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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
0.541106	0.202651	-0.491868	0.894025	0.743626	0.451498	-0.320378	0.000413	-0.2	0.628626	1.414214	0.000434	0.00476	1	100,372
0.270465	0.877766	0.512039	-0.074308	0.057994	-0.287628	-0.320378	0	-0.2	0.628626	1.414214	0.000217	0.004759	1	100,373
-1.082212	0.539879	-1.160413	-0.073259	0.991547	0.480479	-0.3309	-0.000778	-0.2	0.628626	1.414214	-0.000868	0.005195	1	100,374
0.541224	0.202798	0.512039	0.894864	-0.58544	-0.834771	-0.3309	0	-0.2	0.628626	1.414214	0.000434	0.004545	1	100,375
1.622263	1.553321	-0.826359	-0.074728	1.121675	1.003162	-0.329826	0.000079	-0.2	0.628626	1.414214	0.001301	0.002596	1	100,376
0.810341	1.550688	0.177983	0.891509	1.20559	1.225289	-0.329826	0	-0.2	0.628626	1.414214	0.00065	0.001839	1	100,377
-0.810341	-0.473343	-1.157877	0.892347	0.05085	0.216654	-0.329826	0	-0.2	0.628626	1.414214	-0.00065	0.002812	1	100,378
0	0.201626	0.512039	-0.074937	0.140259	-0.358374	-0.327249	0.00019	-0.2	0.628626	1.414214	0	0.002596	1	100,379
0.270172	0.707661	0.846022	0.891928	0.286799	-0.519521	-0.327249	0	-0.2	0.628626	1.414214	0.000217	0.001947	1	100,380
0	0.20148	0.178055	0.891509	0.421672	0.421534	-0.337127	-0.00073	-0.2	0.628626	1.414214	0	0.00238	1	100,381
1.349984	1.213167	0.512039	0.890254	0.445351	0.390518	-0.365042	-0.002064	-0.2	0.628626	1.414214	0.001082	0.002377	1	100,382
0.539585	0.20075	0.178417	-0.076401	0.678634	0.683391	-0.333047	0.002365	-0.2	0.628626	1.414214	0.000433	0.001729	1	100,383
0.269705	-0.136406	0.178561	0.889	-0.069299	0	-0.333047	0	-0.2	0.628626	1.414214	0.000216	0.001944	1	100,384
-0.809289	0.537032	-1.15571	0.890254	0.152055	0.047788	-0.362895	-0.002207	-0.2	0.628626	1.414214	-0.000649	0.002161	1	100,385
-0.26988	0.20075	-2.49316	1.8567	1.225361	1.018806	-0.362895	0	-0.2	0.628626	1.414214	-0.000216	0.002593	1	100,386
0.539701	1.211708	0.178344	0.889836	0.136999	0	-0.334121	0.002127	-0.2	0.628626	1.414214	0.000433	0.001297	1	100,387
-0.80964	-0.810426	-0.488827	0.890672	0.938297	0.809872	-0.334121	0	-0.2	0.628626	1.414214	-0.000649	0.001946	1	100,388
1.618754	1.548937	0.178272	0.888165	1.606312	0.660432	-0.336697	-0.00019	-0.2	0.628626	1.414214	0.001298	0.000432	1	100,389
0.539118	0.536814	0.512039	0.887331	0.339747	-0.104104	-0.336697	0	-0.2	0.628626	1.414214	0.000432	-0.000216	0	100,390
-0.26953	-0.136697	-1.488178	0.888165	0.197252	0.177365	-0.322096	0.001079	-0.2	0.628626	1.414214	-0.000216	0	0	100,391
0	-0.473343	-0.154556	0.888165	-0.28107	-0.834771	-0.322096	0	-0.2	0.628626	1.414214	0	0	0	100,392
0.539002	0.200022	0.178777	0.887331	0.235457	0	-0.325532	-0.000254	-0.2	0.628626	1.414214	0.000432	-0.002163	0	100,393
-0.539002	-0.473343	-0.820863	0.887331	0.152408	0.390518	-0.325532	0	-0.2	0.628626	1.414214	-0.000432	-0.00173	0	100,394
0.26953	0.200022	-0.154556	0.887331	0.82677	0.790009	-0.332188	-0.000492	-0.2	0.464102	0.614014	0.000216	-0.00238	0	100,395
