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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
-0.269646	0.200167	0.178705	-0.077028	0.150992	0	-0.316942	0	-0.2	0.249689	0	-0.000216	0.001296	1	100,472
0	0.200313	0.178633	-0.076819	0.648072	-0.05052	-0.316942	0	-0.2	0.249689	0	0	0.00216	1	100,473
0.269646	-0.136479	-0.154844	-0.07661	-0.353066	-0.222127	-0.316942	0	-0.2	0.249689	0	0.000216	0.002375	1	100,474
-0.539351	-1.147145	-1.155349	-0.076401	0.497098	0.216654	-0.316942	0	-0.2	0.249689	0	-0.000432	0.002807	1	100,475
-0.809464	-0.473343	-0.48861	-0.075984	-0.368809	-0.161147	-0.317586	-0.000048	-0.2	0.249689	0	-0.000649	0.003456	1	100,476
-0.269938	0.200896	0.178344	-0.075774	0.418144	-0.358374	-0.317586	0	-0.2	0.249689	0	-0.000216	0.003889	1	100,477
0	-0.136114	0.178272	-0.075565	0.060495	0.047788	-0.335839	-0.001349	-0.2	0.249689	0	0	0.003673	1	100,478
-0.269997	-0.136114	-0.82346	-0.075356	0.552422	0.390518	-0.335839	0	-0.2	0.249689	0	-0.000216	0.004105	1	100,479
-0.540169	-0.136041	-0.155711	-0.075147	0.041898	-0.287628	-0.335409	0.000032	-0.2	0.249689	0	-0.000433	0.003891	1	100,480
1.080104	0.876011	0.512039	-0.075984	0.657284	0.727593	-0.335409	0	-0.2	0.249689	0	0.000866	0.003672	1	100,481
-0.269938	-0.473343	-0.48926	-0.075565	0.005066	-0.222127	-0.337556	-0.000159	-0.2	0.249689	0	-0.000216	0.003889	1	100,482
0	-0.136114	-0.155566	-0.075565	-0.075079	0.093124	-0.337556	0	-0.2	0.249689	0	0	0.003673	1	100,483
-0.540052	-0.473343	-0.155566	-0.075356	-0.210452	-0.222127	-0.336053	0.000111	-0.2	0.249689	0	-0.000433	0.004106	1	100,484
-0.540286	1.381316	-0.155855	-0.075147	0.449761	0.25427	-0.336053	0	-0.2	0.249689	0	-0.000433	0.004108	1	100,485
0.270172	0.539001	0.177983	-0.074937	0.187035	0.451498	-0.329611	0.000476	-0.2	0.249689	0	0.000217	0.004754	1	100,486
-0.270172	-0.810864	-0.490128	-0.074728	0.683641	0.25427	-0.329611	0	-0.2	0.249689	0	-0.000217	0.005186	1	100,487
0.270172	-0.135822	-0.156145	-0.075147	0.015965	-0.05052	-0.326605	0.000222	-0.2	0.249689	0	0.000217	0.004538	1	100,488
0.540169	0.538782	0.845949	-0.075565	0.610592	0.451498	-0.326605	0	-0.2	0.249689	0	0.000433	0.003674	1	100,489
0.269997	0.201188	0.512039	-0.075774	0.099066	-0.358374	-0.335194	-0.000635	-0.2	0.249689	0	0.000216	0.00281	1	100,490
-0.269997	-0.136114	0.178272	0.890672	-0.495488	-0.358374	-0.335194	0	-0.2	0.249689	0	-0.000216	0.003242	1	100,491
-0.270055	-0.473343	-0.155711	-0.075356	-0.172831	-0.519521	-0.340133	-0.000365	-0.2	0.249689	0	-0.000217	0.003674	1	100,492
0.540052	0.201334	0.512039	-0.075565	-0.329414	-0.222127	-0.340133	0	-0.2	0.249689	0	0.000433	0.003026	1	100,493
-0.810166	-0.473343	-0.82346	-0.074937	0.505502	0.136247	-0.334121	0.000444	-0.2	0.249689	0	-0.00065	0.003244	1	100,494
-0.540403	-0.135895	-0.490128	-0.074518	-0.269789	0.136247	-0.334121	0	-0.2	0.249689	0	-0.000433	0.003461	1	100,495
