Polynomial features.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import twosigmafunc"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "train = pd.read_hdf('train.h5')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>id</th>\n",
       "      <th>timestamp</th>\n",
       "      <th>derived_0</th>\n",
       "      <th>derived_1</th>\n",
       "      <th>derived_2</th>\n",
       "      <th>derived_3</th>\n",
       "      <th>derived_4</th>\n",
       "      <th>fundamental_0</th>\n",
       "      <th>fundamental_1</th>\n",
       "      <th>fundamental_2</th>\n",
       "      <th>...</th>\n",
       "      <th>technical_36</th>\n",
       "      <th>technical_37</th>\n",
       "      <th>technical_38</th>\n",
       "      <th>technical_39</th>\n",
       "      <th>technical_40</th>\n",
       "      <th>technical_41</th>\n",
       "      <th>technical_42</th>\n",
       "      <th>technical_43</th>\n",
       "      <th>technical_44</th>\n",
       "      <th>y</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10</td>\n",
       "      <td>0</td>\n",
       "      <td>0.370326</td>\n",
       "      <td>-0.006316</td>\n",
       "      <td>0.222831</td>\n",
       "      <td>-0.213030</td>\n",
       "      <td>0.729277</td>\n",
       "      <td>-0.335633</td>\n",
       "      <td>0.113292</td>\n",
       "      <td>1.621238</td>\n",
       "      <td>...</td>\n",
       "      <td>0.775208</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.414776</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.011753</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>0.014765</td>\n",
       "      <td>-0.038064</td>\n",
       "      <td>-0.017425</td>\n",
       "      <td>0.320652</td>\n",
       "      <td>-0.034134</td>\n",
       "      <td>0.004413</td>\n",
       "      <td>0.114285</td>\n",
       "      <td>-0.210185</td>\n",
       "      <td>...</td>\n",
       "      <td>0.025590</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.273607</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.001240</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.010622</td>\n",
       "      <td>-0.050577</td>\n",
       "      <td>3.379575</td>\n",
       "      <td>-0.157525</td>\n",
       "      <td>-0.068550</td>\n",
       "      <td>-0.155937</td>\n",
       "      <td>1.219439</td>\n",
       "      <td>-0.764516</td>\n",
       "      <td>...</td>\n",
       "      <td>0.151881</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.175710</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.020940</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>25</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.000837</td>\n",
       "      <td>0.005523</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.002476</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.178495</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.007262</td>\n",
       "      <td>...</td>\n",
       "      <td>1.035936</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.211506</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.015959</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>26</td>\n",
       "      <td>0</td>\n",
       "      <td>0.176693</td>\n",
       "      <td>-0.025284</td>\n",
       "      <td>-0.057680</td>\n",
       "      <td>0.015100</td>\n",
       "      <td>0.180894</td>\n",
       "      <td>0.139445</td>\n",
       "      <td>-0.125687</td>\n",
       "      <td>-0.018707</td>\n",
       "      <td>...</td>\n",
       "      <td>0.630232</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.001957</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.007338</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>27</td>\n",
       "      <td>0</td>\n",
       "      <td>0.346856</td>\n",
       "      <td>0.166239</td>\n",
       "      <td>-6.080701</td>\n",
       "      <td>-0.992249</td>\n",
       "      <td>-0.125916</td>\n",
       "      <td>0.345812</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.584239</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.379366</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.001957</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.031425</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>31</td>\n",
       "      <td>0</td>\n",
       "      <td>0.072036</td>\n",
       "      <td>0.014931</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.014063</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.193205</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>1.232558</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.350685</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.032895</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>38</td>\n",
       "      <td>0</td>\n",
       "      <td>0.300062</td>\n",
       "      <td>0.071251</td>\n",
       "      <td>-0.074451</td>\n",
       "      <td>-0.065292</td>\n",
       "      <td>-0.011286</td>\n",
       "      <td>0.026365</td>\n",
       "      <td>0.210249</td>\n",
       "      <td>0.167494</td>\n",
       "      <td>...</td>\n",
       "      <td>0.242646</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.168077</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.015803</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>39</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.003511</td>\n",
       "      <td>-0.034270</td>\n",
       "      <td>0.082372</td>\n",
       "      <td>-0.023937</td>\n",
       "      <td>-0.025750</td>\n",
       "      <td>0.007815</td>\n",
       "      <td>0.263451</td>\n",
       "      <td>-0.241212</td>\n",
       "      <td>...</td>\n",
       "      <td>0.186175</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.300842</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.027593</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>40</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.083330</td>\n",
       "      <td>0.081935</td>\n",
       "      <td>-2.048438</td>\n",
       "      <td>-0.206856</td>\n",
       "      <td>-0.839563</td>\n",
       "      <td>-0.234100</td>\n",
       "      <td>-0.291853</td>\n",
       "      <td>-5.722336</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.021965</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.386579</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.006662</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>41</td>\n",
       "      <td>0</td>\n",
       "      <td>0.435826</td>\n",
       "      <td>1.797289</td>\n",
       "      <td>0.363570</td>\n",
       "      <td>-0.005651</td>\n",
       "      <td>0.442866</td>\n",
       "      <td>0.125375</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>0.292311</td>\n",
       "      <td>...</td>\n",
       "      <td>0.346018</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.301422</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.001899</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>43</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.000837</td>\n",
       "      <td>0.005523</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.002476</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.285388</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.193590</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.040148</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.101199</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.050219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>44</td>\n",
       "      <td>0</td>\n",
       "      <td>0.034991</td>\n",
       "      <td>-0.019258</td>\n",
       "      <td>0.055769</td>\n",
       "      <td>-0.084496</td>\n",
       "      <td>0.259828</td>\n",
       "      <td>0.198800</td>\n",
       "      <td>0.265104</td>\n",
       "      <td>-0.160462</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.180152</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.050797</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.018991</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>49</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.000837</td>\n",
       "      <td>0.212615</td>\n",
       "      <td>-0.979520</td>\n",
       "      <td>0.002476</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.395701</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.780873</td>\n",
       "      <td>...</td>\n",
       "      <td>-1.240628</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.869520</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.005203</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>54</td>\n",
       "      <td>0</td>\n",
       "      <td>0.071704</td>\n",
