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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
0.246079	0.14144	0.207779	0.71948	-0.762508	-0.716748	-0.445351	0	-0.6	-1	0.614014	0.000197	0.00962	1	90,572
-0.738382	-0.473343	-0.705118	1.601529	1.900726	0.636861	-0.445351	0	-0.6	-1	0.614014	-0.000592	0.011579	1	90,573
-0.738819	-0.780947	-1.010459	0.721219	0.936616	0.829298	-0.445351	0	-0.6	-1	0.614014	-0.000592	0.013146	1	90,574
0	0.142047	0.207479	0.721219	0.863822	0.636861	-0.445351	0	-0.6	-1	0.614014	0	0.012561	1	90,575
0.492595	1.064676	0.207479	3.364759	1.156325	0.790009	-0.445351	0	-0.6	-1	0.614014	0.000395	0.012752	1	90,576
0	0.449286	-0.40146	1.601529	1.351328	0.705768	-0.445351	0	-0.6	-1	0.614014	0	0.013336	1	90,577
0.246224	0.449286	-0.40146	1.601529	0.451641	-0.161147	-0.445351	0	-0.6	-1	0.614014	0.000197	0.013528	1	90,578
-0.738819	-0.1658	-0.705839	0.721219	0.01326	-0.05052	-0.445351	0	-0.6	-1	0.614014	-0.000592	0.013731	1	90,579
0	0.142047	-0.401821	1.60414	1.796849	1.20039	-0.445351	0	-0.6	-1	0.614014	0	0.013731	1	90,580
-0.739257	0.142047	-0.401821	1.60414	0.824291	0.636861	-0.445351	0	-0.6	-1	0.614014	-0.000593	0.014324	1	90,581
0.246468	0.450197	0.512039	1.60414	1.155663	1.093124	-0.445351	0	-0.6	-1	0.614014	0.000198	0.013542	1	90,582
0.985384	0.757679	0.207358	0.721219	1.165036	1.018806	-0.445351	0	-0.6	-1	0.614014	0.00079	0.013336	1	90,583
-0.492595	-0.473343	-0.40146	0.721219	0.849642	0.866915	-0.445351	0	-0.6	-1	0.614014	-0.000395	0.012171	1	90,584
11.036596	14.838952	10.226319	1.580822	1.208394	0.790009	-0.094482	0.025939	-0.6	0.732051	2.346065	0.008849	0.002542	1	90,585
-1.465916	-0.473343	-1.300107	2.459557	-0.045746	-0.222127	-0.094482	0	-0.6	0.732051	2.346065	-0.001175	0.004108	1	90,586
-1.712415	-1.084269	-4.027664	3.337096	1.064136	0.562124	-0.490445	-0.029273	-0.6	0.732051	2.346065	-0.001373	0.005481	1	90,587
0.73418	0.443855	0.512039	3.337096	-1.024263	-1.132165	-0.490445	0	-0.6	0.732051	2.346065	0.000589	0.003915	1	90,588
0	0.137822	-0.395545	2.459557	0.283723	-0.222127	-0.489371	0.000079	-0.6	0.732051	2.346065	0	0.003915	1	90,589
0.978235	1.054122	1.116798	2.459557	-0.131102	-0.716748	-0.489371	0	-0.6	0.732051	2.346065	0.000784	0.002545	1	90,590
1.465916	2.882475	-0.697243	0.705688	1.75075	1.307295	-0.49023	-0.000063	-0.6	0.732051	2.346065	0.001175	0.000978	1	90,591
2.926673	4.095617	1.115614	0.702274	1.057732	0.25427	-0.49023	0	-0.6	0.732051	2.346065	0.002347	-0.001955	0	90,592
-2.438417	-1.082121	-2.502299	3.324247	0.106015	-0.222127	-0.487653	0.00019	-0.6	0.732051	2.346065	-0.001955	0.000587	1	90,593
1.219804	1.050536	2.019944	0.70398	-0.49217	-0.716748	-0.487653	0	-0.6	0.732051	2.346065	0.000978	-0.000391	0	90,594
-0.487779	-0.473343	-0.392528	3.321687	-0.548947	-0.716748	-0.487438	0.000016	-0.6	0.732051	2.346065	-0.000391	0.001368	1	90,595
1.219089	1.65842	0.210457	0.702274	0.477122	-0.43528	-0.487438	0	-0.6	0.732051	2.346065	0.000977	0.000586	1	90,596
