tsfresh quick walk through (Part II)

Quick walk through of tsfresh with financial data (Part II)

This part introduces the feature filtering functions of tsfresh package.

functions in tsfresh package

impute: impute missing values in generated features.
select_features: select features of high importance to y (i.e. target variable).

1. load data, prepare data, and extract features

follow Part I of tsfresh introduction

1.1 load data

import pandas as pd
import numpy as np
import os
  

pd.options.display.max_rows = 999
pd.options.display.max_columns = 999
  

df = pd.read_csv('data/^GSPC.csv')
  

df.head()
  

	Date	Open	High	Low	Close	Adj Close	Volume
0	2007-01-03	1418.030029	1429.420044	1407.859985	1416.599976	1416.599976	3429160000
1	2007-01-04	1416.599976	1421.839966	1408.430054	1418.339966	1418.339966	3004460000
2	2007-01-05	1418.339966	1418.339966	1405.750000	1409.709961	1409.709961	2919400000
3	2007-01-08	1409.260010	1414.979980	1403.969971	1412.839966	1412.839966	2763340000
4	2007-01-09	1412.839966	1415.609985	1405.420044	1412.109985	1412.109985	3038380000

df.columns
  

Index(['Date', 'Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume'], dtype='object')
  

#keep only Date and Close
df = df[['Date', 'Close']].copy(deep=True)
  

1.2 create dummy id column

#create a dummy id column
df['id']=1
  

df.head()
  

	Date	Close	id
0	2007-01-03	1416.599976	1
1	2007-01-04	1418.339966	1
2	2007-01-05	1409.709961	1
3	2007-01-08	1412.839966	1
4	2007-01-09	1412.109985	1

1.3 prepare data for feature extraction

from tsfresh.utilities.dataframe_functions import roll_time_series
from tsfresh import extract_features
  

df_rolled = roll_time_series(df, column_id="id", column_sort="Date", max_timeshift=6, min_timeshift=6, disable_progressbar=True)
  

df_rolled.head(7)
  

	Date	Close	id
0	2007-01-03	1416.599976	(1, 2007-01-11)
1	2007-01-04	1418.339966	(1, 2007-01-11)
2	2007-01-05	1409.709961	(1, 2007-01-11)
3	2007-01-08	1412.839966	(1, 2007-01-11)
4	2007-01-09	1412.109985	(1, 2007-01-11)
5	2007-01-10	1414.849976	(1, 2007-01-11)
6	2007-01-11	1423.819946	(1, 2007-01-11)

print(df.shape, df_rolled.shape)
  

(3301, 3) (23065, 3)

df_rolled[df_rolled['Date']=='2007-01-03']
  

	Date	Close	id
0	2007-01-03	1416.599976	(1, 2007-01-11)

df_rolled.tail(3)
  

	Date	Close	id
23062	2020-02-10	3352.090088	(1, 2020-02-12)
23063	2020-02-11	3357.750000	(1, 2020-02-12)
23064	2020-02-12	3379.449951	(1, 2020-02-12)

df_rolled[df_rolled['id']==df_rolled['id'].values[0]]
  

	Date	Close	id
0	2007-01-03	1416.599976	(1, 2007-01-11)
1	2007-01-04	1418.339966	(1, 2007-01-11)
2	2007-01-05	1409.709961	(1, 2007-01-11)
3	2007-01-08	1412.839966	(1, 2007-01-11)
4	2007-01-09	1412.109985	(1, 2007-01-11)
5	2007-01-10	1414.849976	(1, 2007-01-11)
6	2007-01-11	1423.819946	(1, 2007-01-11)

df_rolled[df_rolled['Date']=='2007-01-10']
  

	Date	Close	id
5	2007-01-10	1414.849976	(1, 2007-01-11)
11	2007-01-10	1414.849976	(1, 2007-01-12)
17	2007-01-10	1414.849976	(1, 2007-01-16)
23	2007-01-10	1414.849976	(1, 2007-01-17)
29	2007-01-10	1414.849976	(1, 2007-01-18)
35	2007-01-10	1414.849976	(1, 2007-01-19)

1.4 create new features using extract_features

df_features = extract_features(df_rolled, column_id="id", column_sort="Date")
  

Feature Extraction: 100%|██████████████████████████████████████████████████████████████| 20/20 [00:39<00:00,  1.98s/it]
  

print(df_features.shape)
  

(3295, 779)

df_features.head()
  

