{ "raw_feature_count": 340, "output_feature_count": 346, "passthrough_features": [ "expressed_cancel_1min_0008_cgh", "expressed_cancel_1min_0012_cgh", "expressed_cancel_1min_0014_cgh", "expressed_cancel_1min_0017_cgh", "expressed_cancel_1min_0018_cgh", "expressed_cancel_1min_0022_cgh", "expressed_cancel_1min_0027_cgh", "expressed_cancel_1min_0030_cgh", "expressed_cancel_1min_0032_cgh", "expressed_cancel_1min_0054_cgh", "expressed_cancel_1min_0054_cgh2", "expressed_cancel_1min_0064_cgh", "expressed_cancel_1min_0079_cgh", "expressed_cancel_1min_0080_cgh", "expressed_cancel_1min_0086_cgh", "expressed_cancel_1min_0087_cgh", "expressed_cancel_1min_0098_cgh", "expressed_cancel_1min_0113_cgh", "expressed_cancel_1min_0114_cgh", "expressed_cancel_1min_0115_cgh", "expressed_cancel_1min_0116_cgh", "expressed_cancel_1min_0123_cgh", "expressed_cancel_1min_0151_cgh", "expressed_cancel_1min_0158_cgh", "expressed_cancel_1min_0166_cgh", "expressed_cancel_1min_0169_cgh", "expressed_cancel_1min_0176_cgh", "expressed_cancel_1min_0181_cgh", "expressed_cancel_1min_0184_cgh", "expressed_cancel_1min_0185_cgh", "expressed_cancel_1min_0186_cgh", "expressed_cancel_1min_0187_cgh", "expressed_cancel_1min_0188_cgh", "expressed_cancel_1min_0193_cgh", "expressed_cancel_1min_0194_cgh", "expressed_cancel_1min_0205_cgh", "expressed_cancel_1min_0227_cgh", "expressed_cancel_1min_0228_cgh", "expressed_cancel_1min_0230_cgh", "expressed_cancel_1min_0232_cgh", "expressed_cancel_1min_0270_cgh", "expressed_cancel_1min_0283_cgh2", "expressed_cancel_1min_0290_cgh", "expressed_cancel_1min_0292_cgh2", "expressed_cancel_1min_0304_cgh", "expressed_cancel_1min_0305_cgh", "expressed_cancel_1min_0308_cgh", "expressed_cancel_1min_0316_cgh", "expressed_cancel_1min_0317_cgh", "expressed_cancel_1min_0321_cgh", "expressed_cancel_1min_0323_cgh", "expressed_cancel_1min_0325_cgh", "expressed_cancel_1min_0341_cgh", "expressed_cancel_1min_0358_cgh", "expressed_cancel_1min_0374_cgh", "expressed_cancel_1min_0375_cgh", "expressed_cancel_1min_0401_cgh", "expressed_cancel_1min_0406_cgh", "expressed_cancel_1min_0407_cgh", "expressed_cancel_1min_0410_cgh", "expressed_cancel_1min_0463_cgh", "expressed_cancel_1min_0464_cgh", "expressed_cancel_1min_0465_cgh", "expressed_cancel_1min_0466_cgh", "expressed_cancel_1min_0467_cgh", "expressed_cancel_1min_0470_cgh", "expressed_cancel_1min_0471_cgh", "expressed_cancel_1min_0474_cgh", "expressed_cancel_1min_0477_cgh", "expressed_cancel_1min_0478_cgh", "expressed_cancel_1min_0480_cgh", "expressed_cancel_1min_0483_cgh", "expressed_cancel_1min_0485_cgh", "expressed_cancel_1min_0486_cgh", "expressed_cancel_1min_0488_cgh", "expressed_cancel_1min_0489_cgh", "expressed_cancel_1min_0490_cgh", "expressed_cancel_1min_0491_cgh", "expressed_cancel_1min_0493_cgh", "expressed_cancel_1min_0495_cgh", "expressed_cancel_1min_0498_cgh", "expressed_cancel_1min_0500_cgh", "expressed_cancel_1min_0502_cgh", "expressed_cancel_1min_0503_cgh", "expressed_cancel_1min_0505_cgh", "expressed_cancel_1min_0513_cgh", "expressed_cancel_1min_0518_cgh", "expressed_cancel_1min_0521_cgh", "expressed_cancel_1min_0523_cgh", "expressed_cancel_1min_0531_cgh", "expressed_cancel_1min_0552_cgh", "expressed_cancel_1min_0555_cgh", "expressed_cancel_1min_0557_cgh", "expressed_cancel_1min_0562_cgh", "expressed_cancel_1min_0613_cgh", "expressed_cancel_1min_0616_cgh", "expressed_cancel_1min_0617_cgh", "expressed_cancel_1min_0618_cgh", "expressed_cancel_1min_0621_cgh", "expressed_cancel_1min_0621_cgh2", "expressed_cancel_1min_0622_cgh", "expressed_cancel_1min_0623_cgh", "expressed_cancel_1min_0631_cgh", "expressed_cancel_1min_0640_cgh", "expressed_cancel_1min_0642_cgh", "expressed_cancel_1min_0643_cgh", "expressed_cancel_1min_0647_cgh", "expressed_cancel_1min_0648_cgh", "expressed_cancel_1min_0649_cgh", "expressed_cancel_1min_0650_cgh", "expressed_cancel_1min_0651_cgh", "expressed_cancel_1min_0655_cgh", "expressed_cancel_1min_0656_cgh", "expressed_cancel_1min_0657_cgh", "expressed_cancel_1min_0659_cgh", "expressed_cancel_1min_0660_cgh", "expressed_cancel_1min_0662_cgh", "expressed_cancel_1min_0664_cgh", "expressed_cancel_1min_0665_cgh", "expressed_cancel_1min_0709_cgh", "expressed_cancel_1min_0711_cgh", "expressed_cancel_1min_0712_cgh", "expressed_cancel_1min_0713_cgh", "expressed_cancel_1min_0714_cgh", "expressed_cancel_1min_0718_cgh", "expressed_cancel_1min_0722_cgh", "expressed_cancel_1min_0731_cgh", "expressed_cancel_1min_0744_cgh", "expressed_cancel_1min_0750_cgh", "expressed_cancel_1min_0752_cgh", "expressed_cancel_1min_0760_cgh", "expressed_cancel_1min_0761_cgh", "expressed_cancel_1min_0762_cgh", "expressed_cancel_1min_0763_cgh2", "expressed_cancel_1min_0765_cgh", "expressed_cancel_1min_0772_cgh", "expressed_cancel_1min_0780_cgh", "expressed_cancel_1min_0781_cgh", "expressed_cancel_1min_0783_cgh", "expressed_cancel_1min_0784_cgh", "expressed_cancel_1min_0813_cgh2", "expressed_cancel_1min_0841_cgh", "expressed_cancel_1min_0842_cgh", "expressed_cancel_1min_0844_cgh", "expressed_cancel_1min_0846_cgh", "expressed_cancel_1min_0847_cgh", "expressed_cancel_1min_0849_cgh", "expressed_cancel_1min_0852_cgh", "expressed_cancel_1min_0854_cgh", "expressed_cancel_1min_0856_cgh", "expressed_cancel_1min_0857_cgh", "expressed_cancel_1min_0858_cgh", "expressed_cancel_1min_0859_cgh", "expressed_cancel_1min_0859_cgh2", "expressed_cancel_1min_0860_cgh", "expressed_cancel_1min_0863_cgh", "expressed_cancel_1min_0864_cgh", "expressed_cancel_1min_0876_cgh", "expressed_cancel_1min_0879_cgh", "expressed_cancel_1min_0880_cgh", "expressed_cancel_1min_0883_cgh", "expressed_cancel_1min_0886_cgh", "expressed_cancel_1min_0891_cgh", "expressed_cancel_1min_0894_cgh", "expressed_cancel_1min_0895_cgh", "expressed_cancel_1min_0897_cgh", "expressed_cancel_1min_0898_cgh", "expressed_cancel_1min_0899_cgh", "expressed_cancel_1min_0900_cgh", "expressed_cancel_1min_0901_cgh", "expressed_cancel_1min_0922_cgh", "expressed_cancel_1min_0924_cgh", "expressed_cancel_1min_0968_cgh", "expressed_cancel_1min_0969_cgh", "expressed_cancel_1min_0986_cgh", "expressed_cancel_1min_1016_cgh", "expressed_cancel_1min_1016_cgh2", "expressed_cancel_1min_1017_cgh", "expressed_cancel_1min_1024_cgh", "expressed_cancel_1min_1027_cgh", "expressed_cancel_1min_1031_cgh", "expressed_cancel_1min_1039_cgh", "expressed_cancel_1min_1072_cgh", "expressed_cancel_1min_1084_cgh", "expressed_cancel_1min_1085_cgh", "expressed_cancel_1min_1089_cgh", "expressed_cancel_1min_1093_cgh", "expressed_cancel_1min_1095_cgh2", "expressed_cancel_1min_1098_cgh", "expressed_cancel_1min_1157_cgh", "expressed_cancel_1min_1239_cgh", "expressed_cancel_1min_1262_cgh", "expressed_cancel_1min_1263_cgh", "expressed_cancel_1min_1286_cgh", "expressed_cancel_1min_1361_cgh", "expressed_cancel_1min_1369_cgh", "expressed_cancel_1min_1372_cgh", "expressed_cancel_1min_1378_cgh", "expressed_cancel_1min_1380_cgh", "expressed_cancel_1min_1381_cgh", "expressed_cancel_1min_1394_cgh", "expressed_cancel_1min_1396_cgh", "expressed_orders_1min_0021_cgh", "expressed_orders_1min_0022_cgh", "expressed_orders_1min_0029_cgh", "expressed_orders_1min_0034_cgh", "expressed_orders_1min_0068_cgh", "expressed_orders_1min_0069_cgh", "expressed_orders_1min_0083_cgh", "expressed_orders_1min_0086_cgh", "expressed_orders_1min_0087_cgh", "expressed_orders_1min_0097_cgh", "expressed_orders_1min_0101_cgh", "expressed_orders_1min_0102_cgh", "expressed_orders_1min_0108_cgh", "expressed_orders_1min_0110_cgh", "expressed_orders_1min_0113_cgh2", "expressed_orders_1min_0186_cgh", "expressed_orders_1min_0189_cgh2", "expressed_orders_1min_0195_cgh", "expressed_orders_1min_0200_cgh", "expressed_orders_1min_0200_cgh2", "expressed_orders_1min_0204_cgh", "expressed_orders_1min_0248_cgh", "expressed_orders_1min_0317_cgh", "expressed_orders_1min_0323_cgh", "expressed_orders_1min_0337_cgh", "expressed_orders_1min_0341_cgh", "expressed_orders_1min_0345_cgh", "expressed_orders_1min_0368_cgh", "expressed_orders_1min_0368_cgh2", "expressed_orders_1min_0383_cgh", "expressed_orders_1min_0383_cgh2", "expressed_orders_1min_0416_cgh", "expressed_orders_1min_0420_cgh2", "expressed_orders_1min_0421_cgh", "expressed_orders_1min_0424_cgh", "expressed_orders_1min_0433_cgh", "expressed_orders_1min_0435_cgh", "expressed_orders_1min_0437_cgh2", "expressed_orders_1min_0442_cgh", "expressed_orders_1min_0450_cgh", "expressed_orders_1min_0453_cgh", "expressed_orders_1min_0472_cgh", "expressed_orders_1min_0473_cgh", "expressed_orders_1min_0478_cgh", "expressed_orders_1min_0479_cgh", "expressed_orders_1min_0480_cgh", "expressed_orders_1min_0490_cgh2", "expressed_orders_1min_0492_cgh", "expressed_orders_1min_0498_cgh", "expressed_orders_1min_0501_cgh", "expressed_orders_1min_0502_cgh", "expressed_orders_1min_0512_cgh", "expressed_orders_1min_0525_cgh", "expressed_orders_1min_0542_cgh", "expressed_orders_1min_0544_cgh", "expressed_orders_1min_0552_cgh", "expressed_orders_1min_0559_cgh", "expressed_orders_1min_0560_cgh", "expressed_orders_1min_0560_cgh2", "expressed_orders_1min_0561_cgh2", "expressed_orders_1min_0590_cgh", "expressed_orders_1min_0597_cgh", "expressed_orders_1min_0605_cgh", "expressed_orders_