0	-0.136697	-0.487745	0.888165	0.108313	-0.161147	-0.332188	0	-0.2	0.464102	0.614014	0	-0.002163	0	100,396
-1.348233	-0.473343	-1.488178	0.889836	0.232703	0.136247	-0.346146	-0.001032	-0.2	0.464102	0.614014	-0.001081	-0.001949	0	100,397
0	-0.473343	-0.488827	-0.076193	-0.150073	0	-0.346146	0	-0.2	0.464102	0.614014	0	-0.001515	0	100,398
2.695009	3.229766	0.512039	-0.078693	1.011614	0.848307	-0.311789	0.00254	-0.2	0.464102	0.614014	0.002161	-0.003243	0	100,399
1.614215	1.543266	0.512039	-0.079524	0.787702	0.177365	-0.311789	0	-0.2	0.464102	0.614014	0.001294	-0.004537	0	100,400
0.537608	0.869615	-0.817988	1.844829	1.022987	0.809872	-0.301482	0.000762	-0.2	0.464102	0.614014	0.000431	-0.004102	0	100,401
0.537376	0.53355	-0.152545	0.880684	0.712917	0.216654	-0.301482	0	-0.2	0.464102	0.614014	0.000431	-0.004533	0	100,402
0.268601	0.533116	-0.318377	0.881098	0.798997	0.451498	-0.32274	-0.001572	-0.2	0.464102	0.614014	0.000215	-0.003667	0	100,403
-1.612476	0.532899	-1.813753	-0.079731	1.140348	0.562124	-0.32274	0	-0.2	0.464102	0.614014	-0.001293	-0.001726	0	100,404
0.537724	0.198425	0.512039	0.882756	0.543981	0	-0.336483	-0.001016	-0.2	0.464102	0.614014	0.000431	-0.002157	0	100,405
-0.537724	-0.137568	-0.152688	-0.079316	0.687092	0.587745	-0.336483	0	-0.2	0.464102	0.614014	-0.000431	-0.001726	0	100,406
0.806498	0.869904	0.179568	-0.080353	0.429964	-0.05052	-0.354735	-0.001349	-0.2	0.464102	0.614014	0.000647	-0.002805	0	100,407
0.268717	0.197991	0.512039	-0.080146	-0.038768	-0.43528	-0.354735	0	-0.2	0.464102	0.614014	0.000215	-0.002372	0	100,408
0.268659	0.197846	0.179854	0.881098	0.43342	0.290351	-0.354735	0	-0.2	0.464102	0.614014	0.000215	-0.004101	0	100,409
-1.343874	-0.808974	-1.481712	0.883587	0.596075	0.727593	-0.346575	0.000603	-0.2	0.464102	0.614014	-0.001077	-0.002807	0	100,410
0.537724	0.534201	-0.818275	0.882756	1.148941	1.003162	-0.33906	0.000556	-0.2	0.464102	0.614014	0.000431	-0.003238	0	100,411
0	-0.473343	-0.152688	0.882756	-0.174717	-0.287628	-0.33906	0	-0.2	0.464102	0.614014	0	-0.003671	0	100,412
-0.268833	-0.305446	-0.152688	-0.079524	0.841736	0.727593	-0.33906	0	-0.2	0.464102	0.614014	-0.000216	-0.003888	0	100,413
0	-0.473343	0.179639	0.882756	-0.057912	0	-0.342281	-0.000238	-0.2	0.464102	0.614014	0	-0.003455	0	100,414
0.806325	0.533984	0.179639	0.881927	-0.092781	0.093124	-0.342281	0	-0.2	0.464102	0.614014	0.000646	-0.004751	0	100,415
0.805804	0.533333	0.179854	-0.080767	0.454138	0.136247	-0.331759	0.000778	-0.2	0.464102	0.614014	0.000646	-0.006263	0	100,416
-1.074521	-0.137929	-1.148525	-0.080146	0.720492	0.790009	-0.331759	0	-0.2	0.464102	0.614014	-0.000862	-0.005185	0	100,417
0	0.197991	0.512039	0.881512	0.141341	-0.05052	-0.33498	-0.000238	-0.2	0.464102	0.614014	0	-0.005185	0	100,418
-1.613519	-0.473343	-1.482571	-0.078901	0.561597	0.535739	-0.33498	0	-0.2	0.464102	0.614014	-0.001294	-0.001727	0	100,419
-0.269123	0.19886	0.179353	0.884002	-0.304331	-0.358374	-0.34271	-0.000571	-0.2	0.464102	0.614014	-0.000216	-0.001512	0	100,420
0.269123	0.53507	-0.48645	-0.078693	1.279345	1.460951	-0.34271	0	-0.2	0.464102	0.614014	0.000216	-0.001944	0	100,421
