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
-0.4988	-1.096485	-0.104571	1.635885	-0.407338	-1.132165	-0.508267	0	0.2	0.628626	1.414214	-0.0004	0.004589	1	94,272
0	-0.473343	0.512039	1.635885	-4.029688	-2.554681	-0.51428	-0.000444	0.2	0.628626	1.414214	0	0.003594	1	94,273
1.994005	2.017731	1.128649	1.63321	0.217465	-0.104104	-0.51428	0	0.2	0.628626	1.414214	0.001599	0.002393	1	94,274
-0.747378	-0.473343	-0.41186	1.63321	-1.606067	-1.583663	-0.513421	0.000063	0.2	0.464102	0.614014	-0.000599	0.002594	1	94,275
-0.249226	0.460343	-0.412414	1.634814	0.941205	0.705768	-0.513421	0	0.2	0.464102	0.614014	-0.0002	0.002196	1	94,276
0.249226	-0.16199	0.820128	3.415801	-0.51581	-1.132165	-0.506549	0.000508	0.2	0.464102	0.614014	0.0002	0.001996	1	94,277
0	-0.473343	0.512039	1.63321	-4.029688	-2.554681	-0.506549	0	0.2	0.464102	0.614014	0	0.001996	1	94,278
0	-0.473343	-0.412414	1.634814	-1.748489	-0.971018	-0.509556	-0.000222	0.2	0.464102	0.614014	0	0.002993	1	94,279
0	-0.473343	0.512039	1.634814	-4.029688	-2.554681	-0.509556	0	0.2	0.464102	0.614014	0	0.002993	1	94,280
0	-0.473343	0.512039	1.634814	-4.029688	-2.554681	-0.511273	-0.000127	0.2	0.464102	0.614014	0	0.002993	1	94,281
0	-0.473343	-0.412414	1.63321	-0.186809	-0.104104	-0.511273	0	0.2	0.464102	0.614014	0	0.002993	1	94,282
-0.249226	-0.473343	-0.412414	1.634814	-0.561267	-0.716748	-0.517501	-0.00046	0.2	0.464102	0.614014	-0.0002	0.003192	1	94,283
-0.498601	-0.16199	-0.720935	1.635885	-0.453807	-0.287628	-0.517501	0	0.2	0.464102	0.614014	-0.0004	0.003592	1	94,284
-0.748275	-0.161866	-0.721428	1.635885	0.731287	0.216654	-0.510629	0.000508	0.2	0.464102	0.614014	-0.0006	0.004789	1	94,285
0.249475	0.772941	0.820436	1.635885	-0.986105	-1.132165	-0.513206	-0.00019	0.2	0.464102	0.614014	0.0002	0.003594	1	94,286
0	0.461277	0.512039	1.635885	-1.38688	-0.716748	-0.508267	0.000365	0.2	0.464102	0.614014	0	0.002996	1	94,287
0.4988	1.084045	1.128649	1.634814	-0.248594	-0.05052	-0.508267	0	0.2	0.464102	0.614014	0.0004	0.002197	1	94,288
0	1.083423	0.512039	1.634814	-0.773269	-0.971018	-0.495383	0.000952	0.2	0.464102	0.614014	0	0.001598	1	94,289
0.747826	1.083423	0.512039	1.63321	-0.709951	-0.716748	-0.495383	0	0.2	0.464102	0.614014	0.0006	0.002594	1	94,290
0	0.149177	0.512039	1.634814	-0.551389	-0.612644	-0.506335	-0.00081	0.2	0.464102	0.614014	0	0.002594	1	94,291
-0.249226	-0.784696	-0.104202	1.634814	-2.724795	-1.942037	-0.506335	0	0.2	0.464102	0.614014	-0.0002	0.001797	1	94,292
1.245631	1.082801	0.203888	0.740579	0.149928	-0.104104	-0.506335	0	0.2	0.464102	0.614014	0.000999	0.000798	1	94,293
-0.249027	-0.784448	-0.10371	1.63321	-0.865476	-0.834771	-0.513421	-0.000524	0.2	0.464102	0.614014	-0.0002	0.001596	1	94,294
-0.747378	-1.407029	-1.336313	1.63321	-0.252192	-0.222127	-0.510629	0.000206	0.2	0.464102	0.614014	-0.000599	0.001996	1	94,295
