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
-0.507321	-0.473343	-0.428773	-0.134132	0.118162	0.216654	-0.479064	0.000286	0.2	0.732051	2.346065	-0.000407	-0.004894	0	98,772
-0.507528	-0.473343	-0.115361	-0.133393	-1.056158	-0.971018	-0.470689	0.000619	0.2	0.732051	2.346065	-0.000407	-0.00551	0	98,773
-2.540742	-1.107647	-3.886918	-0.13154	1.336035	1.093124	-0.470689	0	0.2	0.732051	2.346065	-0.002037	-0.005111	0	98,774
-0.50877	-0.473343	-0.746087	-0.131354	1.12078	0.508541	-0.465321	0.000397	0.2	0.732051	2.346065	-0.000408	-0.002656	0	98,775
-2.037158	-0.155512	-3.897702	-0.129866	1.577659	1.382334	-0.465321	0	0.2	0.732051	2.346065	-0.001633	0.000204	1	98,776
0	1.435785	0.039398	0.783213	0.026216	-0.161147	-0.465321	0	0.2	0.732051	2.346065	0	0.000409	1	98,777
-2.040491	0.163293	-2.641641	1.698907	0.83159	0.587745	-0.450075	0.001127	0.2	0.732051	2.346065	-0.001636	0.002657	1	98,778
-1.788172	-0.154471	-4.54523	0.788076	1.602548	1.684122	-0.416148	0.002508	0.2	0.732051	2.346065	-0.001434	0.004499	1	98,779
2.808835	3.035683	0.670038	-0.128746	0.822451	0.683391	-0.416148	0	0.2	0.732051	2.346065	0.002252	0.003878	1	98,780
-0.765419	-0.473343	-0.749691	0.784333	0.552422	0.612644	-0.420228	-0.000302	0.2	0.732051	2.346065	-0.000614	0.004695	1	98,781
1.275437	1.756934	0.827503	-0.12912	0.381127	0.508541	-0.420228	0	0.2	0.732051	2.346065	0.001023	0.002654	1	98,782
0.127472	1.11841	-0.433775	-0.129679	0.784003	0.216654	-0.428387	-0.000603	0.2	0.732051	2.346065	0.000102	0.001736	1	98,783
0.891939	0.640941	0.669602	0.782467	0.884496	0.358374	-0.428387	0	0.2	0.732051	2.346065	0.000715	0.001429	1	98,784
-1.274394	-0.473343	-1.378622	-0.12912	0.418365	0.093124	-0.447069	-0.001381	0.2	0.732051	2.346065	-0.001022	0.002858	1	98,785
0.509914	0.163683	-0.433968	-0.129493	0.54628	0.480479	-0.447069	0	0.2	0.732051	2.346065	0.000409	0	0	98,786
1.019203	1.118084	-0.748917	-0.130424	1.238359	1.049287	-0.445995	0.000079	0.2	0.732051	2.346065	0.000817	0	0	98,787
2.035911	2.070084	0.826859	-0.13154	0.036719	0.047788	-0.445995	0	0.2	0.732051	2.346065	0.001632	-0.001428	0	98,788
0.762611	0.479373	0.197667	-0.132653	-0.15919	0.047788	-0.451793	-0.000429	0.2	0.732051	2.346065	0.000611	-0.002448	0	98,789
2.031352	2.064388	0.826153	0.774672	0.359467	0.683391	-0.451793	0	0.2	0.732051	2.346065	0.001629	-0.004587	0	98,790
-1.777252	-1.107389	-1.999091	-0.132838	-0.797309	-0.716748	-0.450719	0.000079	0.2	0.732051	2.346065	-0.001425	-0.002243	0	98,791
-0.2541	-0.155965	0.197924	-0.132467	-1.59054	-0.971018	-0.450719	0	0.2	0.732051	2.346065	-0.000204	-0.002857	0	98,792
0.2541	0.161477	-0.430691	-0.132282	-0.230938	-0.104104	-0.464677	-0.001032	0.2	0.732051	2.346065	0.000204	-0.003265	0	98,793
-0.2541	1.746946	0.197924	0.776892	0.857541	0.683391	-0.464677	0	0.2	0.732051	2.346065	-0.000204	-0.003265	0	98,794
-0.254152	0.161477	-0.273529	-0.132096	0.683779	0.216654	-0.464677	0	0.2	0.732051	2.346065	-0.000204	-0.002448	0	98,795
-1.525999	-0.790915	-1.374381	-0.131354	0.374715	0.216654	-0.467898	-0.000238	0.2	0.732051	2.346065	-0.001223	-0.001429	0	98,796
