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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
0.732742	0.442059	0.512039	1.580822	0.398565	0	-0.433756	0.005191	-1.2	0.249689	0	0.000587	-0.002941	0	89,272
-0.732742	-1.388745	-0.393768	4.205197	-0.525082	-1.329392	-0.433756	0	-1.2	0.249689	0	-0.000587	-0.002746	0	89,273
-0.733173	-1.08391	-0.998822	0.708429	-0.65008	-0.287628	-0.405411	0.002095	-1.2	0.249689	0	-0.000588	-0.001766	0	89,274
0	-0.16797	-0.092483	3.332804	0.297299	-0.05052	-0.405411	0	-1.2	0.249689	0	0	-0.001766	0	89,275
-0.489022	0.442597	-0.092483	3.332804	-0.99944	-0.971018	-0.405411	0	-1.2	0.249689	0	-0.000392	-0.001373	0	89,276
0	-0.473343	0.512039	3.332804	-4.029688	-2.554681	-0.427314	-0.001619	-1.2	0.249689	0	0	-0.001373	0	89,277
1.222195	1.053523	2.022899	3.332804	-2.926925	-1.583663	-0.42667	0.000048	-1.2	0.249689	0	0.00098	-0.002353	0	89,278
-0.244343	-0.473343	-0.3943	1.582364	-0.184882	-0.971018	-0.42667	0	-1.2	0.249689	0	-0.000196	-0.001765	0	89,279
-0.977852	-0.16809	-0.696769	3.332804	-0.381363	-0.358374	-0.431394	-0.000349	-1.2	0.249689	0	-0.000784	-0.001373	0	89,280
0.489022	1.053523	0.512039	3.332804	-0.195887	-1.132165	-0.431394	0	-1.2	0.249689	0	0.000392	-0.002355	0	89,281
0.733173	0.442597	1.418377	3.332804	-1.801491	-1.942037	-0.403693	0.002048	-1.2	0.249689	0	0.000588	-0.003336	0	89,282
-1.222195	-2.000209	-0.998822	3.332804	-1.925177	-1.942037	-0.403693	0	-1.2	0.249689	0	-0.00098	-0.002946	0	89,283
0	1.053523	0.512039	0.709116	-0.887192	-0.716748	-0.403264	0.000032	-1.2	0.249689	0	0	-0.002946	0	89,284
0	0.442956	-0.395189	0.708429	0.181353	-0.222127	-0.403264	0	-1.2	0.249689	0	0	-0.002356	0	89,285
0	-0.473343	0.512039	0.709116	-1.397675	-1.583663	-0.403264	0	-1.2	0.249689	0	0	-0.002946	0	89,286
-0.489213	-0.473343	-0.395189	0.709116	-1.217205	-1.132165	-0.411209	-0.000587	-1.2	0.249689	0	-0.000392	-0.002947	0	89,287
0.489213	0.137822	0.20957	0.708429	-0.077195	-0.971018	-0.411209	0	-1.2	0.249689	0	0.000392	-0.003339	0	89,288
0.489022	0.442956	1.11656	0.708429	-3.636876	-1.942037	-0.40627	0.000365	-1.2	0.249689	0	0.000392	-0.003731	0	89,289
-0.489022	-1.084269	-0.092483	0.708429	-1.801491	-1.942037	-0.40627	0	-1.2	0.249689	0	-0.000392	-0.003339	0	89,290
0.244535	0.137583	0.512039	0.708429	-1.718915	-1.583663	-0.464892	-0.004334	-1.2	0.249689	0	0.000196	-0.003535	0	89,291
-0.733748	0.137463	-0.69748	0.709116	-0.236528	-0.05052	-0.459523	0.000397	-1.2	0.249689	0	-0.000588	-0.002947	0	89,292
0	0.137822	-0.395545	0.709116	-0.298034	-0.716748	-0.459523	0	-1.2	0.249689	0	0	-0.002947	0	89,293
0.489213	0.137822	0.20957	0.709116	-1.518709	-1.583663	-0.412068	0.003508	-1.2	0.249689	0	0.000392	-0.003339	0	89,294
-0.489213	-1.084509	-0.395189	3.337096	-1.47961	-1.329392	-0.412068	0	-1.2	0	-0.385986	-0.000392	-0.004128	0	89,295