0	0.135435	0.210752	0.702274	-0.291807	-0.971018	-0.487009	0.000032	-0.6	0.732051	2.346065	0	0	0	90,597
0.487302	0.135435	-0.391997	1.57314	1.052196	0.390518	-0.487009	0	-0.6	0.732051	2.346065	0.000391	-0.000977	0	90,598
1.217423	1.047561	0.512039	0.700572	0.714755	0.047788	-0.493451	-0.000476	-0.6	0.732051	2.346065	0.000976	-0.003127	0	90,599
-1.217423	-0.473343	-0.992923	1.57314	0.731542	0.535739	-0.493451	0	-0.6	0.732051	2.346065	-0.000976	-0.002347	0	90,600
-0.487302	-0.473343	-0.994394	0.702274	1.002695	0.683391	-0.497101	-0.00027	-0.6	0.732051	2.346065	-0.000391	-0.001956	0	90,601
-0.73131	0.135435	-1.296564	0.70398	0.130422	-0.43528	-0.497101	0	-0.6	0.732051	2.346065	-0.000586	-0.001957	0	90,602
-1.219804	-1.082716	-0.995867	1.578256	-0.025065	-0.612644	-0.497101	0	-0.6	0.732051	2.346065	-0.000978	-0.001567	0	90,603
-1.220998	-0.473343	-1.903682	1.582364	0.986133	0.683391	-0.497745	-0.000048	-0.6	0.732051	2.346065	-0.000979	0	0	90,604
0	-0.473343	-0.696532	1.582364	0.182695	0.093124	-0.497745	0	-0.6	0.732051	2.346065	0	-0.000588	0	90,605
0	-0.473343	-0.998822	1.582364	-0.35566	-0.716748	-0.4898	0.000587	-0.6	0.732051	2.346065	0	-0.001372	0	90,606
-1.711408	-1.08391	-1.90605	1.585968	1.020241	0.093124	-0.4898	0	-0.6	0.732051	2.346065	-0.001372	-0.000589	0	90,607
-0.489405	0.137822	-0.395545	1.585968	0.816459	0.177365	-0.476917	0.000952	-0.6	0.732051	2.346065	-0.000392	0.000785	1	90,608
-1.46937	-0.779136	-2.819692	1.588549	1.408833	0.705768	-0.476917	0	-0.6	0.732051	2.346065	-0.001178	0.002355	1	90,609
0.734901	1.056521	-0.396972	0.710835	1.373684	0.535739	-0.473696	0.000238	-0.6	0.732051	2.346065	0.000589	0.001373	1	90,610
2.202109	2.583085	0.209273	0.708429	0.765733	-0.358374	-0.477346	-0.00027	-0.6	0.732051	2.346065	0.001766	-0.000392	0	90,611
1.465916	1.357999	1.418377	0.705688	0.106399	-0.358374	-0.477346	0	-0.6	0.732051	2.346065	0.001175	-0.00196	0	90,612
-0.732742	-0.168329	-0.393768	1.582364	-0.291807	-0.43528	-0.474769	0.00019	-0.6	0.732051	2.346065	-0.000587	-0.001961	0	90,613
0	0.442059	-0.998822	4.205197	-0.08898	-0.43528	-0.474769	0	-0.6	0.732051	2.346065	0	-0.002353	0	90,614
0.732742	0.442059	-0.998822	1.578256	0.578015	-0.716748	-0.449646	0.001857	-0.6	0.732051	2.346065	0.000587	-0.002548	0	90,615
1.220282	1.660506	0.210162	0.70398	-0.042745	-0.43528	-0.449646	0	-0.6	0.732051	2.346065	0.000978	-0.003919	0	90,616
0.487779	0.13603	0.210457	0.70398	-0.438559	-0.104104	-0.481426	-0.002349	-0.6	0.732051	2.346065	0.000391	-0.00431	0	90,617
0.73131	0.44027	0.512039	3.321687	-0.852835	-1.132165	-0.481426	0	-0.6	0.732051	2.346065	0.000586	-0.004897	0	90,618
0	-0.473343	-1.296564	3.319981	0.101392	-0.612644	-0.481426	0	-0.6	0.732051	2.346065	0	-0.005486	0	90,619
-0.73131	0.135435	-0.391997	1.575696	-0.029921	-0.287628	-0.503543	-0.001635	-0.6	0.732051	2.346065	-0.000586	-0.005293	0	90,620
1.218612	1.961768	2.018471	3.317426	-0.62584	-0.834771	-0.503543	0	-0.6	0.732051	2.346065	0.000977	-0.00627	0	90,621