		Close__variance_larger_than_standard_deviation	Close__sum_values	Close__abs_energy	Close__mean_abs_change	Close__mean_change	Close__mean_second_derivative_central	Close__median	Close__mean	Close__length	Close__standard_deviation	Close__variation_coefficient	Close__variance	Close__skewness	Close__kurtosis	Close__absolute_sum_of_changes	Close__longest_strike_below_mean	Close__longest_strike_above_mean	Close__count_above_mean	Close__count_below_mean	Close__last_location_of_maximum	Close__first_location_of_maximum	Close__last_location_of_minimum	Close__first_location_of_minimum	Close__ratio_value_number_to_time_series_length	Close__sample_entropy	Close__maximum	Close__minimum	Close__benford_correlation	Close__time_reversal_asymmetry_statistic__lag_1	Close__time_reversal_asymmetry_statistic__lag_2	Close__time_reversal_asymmetry_statistic__lag_3	Close__c3__lag_1	Close__c3__lag_2	Close__c3__lag_3	Close__cid_ce__normalize_True	Close__cid_ce__normalize_False	Close__symmetry_looking__r_0.05	Close__symmetry_looking__r_0.1	Close__symmetry_looking__r_0.15000000000000002	Close__symmetry_looking__r_0.2	Close__symmetry_looking__r_0.25	Close__symmetry_looking__r_0.30000000000000004	Close__symmetry_looking__r_0.35000000000000003	Close__symmetry_looking__r_0.4	Close__symmetry_looking__r_0.45	Close__symmetry_looking__r_0.5	Close__symmetry_looking__r_0.55	Close__symmetry_looking__r_0.6000000000000001	Close__symmetry_looking__r_0.65	Close__symmetry_looking__r_0.7000000000000001	Close__symmetry_looking__r_0.75	Close__symmetry_looking__r_0.8	Close__symmetry_looking__r_0.8500000000000001	Close__symmetry_looking__r_0.9	Close__symmetry_looking__r_0.9500000000000001	Close__large_standard_deviation__r_0.05	Close__large_standard_deviation__r_0.1	Close__large_standard_deviation__r_0.15000000000000002	Close__large_standard_deviation__r_0.2	Close__large_standard_deviation__r_0.25	Close__large_standard_deviation__r_0.30000000000000004	Close__large_standard_deviation__r_0.35000000000000003	Close__large_standard_deviation__r_0.4	Close__quantile__q_0.1	Close__quantile__q_0.2	Close__quantile__q_0.3	Close__quantile__q_0.4	Close__quantile__q_0.6	Close__quantile__q_0.7	Close__quantile__q_0.8	Close__quantile__q_0.9	Close__autocorrelation__lag_0	Close__autocorrelation__lag_1	Close__autocorrelation__lag_2	Close__autocorrelation__lag_3	Close__autocorrelation__lag_4	Close__autocorrelation__lag_5	Close__autocorrelation__lag_6	Close__autocorrelation__lag_7	Close__autocorrelation__lag_8	Close__autocorrelation__lag_9	Close__agg_autocorrelation__f_agg_"mean"__maxlag_40	Close__agg_autocorrelation__f_agg_"median"__maxlag_40	Close__agg_autocorrelation__f_agg_"var"__maxlag_40	Close__partial_autocorrelation__lag_0	Close__partial_autocorrelation__lag_1	Close__partial_autocorrelation__lag_2	Close__partial_autocorrelation__lag_3	Close__partial_autocorrelation__lag_4	Close__partial_autocorrelation__lag_5	Close__partial_autocorrelation__lag_6	Close__partial_autocorrelation__lag_7	Close__partial_autocorrelation__lag_8	Close__partial_autocorrelation__lag_9	Close__number_cwt_peaks__n_1	Close__number_cwt_peaks__n_5	Close__number_peaks__n_1	Close__binned_entropy__max_bins_10	Close__index_mass_quantile__q_0.1	Close__index_mass_quantile__q_0.2	Close__index_mass_quantile__q_0.3	Close__index_mass_quantile__q_0.4	Close__index_mass_quantile__q_0.6	Close__index_mass_quantile__q_0.7	Close__index_mass_quantile__q_0.8	Close__index_mass_quantile__q_0.9	Close__cwt_coefficients__coeff_0__w_2__widths_(2, 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20)	Close__cwt_coefficients__coeff_12__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_12__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_12__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_13__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_13__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_13__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_13__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_14__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_14__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_14__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_14__w_20__widths_(2, 5, 10, 20)	Close__spkt_welch_density__coeff_2	Close__spkt_welch_density__coeff_5	Close__spkt_welch_density__coeff_8	Close__ar_coefficient__coeff_0__k_10	Close__ar_coefficient__coeff_1__k_10	Close__ar_coefficient__coeff_2__k_10	Close__ar_coefficient__coeff_3__k_10	Close__ar_coefficient__coeff_4__k_10	Close__ar_coefficient__coeff_5__k_10	Close__ar_coefficient__coeff_6__k_10	Close__ar_coefficient__coeff_7__k_10	Close__ar_coefficient__coeff_8__k_10	Close__ar_coefficient__coeff_9__k_10	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.8	Close__fft_coefficient__attr_"real"__coeff_0	Close__fft_coefficient__attr_"real"__coeff_1	Close__fft_coefficient__attr_"real"__coeff_2	Close__fft_coefficient__attr_"real"__coeff_3	Close__fft_coefficient__attr_"real"__coeff_4	Close__fft_coefficient__attr_"real"__coeff_5	Close__fft_coefficient__attr_"real"__coeff_6	Close__fft_coefficient__attr_"real"__coeff_7	Close__fft_coefficient__attr_"real"__coeff_8	Close__fft_coefficient__attr_"real"__coeff_9	Close__fft_coefficient__attr_"real"__coeff_10	Close__fft_coefficient__attr_"real"__coeff_11	Close__fft_coefficient__attr_"real"__coeff_12	Close__fft_coefficient__attr_"real"__coeff_13	Close__fft_coefficient__attr_"real"__coeff_14	Close__fft_coefficient__attr_"real"__coeff_15	Close__fft_coefficient__attr_"real"__coeff_16	Close__fft_coefficient__attr_"real"__coeff_17	Close__fft_coefficient__attr_"real"__coeff_18	Close__fft_coefficient__attr_"real"__coeff_19	Close__fft_coefficient__attr_"real"__coeff_20	Close__fft_coefficient__attr_"real"__coeff_21	Close__fft_coefficient__attr_"real"__coeff_22	Close__fft_coefficient__attr_"real"__coeff_23	Close__fft_coefficient__attr_"real"__coeff_24	Close__fft_coefficient__attr_"real"__coeff_25	Close__fft_coefficient__attr_"real"__coeff_26	Close__fft_coefficient__attr_"real"__coeff_27	Close__fft_coefficient__attr_"real"__coeff_28	Close__fft_coefficient__attr_"real"__coeff_29	Close__fft_coefficient__attr_"real"__coeff_30	Close__fft_coefficient__attr_"real"__coeff_31	Close__fft_coefficient__attr_"real"__coeff_32	Close__fft_coefficient__attr_"real"__coeff_33	Close__fft_coefficient__attr_"real"__coeff_34	Close__fft_coefficient__attr_"real"__coeff_35	Close__fft_coefficient__attr_"real"__coeff_36	Close__fft_coefficient__attr_"real"__coeff_37	Close__fft_coefficient__attr_"real"__coeff_38	Close__fft_coefficient__attr_"real"__coeff_39	Close__fft_coefficient__attr_"real"__coeff_40	Close__fft_coefficient__attr_"real"__coeff_41	Close__fft_coefficient__attr_"real"__coeff_42	