-0.270289	0.539221	0.177911	-0.074728	-0.190681	-0.05052	-0.327464	0.000492	-0.2	0.249689	0	-0.000217	0.004325	1	100,496
0.54052	0.201919	0.846166	-0.074308	-1.36076	-1.583663	-0.327464	0	-0.2	0.249689	0	0.000433	0.004323	1	100,497
-1.622263	-0.135822	-1.493381	0.894864	0.299485	0.177365	-0.327464	0	-0.2	0.249689	0	-0.001301	0.005193	1	100,498
0.270524	0.202504	-0.157015	0.894444	0.093602	0.136247	-0.329826	-0.000175	-0.2	0.249689	0	0.000217	0.005407	1	100,499
0.270465	0.202358	0.177621	-0.073889	0.394429	0	-0.329826	0	-0.2	0.249689	0	0.000217	0.004975	1	100,500
-0.540989	-0.473343	-0.156725	-0.073889	-2.391691	-1.583663	-0.328323	0.000111	-0.2	0.249689	0	-0.000434	0.005408	1	100,501
1.892435	1.890842	0.512039	-0.074728	0.214304	0.047788	-0.329611	-0.000095	-0.2	0.249689	0	0.001517	0.003675	1	100,502
-0.810692	-1.148459	-0.490128	-0.074518	-0.51581	-0.716748	-0.329611	0	-0.2	0.249689	0	-0.00065	0.003678	1	100,503
0.270289	0.201919	0.512039	-0.074728	0.24304	-0.161147	-0.3309	-0.000095	-0.2	0.249689	0	0.000217	0.003677	1	100,504
0.810517	0.876596	0.512039	-0.075147	0.295654	-0.161147	-0.3309	0	-0.2	0.249689	0	0.00065	0.003027	1	100,505
0	-0.135968	-0.155855	-0.075147	0.062155	0	-0.233197	0.007223	-0.2	0.249689	0	0	0.00389	1	100,506
0	0.201334	0.178128	-0.075356	-0.031875	-0.519521	-0.233197	0	-0.2	0.249689	0	0	0.00389	1	100,507
0.80999	0.538563	0.512039	-0.075565	-0.284882	-0.43528	-0.233197	0	-0.2	0.249689	0	0.000649	0.003456	1	100,508
-1.620507	-0.473343	-1.49121	-0.074728	-0.033836	0.25427	-0.331329	-0.007255	-0.2	0.249689	0	-0.001299	0.00454	1	100,509
1.350568	1.213898	0.846094	-0.075774	0.081713	-0.05052	-0.331329	0	-0.2	0.249689	0	0.001083	0.003241	1	100,510
1.349108	1.212073	0.845733	-0.07661	0.54892	0.136247	-0.333262	-0.000143	-0.2	0.249689	0	0.001082	0.002591	1	100,511
-1.349108	-0.473343	-1.15571	-0.075774	0.507584	0.093124	-0.333262	0	-0.2	0.249689	0	-0.001082	0.003889	1	100,512
-0.269997	-0.810645	0.178272	-0.075565	-1.38688	-1.329392	-0.344213	-0.00081	-0.2	0.249689	0	-0.000216	0.004536	1	100,513
0	0.201188	0.1782	-0.075565	-1.125897	-0.834771	-0.344213	0	-0.2	0.249689	0	0	0.004967	1	100,514
0.539935	0.201188	1.179499	14.41946	-1.983352	-1.942037	-0.344213	0	-0.2	0	-0.385986	0.000433	0.004534	1	100,515
1.887934	1.885219	2.845877	14.41946	-1.186356	-1.942037	-0.344213	0	-0.2	0	-0.385986	0.001514	0.00259	1	100,516
-1.348233	-1.483718	-2.823099	-0.076193	0.62213	0.562124	-0.353661	-0.000698	-0.2	0	-0.385986	-0.001081	0.003024	1	100,517
0.809114	0.537469	0.512039	-0.07661	0.261418	0.093124	-0.344213	0.000698	-0.2	0	-0.385986	0.000649	0.002806	1	100,518
0.269588	-0.136551	0.012011	-0.076819	0.062155	0.093124	-0.324028	0.001492	-0.2	0	-0.385986	0.000216	0.002375	1	100,519
-0.269588	-0.136624	-0.154556	-0.077028	-0.137552	0.047788	-0.324028	0	-0.2	0	-0.385986	-0.000216	0.002806	1	100,520
0.539118	0.536814	0.8453	-0.077445	0.348068	0.325017	-0.324028	0	-0.2	0	-0.385986	0.000432	0.002374	1	100,521