-0.538304	-0.137205	-0.153405	-0.078693	-0.406389	-0.222127	-0.344213	-0.000111	-0.2	0.464102	0.614014	-0.000432	-0.001728	0	100,422
0.269181	-0.13706	-0.153693	-0.078277	0.002308	-0.222127	-0.344213	0	-0.2	0.464102	0.614014	0.000216	-0.001944	0	100,423
-0.53842	-0.473343	-0.819424	0.885665	0.484253	0.325017	-0.347005	-0.000206	-0.2	0.464102	0.614014	-0.000432	-0.001296	0	100,424
-0.269297	-0.809771	-1.153188	-0.077861	1.092291	1.249506	-0.347005	0	-0.2	0.464102	0.614014	-0.000216	-0.001513	0	100,425
-0.808241	-0.473343	-1.153548	-0.077236	1.29641	0.76969	-0.335409	0.000857	-0.2	0.464102	0.614014	-0.000648	-0.001514	0	100,426
-0.134758	1.040992	-0.154412	-0.077236	0.634947	0.421534	-0.335409	0	-0.2	0.464102	0.614014	-0.000108	-0.001622	0	100,427
0.404229	0.368227	0.012174	0.886914	0.238503	-0.161147	-0.338201	-0.000206	-0.2	0.464102	0.614014	0.000324	-0.001946	0	100,428
-0.269472	0.199731	-0.154268	0.887748	0.248437	0.136247	-0.338201	0	-0.2	0.464102	0.614014	-0.000216	-0.001947	0	100,429
-0.539118	-0.473343	-0.154412	0.887748	0.084509	-0.287628	-0.333047	0.000381	-0.2	0.464102	0.614014	-0.000432	-0.001947	0	100,430
0.539118	0.200167	0.8453	0.887331	-0.418845	-0.716748	-0.333047	0	-0.2	0.464102	0.614014	0.000432	-0.001514	0	100,431
1.346777	1.209161	0.512039	-0.078277	0.171184	0.290351	-0.3309	0.000159	-0.2	0.464102	0.614014	0.00108	-0.00281	0	100,432
-0.269239	-0.13706	-0.153693	0.885249	0.156284	-0.05052	-0.3309	0	-0.2	0.464102	0.614014	-0.000216	-0.002594	0	100,433
0.53842	0.199295	1.177626	0.885249	-1.018652	-1.329392	-0.3309	0	-0.2	0.464102	0.614014	0.000432	-0.003459	0	100,434
-0.53842	-0.473343	-1.652172	0.885665	0.258787	0.290351	-0.332832	-0.000143	-0.2	0.464102	0.614014	-0.000432	-0.00346	0	100,435
0.269239	-0.136988	0.179137	0.885665	0.201807	0.047788	-0.332832	0	-0.2	0.464102	0.614014	0.000216	-0.003459	0	100,436
-1.077305	-0.473343	-1.152829	0.887331	0.048731	0.216654	-0.335194	-0.000175	-0.2	0.464102	0.614014	-0.000864	-0.002812	0	100,437
0	-0.473343	-0.487529	-0.077445	-0.789803	-0.358374	-0.33863	-0.000254	-0.2	0.464102	0.614014	0	-0.002596	0	100,438
-0.269472	-0.13677	-0.154268	0.887748	-0.103231	-0.358374	-0.33863	0	-0.2	0.464102	0.614014	-0.000216	-0.001947	0	100,439
-0.26953	0.199876	-0.487745	0.888165	-0.393275	-0.519521	-0.33863	0	-0.2	0.464102	0.614014	-0.000216	-0.001514	0	100,440
0	-0.473343	0.512039	0.888165	-1.262565	-1.329392	-0.343139	-0.000333	-0.2	0.464102	0.614014	0	-0.00173	0	100,441
0	-0.473343	-0.154556	0.888165	-0.347914	-0.716748	-0.343139	0	-0.2	0.464102	0.614014	0	-0.001947	0	100,442
-2.158339	-1.146999	-2.156071	0.891091	0.959027	1.018806	-0.337556	0.000413	-0.2	0.464102	0.614014	-0.00173	0.000216	1	100,443
0	0.201188	0.1782	-0.075356	0.010087	0.177365	-0.331759	0.000429	-0.2	0.464102	0.614014	0	-0.000433	0	100,444
-0.540169	-0.136041	-1.157877	0.891928	0.096731	0.390518	-0.331759	0	-0.2	0.464102	0.614014	-0.000433	-0.000433	0	100,445