Close__fft_coefficient__attr_"real"__coe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__f_agg_"var"	Close__augmented_dickey_fuller__attr_"teststat"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"pvalue"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"usedlag"__autolag_"AIC"	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_0	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_2	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_3	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_4	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_5	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_6	Close__ratio_beyond_r_sigma__r_0.5	Close__ratio_beyond_r_sigma__r_1	Close__ratio_beyond_r_sigma__r_1.5	Close__count_above__t_0	Close__lempel_ziv_complexity__bins_2	Close__lempel_ziv_complexity__bins_3	Close__lempel_ziv_complexity__bins_5	Close__lempel_ziv_complexity__bins_10	Close__lempel_ziv_complexity__bins_100	Close__fourier_entropy__bins_2	Close__fourier_entropy__bins_3	Close__fourier_entropy__bins_5	Close__fourier_entropy__bins_10	Close__fourier_entropy__bins_100	Close__permutation_entropy__dimension_3__tau_1	Close__permutation_entropy__dimension_4__tau_1	Close__permutation_entropy__dimension_5__tau_1	Close__permutation_entropy__dimension_6__tau_1	Close__permutation_entropy__dimension_7__tau_1
1	2007-01-11	1.0	9908.269776	1.402496e+07	4.323324	1.203328	0.722998	1414.849976	1415.467111	7.0	4.326073	0.003056	18.714907	0.825436	0.679915	25.939942	4.0	2.0	3.0	4.0	1.000000	0.857143	0.428571	0.285714	1.0	NaN	1423.819946	1409.709961	0.864123	3.001703e+06	8.194405e+06	2.897416e+07	2.827448e+09	2.829842e+09	2.849675e+09	3.064915	13.259045	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1415.899976	1416.947974	1417.991968	1420.531958	1.0	0.067474	-0.226154	-0.414267	-0.955827	0.622428	0.505620	NaN	NaN	NaN	-0.066788	-0.079340	0.292871	1.0	0.067474	-0.231761	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1.0	2.0	2.0	1.945910	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1092.890232	1784.100473	1472.674315	1082.936512	1665.663395	2299.461895	1854.183876	1355.773566	1661.665582	2724.309499	2219.205011	1626.046175	1304.985330	3019.046500	2558.839384	1892.931325	1660.852236	2726.139942	2220.997060	1627.412356	1668.025296	2301.121766	1855.253095	1356.505531	1095.901518	1786.348989	1474.331060	1084.120946	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.221269	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	1.713338	3.010257	2.199992	1.105818	1.203328	27.852379	4.323324	10.609250	0.00000	0.00000	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	1.739990	0.000000	1.739990	0.000000	0.000000	0.000000	9908.269776	14.942022	0.646814	-11.623808	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	8.978838	3.683139	-2.352630	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	9908.269776	17.432256	3.739503	11.859502	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	31.002157	80.039569	-168.558043	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.006085	0.013958	NaN	NaN	7.0	0.182322	0.182322	0.182322	0.231830	0.089726	-0.172668	732.046794	-1.034532e+06	4.873344e+08	1417.322689	0.540053	0.282010	1413.637116	0.609998	0.928076	1.0	1.0	1.0	1.0	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1418.339966	1409.709961	1413.919971	9.777085	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	5.479980	5.140015	5.414990	10.338005	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	-1.091160	7.185842e-01	0.0	0.143085	0.143436	0.141696	0.142326	0.142179	0.142731	0.144547	0.714286	0.285714	0.142857	1.0	0.428571	0.714286	0.857143	0.857143	1.0	0.562335	1.039721	1.386294	1.386294	1.386294	1.609438	1.386294	1.098612	0.693147	-0.0
	2007-01-12	1.0	9922.399780	1.406519e+07	5.184998	2.065002	1.554004	1414.849976	1417.485683	7.0	6.909142	0.004874	47.736244	1.029587	0.224793	31.109986	4.0	2.0	3.0	4.0	1.000000	0.857143	0.285714	0.142857	1.0	NaN	1430.729980	1409.709961	0.864123	2.139352e+07	3.815444e+07	4.984751e+07	2.837403e+09	2.843172e+09	2.865540e+09	2.149330	14.850026	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1416.943970	1419.435962	1422.723950	1426.583960	1.0	0.474208	-0.079115	-0.443700	-0.789298	-1.021998	0.237019	NaN	NaN	NaN	-0.270481	-0.261408	0.285449	1.0	0.474208	-0.392179	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.0	1.0	1.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1090.635934	1782.415551	1471.453571	1082.067660	1661.665582	2298.240579	1853.598035	1355.414981	1657.553299	2725.314613	2220.831157	1627.382071	1304.767547	3022.801684	2562.376781	1895.610355	1668.025296	2731.440549	2224.506851	1629.836161	1676.664643	2308.552658	1860.878944	1360.556957	1103.962161	1792.975951	1479.182736	1087.580811	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	27.487946	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	-0.872498	22.317333	3.807495	8.581563	2.065002	32.489644	5.184998	9.869678	0.00000	0.00000	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	6.910034	0.000000	6.910034	0.000000	6.910034	6.910034	9922.399780	11.106173	-6.878946	-1.237236	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	28.327639	13.586757	3.207044	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	9922.399780	30.426998	15.228916	3.437424	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	68.591772	116.852996	111.095972	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.007140	0.012212	NaN	NaN	7.0	0.182322	0.182322	0.089726	0.089726	0.033475	0.047758	-202.842917	2.871778e+05	-1.355243e+08	1422.707358	0.081909	0.696800	1410.264252	2.407144	1.108126	1.0	1.0	1.0	1.0	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1418.339966	1409.709961	1413.569971	8.391082	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	12.390014	14.109985	13.704992	3.546061	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.055767	9.629081e-01	0.0	0.143026	0.141291	0.141919	0.141772	0.142323	0.144133	0.145536	0.714286	0.285714	0.142857	1.0	0.571429	0.714286	0.857143	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	1.332179	1.386294	1.098612	0.693147	-0.0
