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
0.275727	0.904042	0.171114	-0.055273	1.331992	1.392552	-0.199055	0	-0.2	-1	0.614014	0.000221	0.016225	1	100,272
0.413476	0.559581	0.171189	-0.055491	1.534396	1.698611	-0.199055	0	-0.2	-1	0.614014	0.000332	0.017197	1	100,273
-3.864449	1.075274	-4.26514	0.930376	1.378376	1.479559	-0.199055	0	-0.2	-1	0.614014	-0.003098	0.019861	1	100,274
13.336756	21.986178	14.968692	1.89677	2.161108	1.958255	-0.203994	-0.000365	-0.2	0.732051	2.346065	0.010693	0.008516	1	100,275
2.732202	5.665207	-1.518025	2.863937	1.341699	1.422516	-0.203994	0	-0.2	0.732051	2.346065	0.002191	0.006978	1	100,276
4.631052	6.330889	-0.162872	1.877552	1.1674	1.318413	-0.203994	0	-0.2	0.732051	2.346065	0.003713	0.003482	1	100,277
1.901917	2.580888	1.184154	2.847773	0.812171	0.727593	-0.203994	0	-0.2	0.732051	2.346065	0.001525	0.00174	1	100,278
-1.901917	-1.491198	-5.540968	1.880738	0.997228	1.23748	-0.203994	0	-0.2	0.732051	2.346065	-0.001525	0.003699	1	100,279
-5.177014	-1.832703	-7.914222	0.913529	0.985077	1.161674	-0.263904	-0.004429	-0.2	0.732051	2.346065	-0.004151	0.007416	1	100,280
3.272192	3.614547	-0.500882	-0.067124	0.683087	0.480479	-0.263904	0	-0.2	0.732051	2.346065	0.002624	0.005009	1	100,281
-1.089777	12.40134	-1.846278	0.910109	1.069417	1.249506	-0.268628	-0.000349	-0.2	0.732051	2.346065	-0.000874	0.005666	1	100,282
1.362073	1.22827	0.175063	0.907977	0.489738	0.390518	-0.268628	0	-0.2	0.732051	2.346065	0.001092	0.003922	1	100,283
1.768474	1.905797	-0.834835	0.904152	1.00238	0.954497	-0.268628	0	-0.2	0.732051	2.346065	0.001418	0.002938	1	100,284
-0.27191	1.39364	-0.328427	0.905001	1.130994	1.296035	-0.288813	-0.001492	-0.2	0.732051	2.346065	-0.000218	0.004025	1	100,285
-0.952151	0.036167	-1.337993	0.9067	0.781678	0.660432	-0.27464	0.001048	-0.2	0.732051	2.346065	-0.000763	0.005657	1	100,286
-2.179079	0.206485	-2.181709	0.909256	1.045362	0.971018	-0.27464	0	-0.2	0.732051	2.346065	-0.001747	0.007621	1	100,287
0.136304	0.548071	0.512039	-0.066485	0.408102	0.325017	-0.251235	0.00173	-0.2	0.732051	2.346065	0.000109	0.007837	1	100,288
0.953711	1.228455	1.01742	0.907551	0.649838	0.660432	-0.251235	0	-0.2	0.732051	2.346065	0.000765	0.008156	1	100,289
0	1.227155	-0.498448	0.907126	1.125371	0.866915	-0.152888	0.007271	-0.2	0.732051	2.346065	0	0.007398	1	100,290
1.633239	2.586219	1.521863	-0.068399	0.801139	0.748892	-0.152888	0	-0.2	0.732051	2.346065	0.001309	0.004353	1	100,291
0.815818	0.885424	0.512039	-0.069248	0.246943	0.136247	-0.276143	-0.009112	-0.2	0.732051	2.346065	0.000654	0.005434	1	100,292
-0.27188	0.545177	-1.169167	0.904576	0.630859	0.748892	-0.276143	0	-0.2	0.732051	2.346065	-0.000218	0.006086	1	100,293
-0.952047	-0.473343	-1.169534	0.906275	0.685438	0.290351	-0.252523	0.001746	-0.2	0.732051	2.346065	-0.000763	0.006849	1	100,294
-0.408243	-0.303377	-1.00245	0.907551	0.848297	0.829298	-0.252523	0	-0.2	0.732051	2.346065	-0.000327	0.00696	1	100,295
-0.544532	0.546511	-1.17137	-0.067549	1.047261	1.187672	-0.272923	-0.001508	-0.2	0.732051	2.346065	-0.000437	0.007396	1	100,296