1min_0610_cgh", "expressed_orders_1min_0623_cgh", "expressed_orders_1min_0624_cgh", "expressed_orders_1min_0626_cgh", "expressed_orders_1min_0628_cgh", "expressed_orders_1min_0639_cgh", "expressed_orders_1min_0654_cgh", "expressed_orders_1min_0675_cgh", "expressed_orders_1min_0677_cgh", "expressed_orders_1min_0689_cgh", "expressed_orders_1min_0690_cgh", "expressed_orders_1min_0698_cgh", "expressed_orders_1min_0770_cgh", "expressed_orders_1min_0771_cgh", "expressed_orders_1min_0776_cgh", "expressed_orders_1min_0780_cgh", "expressed_orders_1min_0782_cgh", "expressed_orders_1min_0803_cgh2", "expressed_orders_1min_0811_cgh", "expressed_orders_1min_0813_cgh", "expressed_orders_1min_0819_cgh", "expressed_orders_1min_0822_cgh", "expressed_orders_1min_0841_cgh", "expressed_orders_1min_0875_cgh", "expressed_orders_1min_0879_cgh", "expressed_orders_1min_0881_cgh", "expressed_orders_1min_0909_cgh", "expressed_orders_1min_0910_cgh", "expressed_orders_1min_0976_cgh", "expressed_orders_1min_1002_cgh", "expressed_orders_1min_1018_cgh", "expressed_orders_1min_1022_cgh", "expressed_orders_1min_1022_cgh2", "expressed_orders_1min_1023_cgh", "expressed_orders_1min_1028_cgh", "expressed_orders_1min_1076_cgh", "expressed_orders_1min_1080_cgh", "expressed_orders_1min_1095_cgh", "expressed_orders_1min_1121_cgh2", "expressed_orders_1min_1129_cgh2", "expressed_orders_1min_1183_cgh", "expressed_orders_1min_1205_cgh", "expressed_orders_1min_1212_cgh", "expressed_orders_1min_1243_cgh", "expressed_trades_1min_1406_cgh2", "expressed_trades_1min_1444_cgh", "expressed_trades_1min_1618_cgh2", "manual_orders_1min_004_cghi2", "manual_orders_1min_006_cghi", "manual_orders_1min_007_cghi", "manual_orders_1min_007_cghi2", "manual_orders_1min_012_cghi", "manual_orders_1min_013_cghi", "manual_orders_1min_014_cghi", "manual_orders_1min_014_cghi2", "manual_orders_1min_015_cghi", "manual_orders_1min_016_cghi", "factor_beta", "factor_momentum", "factor_size", "factor_earnyild", "factor_resvol", "factor_growth", "factor_btop", "factor_leverage", "factor_liquidty", "factor_midcap", "factor_price_1", "factor_price_2", "factor_liquidty_2", "factor_resvol_2", "factor_amtvol_2" ], "rank_features": [ "capital_flow_buy_value", "capital_flow_sell_value", "turn" ], "missing_indicator_features": [ "expressed_cancel_1min_0194_cgh", "expressed_cancel_1min_0750_cgh", "expressed_orders_1min_0113_cgh2", "expressed_orders_1min_0317_cgh", "expressed_orders_1min_0416_cgh", "expressed_trades_1min_1618_cgh2" ], "excluded_features": { "expressed_cancel_1min_0615_cgh": "exact duplicate of expressed_cancel_1min_0375_cgh", "expressed_cancel_1min_0774_cgh": "numerical duplicate of expressed_cancel_1min_0772_cgh", "expressed_cancel_1min_0775_cgh": "numerical duplicate of expressed_cancel_1min_0772_cgh", "expressed_cancel_1min_0776_cgh": "numerical duplicate of expressed_cancel_1min_0772_cgh", "expressed_cancel_1min_0778_cgh": "numerical duplicate of expressed_cancel_1min_0772_cgh", "ev": "rank correlation about 0.987 with the selected factor_size exposure" } }