       "      <td>-0.044019</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.038046</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.331778</td>\n",
       "      <td>-0.021114</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.038273</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.033972</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.006369</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>59</td>\n",
       "      <td>0</td>\n",
       "      <td>0.116360</td>\n",
       "      <td>0.164506</td>\n",
       "      <td>0.156510</td>\n",
       "      <td>-0.129252</td>\n",
       "      <td>1.310059</td>\n",
       "      <td>-0.264846</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>0.370725</td>\n",
       "      <td>...</td>\n",
       "      <td>-1.333861</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.324992</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.017768</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>60</td>\n",
       "      <td>0</td>\n",
       "      <td>0.026824</td>\n",
       "      <td>-0.024105</td>\n",
       "      <td>-0.028991</td>\n",
       "      <td>0.433277</td>\n",
       "      <td>-0.006366</td>\n",
       "      <td>0.295138</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.285946</td>\n",
       "      <td>...</td>\n",
       "      <td>0.194472</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.123208</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.001089</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>62</td>\n",
       "      <td>0</td>\n",
       "      <td>0.367122</td>\n",
       "      <td>0.675543</td>\n",
       "      <td>-0.008483</td>\n",
       "      <td>-0.367778</td>\n",
       "      <td>-0.015529</td>\n",
       "      <td>0.129848</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.251624</td>\n",
       "      <td>...</td>\n",
       "      <td>1.054757</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.272290</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.008794</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>63</td>\n",
       "      <td>0</td>\n",
       "      <td>0.453271</td>\n",
       "      <td>-0.036301</td>\n",
       "      <td>0.094657</td>\n",
       "      <td>-0.521106</td>\n",
       "      <td>0.049715</td>\n",
       "      <td>-0.352013</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.182694</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.298014</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.083350</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.040724</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>68</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.122734</td>\n",
       "      <td>0.038939</td>\n",
       "      <td>0.148015</td>\n",
       "      <td>2.493512</td>\n",
       "      <td>0.009746</td>\n",
       "      <td>-0.063111</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.162878</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.138343</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.316991</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.003921</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>69</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.062361</td>\n",
       "      <td>-0.063724</td>\n",
       "      <td>0.021274</td>\n",
       "      <td>0.032845</td>\n",
       "      <td>0.174025</td>\n",
       "      <td>0.122335</td>\n",
       "      <td>-0.133188</td>\n",
       "      <td>-0.108286</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.390892</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.438359</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.011317</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>70</td>\n",
       "      <td>0</td>\n",
       "      <td>0.175489</td>\n",
       "      <td>-0.024445</td>\n",
       "      <td>-0.034079</td>\n",
       "      <td>-0.020533</td>\n",
       "      <td>0.282478</td>\n",
       "      <td>-0.069417</td>\n",
       "      <td>0.247840</td>\n",
       "      <td>0.303953</td>\n",
       "      <td>...</td>\n",
       "      <td>0.385615</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.226077</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.044167</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>76</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.190705</td>\n",
       "      <td>0.006221</td>\n",
       "      <td>-0.056835</td>\n",
       "      <td>0.063464</td>\n",
       "      <td>-0.149507</td>\n",
       "      <td>0.267959</td>\n",
       "      <td>-0.392849</td>\n",
       "      <td>0.080084</td>\n",
       "      <td>...</td>\n",
       "      <td>0.557415</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.001957</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.001395</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>79</td>\n",
       "      <td>0</td>\n",
       "      <td>0.008503</td>\n",
       "      <td>0.048732</td>\n",
       "      <td>0.123793</td>\n",
       "      <td>0.266366</td>\n",
       "      <td>-0.009772</td>\n",
       "      <td>-0.248937</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.157415</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.483414</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.162016</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.012101</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>80</td>\n",
       "      <td>0</td>\n",
       "      <td>0.043156</td>\n",
       "      <td>0.540945</td>\n",
       "      <td>0.278394</td>\n",
       "      <td>0.563343</td>\n",
       "      <td>-0.144004</td>\n",
       "      <td>-0.024376</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.337090</td>\n",
       "      <td>...</td>\n",
       "      <td>0.944896</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.248784</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.070837</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>82</td>\n",
       "      <td>0</td>\n",
       "      <td>0.086832</td>\n",
       "      <td>-0.022962</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.006783</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.071911</td>\n",
       "      <td>0.112818</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.481192</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.146671</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.001766</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>83</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.082307</td>\n",
       "      <td>-0.039761</td>\n",
       "      <td>0.102000</td>\n",
       "      <td>-0.798021</td>\n",
       "      <td>0.149622</td>\n",
       "      <td>0.028448</td>\n",
       "      <td>0.062647</td>\n",
       "      <td>0.044142</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.188652</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.130034</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.012542</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>85</td>\n",
       "      <td>0</td>\n",
       "      <td>0.005351</td>\n",
       "      <td>-0.031086</td>\n",
       "      <td>0.078334</td>\n",
       "      <td>0.417328</td>\n",
       "      <td>-0.020146</td>\n",
       "      <td>0.390538</td>\n",
       "      <td>0.256594</td>\n",
       "      <td>-0.167223</td>\n",
       "      <td>...</td>\n",
       "      <td>0.631326</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>0.030506</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.029697</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>87</td>\n",
       "      <td>0</td>\n",
       "      <td>0.045536</td>\n",
       "      <td>0.054391</td>\n",
       "      <td>0.330190</td>\n",
       "      <td>-0.816961</td>\n",
       "      <td>0.012602</td>\n",
       "      <td>-0.036462</td>\n",
       "      <td>-0.115197</td>\n",
       "      <td>-0.237428</td>\n",
       "      <td>...</td>\n",
       "      <td>0.807108</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>1.558775</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.030815</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>90</td>\n",
       "      <td>0</td>\n",
       "      <td>-0.003925</td>\n",
       "      <td>-0.037522</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>-0.028244</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.049041</td>\n",
       "      <td>0.084827</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.125728</td>\n",
       "      <td>-3.951567e-12</td>\n",
       "      <td>-1.418487e-13</td>\n",
       "      <td>-1.591224e-16</td>\n",
       "      <td>-0.161715</td>\n",
