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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
-0.768563	3.840034	-1.071766	-0.124806	0.919161	1.034178	-0.443848	-0.000349	0.2	0.464102	0.614014	-0.000616	0.001232	1	98,872
1.536653	2.085749	0.512039	-0.125935	0.958771	0.885139	-0.443848	0	0.2	0.464102	0.614014	0.001232	0.00041	1	98,873
-1.280413	-0.473343	-2.496727	0.792588	1.437736	1.23748	-0.443848	0	0.2	0.464102	0.614014	-0.001027	0.001027	1	98,874
0.512323	0.806465	0.195278	-0.125183	0.896701	0.885139	-0.43848	0.000397	0.2	0.464102	0.614014	0.000411	0.001026	1	98,875
-0.512323	-0.473343	-0.121288	-0.124994	0.65277	0.636861	-0.43848	0	0.2	0.464102	0.614014	-0.000411	0.002257	1	98,876
-0.897072	0.166692	-0.755395	-0.12424	0.910877	1.064142	-0.430535	0.000587	0.2	0.464102	0.614014	-0.000719	0.005228	1	98,877
-0.641161	-0.313194	-0.597707	-0.123674	0.454553	0.809872	-0.430535	0	0.2	0.464102	0.614014	-0.000514	0.00656	1	98,878
-2.310911	-0.793855	-2.662419	-0.121781	0.908927	1.412641	-0.414	0.001222	0.2	0.464102	0.614014	-0.001853	0.008719	1	98,879
1.0276	1.451904	-0.123507	0.797502	1.145826	1.412641	-0.414	0	0.2	0.464102	0.614014	0.000824	0.008202	1	98,880
0.256768	0.168142	-1.076007	-0.122728	0.673583	0.727593	-0.404982	0.000667	0.2	0.464102	0.614014	0.000206	0.007792	1	98,881
-0.513589	-0.473343	-0.599193	-0.122728	0.594295	0.136247	-0.404982	0	0.2	0.464102	0.614014	-0.000412	0.007591	1	98,882
-0.256874	0.168274	-0.123114	-0.12235	-0.137552	-0.05052	-0.408847	-0.000286	0.2	0.464102	0.614014	-0.000206	0.007592	1	98,883
-4.117189	-0.473343	-4.577575	-0.119499	1.294152	1.813034	-0.408847	0	0.2	0.464102	0.614014	-0.003301	0.011302	1	98,884
1.802943	1.779041	-0.125346	-0.120832	0.813274	1.049287	-0.393386	0.001143	0.2	0.464102	0.614014	0.001446	0.009856	1	98,885
0.514648	0.812273	-0.124425	-0.121212	1.205314	1.284631	-0.393386	0	0.2	0.464102	0.614014	0.000413	0.008115	1	98,886
-0.643343	-0.151972	-0.442362	-0.120642	0.21778	0.325017	-0.408847	-0.001143	0.2	0.464102	0.614014	-0.000516	0.010777	1	98,887
-0.901239	-0.312566	-0.60206	-0.120261	-0.004645	0.047788	-0.408847	0	0.2	0.464102	0.614014	-0.000723	0.010478	1	98,888
-0.257616	-0.151574	-0.443545	-0.11969	0.738622	0.25427	-0.395748	0.000968	0.2	0.464102	0.614014	-0.000207	0.011093	1	98,889
-0.25767	0.170261	0.193511	-0.11969	0.272394	0.325017	-0.395748	0	0.2	0.464102	0.614014	-0.000207	0.011095	1	98,890
2.059868	2.100013	0.512039	-0.121212	0.458068	0.705768	-0.395104	0.000048	0.2	0.464102	0.614014	0.001652	0.009239	1	98,891
1.285692	1.132849	0.512039	-0.12216	-0.542885	-0.104104	-0.395104	0	0.2	0.464102	0.614014	0.001031	0.008617	1	98,892
0.77078	0.810419	-0.441378	-0.122539	0.141341	0.093124	-0.400687	-0.000413	0.2	0.464102	0.614014	0.000618	0.008203	1	98,893
-0.256874	-0.152502	0.194495	-0.122539	-0.003713	-0.104104	-0.400687	0	0.2	0.464102	0.614014	-0.000206	0.007797	1	98,894