-0.487302	0.439378	-0.391644	1.57314	-1.425597	-1.132165	-0.47391	0.002191	-0.6	0.732051	2.346065	-0.000391	-0.006862	0	90,622
1.704725	1.656339	0.210752	0.699892	1.807487	1.064142	-0.48207	-0.000603	-0.6	0.732051	2.346065	0.001367	-0.007835	0	90,623
1.216236	2.56402	1.113612	4.179626	1.714232	1.249506	-0.48207	0	-0.6	0.732051	2.346065	0.000975	-0.008811	0	90,624
-0.729599	0.437599	-0.389882	1.568044	-0.666336	-0.612644	-0.461885	0.001492	-0.6	0.732051	2.346065	-0.000585	-0.008619	0	90,625
0.729599	1.349074	-0.089535	1.568044	0.015965	-0.05052	-0.461885	0	-0.6	0.732051	2.346065	0.000585	-0.008024	0	90,626
0.729173	0.741128	0.512039	0.697178	-0.056377	-0.43528	-0.461885	0	-0.6	0.732051	2.346065	0.000585	-0.01097	0	90,627
0.485878	0.740419	-0.389355	1.565503	0.66277	0.480479	-0.502899	-0.003032	-0.6	0.732051	2.346065	0.00039	-0.010178	0	90,628
-0.485878	0.436712	-0.389004	0.697178	-0.032855	-0.05052	-0.502899	0	-0.6	0.732051	2.346065	-0.00039	-0.013731	0	90,629
0	1.346945	0.211633	0.697178	0.74213	0.535739	-0.451793	0.003778	-0.6	0.732051	2.346065	0	-0.013336	0	90,630
0	0.133656	-0.389355	1.568044	0.114016	0.136247	-0.451793	0	-0.6	0.732051	2.346065	0	-0.012744	0	90,631
-0.729173	-0.473343	-1.291275	1.568044	0.795257	0.25427	-0.45437	-0.00019	-0.6	0.732051	2.346065	-0.000585	-0.011765	0	90,632
0.729173	1.044598	0.512039	1.56957	1.026022	0.587745	-0.45437	0	-0.6	0.732051	2.346065	0.000585	-0.012349	0	90,633
-1.945409	-1.384285	-3.397811	3.317426	0.731414	0.508541	-0.45437	0	-0.6	0.732051	2.346065	-0.00156	-0.011184	0	90,634
-0.973843	-1.081527	-0.992923	1.57314	0.726942	0.535739	-0.461671	-0.00054	-0.6	0.732051	2.346065	-0.000781	-0.010403	0	90,635
0.487017	0.135078	0.210929	0.700572	0.815911	0.636861	-0.476917	-0.001127	-0.6	0.732051	2.346065	0.00039	-0.011386	0	90,636
0	-0.169222	-0.391115	0.700572	-0.529775	-0.716748	-0.476917	0	-0.6	0.732051	2.346065	0	-0.011386	0	90,637
-1.217899	-0.473343	-1.294798	3.317426	0.084111	0.216654	-0.41443	0.004619	-0.6	0.732051	2.346065	-0.000976	-0.011397	0	90,638
0	1.048156	0.210752	3.319981	-0.247877	-0.612644	-0.41443	0	-0.6	0.732051	2.346065	0	-0.011793	0	90,639
-0.73131	0.135435	-1.899903	0.70398	-0.3344	-0.161147	-0.42216	-0.000571	-0.6	0.732051	2.346065	-0.000586	-0.0118	0	90,640
-0.487779	-0.473343	-0.694168	3.324247	-0.129938	-0.612644	-0.42216	0	-0.6	0.732051	2.346065	-0.000391	-0.012398	0	90,641
-0.732026	-1.38785	-0.392882	0.705688	-0.466309	-0.716748	-0.474555	-0.003873	-0.6	0.732051	2.346065	-0.000587	-0.013198	0	90,642
0.732026	1.050536	-0.091537	3.324247	0.278936	0.047788	-0.474555	0	-0.6	0.732051	2.346065	0.000587	-0.013785	0	90,643
0	0.13603	0.210457	3.321687	-0.400732	-0.716748	-0.460597	0.001032	-0.6	0.732051	2.346065	0	-0.013389	0	90,644
1.706391	1.65842	1.717773	0.702274	-1.582933	-1.583663	-0.460597	0	-0.6	0.628626	1.414214	0.001368	-0.015153	0	90,645
0.24358	0.439378	0.512039	1.57314	0.00781	-0.716748	-0.460597	0	-0.6	0.628626	1.414214	0.000195	-0.015349	0	90,646
-0.730882	-0.777643	-1.295504	0.702274	-0.180412	-0.612644	-0.478205	-0.001302	-0.6	0.628626	1.414214	-0.000586	-0.014763	0	90,647