       "      <td>0.000098</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>-0.016336</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710726</th>\n",
       "      <td>2100</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.079269</td>\n",
       "      <td>-0.021573</td>\n",
       "      <td>-0.033426</td>\n",
       "      <td>-0.333376</td>\n",
       "      <td>0.061463</td>\n",
       "      <td>0.217718</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>0.127397</td>\n",
       "      <td>...</td>\n",
       "      <td>0.024373</td>\n",
       "      <td>-2.029192e-09</td>\n",
       "      <td>-1.442857e-05</td>\n",
       "      <td>-1.183291e-29</td>\n",
       "      <td>-0.432636</td>\n",
       "      <td>-0.183378</td>\n",
       "      <td>4.784280e-03</td>\n",
       "      <td>-3.330669e-16</td>\n",
       "      <td>-0.050890</td>\n",
       "      <td>0.008358</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710727</th>\n",
       "      <td>2101</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.204339</td>\n",
       "      <td>0.134338</td>\n",
       "      <td>0.143729</td>\n",
       "      <td>0.702932</td>\n",
       "      <td>-0.290513</td>\n",
       "      <td>0.031102</td>\n",
       "      <td>-0.243759</td>\n",
       "      <td>-0.205067</td>\n",
       "      <td>...</td>\n",
       "      <td>0.047217</td>\n",
       "      <td>-1.435942e-24</td>\n",
       "      <td>-5.989455e-12</td>\n",
       "      <td>-8.911812e-01</td>\n",
       "      <td>0.050143</td>\n",
       "      <td>0.009260</td>\n",
       "      <td>-5.989455e-12</td>\n",
       "      <td>-1.989691e+00</td>\n",
       "      <td>-0.001040</td>\n",
       "      <td>-0.003035</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710728</th>\n",
       "      <td>2102</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.095661</td>\n",
       "      <td>-0.051734</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.035816</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.004488</td>\n",
       "      <td>-0.249359</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.408883</td>\n",
       "      <td>-1.350192e-24</td>\n",
       "      <td>-6.128754e-22</td>\n",
       "      <td>-1.350192e-24</td>\n",
       "      <td>0.351675</td>\n",
       "      <td>-0.012627</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-1.266820e-11</td>\n",
       "      <td>0.005510</td>\n",
       "      <td>-0.001172</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710729</th>\n",
       "      <td>2104</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.134436</td>\n",
       "      <td>-0.030198</td>\n",
       "      <td>-0.057608</td>\n",
       "      <td>0.016190</td>\n",
       "      <td>0.146911</td>\n",
       "      <td>-0.340176</td>\n",
       "      <td>-0.104457</td>\n",
       "      <td>0.002421</td>\n",
       "      <td>...</td>\n",
       "      <td>0.349537</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-0.185268</td>\n",
       "      <td>0.326880</td>\n",
       "      <td>2.896559e-23</td>\n",
       "      <td>-1.266820e-11</td>\n",
       "      <td>0.020394</td>\n",
       "      <td>0.003194</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710730</th>\n",
       "      <td>2107</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.180348</td>\n",
       "      <td>0.061339</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.049680</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.418095</td>\n",
       "      <td>-0.620948</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.856362</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>0.625903</td>\n",
       "      <td>-0.101368</td>\n",
       "      <td>-8.911819e-01</td>\n",
       "      <td>-1.660443e-06</td>\n",
       "      <td>0.052314</td>\n",
       "      <td>-0.019208</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710731</th>\n",
       "      <td>2108</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.247698</td>\n",
       "      <td>0.026739</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>-0.280510</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.198069</td>\n",
       "      <td>-0.620398</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.409717</td>\n",
       "      <td>-1.350192e-24</td>\n",
       "      <td>-8.911812e-01</td>\n",
       "      <td>-8.911812e-01</td>\n",
       "      <td>0.137850</td>\n",
       "      <td>-0.040253</td>\n",
       "      <td>3.547892e-04</td>\n",
       "      <td>-1.266820e-11</td>\n",
       "      <td>-0.019431</td>\n",
       "      <td>0.000383</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710732</th>\n",
       "      <td>2109</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.425230</td>\n",
       "      <td>0.266186</td>\n",
       "      <td>0.075126</td>\n",
       "      <td>0.039726</td>\n",
       "      <td>-0.060703</td>\n",
       "      <td>-0.059133</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>0.286111</td>\n",
       "      <td>...</td>\n",
       "      <td>1.444558</td>\n",
       "      <td>-1.521362e-05</td>\n",
       "      <td>-1.521362e-05</td>\n",
       "      <td>-6.128754e-22</td>\n",
       "      <td>0.255084</td>\n",
       "      <td>-0.057781</td>\n",
       "      <td>-3.736235e-18</td>\n",
       "      <td>-1.660443e-06</td>\n",
       "      <td>-0.065701</td>\n",
       "      <td>-0.012707</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710733</th>\n",
       "      <td>2114</td>\n",
       "      <td>1812</td>\n",
       "      <td>-2.337000</td>\n",
       "      <td>1.459039</td>\n",
       "      <td>3.495335</td>\n",
       "      <td>-0.347759</td>\n",
       "      <td>0.257406</td>\n",
       "      <td>0.172330</td>\n",
       "      <td>-0.098562</td>\n",
       "      <td>-0.000398</td>\n",
       "      <td>...</td>\n",
       "      <td>2.373534</td>\n",
       "      <td>-1.272979e-15</td>\n",
       "      <td>-7.851599e-07</td>\n",
       "      <td>-7.851599e-07</td>\n",
       "      <td>0.228907</td>\n",
       "      <td>-0.067795</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-1.266820e-11</td>\n",
       "      <td>-0.016923</td>\n",
       "      <td>-0.002151</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710734</th>\n",
       "      <td>2117</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.136062</td>\n",
       "      <td>-0.006129</td>\n",
       "      <td>-2.083220</td>\n",
       "      <td>-0.316265</td>\n",
       "      <td>-0.480613</td>\n",
       "      <td>-0.270387</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.297367</td>\n",
       "      <td>...</td>\n",
       "      <td>3.810272</td>\n",
       "      <td>-3.548343e-04</td>\n",
       "      <td>-3.547893e-04</td>\n",
       "      <td>-3.547893e-04</td>\n",
       "      <td>0.251458</td>\n",
       "      <td>0.113042</td>\n",
       "      <td>-1.442857e-05</td>\n",
       "      <td>-1.266820e-11</td>\n",
       "      <td>-0.057015</td>\n",
       "      <td>0.034297</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710735</th>\n",
       "      <td>2118</td>\n",
       "      <td>1812</td>\n",
       "      <td>-2.458985</td>\n",
       "      <td>1.501635</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.002476</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.204721</td>\n",
       "      <td>-0.136476</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.595991</td>\n",
       "      <td>-2.023202e-09</td>\n",
       "      <td>-2.023202e-09</td>\n",
       "      <td>-2.023202e-09</td>\n",
       "      <td>0.414904</td>\n",
       "      <td>0.023640</td>\n",
       "      <td>2.896965e-23</td>\n",
       "      <td>-1.989691e+00</td>\n",
       "      <td>0.022479</td>\n",
       "      <td>-0.007932</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710736</th>\n",
       "      <td>2120</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.000837</td>\n",
       "      <td>0.005523</td>\n",
       "      <td>-0.398379</td>\n",
       "      <td>0.002476</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.222814</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.554627</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.750846</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.272112</td>\n",
       "      <td>0.052450</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>-0.032474</td>\n",
       "      <td>-0.033865</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710737</th>\n",
       "      <td>2121</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.126793</td>\n",
       "      <td>0.040152</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>-0.054294</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.423501</td>\n",