0.544532	0.546956	-0.161398	1.882014	-0.05129	-0.104104	-0.272923	0	-0.2	0.732051	2.346065	0.000437	0.007826	1	100,297
0.544294	0.206634	-0.497786	-0.067762	-0.4716	-0.287628	-0.272923	0	-0.2	0.732051	2.346065	0.000436	0.008688	1	100,298
0.544057	0.206337	-0.16081	0.905425	0.826985	0.421534	-0.258106	0.001095	-0.2	0.732051	2.346065	0.000436	0.008901	1	100,299
2.173856	2.920617	-0.160517	0.902033	1.620033	1.623663	-0.258106	0	-0.2	0.732051	2.346065	0.001743	0.00759	1	100,300
0.81422	0.543848	-0.159345	-0.070307	0.946889	0.76969	-0.221173	0.00273	-0.2	0.732051	2.346065	0.000653	0.008448	1	100,301
1.897783	1.897523	-0.830145	-0.071996	1.63555	1.705768	-0.242431	-0.001572	-0.2	0.732051	2.346065	0.001522	0.004983	1	100,302
0.541694	0.203385	-0.492959	-0.072627	1.256281	1.049287	-0.242431	0	-0.2	0.732051	2.346065	0.000434	0.004765	1	100,303
0.270759	0.541198	-0.157596	0.896547	0.630859	0.76969	-0.242431	0	-0.2	0.732051	2.346065	0.000217	0.003251	1	100,304
-1.083388	0.540978	-0.82723	-0.071996	1.614889	1.479559	-0.198841	0.003223	-0.2	0.732051	2.346065	-0.000869	0.004984	1	100,305
-0.270994	0.203532	-0.828395	-0.071996	1.357812	1.432283	-0.198841	0	-0.2	0.732051	2.346065	-0.000217	0.005202	1	100,306
-0.542165	0.54208	-0.493396	0.898653	0.358239	0.683391	-0.293537	-0.007001	-0.2	0.732051	2.346065	-0.000435	0.004988	1	100,307
0.542165	1.219396	0.512039	0.898231	0.626894	0.562124	-0.293537	0	-0.2	0.732051	2.346065	0.000435	0.003687	1	100,308
0.270994	0.203679	-0.828686	-0.071996	0.469092	0.451498	-0.277861	0.001159	-0.2	0.732051	2.346065	0.000217	0.003037	1	100,309
1.083388	0.880113	0.512039	0.896547	0.876671	0.705768	-0.277861	0	-0.2	0.732051	2.346065	0.000869	0.001735	1	100,310
0	0.202944	-0.492304	-0.072417	0.765134	0.562124	-0.285592	-0.000571	-0.2	0.732051	2.346065	0	0.002601	1	100,311
-0.812452	-0.473343	-0.82723	-0.071996	0.630251	0.587745	-0.285592	0	-0.2	0.732051	2.346065	-0.000651	0.002386	1	100,312
0.270876	0.203385	-0.157887	-0.072417	0.489543	0.451498	-0.281941	0.00027	-0.2	0.732051	2.346065	0.000217	0.001519	1	100,313
-1.626141	-0.473343	-1.498175	0.899075	0.934397	0.987236	-0.281941	0	-0.2	0.732051	2.346065	-0.001304	0.002389	1	100,314
0.813335	2.234746	0.847256	0.89781	0.950791	1.018806	-0.291604	-0.000714	-0.2	0.732051	2.346065	0.000652	0.000434	1	100,315
-1.355854	-0.473343	-1.834995	0.900342	0.968067	0.902996	-0.291604	0	-0.2	0.732051	2.346065	-0.001087	0.00087	1	100,316
0.271289	2.235924	0.512039	0.899919	1.032343	0.76969	-0.289886	0.000127	-0.2	0.732051	2.346065	0.000218	0.000435	1	100,317
0.27123	0.204268	-0.158761	-0.070941	0.584979	0.809872	-0.289886	0	-0.2	0.732051	2.346065	0.000217	0.000217	1	100,318
-0.813866	-0.473343	-0.829561	0.900764	0.386298	0.093124	-0.298046	-0.000603	-0.2	0.732051	2.346065	-0.000653	0.001956	1	100,319
0.271348	0.882174	0.176529	0.900764	1.104215	1.018806	-0.298046	0	-0.2	0.732051	2.346065	0.000218	0.00239	1	100,320
0	-0.473343	-0.830145	1.871836	0.142422	0.093124	-0.300408	-0.000175	-0.2	0.732051	2.346065	0	0.002607	1	100,321