-0.256927	-0.152436	-0.440985	-0.12216	-0.103231	0.177365	-0.408847	-0.000603	0.2	0.464102	0.614014	-0.000206	0.008411	1	98,895
-0.642548	-0.473343	-0.282271	-0.121781	-0.15249	0	-0.408847	0	0.2	0.464102	0.614014	-0.000515	0.008926	1	98,896
0.899474	0.971262	-0.441673	-0.122539	1.312202	0.937661	-0.406914	0.000143	0.2	0.464102	0.614014	0.000721	0.008205	1	98,897
2.053509	2.092069	0.829582	-0.123863	0.06505	0.093124	-0.406914	0	0.2	0.464102	0.614014	0.001646	0.006763	1	98,898
0.512849	0.807781	0.512039	-0.12424	0.253192	0.136247	-0.432253	-0.001873	0.2	0.464102	0.614014	0.000411	0.00676	1	98,899
0	-0.153095	-0.121939	-0.124429	-0.764288	-0.519521	-0.432253	0	0.2	0.464102	0.614014	0	0.006148	1	98,900
-0.256398	-0.153095	-0.439026	0.794098	0.187367	0.047788	-0.421087	0.000825	0.2	0.464102	0.614014	-0.000206	0.006966	1	98,901
0.769037	0.807517	0.512039	0.792212	0.18537	-0.358374	-0.421087	0	0.2	0.464102	0.614014	0.000617	0.005941	1	98,902
-0.769037	-0.473343	-0.438635	0.792966	-1.365888	-0.971018	-0.421087	0	0.2	0.464102	0.614014	-0.000617	0.006557	1	98,903
0.512744	1.127568	0.828995	0.792212	0.582005	-0.161147	-0.425811	-0.000349	0.2	0.464102	0.614014	0.000411	0.005942	1	98,904
-0.256346	0.166955	0.195147	-0.12424	0.117034	-0.104104	-0.425811	0	0.2	0.464102	0.614014	-0.000206	0.006556	1	98,905
0.256346	-0.153095	-2.501679	-0.124429	-0.647174	-0.612644	-0.432253	-0.000476	0.2	0.464102	0.614014	0.000206	0.006146	1	98,906
2.048871	2.086274	0.195147	-0.125747	0.420352	0.358374	-0.432253	0	0.2	0.464102	0.614014	0.001643	0.004299	1	98,907
1.023175	0.80489	-0.120768	0.788827	-0.510092	-0.287628	-0.432253	0	0.2	0.464102	0.614014	0.00082	0.002866	1	98,908
0.255663	0.165381	-0.120249	0.788076	-0.064613	0.216654	-0.427529	0.000349	0.2	0.464102	0.614014	0.000205	0.00307	1	98,909
-0.255663	-0.633032	-0.436296	-0.126499	-0.603935	-0.43528	-0.437836	-0.000762	0.2	0.464102	0.614014	-0.000205	0.00307	1	98,910
0.255663	-0.153948	-0.43649	0.788451	0.169129	0	-0.437836	0	0.2	0.464102	0.614014	0.000205	0.003274	1	98,911
1.788172	1.760588	0.037944	0.785828	0.920804	0.705768	-0.447713	-0.00073	0.2	0.464102	0.614014	0.001434	0.002045	1	98,912
-1.021499	-0.473343	-0.750724	0.786952	-0.15249	-0.161147	-0.447713	0	0.2	0.464102	0.614014	-0.000819	0.002251	1	98,913
-0.255505	-0.15421	-0.119731	-0.127249	-0.029434	0	-0.440412	0.00054	0.2	0.464102	0.614014	-0.000205	0.002864	1	98,914
-0.511168	-0.154145	-6.294485	-0.127062	-0.249312	0.093124	-0.440412	0	0.2	0.464102	0.614014	-0.00041	0.002865	1	98,915
0	-0.154014	0.195992	0.788076	0.061325	-0.287628	-0.438909	0.000111	0.2	0.464102	0.614014	0	0.002865	1	98,916
0.25561	0.16525	0.512039	1.702839	-0.018336	-0.287628	-0.438909	0	0.2	0.464102	0.614014	0.000205	0.00266	1	98,917
-1.022755	-0.792672	-0.752277	-0.126311	-0.570053	-0.612644	-0.44256	-0.00027	0.2	0.464102	0.614014	-0.00082	0.003685	1	98,918
-0.25582	-0.153818	0.195797	-0.125935	-0.327762	-0.287628	-0.44256	0	0.2	0.464102	0.614014	-0.000205	0.003686	1	98,919