0	-0.473343	0.512039	3.337096	-4.029688	-2.554681	-0.412068	0	-1.2	0	-0.385986	0	-0.004128	0	89,296
0.489213	1.054122	-0.395545	0.709116	0.561597	-0.05052	-0.445351	-0.002461	-1.2	0	-0.385986	0.000392	-0.003929	0	89,297
-0.489213	-1.084509	-0.395189	0.709116	-0.530954	-1.583663	-0.445351	0	-1.2	0	-0.385986	-0.000392	-0.003537	0	89,298
0.489213	0.748748	1.116798	0.708429	0.200834	-0.287628	-0.463603	-0.001349	-1.2	0	-0.385986	0.000392	-0.003929	0	89,299
0	-0.473343	0.512039	0.708429	0.862308	-1.329392	-0.463603	0	-1.2	0	-0.385986	0	-0.003929	0	89,300
0.489022	0.442956	0.512039	0.708429	0.596075	-0.43528	-0.452008	0.000857	-1.2	0	-0.385986	0.000392	-0.004912	0	89,301
-0.489022	-0.16797	-0.092483	0.708429	-0.229549	-0.358374	-0.452008	0	-1.2	0	-0.385986	-0.000392	-0.003732	0	89,302
0.489022	0.442956	0.512039	2.459557	0.426052	-0.05052	-0.410994	0.003032	-1.2	0	-0.385986	0.000392	-0.003338	0	89,303
-0.489022	-1.084269	-0.092483	0.708429	-0.000926	-1.132165	-0.410994	0	-1.2	0	-0.385986	-0.000392	-0.003339	0	89,304
0.244535	0.442956	0.512039	0.708429	-0.39606	-0.358374	-0.4067	0.000317	-1.2	0	-0.385986	0.000196	-0.004125	0	89,305
-0.244535	-0.778836	0.209748	0.708429	-0.38683	-0.716748	-0.4067	0	-1.2	0	-0.385986	-0.000196	-0.003929	0	89,306
0.489022	0.442956	0.512039	2.459557	-0.703511	-0.716748	-0.4067	0	-1.2	0	-0.385986	0.000392	-0.004321	0	89,307
-1.712415	-1.084269	-1.604826	1.585968	1.061796	0.390518	-0.4067	0	-1.2	0	-0.385986	-0.001373	-0.002948	0	89,308
0.73418	1.055021	1.117154	3.337096	0.684609	0.562124	-0.406485	0.000016	-1.2	0	-0.385986	0.000589	-0.003537	0	89,309
0	-0.473343	0.512039	3.337096	-4.029688	-2.554681	-0.406485	0	-1.2	0	-0.385986	0	-0.002947	0	89,310
0	-0.473343	0.512039	1.585968	-4.029688	-2.554681	-0.409491	-0.000222	-1.2	0	-0.385986	0	-0.00275	0	89,311
0	-0.473343	0.20957	1.585968	-3.636876	-1.942037	-0.409491	0	-1.2	0	-0.385986	0	-0.003537	0	89,312
-1.223874	-1.390541	-1.303663	1.585968	0.391654	-0.05052	-0.406055	0.000254	-1.2	0	-0.385986	-0.000981	-0.002556	0	89,313
0.489694	0.138422	1.117391	1.585968	-2.141301	-1.329392	-0.406055	0	-1.2	0	-0.385986	0.000393	-0.002948	0	89,314
0	1.97132	0.512039	3.338814	-0.112746	-0.612644	-0.41035	-0.000317	-1.2	0	-0.385986	0	-0.003539	0	89,315
-0.489694	0.443855	-0.39608	0.710835	-1.213255	-1.583663	-0.41035	0	-1.2	0	-0.385986	-0.000393	-0.002556	0	89,316
0.489694	0.138422	0.209273	0.710835	-0.481251	-0.43528	-0.398325	0.000889	-1.2	0	-0.385986	0.000393	-0.002948	0	89,317
0	1.055021	0.512039	0.710835	-0.287949	-1.329392	-0.409062	-0.000794	-1.2	0	-0.385986	0	-0.002948	0	89,318
-0.489694	-1.085109	-0.39608	0.710835	0.174594	-0.104104	-0.409062	0	-1.2	0	-0.385986	-0.000393	-0.003935	0	89,319
0	0.138422	0.209273	0.710835	-1.812713	-1.329392	-0.407988	0.000079	-1.2	0	-0.385986	0	-0.003147	0	89,320
0.244871	-0.16743	0.209273	0.710835	-0.541681	-1.329392	-0.407988	0	-1.2	0	-0.385986	0.000196	-0.003737	0	89,321
