.41078	0.000175	-1.2	0.628626	1.414214	0	0.001967	1	89,116
0.736347	0.446562	0.512039	1.593726	-0.097158	-0.834771	-0.41078	0	-1.2	0.628626	1.414214	0.00059	0.001376	1	89,117
0	0.139626	0.208677	0.714282	-0.210452	-0.971018	-0.412283	-0.000111	-1.2	0.628626	1.414214	0	0.000393	1	89,118
1.716455	3.200858	0.208677	1.588549	1.644004	1.422516	-0.412283	0	-1.2	0.628626	1.414214	0.001376	-0.000983	0	89,119
-0.490175	0.444756	-0.396972	1.591135	0.511537	0.358374	-0.411638	0.000048	-1.2	0.628626	1.414214	-0.000393	0.000197	1	89,120
-0.735624	-0.779617	-0.397329	0.714282	-0.444609	-0.287628	-0.411638	0	-1.2	0.628626	1.414214	-0.00059	0.000983	1	89,121
0	-0.473343	0.512039	3.347429	-0.301962	-0.834771	-0.412497	-0.000063	-1.2	0.628626	1.414214	0	0.000983	1	89,122
0	0.445658	0.512039	3.347429	-1.186356	-1.583663	-0.412497	0	-1.2	0.628626	1.414214	0	0.00059	1	89,123
0.735624	0.445658	0.512039	1.591135	-0.407338	-0.43528	-0.414	-0.000111	-1.2	0.628626	1.414214	0.00059	0	0	89,124
0	-0.473343	-1.307234	1.591135	-0.025549	0.047788	-0.414	0	-1.2	0.628626	1.414214	0	0	0	89,125
-0.735624	-0.473343	-0.397329	1.591135	-0.344505	-0.834771	-0.414215	-0.000016	-1.2	0.628626	1.414214	-0.00059	0	0	89,126
0.735624	0.445658	1.118343	1.591135	-1.847779	-1.583663	-0.414215	0	-1.2	0.628626	1.414214	0.00059	-0.000393	0	89,127
-0.735624	-0.473343	-0.397329	0.714282	-0.488872	-0.519521	-0.413571	0.000048	-1.2	0.628626	1.414214	-0.00059	-0.000393	0	89,128
-0.490657	-1.086312	-1.004768	1.593726	0.647186	0.136247	-0.413571	0	-1.2	0.628626	1.414214	-0.000393	0	0	89,129
0.490657	0.139626	0.208677	0.714282	-1.160675	-0.971018	-0.413571	0	-1.2	0.628626	1.414214	0.000393	-0.000393	0	89,130
0	-0.473343	-0.397866	1.593726	-0.043244	0	-0.413571	0	-1.2	0.628626	1.414214	0	-0.000393	0	89,131
-2.455217	-2.006217	-3.434765	0.717744	-0.040753	0.290351	-0.404767	0.000651	-1.2	0.628626	1.414214	-0.001969	0.001969	1	89,132
-1.229423	-1.08752	-1.007758	1.598923	-0.259458	0.047788	-0.404767	0	-1.2	0.628626	1.414214	-0.000986	0.002561	1	89,133
1.229423	1.062553	0.512039	0.717744	0.050004	-0.287628	-0.414645	-0.00073	-1.2	0.628626	1.414214	0.000986	0.000394	1	89,134
0	-0.473343	-1.007758	0.71705	0.411245	-0.161147	-0.414645	0	-1.2	0.628626	1.414214	0	0.000394	1	89,135
0	0.447468	0.512039	0.717744	-0.267559	-0.519521	-0.412927	0.000127	-1.2	0.628626	1.414214	0	0.000985	1	89,136
0	-0.473343	-1.007758	2.476806	0.551723	-0.104104	-0.412927	0	-1.2	0.628626	1.414214	0	0.000985	1	89,137
0	-0.473343	0.512039	0.71705	-0.365272	-0.971018	-0.413786	-0.000063	-1.2	0.628626	1.414214	0	0.001772	1	89,138
0.49143	0.447468	1.119538	1.595283	-0.449701	-0.834771	-0.413786	0	-1.2	0.628626	1.414214	0.000394	0.001574	1	89,139
0.736782	1.060437	1.422839	1.593726	-0.793544	-1.132165	-0.417221	-0.000254	-1.2	0.628626	1.414214	0.000591	0	0	89,140
0	0.446562	0.512039	1.593726	-0.525082	-1.132165	-0.417221	0	-1.2	0.628626	1.414214	0	0	0	89,141
0.736347	0.446562	0.512039	1.593726	-0.896117	-1.329392	-0.417007	0.000016	-1.2	0.628626	1.414214	0.00059	-0.001181	0	89,142
0	-0.473343	-0.094744	1.593726	-0.900632	-1.132165	-0.417007	0	-1.2	0.628626	1.414214	0	-0.00059	0	89,143
-0.736347	-0.473343	-0.398224	1.593726	-0.89837	-0.834771	-0.416792	0.000016	-1.2	0.628626	1.414214	-0.00059	-0.000591	0	89,144