-1.023805	-0.473343	-0.753575	0.791082	0.777118	0.216654	-0.438265	0.000317	0.2	0.464102	0.614014	-0.000821	0.005119	1	98,920
1.151721	0.965481	0.828539	0.789578	-0.367038	-0.222127	-0.438265	0	0.2	0.464102	0.614014	0.000923	0.004196	1	98,921
-0.639714	-0.313556	-0.278767	1.706782	-1.089955	-0.834771	-0.443419	-0.000381	0.2	0.464102	0.614014	-0.000513	0.0043	1	98,922
0.511797	0.166036	1.144715	-0.126123	-3.014284	-1.942037	-0.443419	0	0.2	0.464102	0.614014	0.00041	0.004094	1	98,923
-0.511797	-0.793	-0.753575	0.790706	-0.887192	-0.222127	-0.443419	0	0.2	0.464102	0.614014	-0.00041	0.004913	1	98,924
0.511797	0.166036	-0.120898	-0.126311	0.126365	0.358374	-0.447284	-0.000286	0.2	0.249689	0	0.00041	0.00389	1	98,925
1.022965	0.804628	0.82828	1.702839	-0.496598	-0.287628	-0.447284	0	0.2	0.249689	0	0.00082	0.003887	1	98,926
2.808835	3.035683	1.45979	-0.128933	0.200184	0.216654	-0.45029	-0.000222	0.2	0.249689	0	0.002252	0.001328	1	98,927
1.019828	1.11906	-0.118697	-0.130052	0.792864	0.636861	-0.45029	0	0.2	0.249689	0	0.000818	0.000817	1	98,928
0.382221	0.958722	0.984535	1.693309	0.329494	0.047788	-0.455443	-0.000381	0.2	0.249689	0	0.000306	0.001327	1	98,929
0.382104	0.958284	0.669505	0.781349	-0.534507	-0.716748	-0.455443	0	0.2	0.249689	0	0.000306	0.000816	1	98,930
-0.254723	-0.155188	-0.117795	0.781349	-0.589353	-0.222127	-0.453081	0.000175	0.2	0.249689	0	-0.000204	0.001021	1	98,931
-0.76448	-0.155123	-1.063351	-0.129493	0.55486	0.421534	-0.453081	0	0.2	0.249689	0	-0.000613	0.00143	1	98,932
-0.254931	0.163423	-0.11831	0.783586	-0.520427	-0.612644	-0.45437	-0.000095	0.2	0.249689	0	-0.000204	0.002246	1	98,933
0.50981	0.481904	-0.433775	0.782467	0.872916	0.587745	-0.45437	0	0.2	0.249689	0	0.000409	0.001837	1	98,934
0	-0.154993	0.196961	-0.129866	0.661187	0.047788	-0.456302	-0.000143	0.2	0.249689	0	0	0.003671	1	98,935
-1.657644	-0.154993	-1.537119	-0.129866	-1.598251	-1.583663	-0.456302	0	0.2	0.249689	0	-0.001329	0.005	1	98,936
2.676639	2.870534	2.87621	0.781722	-0.01263	0.047788	-0.456302	0	0.2	0.249689	0	0.002146	0.001428	1	98,937
-1.273874	-1.428005	-1.062707	-0.129679	-0.601256	-0.971018	-0.456302	0	0.2	0.249689	0	-0.001021	0.002246	1	98,938
0.509706	0.163423	0.827116	-0.129866	-0.933291	-0.716748	-0.445351	0.00081	0.2	0.249689	0	0.000409	0.001837	1	98,939
-0.254827	-0.155058	0.197025	0.782467	-0.279553	0.093124	-0.445351	0	0.2	0.249689	0	-0.000204	0.002449	1	98,940
-0.254879	0.799669	-0.118182	-0.129866	0.73484	0.093124	-0.447928	-0.00019	0.2	0.249689	0	-0.000204	0.002449	1	98,941
0.509706	0.481708	0.196896	0.782094	0.994275	0.987236	-0.447928	0	0.2	0.249689	0	0.000409	0.002041	1	98,942
0.254775	0.163163	0.512039	0.782094	-0.426648	-0.43528	-0.465321	-0.001286	0.2	0.249689	0	0.000204	0.00204	1	98,943
-0.76448	-0.473343	-0.748144	-0.129679	0.224357	0.325017	-0.465321	0	0.2	0.249689	0	-0.000613	0.001838	1	98,944
0.509706	0.163423	0.512039	0.782094	0.268951	0.421534	-0.460382	0.000365	0.2	0.249689	0	0.000409	0.001225	1	98,945