0.508874	0.162384	0.197411	-0.13154	0.460126	0.25427	-0.467898	0	0.2	0.732051	2.346065	0.000408	-0.002655	0	98,797
0.508666	0.320951	-0.117024	-0.131911	0.390959	0.358374	-0.455014	0.000952	0.2	0.732051	2.346065	0.000408	-0.002654	0	98,798
-0.508666	-0.155706	-0.116768	-0.13154	0	0.047788	-0.455014	0	0.2	0.732051	2.346065	-0.000408	-0.001633	0	98,799
0	0.479761	0.197539	-0.131354	-0.317949	0.093124	-0.455014	0	0.2	0.732051	2.346065	0	-0.002042	0	98,800
-0.508874	-0.155577	-0.746344	-0.131168	0.040608	0.177365	-0.458235	-0.000238	0.2	0.732051	2.346065	-0.000408	-0.001838	0	98,801
0.763233	0.48015	0.197411	-0.131354	0.419249	0.216654	-0.449002	0.000683	0.2	0.732051	2.346065	0.000612	-0.002246	0	98,802
-0.50877	-0.791109	-0.43146	-0.131354	-0.280311	-0.287628	-0.449002	0	0.2	0.732051	2.346065	-0.000408	-0.002042	0	98,803
-0.254463	0.479956	0.040169	0.77949	0.405846	0.136247	-0.448357	0.000048	0.2	0.732051	2.346065	-0.000204	-0.001225	0	98,804
-0.7637	-0.473343	-0.432037	0.780605	-0.064613	0.093124	-0.448357	0	0.2	0.628626	1.414214	-0.000612	-0.000817	0	98,805
-2.038823	-0.791499	-2.008327	-0.129306	0.902	1.107266	-0.448357	0	0.2	0.628626	1.414214	-0.001635	0.000818	1	98,806
1.52943	2.709838	0.512039	-0.130238	1.036666	1.174769	-0.46618	-0.001318	0.2	0.628626	1.414214	0.001226	0.000613	1	98,807
-0.254775	-0.155123	-0.117924	0.78284	-0.186166	0.093124	-0.449646	0.001222	0.2	0.628626	1.414214	-0.000204	0.000408	1	98,808
1.018787	0.799409	-0.118053	0.780605	1.17577	1.698611	-0.449646	0	0.2	0.628626	1.414214	0.000817	0.000204	1	98,809
1.780877	1.751474	0.197282	-0.132096	0.64259	0.705768	-0.444707	0.000365	0.2	0.628626	1.414214	0.001428	-0.001428	0	98,810
-1.780877	-0.79098	-1.689458	-0.130796	0.141341	0.216654	-0.444707	0	0.2	0.628626	1.414214	-0.001428	-0.000204	0	98,811
-0.381948	-0.155317	-0.117538	-0.130424	0.240927	-0.05052	-0.444707	0	0.2	0.628626	1.414214	-0.000306	-0.000511	0	98,812
0.127329	-0.314273	-0.590227	0.780977	0.446404	0.421534	-0.442989	0.000127	0.2	0.628626	1.414214	0.000102	-0.00143	0	98,813
-0.509393	-0.791499	-0.432616	0.781722	-0.160416	-0.104104	-0.451364	-0.000619	0.2	0.628626	1.414214	-0.000408	-0.002864	0	98,814
0.509393	0.481123	0.197089	-0.13061	0.190351	0.325017	-0.451364	0	0.2	0.628626	1.414214	0.000408	-0.004297	0	98,815
1.272574	1.116461	0.826795	0.779118	0.562798	0.612644	-0.451364	0	0.2	0.628626	1.414214	0.00102	-0.005727	0	98,816
0.508666	0.797333	0.512039	0.778004	-0.069299	-0.05052	-0.46618	-0.001095	0.2	0.628626	1.414214	0.000408	-0.00511	0	98,817
-0.763077	-0.473343	-0.745831	-0.131354	0.19002	-0.222127	-0.46618	0	0.2	0.628626	1.414214	-0.000612	-0.005318	0	98,818
-0.254463	0.162254	0.197475	0.77949	0.317997	0.25427	-0.463388	0.000206	0.2	0.628626	1.414214	-0.000204	-0.00573	0	98,819
-0.509082	0.162384	-0.432037	0.780605	0.892598	0.848307	-0.465965	-0.00019	0.2	0.628626	1.414214	-0.000408	-0.005321	0	98,820
-0.764012	-0.473343	-0.747372	0.781722	-0.086819	0.136247	-0.465965	0	0.2	0.628626	1.414214	-0.000613	-0.005325	0	98,821