0	-0.473343	0.512039	1.63321	-1.525496	-1.942037	-0.510629	0	0.2	0.464102	0.614014	0	0.001597	1	94,296
0	-0.473343	-0.412414	1.63321	-0.295691	-0.358374	-0.511703	-0.000079	0.2	0.464102	0.614014	0	0.001597	1	94,297
0.249176	0.149177	0.512039	1.63321	-1.186356	-1.132165	-0.511703	0	0.2	0.464102	0.614014	0.0002	0.000799	1	94,298
-0.249176	-0.784634	0.204011	1.63321	-2.304333	-1.942037	-0.511703	0	0.2	0.464102	0.614014	-0.0002	0.002594	1	94,299
0.747378	0.460343	1.128033	1.63321	-1.769099	-1.583663	-0.515783	-0.000302	0.2	0.464102	0.614014	0.000599	0.000998	1	94,300
-0.747378	-0.473343	-1.336313	1.63321	-1.109277	-0.834771	-0.515783	0	0.2	0.464102	0.614014	-0.000599	0.001597	1	94,301
0.747378	0.460343	0.512039	0.740579	-0.175347	-0.43528	-0.515568	0.000016	0.2	0.464102	0.614014	0.000599	0.000998	1	94,302
0.249027	-0.162239	-0.41186	0.740579	0.586788	0.136247	-0.515568	0	0.2	0.464102	0.614014	0.0002	0.000798	1	94,303
-0.996405	-0.784448	-2.260767	4.310036	0.6001	0.636861	-0.515568	0	0.2	0.464102	0.614014	-0.000799	0.000999	1	94,304
-0.747826	0.149177	-0.412414	1.634814	-0.716465	-1.329392	-0.513421	0.000159	0.2	0.464102	0.614014	-0.0006	0.001598	1	94,305
0	0.460903	0.512039	1.634814	-0.983475	-1.329392	-0.601675	-0.006524	0.2	0.464102	0.614014	0	0.001598	1	94,306
1.495205	1.394589	1.436491	1.63321	-0.916726	-0.834771	-0.601675	0	0.2	0.464102	0.614014	0.001199	0.000998	1	94,307
1.244636	1.081558	0.204134	0.740579	-0.02025	-0.104104	-0.615847	-0.001048	0.2	0.464102	0.614014	0.000998	-0.000998	0	94,308
1.243395	1.080008	-0.410939	3.406917	0.287914	0.093124	-0.615847	0	0.2	0.464102	0.614014	0.000997	-0.001995	0	94,309
0	-0.162859	-0.410019	0.737028	-0.403553	-0.971018	-0.501396	0.008461	0.2	0.464102	0.614014	0	-0.001995	0	94,310
0.497011	0.147564	1.126437	1.625219	-0.887192	-0.43528	-0.501396	0	0.2	0.464102	0.614014	0.000398	-0.001994	0	94,311
0	-0.473343	0.512039	0.737028	-0.657412	-0.971018	-0.501396	0	0.2	0.464102	0.614014	0	-0.001994	0	94,312
0	0.457554	-0.10236	1.625219	0.143141	-0.222127	-0.520936	-0.001445	0.2	0.464102	0.614014	0	-0.001395	0	94,313
0.745146	0.76773	-1.024417	0.735257	-0.047253	-0.05052	-0.52609	-0.000381	0.2	0.464102	0.614014	0.000597	-0.002591	0	94,314
0	-0.473343	-0.409101	0.735257	-0.040753	-0.161147	-0.52609	0	0.2	0.464102	0.614014	0	-0.002591	0	94,315
0	-0.473343	0.205053	0.735257	-1.546359	-1.583663	-0.519863	0.00046	0.2	0.464102	0.614014	0	-0.002591	0	94,316
0	0.146946	0.205053	0.735257	-1.280004	-0.971018	-0.519863	0	0.2	0.464102	0.614014	0	-0.002591	0	94,317
0	-0.473343	0.205053	0.735257	-2.45844	-1.942037	-0.519863	0	0.2	0.464102	0.614014	0	-0.002991	0	94,318
0.248283	-0.163168	0.512039	0.735257	-1.983352	-1.942037	-0.520936	-0.000079	0.2	0.464102	0.614014	0.000199	-0.000796	0	94,319
-0.248283	-0.163229	-0.101871	0.735257	-0.896117	-0.716748	-0.520936	0	0.2	0.464102	0.614014	-0.000199	-0.002192	0	94,320