	2007-01-16	1.0	9935.959838	1.410384e+07	3.941671	3.698344	-0.195996	1414.849976	1419.422834	7.0	8.576790	0.006042	73.561323	0.523817	-1.913231	23.650025	4.0	3.0	3.0	4.0	1.000000	0.857143	0.142857	0.000000	1.0	NaN	1431.900024	1409.709961	0.864123	3.238644e+07	6.952339e+07	8.921408e+07	2.855808e+09	2.857760e+09	2.855965e+09	1.415619	12.141470	0.0	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1420.231958	1425.201953	1429.347973	1431.197998	1.0	0.716435	0.196118	-0.422348	-0.944273	-1.304766	-1.647460	NaN	NaN	NaN	-0.567716	-0.683310	0.684084	1.0	0.716435	-0.651629	NaN	NaN	NaN	NaN	NaN	NaN	NaN	2.0	2.0	1.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.931822	1780.559154	1470.397627	1081.372885	1657.553299	2298.722358	1854.775111	1356.418464	1657.768570	2728.709010	2223.953383	1629.734931	1311.649402	3028.344900	2566.165750	1898.253491	1676.664643	2739.223354	2230.434674	1634.111115	1685.200230	2315.606676	1866.046736	1364.242889	1106.802728	1799.217911	1484.339382	1091.370113	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	55.018717	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	3.527496	12.131199	3.892487	9.422976	3.698344	10.891468	3.941671	9.032446	0.00000	0.00000	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	4.040039	8.236871	4.040039	8.236871	1.170044	1.170044	9935.959838	-6.768296	-14.732796	-12.493963	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	36.946830	3.490265	2.457225	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	9935.959838	37.561657	15.140582	12.733305	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	100.380922	166.672088	168.873476	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.010603	0.021157	NaN	NaN	7.0	0.182322	0.048728	0.089726	0.089726	0.320775	-0.002624	11.124914	-1.572176e+04	7.405715e+06	1431.283960	0.001050	0.949907	1407.202101	4.073578	0.599382	1.0	1.0	1.0	-1.0	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1423.819946	1409.709961	1414.665967	23.651702	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	8.080078	21.020019	16.649035	-23.309451	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.042121	9.618799e-01	0.0	0.140904	0.141530	0.141384	0.141933	0.143738	0.145137	0.145374	1.000000	0.428571	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	1.039721	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2007-01-17	1.0	9956.869872	1.416323e+07	3.633341	2.963338	-0.055005	1423.819946	1422.409982	7.0	8.310960	0.005843	69.072059	-0.133691	-2.499627	21.800049	3.0	4.0	4.0	3.0	0.857143	0.714286	0.285714	0.142857	1.0	inf	1431.900024	1412.109985	0.864123	3.038264e+07	7.210461e+07	7.198378e+07	2.879481e+09	2.878297e+09	2.877878e+09	1.419898	11.800713	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1412.547974	1413.241968	1414.447974	1418.437964	1427.899975	1430.641992	1430.707983	1431.197998	1.0	0.806842	0.221842	-0.576783	-1.155497	-1.269565	-1.137507	NaN	NaN	NaN	-0.518445	-0.857145	0.610178	1.0	0.806842	-1.229636	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1.0	2.0	1.0	1.277034	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.322638	1784.190808	1473.906317	1084.043800	1657.768570	2304.712391	1860.124635	1360.420024	1662.502562	2736.041657	2229.801517	1633.995807	1320.607327	3035.862291	2571.788151	1902.288496	1685.200230	2745.892379	2235.272106	1637.552507	1687.521207	2321.381437	1870.857550	1367.784873	1104.260167	1803.086714	1488.228099	1094.349513	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	47.341055	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	-0.729981	0.729981	1.005005	3.010176	1.734986	1.010035	3.659993	16.104710	4.146647	12.305577	3.659993	16.104710	4.146647	12.305577	2.963338	14.428099	3.633341	10.008302	8.96997	8.96997	8.96997	8.96997	3.942505	17.260759	4.582519	11.804620	0.00000	0.00000	2.266683	11.780831	3.120036	7.184060	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9956.869872	-20.068966	-4.777321	-8.648768	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	34.092428	5.245705	1.437713	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	9956.869872	39.560802	7.095084	8.767452	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	120.483767	132.324471	170.561840	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.007996	0.014603	NaN	NaN	7.0	0.182322	0.048728	0.279777	0.279777	0.185620	0.007522	-32.181593	4.589394e+04	-2.181577e+07	1435.526774	0.001991	0.935083	1410.752821	3.885720	0.658664	1.0	1.0	1.0	-1.0	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1430.729980	1412.109985	1418.869971	52.676159	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1.170044	18.510010	12.390039	-52.266541	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	-2.591408	9.478614e-02	1.0	0.140937	0.140791	0.141338	0.143136	0.144528	0.144765	0.144506	0.857143	0.571429	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2007-01-18	1.0	9970.399901	1.420165e+07	4.220011	2.376668	-0.698999	1426.369995	1424.342843	7.0	7.381920	0.005183	54.492749	-0.800161	-1.126892	25.320068	3.0	4.0	4.0	3.0	0.714286	0.571429	0.142857	0.000000	1.0	inf	1431.900024	1412.109985	0.864123	2.425488e+07	5.158183e+07	5.791130e+07	2.899317e+09	2.894320e+09	2.881764e+09	1.696231	12.521440	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1413.753980	1416.643970	1422.025952	1424.839966	1428.919995	1430.641992	1430.707983	1431.197998	1.0	0.691774	-0.010184	-0.643236	-0.936480	-0.881136	-0.455067	NaN	NaN	NaN	-0.372388	-0.549152	0.320142	1.0	0.691774	-0.937263	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1.0	2.0	1.0	1.475076	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1084.267375	1789.038417	1478.410191	1087.440602	1662.502562	2311.103630	1865.164953	1364.082935	1672.239492	2742.910041	2234.677082	1637.444076	1330.200668	3041.650078	2575.611511	1904.933203	1687.521207	2750.388873	2238.986047	1640.282559	1683.253483	2323.699027	1873.598022	1369.943117	1099.414296	1802.755734	1488.667354	1094.796802	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	22.515576	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	2.739991	2.739991	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	2.486654	29.160024	5.319987	7.041209	2.376668	20.482524	4.220011	8.322581	0.00000	0.00000	-4.25000	4.25000	0.637512	16.798215	3.402527	5.627448	-4.25000	4.25000	-1.453328	4.911162	2.233358	2.035439	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9970.399901	-30.731494	-7.061845	-5.021665	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	16.143934	7.365980	0.822565	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	9970.399901	34.713849	10.204279	5.088588	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	152.286060	133.792396	170.697378	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.007024	0.012059	NaN	NaN	7.0	0.182322	0.048728	0.048728	0.045429	0.089726	0.009583	-40.969186	5.837954e+04	-2.772887e+07	1434.657342	0.031742	0.797316	1415.514256	2.942862	0.996268	-1.0	1.0	1.0	-1.0	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	1431.900024	1412.109985	1422.681982	64.828994	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	-1.280029	14.260010	5.813013	-60.313369	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	-7.248865	1.801999e-10	1.0	0.140410	0.140955	0.142748	0.144137	0.144373	0.144115	0.143260	0.714286	0.428571	0.142857	1.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.386294	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0