0.808241	0.536377	0.845156	-0.077653	-0.104898	-0.612644	-0.325317	-0.000095	-0.2	0	-0.385986	0.000648	0.002588	1	100,522
1.07684	1.208071	-0.487097	-0.078693	0.809184	0.971018	-0.302126	0.001714	-0.2	0	-0.385986	0.000863	0.001725	1	100,523
0.538072	0.19886	0.512039	-0.079109	-0.307506	-0.222127	-0.302126	0	-0.2	0	-0.385986	0.000431	0.003015	1	100,524
0	-0.473343	-0.153118	-0.079316	-0.572589	-0.716748	-0.31501	-0.000952	-0.2	0	-0.385986	0	0.0028	1	100,525
0	-0.13735	-0.153118	-0.079109	0.659745	0.358374	-0.31501	0	-0.2	0	-0.385986	0	0.003659	1	100,526
0.268949	-0.13735	-0.153118	-0.079316	-0.57132	-0.358374	-0.327894	-0.000952	-0.2	0	-0.385986	0.000216	0.003873	1	100,527
-0.268949	0.198425	0.179568	0.883587	-0.279553	-0.161147	-0.327894	0	-0.2	0	-0.385986	-0.000216	0.004304	1	100,528
0.268949	0.19857	-0.153118	-0.079316	0.435569	-0.161147	-0.339274	-0.000841	-0.2	0	-0.385986	0.000216	0.004303	1	100,529
-0.80702	-0.809336	-0.485589	-0.078901	-0.593293	-0.519521	-0.339274	0	-0.2	0	-0.385986	-0.000647	0.004735	1	100,530
0.80702	1.206621	0.179353	-0.079316	-0.083593	-0.05052	-0.326391	0.000952	-0.2	0	-0.385986	0.000647	0.003444	1	100,531
0	-0.137423	-0.485589	-0.079316	0.906689	0.290351	-0.326391	0	-0.2	0	-0.385986	0	0.003551	1	100,532
-0.268949	-0.809336	-0.818275	-0.079109	0.469092	-0.05052	-0.326391	0	-0.2	0	-0.385986	-0.000216	0.003659	1	100,533
0	-0.473343	0.512039	-0.079316	-0.852835	-1.132165	-0.325317	0.000079	-0.2	0	-0.385986	0	0.003874	1	100,534
-0.538072	-0.809408	-0.153118	-0.079109	0.294555	-0.612644	-0.335624	-0.000762	-0.2	0	-0.385986	-0.000431	0.004306	1	100,535
1.075911	0.870773	0.844653	-0.079731	0.732304	0.587745	-0.335624	0	-0.2	0	-0.385986	0.000863	0.003228	1	100,536
0.268833	0.19828	0.179639	-0.079939	0.473523	0.216654	-0.331973	0.00027	-0.2	0	-0.385986	0.000216	0.003228	1	100,537
-0.537724	-0.137568	-1.150316	-0.078901	0.51658	0.451498	-0.331973	0	-0.2	0	-0.385986	-0.000431	0.003873	1	100,538
-0.537955	-0.809336	-0.818275	-0.078901	-0.453807	-0.104104	-0.347005	-0.001111	-0.2	0	-0.385986	-0.000431	0.00366	1	100,539
-0.807369	-0.137278	-0.48602	-0.078485	-0.278796	-0.519521	-0.347005	0	-0.2	0	-0.385986	-0.000647	0.003663	1	100,540
0.269181	-0.13706	0.512039	-0.078277	-1.613993	-1.329392	-0.347005	0	-0.2	0	-0.385986	0.000216	0.003232	1	100,541
0.269123	-0.137133	-1.152469	-0.078069	0.781911	0.508541	-0.343998	0.000222	-0.2	0	-0.385986	0.000216	0.002586	1	100,542
-0.269123	-0.809553	0.179353	-0.078069	-0.506688	-1.942037	-0.343998	0	-0.2	0	-0.385986	-0.000216	0.002801	1	100,543
-0.53842	-0.809626	-0.153549	-0.078069	-0.784238	-0.834771	-0.343354	0.000048	-0.2	0	-0.385986	-0.000432	0.003233	1	100,544
-0.269297	0.535505	-0.486882	-0.078069	1.049007	0.866915	-0.343354	0	-0.2	0	-0.385986	-0.000216	0.003664	1	100,545
0.807717	0.871934	0.84494	-0.078485	-0.041251	-0.519521	-0.337127	0.00046	-0.2	0	-0.385986	0.000648	0.003554	1	100,546
0.538188	0.199005	0.179281	-0.078693	-0.032365	-0.287628	-0.337127	0	-0.2	0	-0.385986	0.000431	0.003875	1	100,547
-0.538188	0.198715	-0.153262	-0.078485	-0.407338	-0.834771	-0.338415	-0.000095	-0.2	0	-0.385986	-0.000431	0.004307	1	100,548
0.538188	0.199005	0.345669	0.884833	-0.270534	-0.612644	-0.338415	0	-0.2	0	-0.385986	0.000431	0.00409	1	100,549
-0.269065	-0.809481	0.179424	-0.078901	0.180344	-0.43528	-0.338415	0	-0.2	0	-0.385986	-0.000216	0.004735	1	100,550
0	0.19886	0.512039	-0.078901	-1.002145	-0.612644	-0.329397	0.000667	-0.2	0	-0.385986	0	0.004735	1	100,551
-0.269123	0.19886	-0.486235	-0.078693	0.406298	0.451498	-0.331114	-0.000127	-0.2	0	-0.385986	-0.000216	0.005166	1	100,552
-0.807717	0.199005	-1.985397	-0.078277	-0.013104	0.325017	-0.331114	0	-0.2	0	-0.385986	-0.000648	0.005599	1	100,553
0.269297	0.19944	0.512039	-0.078277	-0.244306	-0.222127	-0.335194	-0.000302	-0.2	0	-0.385986	0.000216	0.005168	1	100,554
0	0.199295	0.179137	-0.078277	-0.362634	-0.971018	-0.335194	0	-0.2	0	-0.385986	0	0.004953	1	100,555
1.076608	0.871643	0.512039	-0.078901	0.586624	0.612644	-0.340348	-0.000381	-0.2	0	-0.385986	0.000863	0.00409	1	100,556
0	-0.137278	0.179424	-0.078901	-0.521587	-0.519521	-0.340348	0	-0.2	0	-0.385986	0	0.00409	1	100,557
0.269007	0.198715	0.179424	-0.079109	-0.410193	-0.716748	-0.336483	0.000286	-0.2	0	-0.385986	0.000216	0.003874	1	100,558
-0.269007	-0.809408	-0.153118	-0.079109	0.283162	-0.287628	-0.336483	0	-0.2	0	-0.385986	-0.000216	0.004949	1	100,559
-0.269065	-0.137278	0.179424	-0.079109	-0.255087	-0.43528	-0.336483	0	-0.2	0	-0.385986	-0.000216	0.00495	1	100,560
0.538072	0.534853	0.512039	-0.079316	-0.301962	-0.43528	-0.341207	-0.000349	-0.2	0	-0.385986	0.000431	0.004304	1	100,561
0.268949	0.19857	0.844509	-0.079524	-0.869753	-0.834771	-0.344857	-0.00027	-0.2	0	-0.385986	0.000216	0.004303	1	100,562
0.537724	0.534201	0.512039	-0.079731	-0.448679	-0.104104	-0.344857	0	-0.2	0	-0.385986	0.000431	0.003442	1	100,563
0.537492	0.198136	0.844294	-0.079939	0.130422	-0.222127	-0.348078	-0.000238	-0.2	0	-0.385986	0.000431	0.002797	1	100,564
0	-0.473343	0.179854	-0.079939	-1.217205	-1.583663	-0.348078	0	-0.2	0	-0.385986	0	0.002582	1	100,565
-0.537492	-0.809046	-0.484729	0.882756	0.183365	0.093124	-0.348078	0	-0.2	0	-0.385986	-0.000431	0.004086	1	100,566
-0.806672	-0.473343	-0.485159	-0.079109	-0.305916	-0.161147	-0.343998	0.000302	-0.2	0	-0.385986	-0.000647	0.004519	1	100,567
0.53784	0.19857	0.512039	-0.079316	-0.893872	-0.971018	-0.349796	-0.000429	-0.2	0	-0.385986	0.000431	0.004087	1	100,568
-0.268891	-0.809263	-0.152831	-0.079524	-0.523914	-0.716748	-0.349796	0	-0.2	0	-0.385986	-0.000216	0.003659	1	100,569
0.268891	0.198425	0.179568	-0.079524	-0.960341	-0.612644	-0.349367	0.000032	-0.2	0	-0.385986	0.000216	0.003443	1	100,570
0	-0.137495	-0.152831	-0.079731	0.399709	0.25427	-0.349367	0	-0.2	0	-0.385986	0	0.003013	1	100,571

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