-0.73131	-0.168925	-0.391997	1.575696	-1.221181	-0.971018	-0.467898	0.000762	-0.6	0.628626	1.414214	-0.000586	-0.014176	0	90,648
-1.463908	-0.473343	-1.599442	0.705688	0.819953	0.508541	-0.467898	0	-0.6	0.628626	1.414214	-0.001174	-0.013995	0	90,649
-0.244152	-0.778358	-0.695585	4.205197	-0.4716	-0.222127	-0.423663	0.00327	-0.6	0.628626	1.414214	-0.000196	-0.013799	0	90,650
0	-0.473343	-0.393768	3.328522	-1.209333	-0.834771	-0.423663	0	-0.6	0.628626	1.414214	0	-0.014792	0	90,651
-0.732742	-0.473343	-1.300107	4.205197	-0.50106	-0.971018	-0.431179	-0.000556	-0.6	0.628626	1.414214	-0.000587	-0.014204	0	90,652
-0.733173	0.442059	-0.3943	4.205197	-0.887192	-1.132165	-0.431179	0	-0.6	0.628626	1.414214	-0.000588	-0.012623	0	90,653
0.733173	1.357999	0.512039	1.582364	0.289026	0.093124	-0.46253	-0.002318	-0.6	0.628626	1.414214	0.000588	-0.012814	0	90,654
-0.733173	-1.08391	-0.3943	0.708429	-0.57132	-0.612644	-0.46253	0	-0.6	0.628626	1.414214	-0.000588	-0.010046	0	90,655
-0.978235	-1.084269	-0.999711	3.337096	-0.438559	-0.222127	-0.46253	0	-0.6	0.628626	1.414214	-0.000784	-0.007482	0	90,656
-0.73418	-1.390541	-0.395545	3.338814	-1.454967	-1.583663	-0.471548	-0.000667	-0.6	0.628626	1.414214	-0.000589	-0.007289	0	90,657
1.223394	1.055021	1.117154	2.459557	-0.530954	-0.612644	-0.461671	0.00073	-0.6	0.628626	1.414214	0.000981	-0.007874	0	90,658
0.489022	0.442956	0.512039	0.708429	-1.35064	-1.583663	-0.461671	0	-0.6	0.628626	1.414214	0.000392	-0.008266	0	90,659
-0.489022	-1.084269	-0.092483	0.708429	-0.042745	-0.43528	-0.456947	0.000349	-0.6	0.628626	1.414214	-0.000392	-0.007281	0	90,660
0	0.442956	0.512039	0.708429	-0.025065	-0.222127	-0.456947	0	-0.6	0.628626	1.414214	0	-0.007281	0	90,661
-0.489213	0.137583	-0.395189	0.709116	0.13372	-0.519521	-0.463174	-0.00046	-0.6	0.628626	1.414214	-0.000392	-0.006889	0	90,662
-0.73418	-1.390541	-0.395545	0.709116	0.11515	-1.942037	-0.463174	0	-0.6	0.628626	1.414214	-0.000589	-0.005906	0	90,663
-0.489694	1.055021	-0.39608	1.585968	0.059246	-0.161147	-0.4621	0.000079	-0.6	0.628626	1.414214	-0.000393	-0.00571	0	90,664
0.489694	0.138422	0.512039	0.710835	-0.400732	-0.716748	-0.4621	0	-0.6	0.628626	1.414214	0.000393	-0.005906	0	90,665
-0.489694	-1.085109	-0.39608	0.710835	-0.89837	-0.612644	-0.4621	0	-0.6	0.628626	1.414214	-0.000393	-0.005513	0	90,666
0	0.138422	0.209273	0.710835	-1.532365	-1.329392	-0.454799	0.00054	-0.6	0.628626	1.414214	0	-0.005908	0	90,667
0	-0.473343	0.209273	1.588549	-0.893872	-1.329392	-0.45394	0.000063	-0.6	0.628626	1.414214	0	-0.005315	0	90,668
-0.734901	-1.391442	-0.396436	0.712557	-0.3091	-0.834771	-0.45394	0	-0.6	0.628626	1.414214	-0.000589	-0.004332	0	90,669
-0.490175	-1.08571	-1.003277	1.591135	-0.49217	-0.834771	-0.447498	0.000476	-0.6	0.628626	1.414214	-0.000393	-0.004531	0	90,670
0	-0.473343	0.208975	1.591135	-0.102122	-0.834771	-0.447498	0	-0.6	0.628626	1.414214	0	-0.003544	0	90,671

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