2. feature filtering

2.1 remove features with more than half of data missing

df_features.shape
  

(3295, 779)

missing = df_features.isna().sum()
print(missing[missing>df_features.shape[0]*0.5].sort_values(ascending=False).head(10))
drop_cols = missing[missing>df_features.shape[0]*0.5].index.tolist()
print('features with more than half data missing:')
print(len(drop_cols), drop_cols[:5])
  

Close__agg_linear_trend__attr_"stderr"__chunk_len_50__f_agg_"var"    3295
Close__fft_coefficient__attr_"imag"__coeff_14                        3295
Close__fft_coefficient__attr_"real"__coeff_98                        3295
Close__fft_coefficient__attr_"real"__coeff_99                        3295
Close__fft_coefficient__attr_"imag"__coeff_4                         3295
Close__fft_coefficient__attr_"imag"__coeff_5                         3295
Close__fft_coefficient__attr_"imag"__coeff_6                         3295
Close__fft_coefficient__attr_"imag"__coeff_7                         3295
Close__fft_coefficient__attr_"imag"__coeff_8                         3295
Close__fft_coefficient__attr_"imag"__coeff_9                         3295
dtype: int64
features with more than half data missing:
473 ['Close__sample_entropy', 'Close__autocorrelation__lag_7', 'Close__autocorrelation__lag_8', 'Close__autocorrelation__lag_9', 'Close__partial_autocorrelation__lag_3']
  

print(df_features.shape)
df_features.drop(columns=drop_cols, inplace=True)
print(df_features.shape)
  

(3295, 779)
(3295, 306)
  

missing = df_features.isna().sum()
print(missing[missing>0].sort_values(ascending=False).head(10))
  

Close__max_langevin_fixed_point__m_3__r_30           15
Close__friedrich_coefficients__coeff_3__m_3__r_30    15
Close__friedrich_coefficients__coeff_2__m_3__r_30    15
Close__friedrich_coefficients__coeff_1__m_3__r_30    15
Close__friedrich_coefficients__coeff_0__m_3__r_30    15
dtype: int64
  

2.2 impute missing values

from tsfresh.utilities.dataframe_functions import impute
  

impute(df_features)
  