0	0.163163	0.512039	1.694427	0.012355	0.562124	-0.460382	0	0.2	0.249689	0	0	0.001429	1	98,946
0	-0.473343	0.512039	-0.129679	-1.099534	-1.329392	-0.460382	0	0.2	0.249689	0	0	0.001633	1	98,947
0.254775	-0.155058	0.197025	0.781722	-0.0574	0.136247	-0.464247	-0.000286	0.2	0.249689	0	0.000204	0.000919	1	98,948
0.509393	0.799149	0.512039	0.780977	0.015064	0.325017	-0.464247	0	0.2	0.249689	0	0.000408	0.000816	1	98,949
-0.764168	-0.473343	-0.432616	0.781722	0.470304	0	-0.462959	0.000095	0.2	0.249689	0	-0.000613	0.001429	1	98,950
0.764168	0.481318	0.512039	-0.130424	-0.630043	-0.716748	-0.456088	0.000508	0.2	0.249689	0	0.000613	-0.000204	0	98,951
-0.509393	-0.791499	-0.117667	0.781722	-0.620284	-0.834771	-0.45437	0.000127	0.2	0.249689	0	-0.000408	-0.000613	0	98,952
0	0.163033	0.512039	-0.130238	-0.957828	-0.716748	-0.45437	0	0.2	0.249689	0	0	-0.001124	0	98,953
-0.254775	-0.473343	-0.117924	-0.129866	0.062155	-0.222127	-0.455873	-0.000111	0.2	0.249689	0	-0.000204	-0.000613	0	98,954
0.509497	0.481318	0.197025	-0.130238	-0.125302	0.093124	-0.463603	-0.000571	0.2	0.249689	0	0.000408	-0.000408	0	98,955
-0.254723	0.162903	0.197154	-0.130238	0.164302	0.216654	-0.463603	0	0.2	0.249689	0	-0.000204	-0.000409	0	98,956
-0.254775	-0.473343	-0.433002	0.782094	0.258494	-0.05052	-0.463603	0	0.2	0.249689	0	-0.000204	-0.000613	0	98,957
-0.764637	-0.791694	-0.433195	-0.129493	-0.838436	-0.834771	-0.469401	-0.000429	0.2	0.249689	0	-0.000613	0.000817	1	98,958
0.50981	0.163553	0.827181	-0.129679	-0.639973	-0.519521	-0.454799	0.001079	0.2	0.249689	0	0.000409	0	0	98,959
-0.254879	0.163293	0.196961	-0.129866	-1.340697	-0.716748	-0.454799	0	0.2	0.249689	0	-0.000204	0.000817	1	98,960
0.509706	0.481708	0.827116	-0.129866	-1.221181	-1.329392	-0.454799	0	0.2	0.249689	0	0.000409	0.000408	1	98,961
0.254775	0.799409	0.512039	-0.130052	0.248139	0.535739	-0.452652	0.000159	0.2	0.249689	0	0.000204	0	0	98,962
-0.76448	-0.155123	-0.433002	-0.129679	-1.132684	-0.716748	-0.452652	0	0.2	0.249689	0	-0.000613	0.000409	1	98,963
0.509706	0.799929	0.196896	-0.129866	-0.005579	0	-0.45845	-0.000429	0.2	0.249689	0	0.000409	0	0	98,964
-0.509706	-0.473343	-0.118053	-0.129493	-1.004863	-0.612644	-0.45845	0	0.2	0.249689	0	-0.000409	0.000409	1	98,965
0	-0.473343	0.512039	-0.129679	-1.505374	-1.132165	-0.460168	-0.000127	0.2	0.249689	0	0	0.001225	1	98,966
0	-0.154928	0.512039	-0.129679	-1.355677	-1.132165	-0.460168	0	0.2	0.249689	0	0	0.00143	1	98,967
0.254879	0.481708	0.512039	-0.129866	-0.345355	-0.161147	-0.460168	0	0.2	0.249689	0	0.000204	0.000817	1	98,968
-0.254879	-0.154993	0.196961	-0.129866	-0.814571	-0.222127	-0.462959	-0.000206	0.2	0.249689	0	-0.000204	0.00143	1	98,969
0.76448	0.481708	0.512039	-0.129866	-1.690808	-0.971018	-0.459309	0.00027	0.2	0.249689	0	0.000613	0.001429	1	98,970
0	-0.473343	0.512039	-0.129866	-1.414263	-1.942037	-0.459309	0	0.2	0.249689	0	0	0.001225	1	98,971

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