       "      <td>-0.416516</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.747596</td>\n",
       "      <td>-8.911812e-01</td>\n",
       "      <td>-1.036653e-01</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.354015</td>\n",
       "      <td>0.062797</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>-1.266820e-11</td>\n",
       "      <td>0.043590</td>\n",
       "      <td>-0.001192</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710738</th>\n",
       "      <td>2126</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.181550</td>\n",
       "      <td>-0.039677</td>\n",
       "      <td>-0.082102</td>\n",
       "      <td>-0.140690</td>\n",
       "      <td>-0.231005</td>\n",
       "      <td>-0.145413</td>\n",
       "      <td>-0.150222</td>\n",
       "      <td>0.158479</td>\n",
       "      <td>...</td>\n",
       "      <td>0.004688</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-7.850558e-07</td>\n",
       "      <td>-0.083756</td>\n",
       "      <td>-0.063065</td>\n",
       "      <td>-1.036653e-01</td>\n",
       "      <td>-1.782362e+00</td>\n",
       "      <td>-0.010252</td>\n",
       "      <td>-0.003483</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710739</th>\n",
       "      <td>2129</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.064731</td>\n",
       "      <td>-0.044927</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.615191</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.040299</td>\n",
       "      <td>-0.058827</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.200573</td>\n",
       "      <td>-7.851599e-07</td>\n",
       "      <td>-7.851599e-07</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.226247</td>\n",
       "      <td>0.025223</td>\n",
       "      <td>3.547892e-04</td>\n",
       "      <td>-3.051758e-05</td>\n",
       "      <td>0.034427</td>\n",
       "      <td>0.005619</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710740</th>\n",
       "      <td>2130</td>\n",
       "      <td>1812</td>\n",
       "      <td>-8.833108</td>\n",
       "      <td>3.455564</td>\n",
       "      <td>1.174958</td>\n",
       "      <td>-0.439014</td>\n",
       "      <td>-1.401483</td>\n",
       "      <td>-0.219093</td>\n",
       "      <td>0.087497</td>\n",
       "      <td>-1.461111</td>\n",
       "      <td>...</td>\n",
       "      <td>1.694476</td>\n",
       "      <td>-2.023202e-09</td>\n",
       "      <td>-2.023202e-09</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>0.395836</td>\n",
       "      <td>0.017704</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-6.892265e-13</td>\n",
       "      <td>0.020224</td>\n",
       "      <td>-0.027963</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710741</th>\n",
       "      <td>2131</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.149930</td>\n",
       "      <td>0.070203</td>\n",
       "      <td>0.363126</td>\n",
       "      <td>-0.010869</td>\n",
       "      <td>0.164914</td>\n",
       "      <td>-0.262682</td>\n",
       "      <td>-0.315310</td>\n",
       "      <td>0.019663</td>\n",
       "      <td>...</td>\n",
       "      <td>1.229306</td>\n",
       "      <td>-3.736293e-18</td>\n",
       "      <td>-2.536634e-33</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.292047</td>\n",
       "      <td>-0.144592</td>\n",
       "      <td>-1.036645e-01</td>\n",
       "      <td>-4.279235e-09</td>\n",
       "      <td>0.002708</td>\n",
       "      <td>-0.016629</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710742</th>\n",
       "      <td>2137</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.059745</td>\n",
       "      <td>-0.052186</td>\n",
       "      <td>-0.062670</td>\n",
       "      <td>-1.842369</td>\n",
       "      <td>0.073483</td>\n",
       "      <td>0.287247</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>0.001499</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.441349</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.035613</td>\n",
       "      <td>-0.070781</td>\n",
       "      <td>1.000000e+00</td>\n",
       "      <td>-2.000000e+00</td>\n",
       "      <td>-0.024923</td>\n",
       "      <td>0.008800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710743</th>\n",
       "      <td>2138</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.219608</td>\n",
       "      <td>-0.034336</td>\n",
       "      <td>-0.031817</td>\n",
       "      <td>0.270888</td>\n",
       "      <td>0.045701</td>\n",
       "      <td>0.134292</td>\n",
       "      <td>0.364995</td>\n",
       "      <td>0.064963</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.153492</td>\n",
       "      <td>-1.442857e-05</td>\n",
       "      <td>-1.442857e-05</td>\n",
       "      <td>-1.442857e-05</td>\n",
       "      <td>-0.361604</td>\n",
       "      <td>0.191176</td>\n",
       "      <td>3.403606e-04</td>\n",
       "      <td>-1.660443e-06</td>\n",
       "      <td>0.010777</td>\n",
       "      <td>0.002015</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710744</th>\n",
       "      <td>2139</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.062132</td>\n",
       "      <td>0.070332</td>\n",
       "      <td>0.351273</td>\n",
       "      <td>0.478199</td>\n",
       "      <td>0.092099</td>\n",
       "      <td>0.494140</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.330590</td>\n",
       "      <td>...</td>\n",
       "      <td>1.814182</td>\n",
       "      <td>-1.100812e-10</td>\n",
       "      <td>-8.911956e-01</td>\n",
       "      <td>-8.911812e-01</td>\n",
       "      <td>0.091100</td>\n",
       "      <td>0.048954</td>\n",
       "      <td>-9.948457e-01</td>\n",
       "      <td>-6.892265e-13</td>\n",
       "      <td>0.027970</td>\n",
       "      <td>0.025162</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710745</th>\n",
       "      <td>2140</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.213264</td>\n",
       "      <td>0.029603</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>-0.273137</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.464013</td>\n",
       "      <td>-0.404886</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>7.376758</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-8.911956e-01</td>\n",
       "      <td>-8.911812e-01</td>\n",
       "      <td>1.024211</td>\n",
       "      <td>0.031132</td>\n",
       "      <td>1.036501e-01</td>\n",
       "      <td>-4.279235e-09</td>\n",
       "      <td>0.042746</td>\n",
       "      <td>-0.024362</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710746</th>\n",
       "      <td>2142</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.223395</td>\n",
       "      <td>-0.042492</td>\n",
       "      <td>-0.060381</td>\n",
       "      <td>0.016019</td>\n",
       "      <td>0.218667</td>\n",
       "      <td>-0.160979</td>\n",
       "      <td>-0.138038</td>\n",
       "      <td>0.348972</td>\n",
       "      <td>...</td>\n",
       "      <td>0.221707</td>\n",
       "      <td>-6.926206e-17</td>\n",
       "      <td>-2.896559e-23</td>\n",
       "      <td>-2.319149e-42</td>\n",
       "      <td>-0.190602</td>\n",
       "      <td>0.078530</td>\n",
       "      <td>-1.442868e-05</td>\n",
       "      <td>-1.660443e-06</td>\n",
       "      <td>0.022390</td>\n",
       "      <td>0.008430</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710747</th>\n",
       "      <td>2145</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.154051</td>\n",
       "      <td>-0.029331</td>\n",
       "      <td>-0.010545</td>\n",
       "      <td>0.019339</td>\n",
       "      <td>-0.260369</td>\n",
       "      <td>-0.227888</td>\n",
       "      <td>0.006721</td>\n",
       "      <td>0.008255</td>\n",
       "      <td>...</td>\n",
       "      <td>0.242681</td>\n",
       "      <td>-1.350192e-24</td>\n",
       "      <td>-2.675678e-33</td>\n",
       "      <td>-2.536633e-33</td>\n",
       "      <td>0.065731</td>\n",
       "      <td>-0.005486</td>\n",
       "      <td>-5.989458e-12</td>\n",
       "      <td>-1.660443e-06</td>\n",
       "      <td>-0.032458</td>\n",
       "      <td>-0.000711</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710748</th>\n",
       "      <td>2146</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.238458</td>\n",
       "      <td>0.316407</td>\n",
       "      <td>0.632261</td>\n",
       "      <td>0.531651</td>\n",
       "      <td>-0.154740</td>\n",
       "      <td>0.069316</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.543269</td>\n",