		Close__variance_larger_than_standard_deviation	Close__has_duplicate_max	Close__has_duplicate_min	Close__has_duplicate	Close__sum_values	Close__abs_energy	Close__mean_abs_change	Close__mean_change	Close__mean_second_derivative_central	Close__median	Close__mean	Close__length	Close__standard_deviation	Close__variation_coefficient	Close__variance	Close__skewness	Close__kurtosis	Close__absolute_sum_of_changes	Close__longest_strike_below_mean	Close__longest_strike_above_mean	Close__count_above_mean	Close__count_below_mean	Close__last_location_of_maximum	Close__first_location_of_maximum	Close__last_location_of_minimum	Close__first_location_of_minimum	Close__percentage_of_reoccurring_values_to_all_values	Close__percentage_of_reoccurring_datapoints_to_all_datapoints	Close__sum_of_reoccurring_values	Close__sum_of_reoccurring_data_points	Close__ratio_value_number_to_time_series_length	Close__maximum	Close__minimum	Close__benford_correlation	Close__time_reversal_asymmetry_statistic__lag_1	Close__time_reversal_asymmetry_statistic__lag_2	Close__time_reversal_asymmetry_statistic__lag_3	Close__c3__lag_1	Close__c3__lag_2	Close__c3__lag_3	Close__cid_ce__normalize_True	Close__cid_ce__normalize_False	Close__symmetry_looking__r_0.0	Close__symmetry_looking__r_0.05	Close__symmetry_looking__r_0.1	Close__symmetry_looking__r_0.15000000000000002	Close__symmetry_looking__r_0.2	Close__symmetry_looking__r_0.25	Close__symmetry_looking__r_0.30000000000000004	Close__symmetry_looking__r_0.35000000000000003	Close__symmetry_looking__r_0.4	Close__symmetry_looking__r_0.45	Close__symmetry_looking__r_0.5	Close__symmetry_looking__r_0.55	Close__symmetry_looking__r_0.6000000000000001	Close__symmetry_looking__r_0.65	Close__symmetry_looking__r_0.7000000000000001	Close__symmetry_looking__r_0.75	Close__symmetry_looking__r_0.8	Close__symmetry_looking__r_0.8500000000000001	Close__symmetry_looking__r_0.9	Close__symmetry_looking__r_0.9500000000000001	Close__large_standard_deviation__r_0.05	Close__large_standard_deviation__r_0.1	Close__large_standard_deviation__r_0.15000000000000002	Close__large_standard_deviation__r_0.2	Close__large_standard_deviation__r_0.25	Close__large_standard_deviation__r_0.30000000000000004	Close__large_standard_deviation__r_0.35000000000000003	Close__large_standard_deviation__r_0.4	Close__large_standard_deviation__r_0.45	Close__large_standard_deviation__r_0.5	Close__large_standard_deviation__r_0.55	Close__large_standard_deviation__r_0.6000000000000001	Close__large_standard_deviation__r_0.65	Close__large_standard_deviation__r_0.7000000000000001	Close__large_standard_deviation__r_0.75	Close__large_standard_deviation__r_0.8	Close__large_standard_deviation__r_0.8500000000000001	Close__large_standard_deviation__r_0.9	Close__large_standard_deviation__r_0.9500000000000001	Close__quantile__q_0.1	Close__quantile__q_0.2	Close__quantile__q_0.3	Close__quantile__q_0.4	Close__quantile__q_0.6	Close__quantile__q_0.7	Close__quantile__q_0.8	Close__quantile__q_0.9	Close__autocorrelation__lag_0	Close__autocorrelation__lag_1	Close__autocorrelation__lag_2	Close__autocorrelation__lag_3	Close__autocorrelation__lag_4	Close__autocorrelation__lag_5	Close__autocorrelation__lag_6	Close__agg_autocorrelation__f_agg_"mean"__maxlag_40	Close__agg_autocorrelation__f_agg_"median"__maxlag_40	Close__agg_autocorrelation__f_agg_"var"__maxlag_40	Close__partial_autocorrelation__lag_0	Close__partial_autocorrelation__lag_1	Close__partial_autocorrelation__lag_2	Close__number_cwt_peaks__n_1	Close__number_cwt_peaks__n_5	Close__number_peaks__n_1	Close__number_peaks__n_3	Close__number_peaks__n_5	Close__number_peaks__n_10	Close__number_peaks__n_50	Close__binned_entropy__max_bins_10	Close__index_mass_quantile__q_0.1	Close__index_mass_quantile__q_0.2	Close__index_mass_quantile__q_0.3	Close__index_mass_quantile__q_0.4	Close__index_mass_quantile__q_0.6	Close__index_mass_quantile__q_0.7	Close__index_mass_quantile__q_0.8	Close__index_mass_quantile__q_0.9	Close__cwt_coefficients__coeff_0__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_20__widths_(2, 5, 10, 20)	Close__spkt_welch_density__coeff_2	Close__ar_coefficient__coeff_10__k_10	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.4__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.4__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.4__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.4__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.8	Close__fft_coefficient__attr_"real"__coeff_0	Close__fft_coefficient__attr_"real"__coeff_1	Close__fft_coefficient__attr_"real"__coeff_2	Close__fft_coefficient__attr_"real"__coeff_3	Close__fft_coefficient__attr_"imag"__coeff_0	Close__fft_coefficient__attr_"imag"__coeff_1	Close__fft_coefficient__attr_"imag"__coeff_2	Close__fft_coefficient__attr_"imag"__coeff_3	Close__fft_coefficient__attr_"abs"__coeff_0	Close__fft_coefficient__attr_"abs"__coeff_1	Close__fft_coefficient__attr_"abs"__coeff_2	Close__fft_coefficient__attr_"abs"__coeff_3	Close__fft_coefficient__attr_"angle"__coeff_0	Close__fft_coefficient__attr_"angle"__coeff_1	Close__fft_coefficient__attr_"angle"__coeff_2	Close__fft_coefficient__attr_"angle"__coeff_3	Close__fft_aggregated__aggtype_"centroid"	Close__fft_aggregated__aggtype_"variance"	Close__value_count__value_0	Close__value_count__value_1	Close__value_count__value_-1	Close__range_count__max_1__min_-1	Close__range_count__max_0__min_1000000000000.0	Close__range_count__max_1000000000000.0__min_0	Close__approximate_entropy__m_2__r_0.1	