-0.745146	-0.473343	-0.409101	1.625219	-1.525496	-0.971018	-0.52158	-0.000048	0.2	0.464102	0.614014	-0.000597	-0.001994	0	94,321
0.745146	0.457554	0.512039	1.625219	-2.851252	-1.583663	-0.524801	-0.000238	0.2	0.464102	0.614014	0.000597	-0.002591	0	94,322
-1.242157	-1.40424	-1.33079	0.737028	-0.978252	-0.612644	-0.524801	0	0.2	0.464102	0.614014	-0.000996	-0.001596	0	94,323
0.497011	0.768224	0.512039	1.625219	0.584484	0	-0.524801	0	0.2	0.464102	0.614014	0.000398	-0.001994	0	94,324
-0.497011	0.147317	-1.024417	0.737028	1.214179	1.121185	-0.522225	0.00019	0.2	0.464102	0.614014	-0.000398	-0.001596	0	94,325
-0.745888	0.147564	-1.332628	1.627878	-0.134611	0.920498	-0.522439	-0.000016	0.2	0.464102	0.614014	-0.000598	-0.001397	0	94,326
0	1.079389	0.512039	1.627878	-0.055356	0.390518	-0.522439	0	0.2	0.464102	0.614014	0	-0.000399	0	94,327
0	0.768966	0.512039	1.627878	0.824831	0.587745	-0.522439	0	0.2	0.464102	0.614014	0	-0.000399	0	94,328
1.2429	1.079389	0.512039	1.625219	0.199534	0.421534	-0.527378	-0.000365	0.2	0.464102	0.614014	0.000997	-0.001395	0	94,329
0	0.457554	0.512039	1.625219	-0.266077	0.612644	-0.527378	0	0.2	0.464102	0.614014	0	-0.001395	0	94,330
0	0.76773	0.512039	1.625219	0.703102	0.612644	-0.52974	-0.000175	0.2	0.464102	0.614014	0	-0.001994	0	94,331
0	0.457554	-0.717004	1.625219	-0.621668	0.358374	-0.52974	0	0.2	0.464102	0.614014	0	-0.001395	0	94,332
0	0.457554	-0.409651	1.625219	0.657864	0.636861	-0.540691	-0.00081	0.2	0.464102	0.614014	0	-0.001395	0	94,333
0	0.147317	-0.409651	1.625219	0.514904	0.480479	-0.540691	0	0.2	0.464102	0.614014	0	-0.001395	0	94,334
0.745146	0.457554	-0.409651	1.625219	0.19299	0.325017	-0.540691	0	0.2	0.249689	0	0.000597	-0.001993	0	94,335
-1.242157	-0.78358	-1.33079	0.737028	1.406015	0.093124	-0.536182	0.000333	0.2	0.249689	0	-0.000996	-0.000997	0	94,336
-0.745888	0.147564	-0.410019	1.627878	0.885273	0.683391	-0.536182	0	0.2	0.249689	0	-0.000598	-0.000399	0	94,337
-0.497507	0.147935	-0.41057	0.738802	0.222486	-0.161147	-0.535753	0.000032	0.2	0.249689	0	-0.000399	0	0	94,338
-0.746633	0.148183	-0.410939	1.630541	0.828059	0.136247	-0.526734	0.000667	0.2	0.249689	0	-0.000599	0.000599	1	94,339
1.990028	2.323247	0.512039	1.627878	1.151919	1.134889	-0.526734	0	0.2	0.249689	0	0.001596	-0.001995	0	94,340
0	-0.473343	0.204747	1.627878	-2.121415	-1.583663	-0.526734	0	0.2	0.249689	0	0	-0.001995	0	94,341
-1.243395	-0.473343	-1.332628	0.738802	-0.146468	-0.287628	-0.507623	0.001413	0.2	0.249689	0	-0.000997	-0.000599	0	94,342
0	-0.473343	0.204441	0.738802	-3.636876	-1.942037	-0.507623	0	0.2	0.249689	0	0	-0.000998	0	94,343
0.746186	0.769462	1.12705	1.627878	-0.212468	-0.834771	-0.505261	0.000175	0.2	0.249689	0	0.000598	-0.002195	0	94,344
-0.248679	0.147812	-0.717984	1.627878	-0.141102	-0.287628	-0.498175	0.000524	0.2	0.249689	0	-0.000199	-0.001996	0	94,345