       "      <td>...</td>\n",
       "      <td>0.007160</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>0.585441</td>\n",
       "      <td>0.044880</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>-3.330669e-16</td>\n",
       "      <td>-0.004821</td>\n",
       "      <td>-0.017794</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710749</th>\n",
       "      <td>2148</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.089476</td>\n",
       "      <td>-0.038628</td>\n",
       "      <td>0.776538</td>\n",
       "      <td>8.809832</td>\n",
       "      <td>-0.177850</td>\n",
       "      <td>0.388419</td>\n",
       "      <td>0.193054</td>\n",
       "      <td>0.175415</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.327668</td>\n",
       "      <td>-1.183291e-29</td>\n",
       "      <td>-5.989455e-12</td>\n",
       "      <td>-1.183291e-29</td>\n",
       "      <td>-0.461990</td>\n",
       "      <td>0.395752</td>\n",
       "      <td>-5.989455e-12</td>\n",
       "      <td>-1.999969e+00</td>\n",
       "      <td>-0.022806</td>\n",
       "      <td>-0.001058</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710750</th>\n",
       "      <td>2149</td>\n",
       "      <td>1812</td>\n",
       "      <td>0.254593</td>\n",
       "      <td>0.064668</td>\n",
       "      <td>-0.034742</td>\n",
       "      <td>-1.336611</td>\n",
       "      <td>-0.037401</td>\n",
       "      <td>0.244451</td>\n",
       "      <td>0.049125</td>\n",
       "      <td>-0.130919</td>\n",
       "      <td>...</td>\n",
       "      <td>0.398645</td>\n",
       "      <td>-4.303226e-08</td>\n",
       "      <td>-7.850558e-07</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-0.165358</td>\n",
       "      <td>0.003253</td>\n",
       "      <td>-9.948457e-01</td>\n",
       "      <td>-6.892265e-13</td>\n",
       "      <td>-0.027780</td>\n",
       "      <td>-0.001462</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710751</th>\n",
       "      <td>2150</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.123364</td>\n",
       "      <td>-0.055977</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.010906</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.255730</td>\n",
       "      <td>-0.108285</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.513506</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-0.000000e+00</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>0.258847</td>\n",
       "      <td>-0.082943</td>\n",
       "      <td>4.061612e-27</td>\n",
       "      <td>-2.328306e-10</td>\n",
       "      <td>0.001004</td>\n",
       "      <td>0.004604</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710752</th>\n",
       "      <td>2151</td>\n",
       "      <td>1812</td>\n",
       "      <td>-10.437184</td>\n",
       "      <td>0.080905</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>3.369380</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.293557</td>\n",
       "      <td>-0.007395</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.185174</td>\n",
       "      <td>-1.036653e-01</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>-7.850498e-07</td>\n",
       "      <td>0.144680</td>\n",
       "      <td>0.112681</td>\n",
       "      <td>3.395756e-04</td>\n",
       "      <td>-1.660443e-06</td>\n",
       "      <td>0.044597</td>\n",
       "      <td>-0.009241</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710753</th>\n",
       "      <td>2154</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.077930</td>\n",
       "      <td>-0.038748</td>\n",
       "      <td>-0.031859</td>\n",
       "      <td>0.646608</td>\n",
       "      <td>-0.145526</td>\n",
       "      <td>-0.119539</td>\n",
       "      <td>-0.151587</td>\n",
       "      <td>-0.130524</td>\n",
       "      <td>...</td>\n",
       "      <td>0.332271</td>\n",
       "      <td>-1.060826e-39</td>\n",
       "      <td>-8.911812e-01</td>\n",
       "      <td>-8.911819e-01</td>\n",
       "      <td>0.046312</td>\n",
       "      <td>0.012560</td>\n",
       "      <td>-8.863969e-01</td>\n",
       "      <td>-1.266820e-11</td>\n",
       "      <td>0.030816</td>\n",
       "      <td>-0.006852</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710754</th>\n",
       "      <td>2156</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.269845</td>\n",
       "      <td>-0.005322</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>-0.117539</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>0.214088</td>\n",
       "      <td>-0.307293</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>0.115957</td>\n",
       "      <td>-1.036645e-01</td>\n",
       "      <td>-1.060828e-39</td>\n",
       "      <td>-1.036645e-01</td>\n",
       "      <td>0.385064</td>\n",
       "      <td>0.142243</td>\n",
       "      <td>4.142751e-37</td>\n",
       "      <td>-1.999260e+00</td>\n",
       "      <td>-0.011706</td>\n",
       "      <td>-0.000785</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1710755</th>\n",
       "      <td>2158</td>\n",
       "      <td>1812</td>\n",
       "      <td>-0.000837</td>\n",
       "      <td>0.005523</td>\n",
       "      <td>0.021095</td>\n",
       "      <td>0.002476</td>\n",
       "      <td>0.011752</td>\n",
       "      <td>-0.040645</td>\n",
       "      <td>-6.456266</td>\n",
       "      <td>-0.030291</td>\n",
       "      <td>...</td>\n",
       "      <td>1.542186</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>-0.522720</td>\n",
       "      <td>-0.016260</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>0.000011</td>\n",
       "      <td>0.003497</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1710756 rows × 111 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           id  timestamp  derived_0  derived_1  derived_2  derived_3  \\\n",
       "0          10          0   0.370326  -0.006316   0.222831  -0.213030   \n",
       "1          11          0   0.014765  -0.038064  -0.017425   0.320652   \n",
       "2          12          0  -0.010622  -0.050577   3.379575  -0.157525   \n",
       "3          25          0  -0.000837   0.005523   0.021095   0.002476   \n",
       "4          26          0   0.176693  -0.025284  -0.057680   0.015100   \n",
       "5          27          0   0.346856   0.166239  -6.080701  -0.992249   \n",
       "6          31          0   0.072036   0.014931   0.021095   0.014063   \n",
       "7          38          0   0.300062   0.071251  -0.074451  -0.065292   \n",
       "8          39          0  -0.003511  -0.034270   0.082372  -0.023937   \n",
       "9          40          0  -0.083330   0.081935  -2.048438  -0.206856   \n",
       "10         41          0   0.435826   1.797289   0.363570  -0.005651   \n",
       "11         43          0  -0.000837   0.005523   0.021095   0.002476   \n",
       "12         44          0   0.034991  -0.019258   0.055769  -0.084496   \n",
       "13         49          0  -0.000837   0.212615  -0.979520   0.002476   \n",
       "14         54          0   0.071704  -0.044019   0.021095   0.038046   \n",
       "15         59          0   0.116360   0.164506   0.156510  -0.129252   \n",
       "16         60          0   0.026824  -0.024105  -0.028991   0.433277   \n",
       "17         62          0   0.367122   0.675543  -0.008483  -0.367778   \n",
       "18         63          0   0.453271  -0.036301   0.094657  -0.521106   \n",
       "19         68          0  -0.122734   0.038939   0.148015   2.493512   \n",
       "20         69          0  -0.062361  -0.063724   0.021274   0.032845   \n",
       "21         70          0   0.175489  -0.024445  -0.034079  -0.020533   \n",
       "22         76          0  -0.190705   0.006221  -0.056835   0.063464   \n",
       "23         79          0   0.008503   0.048732   0.123793   0.266366   \n",
       "24         80          0   0.043156   0.540945   0.278394   0.563343   \n",
       "25         82          0   0.086832  -0.022962   0.021095   0.006783   \n",
       "26         83          0  -0.082307  -0.039761   0.102000  -0.798021   \n",
       "27         85          0   0.005351  -0.031086   0.078334   0.417328   \n",
       "28         87          0   0.045536   0.054391   0.330190  -0.816961   \n",
       "29         90          0  -0.003925  -0.037522   0.021095  -0.028244   \n",
       "...       ...        ...        ...        ...        ...        ...   \n",
       "1710726  2100       1812   0.079269  -0.021573  -0.033426  -0.333376   \n",
       "1710727  2101       1812  -0.204339   0.134338   0.143729   0.702932   \n",