-0.244871	0.749708	-0.093433	0.710835	0.359467	0.290351	-0.410565	-0.00019	-1.2	0	-0.385986	-0.000196	-0.003935	0	89,322
-0.489886	-0.473343	-0.093552	3.341395	-0.391426	-0.716748	-0.411209	-0.000048	-1.2	0	-0.385986	-0.000393	-0.003542	0	89,323
0.489886	0.138663	0.814863	0.710835	-0.940541	-1.942037	-0.411209	0	-1.2	0	-0.385986	0.000393	-0.003147	0	89,324
0	-0.473343	0.209273	0.710835	-1.311875	-1.583663	-0.411209	0	-1.2	0	-0.385986	0	-0.003541	0	89,325
0	1.05562	-0.396436	1.588549	0.977049	1.003162	-0.40627	0.000365	-1.2	0	-0.385986	0	-0.003541	0	89,326
0	-0.473343	0.209273	1.588549	-2.851252	-1.583663	-0.40627	0	-1.2	0	-0.385986	0	-0.003541	0	89,327
0	-0.473343	0.512039	1.588549	-4.029688	-2.554681	-0.412497	-0.00046	-1.2	0	-0.385986	0	-0.003541	0	89,328
0.489694	0.138422	-0.093552	1.588549	0.452891	-0.287628	-0.415504	-0.000222	-1.2	0	-0.385986	0.000393	-0.004327	0	89,329
-0.489694	-1.085109	-1.9108	1.588549	0.312427	-0.519521	-0.415504	0	-1.2	0	-0.385986	-0.000393	-0.003935	0	89,330
-0.734901	-0.473343	-0.396436	1.588549	-0.654468	-0.612644	-0.413356	0.000159	-1.2	0	-0.385986	-0.000589	-0.003345	0	89,331
-0.490175	0.444756	-0.396972	0.712557	-0.067211	0.25427	-0.413356	0	-1.2	0	-0.385986	-0.000393	-0.002952	0	89,332
-0.735624	0.139023	-0.397329	1.591135	-0.728047	-0.43528	-0.410135	0.000238	-1.2	0	-0.385986	-0.00059	-0.002363	0	89,333
0	0.445658	0.512039	1.591135	-2.576111	-1.329392	-0.410135	0	-1.2	0	-0.385986	0	-0.002363	0	89,334
0.735624	0.445658	0.512039	1.591135	-0.252192	-0.358374	-0.410135	0	-1.2	0	-0.385986	0.00059	-0.002952	0	89,335
-0.735624	-0.779617	-0.397329	3.347429	-0.377748	-0.05052	-0.414	-0.000286	-1.2	0	-0.385986	-0.00059	-0.002363	0	89,336
-0.490657	0.445658	-0.397866	0.714282	-0.771461	-0.834771	-0.414	0	-1.2	0	-0.385986	-0.000393	-0.001772	0	89,337
0	-0.166829	-0.398224	1.593726	0.115904	0.25427	-0.411853	0.000159	-1.2	0	-0.385986	0	-0.001969	0	89,338
0	-0.473343	0.208677	1.593726	-2.065628	-1.583663	-0.411853	0	-1.2	0	-0.385986	0	-0.001575	0	89,339
0	-0.473343	0.512039	1.593726	-4.029688	-2.554681	-0.408203	0.00027	-1.2	0	-0.385986	0	-0.002561	0	89,340
0	-0.473343	-0.398224	1.593726	-0.838436	-0.104104	-0.408203	0	-1.2	0	-0.385986	0	-0.001969	0	89,341
0	-0.473343	0.208677	1.593726	-3.407096	-1.942037	-0.410135	-0.000143	-1.2	0	-0.385986	0	-0.001575	0	89,342
0	-0.473343	0.208677	1.593726	-1.355677	-1.942037	-0.410135	0	-1.2	0	-0.385986	0	-0.001575	0	89,343
0	-0.473343	-1.309025	4.23102	0.131156	-0.104104	-0.41078	-0.000048	-1.2	0	-0.385986	0	-0.001575	0	89,344
-1.47313	-2.006821	-1.309025	1.593726	-2.065628	-1.942037	-0.41078	0	-1.2	0	-0.385986	-0.001181	-0.000394	0	89,345
0	0.447106	0.512039	1.593726	-0.301962	-0.834771	-0.408203	0.00019	-1.2	0	-0.385986	0	0	0	89,346
0.736782	0.447106	0.512039	1.593726	-1.068216	0	-0.408203	0	-1.2	0	-0.385986	0.000591	-0.001182	0	89,347