0.270114	-0.135895	0.178055	-0.074937	-1.115866	-1.132165	-0.331759	0	-0.2	0.464102	0.614014	0.000217	-0.000867	0	100,446
-1.080806	0.201334	-0.824039	0.893185	0.491684	0.866915	-0.33863	-0.000508	-0.2	0.464102	0.614014	-0.000867	0.000433	1	100,447
0.54052	0.201919	0.846166	0.892347	-0.154309	-0.43528	-0.33863	0	-0.2	0.464102	0.614014	0.000433	-0.001301	0	100,448
0.540286	0.201626	0.846022	-0.074937	-0.429602	-1.329392	-0.336697	0.000143	-0.2	0.464102	0.614014	0.000433	-0.001517	0	100,449
0	-0.135968	-0.155855	-0.075774	0.912174	0.421534	-0.336697	0	-0.2	0.464102	0.614014	0	-0.0013	0	100,450
1.07987	1.212802	0.512039	-0.075774	0.299758	0.093124	-0.329397	0.00054	-0.2	0.464102	0.614014	0.000866	-0.0026	0	100,451
0	0.20075	0.178417	0.889836	0.302749	0.480479	-0.329397	0	-0.2	0.464102	0.614014	0	-0.001082	0	100,452
1.348524	1.548063	0.178417	-0.077028	0.840268	0.885139	-0.322955	0.000476	-0.2	0.464102	0.614014	0.001081	-0.002814	0	100,453
0.808415	0.873096	0.512039	-0.077653	0.503793	0.866915	-0.322955	0	-0.2	0.464102	0.614014	0.000648	-0.003245	0	100,454
0	0.199586	-0.487313	-0.077861	0.226843	0.390518	-0.320593	0.000175	-0.2	0.249689	0	0	-0.002595	0	100,455
0	-0.136842	-0.487313	-0.077653	1.304523	1.284631	-0.320593	0	-0.2	0.249689	0	0	-0.002595	0	100,456
-0.538885	-0.136842	-0.154124	-0.077236	-0.639973	-0.834771	-0.32317	-0.00019	-0.2	0.249689	0	-0.000432	-0.002163	0	100,457
0.808241	0.536377	-0.154412	-0.078069	-0.141102	0.047788	-0.32317	0	-0.2	0.249689	0	0.000648	-0.002162	0	100,458
-1.88671	0.19944	-1.820287	-0.07661	0.764174	0.748892	-0.328967	-0.000429	-0.2	0.249689	0	-0.001513	-0.001948	0	100,459
0.269705	-0.136406	-0.48861	-0.076819	0.709091	0.76969	-0.328967	0	-0.2	0.249689	0	0.000216	-0.001082	0	100,460
0	-0.136479	0.178633	-0.076819	-0.367923	-0.104104	-0.328967	0	-0.2	0.249689	0	0	0	0	100,461
-0.539468	0.200313	-0.488394	-0.076193	0.369196	0.480479	-0.332618	-0.00027	-0.2	0.249689	0	-0.000433	-0.000649	0	100,462
-0.539701	-0.136333	-1.156432	-0.075774	0.63268	0.25427	-0.340992	-0.000619	-0.2	0.249689	0	-0.000433	-0.000433	0	100,463
0.539701	0.537906	0.345201	-0.076401	0.064637	-0.287628	-0.340992	0	-0.2	0.249689	0	0.000433	-0.000866	0	100,464
-0.80964	0.537469	-0.488827	-0.075565	0.21367	0.325017	-0.364613	-0.001746	-0.2	0.249689	0	-0.000649	0.000216	1	100,465
-1.080338	0.201042	-0.82346	-0.074937	0.276953	0.683391	-0.364613	0	-0.2	0.249689	0	-0.000866	0.002596	1	100,466
0.270172	0.201626	0.512039	-0.074937	0.584649	0.136247	-0.343569	0.001556	-0.2	0.249689	0	0.000217	0.001299	1	100,467
0	0.20148	0.178055	-0.074937	1.412709	0.177365	-0.343569	0	-0.2	0.249689	0	0	0.001947	1	100,468
2.698508	2.897854	0.512039	-0.077236	0.865933	0.790009	-0.332188	0.000841	-0.2	0.249689	0	0.002164	0	0	100,469
0	0.536595	-0.154556	-0.076819	0.497675	0.587745	-0.332188	0	-0.2	0.249689	0	0	-0.000216	0	100,470
-0.269588	-0.136624	-0.487961	-0.077028	0.009178	-0.104104	-0.316942	0.001127	-0.2	0.249689	0	-0.000216	0.000432	1	100,471

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