       "1710728  2102       1812   0.095661  -0.051734   0.021095   0.035816   \n",
       "1710729  2104       1812   0.134436  -0.030198  -0.057608   0.016190   \n",
       "1710730  2107       1812  -0.180348   0.061339   0.021095   0.049680   \n",
       "1710731  2108       1812  -0.247698   0.026739   0.021095  -0.280510   \n",
       "1710732  2109       1812  -0.425230   0.266186   0.075126   0.039726   \n",
       "1710733  2114       1812  -2.337000   1.459039   3.495335  -0.347759   \n",
       "1710734  2117       1812  -0.136062  -0.006129  -2.083220  -0.316265   \n",
       "1710735  2118       1812  -2.458985   1.501635   0.021095   0.002476   \n",
       "1710736  2120       1812  -0.000837   0.005523  -0.398379   0.002476   \n",
       "1710737  2121       1812   0.126793   0.040152   0.021095  -0.054294   \n",
       "1710738  2126       1812  -0.181550  -0.039677  -0.082102  -0.140690   \n",
       "1710739  2129       1812  -0.064731  -0.044927   0.021095   0.615191   \n",
       "1710740  2130       1812  -8.833108   3.455564   1.174958  -0.439014   \n",
       "1710741  2131       1812  -0.149930   0.070203   0.363126  -0.010869   \n",
       "1710742  2137       1812  -0.059745  -0.052186  -0.062670  -1.842369   \n",
       "1710743  2138       1812   0.219608  -0.034336  -0.031817   0.270888   \n",
       "1710744  2139       1812   0.062132   0.070332   0.351273   0.478199   \n",
       "1710745  2140       1812   0.213264   0.029603   0.021095  -0.273137   \n",
       "1710746  2142       1812  -0.223395  -0.042492  -0.060381   0.016019   \n",
       "1710747  2145       1812  -0.154051  -0.029331  -0.010545   0.019339   \n",
       "1710748  2146       1812  -0.238458   0.316407   0.632261   0.531651   \n",
       "1710749  2148       1812   0.089476  -0.038628   0.776538   8.809832   \n",
       "1710750  2149       1812   0.254593   0.064668  -0.034742  -1.336611   \n",
       "1710751  2150       1812  -0.123364  -0.055977   0.021095   0.010906   \n",
       "1710752  2151       1812 -10.437184   0.080905   0.021095   3.369380   \n",
       "1710753  2154       1812  -0.077930  -0.038748  -0.031859   0.646608   \n",
       "1710754  2156       1812  -0.269845  -0.005322   0.021095  -0.117539   \n",
       "1710755  2158       1812  -0.000837   0.005523   0.021095   0.002476   \n",
       "\n",
       "         derived_4  fundamental_0  fundamental_1  fundamental_2    ...     \\\n",
       "0         0.729277      -0.335633       0.113292       1.621238    ...      \n",
       "1        -0.034134       0.004413       0.114285      -0.210185    ...      \n",
       "2        -0.068550      -0.155937       1.219439      -0.764516    ...      \n",
       "3         0.011752       0.178495      -0.007395      -0.007262    ...      \n",
       "4         0.180894       0.139445      -0.125687      -0.018707    ...      \n",
       "5        -0.125916       0.345812      -0.007395      -0.584239    ...      \n",
       "6         0.011752      -0.193205      -0.007395      -0.030291    ...      \n",
       "7        -0.011286       0.026365       0.210249       0.167494    ...      \n",
       "8        -0.025750       0.007815       0.263451      -0.241212    ...      \n",
       "9        -0.839563      -0.234100      -0.291853      -5.722336    ...      \n",
       "10        0.442866       0.125375      -0.007395       0.292311    ...      \n",
       "11        0.011752      -0.285388      -0.007395      -0.193590    ...      \n",
       "12        0.259828       0.198800       0.265104      -0.160462    ...      \n",
       "13        0.011752       0.395701      -0.007395      -0.780873    ...      \n",
       "14        0.011752       0.331778      -0.021114      -0.030291    ...      \n",
       "15        1.310059      -0.264846      -0.007395       0.370725    ...      \n",
       "16       -0.006366       0.295138      -0.007395      -0.285946    ...      \n",
       "17       -0.015529       0.129848      -0.007395      -0.251624    ...      \n",
       "18        0.049715      -0.352013      -0.007395      -0.182694    ...      \n",
       "19        0.009746      -0.063111      -0.007395      -0.162878    ...      \n",
       "20        0.174025       0.122335      -0.133188      -0.108286    ...      \n",
       "21        0.282478      -0.069417       0.247840       0.303953    ...      \n",
       "22       -0.149507       0.267959      -0.392849       0.080084    ...      \n",
       "23       -0.009772      -0.248937      -0.007395      -0.157415    ...      \n",
       "24       -0.144004      -0.024376      -0.007395      -0.337090    ...      \n",
       "25        0.011752       0.071911       0.112818      -0.030291    ...      \n",
       "26        0.149622       0.028448       0.062647       0.044142    ...      \n",
       "27       -0.020146       0.390538       0.256594      -0.167223    ...      \n",
       "28        0.012602      -0.036462      -0.115197      -0.237428    ...      \n",
       "29        0.011752      -0.049041       0.084827      -0.030291    ...      \n",
       "...            ...            ...            ...            ...    ...      \n",
       "1710726   0.061463       0.217718      -0.007395       0.127397    ...      \n",
       "1710727  -0.290513       0.031102      -0.243759      -0.205067    ...      \n",
       "1710728   0.011752      -0.004488      -0.249359      -0.030291    ...      \n",
       "1710729   0.146911      -0.340176      -0.104457       0.002421    ...      \n",
       "1710730   0.011752      -0.418095      -0.620948      -0.030291    ...      \n",
       "1710731   0.011752       0.198069      -0.620398      -0.030291    ...      \n",
       "1710732  -0.060703      -0.059133      -0.007395       0.286111    ...      \n",
       "1710733   0.257406       0.172330      -0.098562      -0.000398    ...      \n",
       "1710734  -0.480613      -0.270387      -0.007395      -0.297367    ...      \n",
       "1710735   0.011752       0.204721      -0.136476      -0.030291    ...      \n",
       "1710736   0.011752      -0.222814      -0.007395      -0.554627    ...      \n",
       "1710737   0.011752      -0.423501      -0.416516      -0.030291    ...      \n",
       "1710738  -0.231005      -0.145413      -0.150222       0.158479    ...      \n",
       "1710739   0.011752       0.040299      -0.058827      -0.030291    ...      \n",
       "1710740  -1.401483      -0.219093       0.087497      -1.461111    ...      \n",
       "1710741   0.164914      -0.262682      -0.315310       0.019663    ...      \n",
       "1710742   0.073483       0.287247      -0.007395       0.001499    ...      \n",
       "1710743   0.045701       0.134292       0.364995       0.064963    ...      \n",
       "1710744   0.092099       0.494140      -0.007395      -0.330590    ...      \n",
       "1710745   0.011752      -0.464013      -0.404886      -0.030291    ...      \n",
       "1710746   0.218667      -0.160979      -0.138038       0.348972    ...      \n",
       "1710747  -0.260369      -0.227888       0.006721       0.008255    ...      \n",
       "1710748  -0.154740       0.069316      -0.007395      -0.543269    ...      \n",
       "1710749  -0.177850       0.388419       0.193054       0.175415    ...      \n",
       "1710750  -0.037401       0.244451       0.049125      -0.130919    ...      \n",
       "1710751   0.011752      -0.255730      -0.108285      -0.030291    ...      \n",
       "1710752   0.011752      -0.293557      -0.007395      -0.030291    ...      \n",
       "1710753  -0.145526      -0.119539      -0.151587      -0.130524    ...      \n",
       "1710754   0.011752       0.214088      -0.307293      -0.030291    ...      \n",
       "1710755   0.011752      -0.040645      -6.456266      -0.030291    ...      \n",
       "\n",
       "         technical_36  technical_37  technical_38  technical_39  technical_40  \\\n",
       "0            0.775208 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.414776   \n",
       "1            0.025590 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.273607   \n",
       "2            0.151881 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.175710   \n",
       "3            1.035936 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.211506   \n",
       "4            0.630232 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.001957   \n",
       "5           -0.379366 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.001957   \n",
       "6            1.232558 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.350685   \n",
       "7            0.242646 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.168077   \n",