Close__approximate_entropy__m_2__r_0.3	Close__approximate_entropy__m_2__r_0.5	Close__approximate_entropy__m_2__r_0.7	Close__approximate_entropy__m_2__r_0.9	Close__friedrich_coefficients__coeff_0__m_3__r_30	Close__friedrich_coefficients__coeff_1__m_3__r_30	Close__friedrich_coefficients__coeff_2__m_3__r_30	Close__friedrich_coefficients__coeff_3__m_3__r_30	Close__max_langevin_fixed_point__m_3__r_30	Close__linear_trend__attr_"pvalue"	Close__linear_trend__attr_"rvalue"	Close__linear_trend__attr_"intercept"	Close__linear_trend__attr_"slope"	Close__linear_trend__attr_"stderr"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"stderr"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"stderr"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"stderr"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"stderr"__chunk_len_5__f_agg_"var"	Close__augmented_dickey_fuller__attr_"teststat"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"pvalue"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"usedlag"__autolag_"AIC"	Close__number_crossing_m__m_0	Close__number_crossing_m__m_-1	Close__number_crossing_m__m_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_0	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_2	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_3	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_4	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_5	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_6	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_7	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_8	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_9	Close__ratio_beyond_r_sigma__r_0.5	Close__ratio_beyond_r_sigma__r_1	Close__ratio_beyond_r_sigma__r_1.5	Close__ratio_beyond_r_sigma__r_2	Close__ratio_beyond_r_sigma__r_2.5	Close__ratio_beyond_r_sigma__r_3	Close__ratio_beyond_r_sigma__r_5	Close__ratio_beyond_r_sigma__r_6	Close__ratio_beyond_r_sigma__r_7	Close__ratio_beyond_r_sigma__r_10	Close__count_above__t_0	Close__count_below__t_0	Close__lempel_ziv_complexity__bins_2	Close__lempel_ziv_complexity__bins_3	Close__lempel_ziv_complexity__bins_5	Close__lempel_ziv_complexity__bins_10	Close__lempel_ziv_complexity__bins_100	Close__fourier_entropy__bins_2	Close__fourier_entropy__bins_3	Close__fourier_entropy__bins_5	Close__fourier_entropy__bins_10	Close__fourier_entropy__bins_100	Close__permutation_entropy__dimension_3__tau_1	Close__permutation_entropy__dimension_4__tau_1	Close__permutation_entropy__dimension_5__tau_1	Close__permutation_entropy__dimension_6__tau_1	Close__permutation_entropy__dimension_7__tau_1
1	2007-01-11	1.0	0.0	0.0	0.0	9908.269776	1.402496e+07	4.323324	1.203328	0.722998	1414.849976	1415.467111	7.0	4.326073	0.003056	18.714907	0.825436	0.679915	25.939942	4.0	2.0	3.0	4.0	1.000000	0.857143	0.428571	0.285714	0.0	0.0	0.0	0.0	1.0	1423.819946	1409.709961	0.864123	3.001703e+06	8.194405e+06	2.897416e+07	2.827448e+09	2.829842e+09	2.849675e+09	3.064915	13.259045	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1415.899976	1416.947974	1417.991968	1420.531958	1.0	0.067474	-0.226154	-0.414267	-0.955827	0.622428	0.505620	-0.066788	-0.079340	0.292871	1.0	0.067474	-0.231761	1.0	2.0	2.0	0.0	0.0	0.0	0.0	1.945910	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1092.890232	1784.100473	1472.674315	1082.936512	1665.663395	2299.461895	1854.183876	1355.773566	1661.665582	2724.309499	2219.205011	1626.046175	1304.985330	3019.046500	2558.839384	1892.931325	1660.852236	2726.139942	2220.997060	1627.412356	1668.025296	2301.121766	1855.253095	1356.505531	1095.901518	1786.348989	1474.331060	1084.120946	0.221269	0.0	0.000000	0.0	0.000000	0.0	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	1.713338	3.010257	2.199992	1.105818	1.203328	27.852379	4.323324	10.609250	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	0.000000	0.000000	0.000000	0.00000	5.354980	13.068153	5.354980	13.068153	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	5.354980	13.068153	5.354980	13.068153	0.0	0.0	0.0	0.0	1.739990	0.000000	1.739990	0.000000	0.000000	0.0	0.000000	0.0	9908.269776	14.942022	0.646814	-11.623808	0.0	8.978838	3.683139	-2.352630	9908.269776	17.432256	3.739503	11.859502	0.0	31.002157	80.039569	-168.558043	0.006085	0.013958	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.182322	0.182322	0.231830	0.089726	-0.172668	732.046794	-1.034532e+06	4.873344e+08	1417.322689	0.540053	0.282010	1413.637116	0.609998	0.928076	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.919971	9.777085	5.479980	5.140015	5.414990	10.338005	0.0	0.0	0.0	0.0	-1.091160	7.185842e-01	0.0	0.0	0.0	0.0	0.143085	0.143436	0.141696	0.142326	0.142179	0.142731	0.144547	0.0	0.0	0.0	0.714286	0.285714	0.142857	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.428571	0.714286	0.857143	0.857143	1.0	0.562335	1.039721	1.386294	1.386294	1.386294	1.609438	1.386294	1.098612	0.693147	-0.0