-0.497507	0.458482	-0.41057	0.738802	-0.186166	-0.222127	-0.498175	0	0.2	0.249689	0	-0.000399	-0.001597	0	94,346
0	0.148183	0.204441	0.738802	-0.207776	-0.519521	-0.50977	-0.000857	0.2	0.249689	0	0	-0.000998	0	94,347
-0.746633	-0.162549	-0.410939	1.630541	-0.793544	-0.287628	-0.50977	0	0.2	0.249689	0	-0.000599	-0.000399	0	94,348
1.990028	2.012763	1.127418	1.627878	0.580512	0.136247	-0.517501	-0.000571	0.2	0.249689	0	0.001596	-0.001596	0	94,349
-1.243395	-1.405168	-1.332628	0.738802	-0.48997	-0.716748	-0.517501	0	0.2	0.249689	0	-0.000997	-0.000599	0	94,350
0	0.148183	0.204441	0.738802	-1.738459	-0.834771	-0.517501	0	0.2	0.249689	0	0	-0.000599	0	94,351
0	0.148183	-2.874916	1.630541	1.404154	1.212927	-0.499678	0.001318	0.2	0.249689	0	0	0	0	94,352
0	0.148183	-0.410939	1.630541	0.97581	0.612644	-0.497745	0.000143	0.2	0.249689	0	0	-0.000998	0	94,353
-0.746633	-0.473343	-0.410939	1.630541	-1.419901	-1.583663	-0.497745	0	0.2	0.249689	0	-0.000599	0	0	94,354
0	-0.473343	0.512039	1.630541	-4.029688	-2.554681	-0.497745	0	0.2	0.249689	0	0	0	0	94,355
0	-0.473343	-0.411491	1.630541	-0.211795	-0.612644	-0.50161	-0.000286	0.2	0.249689	0	0	0.000599	1	94,356
0.746633	0.770206	-0.411491	0.740579	-1.376287	-0.834771	-0.50161	0	0.2	0.249689	0	0.000599	-0.000599	0	94,357
-1.244636	-1.71714	-1.334469	0.740579	-0.245018	-0.104104	-0.506979	-0.000397	0.2	0.249689	0	-0.000998	0.000399	1	94,358
0	-0.473343	0.204134	3.415801	-4.029688	-2.554681	-0.506979	0	0.2	0.249689	0	0	0	0	94,359
0	0.148804	-0.103833	0.740579	-0.194581	-0.519521	-0.505476	0.000111	0.2	0.249689	0	0	0.000399	1	94,360
0.498004	0.148804	0.204134	0.740579	-0.808758	-1.132165	-0.505476	0	0.2	0.249689	0	0.000399	-0.000399	0	94,361
0	-0.473343	0.512039	0.740579	-0.731401	-1.942037	-0.511273	-0.000429	0.2	0.249689	0	0	-0.000399	0	94,362
0.746633	0.770206	0.512039	1.630541	0.640204	0.508541	-0.511273	0	0.2	0.249689	0	0.000599	-0.000599	0	94,363
-0.746633	-1.406098	-0.410939	0.740579	-0.755447	-1.132165	-0.509556	0.000127	0.2	0.249689	0	-0.000599	-0.000399	0	94,364
0	-0.473343	0.512039	1.630541	-1.340697	-1.132165	-0.509556	0	0.2	0.249689	0	0	-0.000399	0	94,365
0	0.148555	-0.411491	1.630541	-0.035804	-0.971018	-0.516427	-0.000508	0.2	0.249689	0	0	-0.000399	0	94,366
0	0.459412	0.512039	1.630541	-0.029434	-0.519521	-0.516427	0	0.2	0.249689	0	0	0	0	94,367
-0.498004	-0.473343	-0.411491	0.740579	0.152762	-0.519521	-0.503973	0.000921	0.2	0.249689	0	-0.000399	0.000399	1	94,368
2.985043	3.255817	1.127664	1.630541	0.003229	-0.05052	-0.503973	0	0.2	0.249689	0	0.002393	-0.001395	0	94,369
-1.989235	-2.958458	-2.254685	1.630541	-2.252779	-1.942037	-0.503973	0	0.2	0.249689	0	-0.001595	-0.000399	0	94,370
-0.497805	-0.473343	-0.103341	0.740579	0.661619	-0.358374	-0.501396	0.00019	0.2	0.249689	0	-0.000399	0.000599	1	94,371

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