0.271289	0.543184	0.008857	-0.071152	0.383013	0.508541	-0.300408	0	-0.2	0.732051	2.346065	0.000218	0.002823	1	100,322
1.626494	1.897008	0.847329	0.897389	0.387467	0.25427	-0.29053	0.00073	-0.2	0.732051	2.346065	0.001304	0.001736	1	100,323
-0.541929	0.203385	-0.157887	-0.071785	0.112501	0.216654	-0.29053	0	-0.2	0.732051	2.346065	-0.000434	0.001303	1	100,324
-0.813335	-0.473343	-1.499486	-0.071574	0.585637	0.748892	-0.291604	-0.000079	-0.2	0.732051	2.346065	-0.000652	0.002389	1	100,325
0.813335	0.542742	0.847256	-0.071785	0.272394	-0.612644	-0.291604	0	-0.2	0.732051	2.346065	0.000652	0.003038	1	100,326
0.270994	0.54208	-0.828686	0.897389	0.995953	0.920498	-0.275714	0.001175	-0.2	0.732051	2.346065	0.000217	0.00347	1	100,327
-0.270994	0.541859	-0.493177	0.898231	0.934841	0.177365	-0.275714	0	-0.2	0.732051	2.346065	-0.000217	0.003038	1	100,328
0.541929	0.203679	-0.158178	0.89781	0.379945	0.290351	-0.299334	-0.001746	-0.2	0.732051	2.346065	0.000434	0.002603	1	100,329
-0.541929	0.541639	-0.492959	0.898231	0.411693	0.216654	-0.299334	0	-0.2	0.732051	2.346065	-0.000434	0.003254	1	100,330
0.270994	0.203679	-0.158178	0.897389	0.383953	0.325017	-0.299334	0	-0.2	0.732051	2.346065	0.000217	0.003037	1	100,331
-0.270994	-0.134869	-0.493177	0.898653	0.008722	0.290351	-0.312648	-0.000984	-0.2	0.732051	2.346065	-0.000217	0.004337	1	100,332
-0.813335	-1.15066	-0.828686	0.899497	0.350814	0.587745	-0.315224	-0.00019	-0.2	0.732051	2.346065	-0.000652	0.005421	1	100,333
0.542283	0.542742	0.176748	-0.071363	0.265197	0.177365	-0.315224	0	-0.2	0.732051	2.346065	0.000435	0.005203	1	100,334
1.083858	1.219029	0.176894	-0.072627	1.1521	0.971018	-0.194546	0.008921	-0.2	0.628626	1.414214	0.000869	0.003685	1	100,335
1.082917	1.55552	0.512039	-0.073679	1.453292	1.093124	-0.194546	0	-0.2	0.628626	1.414214	0.000868	0.0026	1	100,336
0.270582	0.540538	0.177476	-0.073679	0.868837	1.121185	-0.300623	-0.007842	-0.2	0.628626	1.414214	0.000217	0.002816	1	100,337
0.405764	0.540318	0.177548	0.894025	0.176291	0.390518	-0.300623	0	-0.2	0.628626	1.414214	0.000325	0.001842	1	100,338
1.351593	1.721377	0.679202	1.859212	1.206801	0.971018	-0.287954	0.000937	-0.2	0.628626	1.414214	0.001084	0.002056	1	100,339
-0.945961	0.032856	-0.657346	0.893605	0.394429	0.390518	-0.287954	0	-0.2	0.628626	1.414214	-0.000758	0.003246	1	100,340
-2.164895	-0.135602	-2.499029	0.897389	0.116281	0.421534	-0.303414	-0.001143	-0.2	0.628626	1.414214	-0.001736	0.004766	1	100,341
2.164895	2.906629	0.512039	0.894444	0.503984	0.325017	-0.303414	0	-0.2	0.628626	1.414214	0.001736	0.00303	1	100,342
0.540637	0.539659	0.177766	0.893185	0.233929	0.325017	-0.313077	-0.000714	-0.2	0.628626	1.414214	0.000433	0.003029	1	100,343
0	0.201772	0.177911	-0.074518	0.600742	0.636861	-0.313077	0	-0.2	0.628626	1.414214	0	0.002597	1	100,344
-0.270289	-0.135749	-0.15629	-0.074308	0.175952	0.177365	-0.314365	-0.000095	-0.2	0.628626	1.414214	-0.000217	0.00303	1	100,345
0	-0.473343	-0.156435	0.893605	-0.070345	0.136247	-0.314365	0	-0.2	0.628626	1.414214	0	0.00303	1	100,346