       "8            0.186175 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.300842   \n",
       "9           -0.021965 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.386579   \n",
       "10           0.346018 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.301422   \n",
       "11          -0.040148 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.101199   \n",
       "12          -0.180152 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.050797   \n",
       "13          -1.240628 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.869520   \n",
       "14          -0.038273 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.033972   \n",
       "15          -1.333861 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.324992   \n",
       "16           0.194472 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.123208   \n",
       "17           1.054757 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.272290   \n",
       "18          -0.298014 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.083350   \n",
       "19          -0.138343 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.316991   \n",
       "20          -0.390892 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.438359   \n",
       "21           0.385615 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.226077   \n",
       "22           0.557415 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.001957   \n",
       "23          -0.483414 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.162016   \n",
       "24           0.944896 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.248784   \n",
       "25           0.481192 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.146671   \n",
       "26          -0.188652 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.130034   \n",
       "27           0.631326 -3.951567e-12 -1.418487e-13 -1.591224e-16      0.030506   \n",
       "28           0.807108 -3.951567e-12 -1.418487e-13 -1.591224e-16      1.558775   \n",
       "29          -0.125728 -3.951567e-12 -1.418487e-13 -1.591224e-16     -0.161715   \n",
       "...               ...           ...           ...           ...           ...   \n",
       "1710726      0.024373 -2.029192e-09 -1.442857e-05 -1.183291e-29     -0.432636   \n",
       "1710727      0.047217 -1.435942e-24 -5.989455e-12 -8.911812e-01      0.050143   \n",
       "1710728      0.408883 -1.350192e-24 -6.128754e-22 -1.350192e-24      0.351675   \n",
       "1710729      0.349537 -7.850498e-07 -7.850498e-07 -7.850498e-07     -0.185268   \n",
       "1710730      0.856362 -7.850498e-07 -7.850498e-07 -7.850498e-07      0.625903   \n",
       "1710731      0.409717 -1.350192e-24 -8.911812e-01 -8.911812e-01      0.137850   \n",
       "1710732      1.444558 -1.521362e-05 -1.521362e-05 -6.128754e-22      0.255084   \n",
       "1710733      2.373534 -1.272979e-15 -7.851599e-07 -7.851599e-07      0.228907   \n",
       "1710734      3.810272 -3.548343e-04 -3.547893e-04 -3.547893e-04      0.251458   \n",
       "1710735      0.595991 -2.023202e-09 -2.023202e-09 -2.023202e-09      0.414904   \n",
       "1710736     -0.750846 -0.000000e+00 -0.000000e+00 -0.000000e+00     -0.272112   \n",
       "1710737      0.747596 -8.911812e-01 -1.036653e-01  0.000000e+00      0.354015   \n",
       "1710738      0.004688 -0.000000e+00 -0.000000e+00 -7.850558e-07     -0.083756   \n",
       "1710739     -0.200573 -7.851599e-07 -7.851599e-07 -0.000000e+00     -0.226247   \n",
       "1710740      1.694476 -2.023202e-09 -2.023202e-09 -7.850498e-07      0.395836   \n",
       "1710741      1.229306 -3.736293e-18 -2.536634e-33 -0.000000e+00      0.292047   \n",
       "1710742     -0.441349 -0.000000e+00 -0.000000e+00 -0.000000e+00     -0.035613   \n",
       "1710743     -0.153492 -1.442857e-05 -1.442857e-05 -1.442857e-05     -0.361604   \n",
       "1710744      1.814182 -1.100812e-10 -8.911956e-01 -8.911812e-01      0.091100   \n",
       "1710745      7.376758 -0.000000e+00 -8.911956e-01 -8.911812e-01      1.024211   \n",
       "1710746      0.221707 -6.926206e-17 -2.896559e-23 -2.319149e-42     -0.190602   \n",
       "1710747      0.242681 -1.350192e-24 -2.675678e-33 -2.536633e-33      0.065731   \n",
       "1710748      0.007160 -0.000000e+00 -0.000000e+00 -0.000000e+00      0.585441   \n",
       "1710749     -0.327668 -1.183291e-29 -5.989455e-12 -1.183291e-29     -0.461990   \n",
       "1710750      0.398645 -4.303226e-08 -7.850558e-07 -7.850498e-07     -0.165358   \n",
       "1710751      0.513506 -7.850498e-07 -0.000000e+00 -7.850498e-07      0.258847   \n",
       "1710752      0.185174 -1.036653e-01 -7.850498e-07 -7.850498e-07      0.144680   \n",
       "1710753      0.332271 -1.060826e-39 -8.911812e-01 -8.911819e-01      0.046312   \n",
       "1710754      0.115957 -1.036645e-01 -1.060828e-39 -1.036645e-01      0.385064   \n",
       "1710755      1.542186  0.000000e+00  0.000000e+00  0.000000e+00     -0.522720   \n",
       "\n",
       "         technical_41  technical_42  technical_43  technical_44         y  \n",
       "0            0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.011753  \n",
       "1            0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.001240  \n",
       "2            0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.020940  \n",
       "3            0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.015959  \n",
       "4            0.000098 -0.000000e+00  0.000000e+00      0.000011 -0.007338  \n",
       "5            0.000098 -0.000000e+00 -2.000000e+00      0.000011  0.031425  \n",
       "6            0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.032895  \n",
       "7            0.000098 -0.000000e+00 -2.000000e+00      0.000011  0.015803  \n",
       "8            0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.027593  \n",
       "9            0.000098 -0.000000e+00 -2.000000e+00      0.000011  0.006662  \n",
       "10           0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.001899  \n",
       "11           0.000098 -0.000000e+00 -2.000000e+00      0.000011  0.050219  \n",
       "12           0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.018991  \n",
       "13           0.000098 -0.000000e+00  0.000000e+00      0.000011 -0.005203  \n",
       "14           0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.006369  \n",
       "15           0.000098 -0.000000e+00 -2.000000e+00      0.000011  0.017768  \n",
       "16           0.000098 -0.000000e+00  0.000000e+00      0.000011 -0.001089  \n",
       "17           0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.008794  \n",
       "18           0.000098 -0.000000e+00  0.000000e+00      0.000011  0.040724  \n",
       "19           0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.003921  \n",
       "20           0.000098 -0.000000e+00  0.000000e+00      0.000011 -0.011317  \n",
       "21           0.000098 -0.000000e+00 -2.000000e+00      0.000011  0.044167  \n",
       "22           0.000098 -0.000000e+00 -2.000000e+00      0.000011  0.001395  \n",
       "23           0.000098 -0.000000e+00  0.000000e+00      0.000011 -0.012101  \n",
       "24           0.000098 -0.000000e+00  0.000000e+00      0.000011 -0.070837  \n",
       "25           0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.001766  \n",
       "26           0.000098 -0.000000e+00  0.000000e+00      0.000011 -0.012542  \n",
       "27           0.000098 -0.000000e+00  0.000000e+00      0.000011  0.029697  \n",
       "28           0.000098 -0.000000e+00  0.000000e+00      0.000011  0.030815  \n",
       "29           0.000098 -0.000000e+00 -2.000000e+00      0.000011 -0.016336  \n",
       "...               ...           ...           ...           ...       ...  \n",
       "1710726     -0.183378  4.784280e-03 -3.330669e-16     -0.050890  0.008358  \n",
       "1710727      0.009260 -5.989455e-12 -1.989691e+00     -0.001040 -0.003035  \n",
       "1710728     -0.012627 -7.850498e-07 -1.266820e-11      0.005510 -0.001172  \n",
       "1710729      0.326880  2.896559e-23 -1.266820e-11      0.020394  0.003194  \n",
       "1710730     -0.101368 -8.911819e-01 -1.660443e-06      0.052314 -0.019208  \n",
       "1710731     -0.040253  3.547892e-04 -1.266820e-11     -0.019431  0.000383  \n",
       "1710732     -0.057781 -3.736235e-18 -1.660443e-06     -0.065701 -0.012707  \n",
       "1710733     -0.067795 -7.850498e-07 -1.266820e-11     -0.016923 -0.002151  \n",
       "1710734      0.113042 -1.442857e-05 -1.266820e-11     -0.057015  0.034297  \n",
       "1710735      0.023640  2.896965e-23 -1.989691e+00      0.022479 -0.007932  \n",