-1.019411	-0.473343	-1.063351	0.783213	-0.080918	0.325017	-0.441271	0.001826	0.2	0.628626	1.414214	-0.000817	-0.005123	0	98,822
-1.275437	-0.154862	-1.380169	-0.128372	0.705239	0.76969	-0.441271	0	0.2	0.628626	1.414214	-0.001023	-0.002869	0	98,823
-2.043416	2.552688	-2.014005	-0.127249	0.478516	0.705768	-0.441271	0	0.2	0.628626	1.414214	-0.001638	-0.002257	0	98,824
2.553747	3.035683	0.82802	0.784333	1.130806	1.174769	-0.439339	0.000143	0.2	0.628626	1.414214	0.002048	-0.003894	0	98,825
1.529742	1.437736	1.142645	0.782094	0.009633	0.047788	-0.439339	0	0.2	0.628626	1.414214	0.001226	-0.005531	0	98,826
0.254775	0.163163	0.826988	0.781349	-0.511231	-0.358374	-0.439339	0	0.2	0.628626	1.414214	0.000204	-0.006455	0	98,827
0.764012	0.799149	0.512039	1.691634	-0.2646	-0.287628	-0.438694	0.000048	0.2	0.628626	1.414214	0.000613	-0.007581	0	98,828
0.509082	0.480539	0.669393	-0.131168	0.404941	-0.104104	-0.452008	-0.000984	0.2	0.628626	1.414214	0.000408	-0.009842	0	98,829
2.034251	2.385388	0.826602	-0.132467	0.174254	0.136247	-0.452008	0	0.2	0.628626	1.414214	0.001631	-0.010649	0	98,830
0.254048	-0.155965	-0.116255	-0.132653	0.534874	0.358374	-0.464247	-0.000905	0.2	0.628626	1.414214	0.000204	-0.010647	0	98,831
-1.270759	-0.473343	-1.058856	0.778747	0.81624	0.636861	-0.464247	0	0.2	0.628626	1.414214	-0.001019	-0.01004	0	98,832
-1.01754	-0.791045	-0.745831	0.780233	-0.902904	-0.43528	-0.473481	-0.000683	0.2	0.628626	1.414214	-0.000816	-0.00943	0	98,833
0.508874	0.162384	-0.117281	-0.13154	-0.109369	-0.287628	-0.473481	0	0.2	0.628626	1.414214	0.000408	-0.013139	0	98,834
0.508666	0.479761	0.197539	0.778747	0.489738	0.216654	-0.471978	0.000111	0.2	0.628626	1.414214	0.000408	-0.012101	0	98,835
-3.055114	-1.108811	-3.579795	0.78284	1.706883	1.488718	-0.471978	0	0.2	0.628626	1.414214	-0.002449	-0.009239	0	98,836
1.019203	0.799929	0.196896	0.780977	0.425178	0.421534	-0.47026	0.000127	0.2	0.628626	1.414214	0.000817	-0.010572	0	98,837
0.254671	-0.155188	0.197154	0.781349	-0.795423	-0.612644	-0.47026	0	0.2	0.628626	1.414214	0.000204	-0.011499	0	98,838
-0.509393	-0.473343	-0.117667	0.781349	-0.797309	-0.971018	-0.46618	0.000302	0.2	0.628626	1.414214	-0.000408	-0.011297	0	98,839
-0.637034	-0.155123	-0.433002	-0.129679	0.158037	0.136247	-0.46618	0	0.2	0.628626	1.414214	-0.000511	-0.010993	0	98,840
1.146428	1.117922	0.354492	-0.13061	0.396501	0.421534	-0.459738	0.000476	0.2	0.628626	1.414214	0.000919	-0.010261	0	98,841
-1.018995	0.003768	-0.747629	0.782467	0.09556	0.290351	-0.459738	0	0.2	0.628626	1.414214	-0.000817	-0.008413	0	98,842
-0.254879	0.163293	0.196961	0.783213	-0.551389	-0.612644	-0.459738	0	0.2	0.628626	1.414214	-0.000204	-0.007591	0	98,843
-0.254931	-0.154928	-0.433581	0.783213	0.371602	0.587745	-0.464892	-0.000381	0.2	0.628626	1.414214	-0.000204	-0.007592	0	98,844
0.764637	1.595619	-0.433775	0.782467	0.454345	0.683391	-0.464892	0	0.2	0.628626	1.414214	0.000613	-0.008411	0	98,845
-0.254827	-0.473343	-0.433195	-0.129866	0.363378	0.25427	-0.424522	0.002984	0.2	0.628626	1.414214	-0.000204	-0.008722	0	98,846