1.080806	0.876888	-0.156435	-0.075356	0.246045	0.636861	-0.3309	-0.001222	-0.2	0.628626	1.414214	0.000867	0.001082	1	100,347
1.619455	1.549812	0.512039	0.889	0.731287	0.562124	-0.297187	0.002492	-0.2	0.628626	1.414214	0.001298	-0.000216	0	100,348
0.808939	1.210615	0.845444	0.887331	1.179303	1.340237	-0.297187	0	-0.2	0.628626	1.414214	0.000649	0.001296	1	100,349
0.539002	0.536595	0.845228	0.886498	0.404488	0.216654	-0.303414	-0.00046	-0.2	0.628626	1.414214	0.000432	0.002158	1	100,350
1.884674	3.560747	0.845084	0.883587	1.227592	1.018806	-0.303414	0	-0.2	0.628626	1.414214	0.001511	0.001078	1	100,351
-2.423675	-0.137278	-3.15067	0.887748	1.691963	1.66939	-0.299334	0.000302	-0.2	0.628626	1.414214	-0.001943	0.003452	1	100,352
0.26953	0.873096	-0.154556	1.852941	0.916046	0.848307	-0.313077	-0.001016	-0.2	0.628626	1.414214	0.000216	0.003451	1	100,353
-1.618054	-1.146854	-1.488178	0.890254	0.336435	0.325017	-0.313077	0	-0.2	0.628626	1.414214	-0.001297	0.003456	1	100,354
1.078936	0.874552	0.512039	1.853567	0.01326	0.093124	-0.349796	-0.002715	-0.2	0.628626	1.414214	0.000865	0.003022	1	100,355
0	-0.136551	-0.1547	-0.076819	0.050004	0.047788	-0.328752	0.001556	-0.2	0.628626	1.414214	0	0.002591	1	100,356
-0.809114	-0.136551	-0.821727	-0.076193	0.812943	0.612644	-0.328752	0	-0.2	0.628626	1.414214	-0.000649	0.003886	1	100,357
-1.079636	-0.473343	-1.490343	-0.075356	0.281194	0.136247	-0.328752	0	-0.2	0.628626	1.414214	-0.000866	0.004967	1	100,358
-0.540169	-0.473343	-0.82375	-0.075147	0.295654	0.290351	-0.328752	0	-0.2	0.628626	1.414214	-0.000433	0.005616	1	100,359
-0.540403	0.20148	-0.490128	-0.074518	-0.357395	-0.287628	-0.325746	0.000222	-0.2	0.628626	1.414214	-0.000433	0.004971	1	100,360
1.080572	3.236178	0.177911	-0.075565	1.081072	1.174769	-0.325746	0	-0.2	0.628626	1.414214	0.000866	0.004536	1	100,361
-1.080572	0.538344	-1.157877	-0.074308	-0.042745	0.047788	-0.325746	0	-0.2	0.628626	1.414214	-0.000866	0.005402	1	100,362
-0.811044	-0.135749	-0.490563	-0.074308	0.139174	0.290351	-0.325102	0.000048	-0.2	0.628626	1.414214	-0.00065	0.005837	1	100,363
-0.540989	0.202211	-0.156725	-0.074099	0.358484	0.290351	-0.324243	0.000063	-0.2	0.628626	1.414214	-0.000434	0.006271	1	100,364
-1.624376	1.215727	-1.495993	0.897389	0.186369	0.25427	-0.324243	0	-0.2	0.628626	1.414214	-0.001302	0.00822	1	100,365
-0.812982	-0.134942	-1.163321	-0.071785	1.209107	0.937661	-0.318231	0.000444	-0.2	0.628626	1.414214	-0.000652	0.009518	1	100,366
-0.271112	0.542301	-0.493614	-0.071363	0.48661	0.727593	-0.318231	0	-0.2	0.628626	1.414214	-0.000217	0.008874	1	100,367
0	-0.134648	-0.493833	-0.071785	0.342787	0.25427	-0.304703	0.001	-0.2	0.628626	1.414214	0	0.008874	1	100,368
1.35497	1.219396	0.512039	-0.072627	0.128581	0.177365	-0.304703	0	-0.2	0.628626	1.414214	0.001086	0.006494	1	100,369
0.812276	0.541419	0.177185	0.895705	0.475925	0.177365	-0.325961	-0.001572	-0.2	0.628626	1.414214	0.000651	0.005627	1	100,370
0.270641	0.202798	0.177403	-0.073048	0.173233	-0.519521	-0.325961	0	-0.2	0.628626	1.414214	0.000217	0.005625	1	100,371

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