       "1710736      0.052450  0.000000e+00 -2.000000e+00     -0.032474 -0.033865  \n",
       "1710737      0.062797  0.000000e+00 -1.266820e-11      0.043590 -0.001192  \n",
       "1710738     -0.063065 -1.036653e-01 -1.782362e+00     -0.010252 -0.003483  \n",
       "1710739      0.025223  3.547892e-04 -3.051758e-05      0.034427  0.005619  \n",
       "1710740      0.017704 -0.000000e+00 -6.892265e-13      0.020224 -0.027963  \n",
       "1710741     -0.144592 -1.036645e-01 -4.279235e-09      0.002708 -0.016629  \n",
       "1710742     -0.070781  1.000000e+00 -2.000000e+00     -0.024923  0.008800  \n",
       "1710743      0.191176  3.403606e-04 -1.660443e-06      0.010777  0.002015  \n",
       "1710744      0.048954 -9.948457e-01 -6.892265e-13      0.027970  0.025162  \n",
       "1710745      0.031132  1.036501e-01 -4.279235e-09      0.042746 -0.024362  \n",
       "1710746      0.078530 -1.442868e-05 -1.660443e-06      0.022390  0.008430  \n",
       "1710747     -0.005486 -5.989458e-12 -1.660443e-06     -0.032458 -0.000711  \n",
       "1710748      0.044880  0.000000e+00 -3.330669e-16     -0.004821 -0.017794  \n",
       "1710749      0.395752 -5.989455e-12 -1.999969e+00     -0.022806 -0.001058  \n",
       "1710750      0.003253 -9.948457e-01 -6.892265e-13     -0.027780 -0.001462  \n",
       "1710751     -0.082943  4.061612e-27 -2.328306e-10      0.001004  0.004604  \n",
       "1710752      0.112681  3.395756e-04 -1.660443e-06      0.044597 -0.009241  \n",
       "1710753      0.012560 -8.863969e-01 -1.266820e-11      0.030816 -0.006852  \n",
       "1710754      0.142243  4.142751e-37 -1.999260e+00     -0.011706 -0.000785  \n",
       "1710755     -0.016260  0.000000e+00  0.000000e+00      0.000011  0.003497  \n",
       "\n",
       "[1710756 rows x 111 columns]"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train.fillna(train.median(), inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "poly = 2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "excl = ['id', 'timestamp', 'y']\n",
    "origin_features = [col for col in train.columns if col not in excl]\n",
    "poly_features = [col + '_p' for col in origin_features]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "for col in origin_features:\n",
    "    train[col + '_p'] = train[col]**poly"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "corrs = {}\n",
    "for col in poly_features:\n",
    "    corrs[col] = np.corrcoef(train[col], train.y)[0][1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "corrs = sorted(corrs.items(), key=lambda x : np.abs(x[1]), reverse=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[('technical_20_p', -0.016360063931373289),\n",
       " ('technical_30_p', 0.015286895868087229),\n",
       " ('fundamental_11_p', -0.0073651759679616326),\n",
       " ('technical_2_p', 0.0057306752364766839),\n",
       " ('technical_11_p', 0.0055465300293626642),\n",
       " ('technical_43_p', 0.0054629973293760627),\n",
       " ('technical_6_p', 0.004787630390666763),\n",
       " ('fundamental_51_p', -0.0047195933271345133),\n",
       " ('technical_29_p', 0.004071129147542),\n",
       " ('technical_14_p', 0.0038485334663793756)]"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "corrs[:10]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "X_train, y_train, X_test, y_test = twosigmafunc.split_data(train, origin_features + poly_features)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "del train"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.frame.DataFrame'>\n",
      "Int64Index: 904458 entries, 806298 to 1710755\n",
      "Columns: 216 entries, derived_0 to technical_44_p\n",
      "dtypes: float32(216)\n",
      "memory usage: 752.2 MB\n"
     ]
    }
   ],
   "source": [
    "X_test.info()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from sklearn.linear_model import LinearRegression, Ridge\n",
    "from collections import OrderedDict"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "low_y_cut = -0.075\n",
    "high_y_cut = 0.075\n",
    "y_is_above_cut = (y_train > high_y_cut)\n",
    "y_is_below_cut = (y_train < low_y_cut)\n",
    "y_is_within_cut = (~y_is_above_cut & ~y_is_below_cut)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/usr/local/lib/python3.4/site-packages/ipykernel/__main__.py:4: FutureWarning: reshape is deprecated and will raise in a subsequent release. Please use .values.reshape(...) instead\n",
      "/usr/local/lib/python3.4/site-packages/ipykernel/__main__.py:5: FutureWarning: reshape is deprecated and will raise in a subsequent release. Please use .values.reshape(...) instead\n"
     ]
    }
   ],
   "source": [
    "lr = LinearRegression(n_jobs=-1)\n",
    "poly_score = {}\n",
    "for feature in poly_features:\n",
    "    lr.fit(X_train.loc[y_is_within_cut, feature].reshape(-1,1), y_train.loc[y_is_within_cut])\n",
    "    y_pred = lr.predict(X_test[feature].reshape(-1,1)).clip(low_y_cut, high_y_cut)\n",
    "    poly_score[feature] = twosigmafunc.R_score(y_pred, y_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "poly_score = sorted(poly_score.items(),key=lambda x:x[1], reverse=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[('technical_20_p', 0.012601820432956393),\n",
       " ('technical_30_p', 0.010520407918409327),\n",
       " ('technical_11_p', -0.0018016599049678801),\n",
       " ('technical_2_p', -0.0025385457761192367),\n",
       " ('fundamental_18_p', -0.0026077168612037641)]"
      ]
     },
     "execution_count": 51,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "poly_score[:5]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "LinearRegression(copy_X=True, fit_intercept=True, n_jobs=-1, normalize=False)"
      ]
     },
     "execution_count": 53,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "lr.fit(X_train.loc[y_is_within_cut, ['technical_20_p', 'technical_30_p']], y_train.loc[y_is_within_cut])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "y_pred = lr.predict(X_test[['technical_20_p', 'technical_30_p']])\n",
    "score = twosigmafunc.R_score(y_pred, y_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 55,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.016074294237109751"
      ]
     },
     "execution_count": 55,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "LinearRegression(copy_X=True, fit_intercept=True, n_jobs=-1, normalize=False)"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "lr = LinearRegression(n_jobs=-1)\n",
    "lr.fit(X_train.loc[y_is_within_cut, ['technical_20_p', 'technical_30_p','technical_20', 'technical_30']], y_train.loc[y_is_within_cut])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.016582030292903838"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "y_pred = lr.predict(X_test[['technical_20_p', 'technical_30_p','technical_20', 'technical_30']])\n",
    "score = twosigmafunc.R_score(y_pred, y_test)\n",
    "score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "LinearRegression(copy_X=True, fit_intercept=True, n_jobs=-1, normalize=True)"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "lr = LinearRegression(n_jobs=-1, normalize=True)\n",
    "lr.fit(X_train.loc[y_is_within_cut, ['technical_20_p', 'technical_30_p','technical_20', 'technical_30']], y_train.loc[y_is_within_cut])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.016614123809422933"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "y_pred = lr.predict(X_test[['technical_20_p', 'technical_30_p','technical_20', 'technical_30']])\n",
    "score = twosigmafunc.R_score(y_pred, y_test)\n",
    "score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Ridge(alpha=1.0, copy_X=True, fit_intercept=True, max_iter=None,\n",
       "   normalize=True, random_state=None, solver='auto', tol=0.001)"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ridge = Ridge(normalize=True)\n",
    "ridge.fit(X_train.loc[y_is_within_cut, ['technical_20_p', 'technical_30_p','technical_20', 'technical_30']], y_train.loc[y_is_within_cut])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.018613606645078332"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "y_pred = ridge.predict(X_test[['technical_20_p', 'technical_30_p','technical_20', 'technical_30']])\n",
    "score = twosigmafunc.R_score(y_pred, y_test)\n",
    "score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.0164492599302609"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ridge.fit(X_train.loc[y_is_within_cut, ['technical_20', 'technical_30']], y_train.loc[y_is_within_cut])\n",
    "y_pred = ridge.predict(X_test[['technical_20', 'technical_30']])\n",
    "score = twosigmafunc.R_score(y_pred, y_test)\n",
    "score"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
 ],
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