0	0.446562	0.512039	4.23102	-0.278796	-0.161147	-0.408847	-0.000048	-1.2	0	-0.385986	0	-0.001379	0	89,348
0	-0.473343	0.512039	4.23102	-4.029688	-2.554681	-0.408847	0	-1.2	0	-0.385986	0	-0.001379	0	89,349
0	-0.473343	0.512039	4.23102	-4.029688	-2.554681	-0.408847	0	-1.2	0	-0.385986	0	-0.001379	0	89,350
-0.736782	-1.086915	-0.398762	4.23102	-1.083658	-0.971018	-0.409062	-0.000016	-1.2	0	-0.385986	-0.000591	-0.000394	0	89,351
0.98228	1.367011	0.512039	1.593726	-0.62584	-0.971018	-0.409706	-0.000048	-1.2	0	-0.385986	0.000788	-0.001379	0	89,352
0.981507	0.752836	-0.702243	0.714282	1.391074	1.225289	-0.409706	0	-1.2	0	-0.385986	0.000787	-0.002166	0	89,353
-0.490657	-0.473343	-0.397866	0.714282	0.497098	0	-0.41443	-0.000349	-1.2	0	-0.385986	-0.000393	-0.001969	0	89,354
-0.736347	0.139626	-0.398224	1.593726	0.296477	-0.222127	-0.41443	0	-1.2	-0.267949	-0.517638	-0.00059	-0.001379	0	89,355
0	-0.473343	0.512039	1.593726	-0.347914	-0.716748	-0.409706	0.000349	-1.2	-0.267949	-0.517638	0	-0.000985	0	89,356
0	-0.473343	0.512039	1.593726	-4.029688	-2.554681	-0.409706	0	-1.2	-0.267949	-0.517638	0	-0.000394	0	89,357
0	-0.473343	0.512039	1.593726	-4.029688	-2.554681	-0.412068	-0.000175	-1.2	-0.267949	-0.517638	0	-0.000394	0	89,358
0	0.139988	-1.006261	1.593726	-0.407338	-0.358374	-0.412068	0	-1.2	-0.267949	-0.517638	0	0	0	89,359
0.736347	0.446562	0.512039	1.593726	-1.539319	-1.583663	-0.411424	0.000048	-1.2	-0.267949	-0.517638	0.00059	-0.000394	0	89,360
0.245353	-0.166829	-0.398224	0.714282	0.434281	0.25427	-0.411424	0	-1.2	-0.267949	-0.517638	0.000197	-0.000787	0	89,361
-0.9817	-0.166889	-1.612326	1.595283	0.007354	-0.43528	-0.41078	0.000048	-1.2	-0.267949	-0.517638	-0.000787	-0.000394	0	89,362
0	-0.473343	0.512039	4.23102	-0.734774	-1.132165	-0.41078	0	-1.2	-0.267949	-0.517638	0	-0.000985	0	89,363
0	-0.473343	0.512039	4.23102	-4.029688	-2.554681	-0.414859	-0.000302	-1.2	-0.267949	-0.517638	0	-0.000197	0	89,364
-0.736782	-1.086915	-0.398762	1.595283	-0.803005	-1.132165	-0.414859	0	-1.2	-0.267949	-0.517638	-0.000591	0.000394	1	89,365
0.736782	0.447106	-0.095461	0.71705	-0.181049	-0.519521	-0.414859	0	-1.2	-0.267949	-0.517638	0.000591	-0.000197	0	89,366
0	-0.473343	-1.006261	1.595283	0.123396	-0.161147	-0.418939	-0.000302	-1.2	-0.267949	-0.517638	0	0	0	89,367
0	-0.473343	0.512039	0.71705	-4.029688	-2.554681	-0.418939	0	-1.2	-0.267949	-0.517638	0	-0.000394	0	89,368
-1.719836	-1.086915	-1.917959	0.71705	-0.654468	-0.358374	-0.417221	0.000127	-1.2	-0.267949	-0.517638	-0.001379	0.000985	1	89,369
0.983054	1.061645	1.119777	0.71705	-2.391691	-1.329392	-0.417436	-0.000016	-1.2	-0.267949	-0.517638	0.000788	0.000394	1	89,370
-0.49143	-1.087278	-0.095461	0.71705	-1.355677	-1.329392	-0.417436	0	-1.2	-0.267949	-0.517638	-0.000394	0.000788	1	89,371

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