0	0.446562	0.512039	1.593726	0.337201	0.093124	-0.416792	0	-1.2	0.628626	1.414214	0	-0.000985	0	89,145
0.736347	1.059531	1.11894	0.714282	0.183365	-0.612644	-0.416792	0	-1.2	0.628626	1.414214	0.00059	-0.001575	0	89,146
0.490657	0.139626	1.118582	0.714282	-2.621472	-1.583663	-0.41851	-0.000127	-1.2	0.628626	1.414214	0.000393	-0.001969	0	89,147
-0.490657	-0.779797	-0.397866	0.714282	-0.50782	-1.329392	-0.421516	-0.000222	-1.2	0.628626	1.414214	-0.000393	-0.001181	0	89,148
0.735913	1.058627	-0.398224	1.591135	-0.068254	-0.104104	-0.421516	0	-1.2	0.628626	1.414214	0.00059	-0.001771	0	89,149
-0.245256	-0.167009	0.208856	1.591135	-0.706722	-0.971018	-0.424093	-0.000191	-1.2	0.628626	1.414214	-0.000197	-0.001574	0	89,150
0	-0.473343	-0.397866	0.714282	0.072426	-0.287628	-0.424093	0	-1.2	0.628626	1.414214	0	-0.000984	0	89,151
0	-0.473343	0.512039	1.591135	-0.418845	-1.132165	-0.424093	0	-1.2	0.628626	1.414214	0	-0.001969	0	89,152
0.735624	0.445658	-0.397866	1.591135	-0.51581	-0.971018	-0.429246	-0.000381	-1.2	0.628626	1.414214	0.00059	-0.001574	0	89,153
-0.735624	-1.392344	-0.397329	1.591135	-1.330926	-1.329392	-0.429246	0	-1.2	0.628626	1.414214	-0.00059	-0.000393	0	89,154
0.245256	0.445658	0.512039	1.591135	0.827522	0.325017	-0.427743	0.000111	-1.2	0.628626	1.414214	0.000197	-0.00059	0	89,155
-0.245256	-0.167009	-0.701048	0.714282	-0.418845	-0.222127	-0.424522	0.000238	-1.2	0.628626	1.414214	-0.000197	-0.000393	0	89,156
0	-0.473343	-0.094505	3.347429	-1.847779	-1.132165	-0.424522	0	-1.2	0.628626	1.414214	0	0	0	89,157
1.225798	1.058025	-0.397866	0.712557	1.534303	0.829298	-0.428387	-0.000286	-1.2	0.628626	1.414214	0.000983	-0.001376	0	89,158
-0.245063	-0.779496	-0.093909	0.712557	-1.002145	-1.942037	-0.428387	0	-1.2	0.628626	1.414214	-0.000196	-0.00118	0	89,159
-0.245111	-0.16719	-0.094028	1.591135	-0.393275	-0.716748	-0.428173	0.000016	-1.2	0.628626	1.414214	-0.000197	0	0	89,160
0	-0.473343	-0.397329	1.591135	-1.70939	-1.132165	-0.428173	0	-1.2	0.628626	1.414214	0	0	0	89,161
-0.735624	-1.392344	-0.397329	3.347429	0.086896	-0.519521	-0.428173	0	-1.2	0.628626	1.414214	-0.00059	-0.000393	0	89,162
0.735624	0.445658	0.512039	1.591135	0.008722	-0.287628	-0.428817	-0.000048	-1.2	0.628626	1.414214	0.00059	-0.001377	0	89,163
0.490175	0.139023	0.208975	0.712557	-2.141301	-1.583663	-0.428817	0	-1.2	0.628626	1.414214	0.000393	-0.001376	0	89,164
0	-0.473343	-0.396972	0.712557	-0.683073	-0.971018	-0.426025	0.000206	-1.2	0.628626	1.414214	0	-0.001967	0	89,165
0	0.444756	0.512039	0.712557	0.142422	-0.05052	-0.426025	0	-1.2	0.628626	1.414214	0	-0.000393	0	89,166
0	-0.473343	-0.396972	3.345703	-0.325293	-0.834771	-0.40627	0.00146	-1.2	0.628626	1.414214	0	-0.000393	0	89,167
-1.225798	-2.004711	-1.003277	1.591135	-1.024263	-1.942037	-0.40627	0	-1.2	0.628626	1.414214	-0.000983	0.00059	1	89,168
0	-0.473343	0.512039	1.591135	-4.029688	-2.554681	-0.4067	-0.000032	-1.2	0.628626	1.414214	0	0.000983	1	89,169
0.980735	0.751872	1.118343	0.712557	-0.194581	-0.971018	-0.4067	0	-1.2	0.628626	1.414214	0.000786	0.000196	1	89,170
0.245063	-0.16719	0.209035	0.712557	0.805175	0	-0.402835	0.000286	-1.2	0.628626	1.414214	0.000196	0	0	89,171

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