-1.019828	-0.473343	-1.063995	0.783959	0.749327	0.636861	-0.424522	0	0.2	0.628626	1.414214	-0.000818	-0.007183	0	98,847
0.510018	0.80071	0.82731	0.78284	0.045752	-0.161147	-0.435044	-0.000778	0.2	0.628626	1.414214	0.000409	-0.005946	0	98,848
0.764637	0.800189	0.512039	0.782094	0.37567	0.562124	-0.435044	0	0.2	0.628626	1.414214	0.000613	-0.006148	0	98,849
-0.509706	-0.155058	-0.118053	-0.129679	0.439417	0.390518	-0.407988	0.002	0.2	0.628626	1.414214	-0.000409	-0.005739	0	98,850
-0.254931	-0.154928	-0.433581	-0.129306	-0.124725	-0.104104	-0.466824	-0.00435	0.2	0.628626	1.414214	-0.000204	-0.00574	0	98,851
0.254931	-0.154862	-0.433775	-0.129679	0.513597	0.790009	-0.466824	0	0.2	0.628626	1.414214	0.000204	-0.005328	0	98,852
-0.254931	0.481708	-0.11831	-0.129493	0.202131	0.325017	-0.466824	0	0.2	0.628626	1.414214	-0.000204	-0.00574	0	98,853
0.764637	0.481904	0.827181	-0.130238	0.367989	-0.104104	-0.415289	0.00381	0.2	0.628626	1.414214	0.000613	-0.005942	0	98,854
-0.254827	-0.155058	-0.118053	-0.129866	0.4099	0	-0.415289	0	0.2	0.628626	1.414214	-0.000204	-0.005943	0	98,855
0	-0.154993	-0.118182	-0.129493	-0.882782	-0.834771	-0.425596	-0.000762	0.2	0.628626	1.414214	0	-0.005738	0	98,856
1.273614	1.117759	-0.433388	0.780605	0.406072	0.612644	-0.425596	0	0.2	0.628626	1.414214	0.001021	-0.005116	0	98,857
-0.509289	-0.473343	-0.747372	0.781349	-0.588045	-0.519521	-0.416577	0.000667	0.2	0.628626	1.414214	-0.000408	-0.003887	0	98,858
0.763856	0.798889	-0.117795	-0.13061	-0.001854	0.421534	-0.416577	0	0.2	0.628626	1.414214	0.000612	-0.004295	0	98,859
-0.254567	-0.473343	-0.11741	-0.130796	-0.260189	-0.358374	-0.439768	-0.001714	0.2	0.628626	1.414214	-0.000204	-0.004296	0	98,860
-0.254619	-0.155317	-0.274973	0.780977	0.027099	0.216654	-0.439768	0	0.2	0.628626	1.414214	-0.000204	-0.003887	0	98,861
-0.764168	-0.632413	-0.432616	0.781722	-0.923766	-0.971018	-0.413142	0.001968	0.2	0.628626	1.414214	-0.000613	-0.00184	0	98,862
-1.01962	-0.155058	-0.748402	-0.129306	0.581176	0.508541	-0.413142	0	0.2	0.628626	1.414214	-0.000817	-0.001842	0	98,863
-2.297197	-0.791954	-2.959494	0.786952	0.800914	0.683391	-0.407559	0.000413	0.2	0.628626	1.414214	-0.001842	-0.000205	0	98,864
-1.278051	-0.473343	-1.384047	-0.126686	0.931901	0.683391	-0.407559	0	0.2	0.464102	0.614014	-0.001025	0.00041	1	98,865
-0.511587	0.165512	-0.753056	-0.126123	0.89765	1.187672	-0.415074	-0.000556	0.2	0.464102	0.614014	-0.00041	0.00082	1	98,866
1.278575	1.123958	0.195733	0.788076	1.395468	1.441943	-0.415074	0	0.2	0.464102	0.614014	0.001025	0	0	98,867
-1.022755	-0.473343	-0.752277	-0.126499	0.142062	0	-0.431394	-0.001206	0.2	0.464102	0.614014	-0.00082	0	0	98,868
-0.767617	5.745618	-0.436879	-0.125935	0.672031	0.809872	-0.431394	0	0.2	0.464102	0.614014	-0.000615	0.00041	1	98,869
0	-0.153621	-2.021268	0.791082	1.394086	1.541766	-0.439124	-0.000571	0.2	0.464102	0.614014	0	-0.000411	0	98,870
-0.76809	-0.793131	-1.229162	0.792212	-0.002783	-0.104104	-0.439124	0	0.2	0.464102	0.614014	-0.000616	0.001129	1	98,871

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