	2007-01-12	1.0	0.0	0.0	0.0	9922.399780	1.406519e+07	5.184998	2.065002	1.554004	1414.849976	1417.485683	7.0	6.909142	0.004874	47.736244	1.029587	0.224793	31.109986	4.0	2.0	3.0	4.0	1.000000	0.857143	0.285714	0.142857	0.0	0.0	0.0	0.0	1.0	1430.729980	1409.709961	0.864123	2.139352e+07	3.815444e+07	4.984751e+07	2.837403e+09	2.843172e+09	2.865540e+09	2.149330	14.850026	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1416.943970	1419.435962	1422.723950	1426.583960	1.0	0.474208	-0.079115	-0.443700	-0.789298	-1.021998	0.237019	-0.270481	-0.261408	0.285449	1.0	0.474208	-0.392179	0.0	1.0	1.0	0.0	0.0	0.0	0.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1090.635934	1782.415551	1471.453571	1082.067660	1661.665582	2298.240579	1853.598035	1355.414981	1657.553299	2725.314613	2220.831157	1627.382071	1304.767547	3022.801684	2562.376781	1895.610355	1668.025296	2731.440549	2224.506851	1629.836161	1676.664643	2308.552658	1860.878944	1360.556957	1103.962161	1792.975951	1479.182736	1087.580811	27.487946	0.0	0.000000	0.0	0.000000	0.0	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	-0.872498	22.317333	3.807495	8.581563	2.065002	32.489644	5.184998	9.869678	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	0.000000	0.000000	0.000000	0.00000	7.940002	1.060834	7.940002	1.060834	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	7.940002	1.060834	7.940002	1.060834	0.0	0.0	0.0	0.0	6.910034	0.000000	6.910034	0.000000	6.910034	0.0	6.910034	0.0	9922.399780	11.106173	-6.878946	-1.237236	0.0	28.327639	13.586757	3.207044	9922.399780	30.426998	15.228916	3.437424	0.0	68.591772	116.852996	111.095972	0.007140	0.012212	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.182322	0.089726	0.089726	0.033475	0.047758	-202.842917	2.871778e+05	-1.355243e+08	1422.707358	0.081909	0.696800	1410.264252	2.407144	1.108126	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.569971	8.391082	12.390014	14.109985	13.704992	3.546061	0.0	0.0	0.0	0.0	0.055767	9.629081e-01	0.0	0.0	0.0	0.0	0.143026	0.141291	0.141919	0.141772	0.142323	0.144133	0.145536	0.0	0.0	0.0	0.714286	0.285714	0.142857	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.714286	0.857143	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	1.332179	1.386294	1.098612	0.693147	-0.0
	2007-01-16	1.0	0.0	0.0	0.0	9935.959838	1.410384e+07	3.941671	3.698344	-0.195996	1414.849976	1419.422834	7.0	8.576790	0.006042	73.561323	0.523817	-1.913231	23.650025	4.0	3.0	3.0	4.0	1.000000	0.857143	0.142857	0.000000	0.0	0.0	0.0	0.0	1.0	1431.900024	1409.709961	0.864123	3.238644e+07	6.952339e+07	8.921408e+07	2.855808e+09	2.857760e+09	2.855965e+09	1.415619	12.141470	0.0	0.0	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1420.231958	1425.201953	1429.347973	1431.197998	1.0	0.716435	0.196118	-0.422348	-0.944273	-1.304766	-1.647460	-0.567716	-0.683310	0.684084	1.0	0.716435	-0.651629	2.0	2.0	1.0	0.0	0.0	0.0	0.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.931822	1780.559154	1470.397627	1081.372885	1657.553299	2298.722358	1854.775111	1356.418464	1657.768570	2728.709010	2223.953383	1629.734931	1311.649402	3028.344900	2566.165750	1898.253491	1676.664643	2739.223354	2230.434674	1634.111115	1685.200230	2315.606676	1866.046736	1364.242889	1106.802728	1799.217911	1484.339382	1091.370113	55.018717	0.0	0.000000	0.0	0.000000	0.0	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	3.527496	12.131199	3.892487	9.422976	3.698344	10.891468	3.941671	9.032446	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	8.969970	0.000000	8.969970	0.00000	5.683349	10.892185	5.683349	10.892185	0.0	0.0	0.0	0.0	8.969970	0.0	8.969970	0.0	5.683349	10.892185	5.683349	10.892185	0.0	0.0	0.0	0.0	4.040039	8.236871	4.040039	8.236871	1.170044	0.0	1.170044	0.0	9935.959838	-6.768296	-14.732796	-12.493963	0.0	36.946830	3.490265	2.457225	9935.959838	37.561657	15.140582	12.733305	0.0	100.380922	166.672088	168.873476	0.010603	0.021157	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.048728	0.089726	0.089726	0.320775	-0.002624	11.124914	-1.572176e+04	7.405715e+06	1431.283960	0.001050	0.949907	1407.202101	4.073578	0.599382	1.0	1.0	1.0	-1.0	1423.819946	1409.709961	1414.665967	23.651702	8.080078	21.020019	16.649035	-23.309451	0.0	0.0	0.0	0.0	0.042121	9.618799e-01	0.0	0.0	0.0	0.0	0.140904	0.141530	0.141384	0.141933	0.143738	0.145137	0.145374	0.0	0.0	0.0	1.000000	0.428571	0.000000	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	1.039721	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2007-01-17	1.0	0.0	0.0	0.0	9956.869872	1.416323e+07	3.633341	2.963338	-0.055005	1423.819946	1422.409982	7.0	8.310960	0.005843	69.072059	-0.133691	-2.499627	21.800049	3.0	4.0	4.0	3.0	0.857143	0.714286	0.285714	0.142857	0.0	0.0	0.0	0.0	1.0	1431.900024	1412.109985	0.864123	3.038264e+07	7.210461e+07	7.198378e+07	2.879481e+09	2.878297e+09	2.877878e+09	1.419898	11.800713	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	1412.547974	1413.241968	1414.447974	1418.437964	1427.899975	1430.641992	1430.707983	1431.197998	1.0	0.806842	0.221842	-0.576783	-1.155497	-1.269565	-1.137507	-0.518445	-0.857145	0.610178	1.0	0.806842	-1.229636	1.0	2.0	1.0	0.0	0.0	0.0	0.0	1.277034	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.322638	1784.190808	1473.906317	1084.043800	1657.768570	2304.712391	1860.124635	1360.420024	1662.502562	2736.041657	2229.801517	1633.995807	1320.607327	3035.862291	2571.788151	1902.288496	1685.200230	2745.892379	2235.272106	1637.552507	1687.521207	2321.381437	1870.857550	1367.784873	1104.260167	1803.086714	1488.228099	1094.349513	47.341055	0.0	-0.729981	0.0	0.729981	0.0	1.005005	3.010176	1.734986	1.010035	3.659993	16.104710	4.146647	12.305577	3.659993	16.104710	4.146647	12.305577	2.963338	14.428099	3.633341	10.008302	0.0	0.0	0.0	0.0	8.969970	0.0	8.969970	0.0	8.969970	0.000000	8.969970	0.00000	3.942505	17.260759	4.582519	11.804620	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	2.266683	11.780831	3.120036	7.184060	0.0	0.0	0.0	0.0	-0.054993	1.500714	1.225036	0.003024	1.170044	0.0	1.170044	0.0	9956.869872	-20.068966	-4.777321	-8.648768	0.0	34.092428	5.245705	1.437713	9956.869872	39.560802	7.095084	8.767452	0.0	120.483767	132.324471	170.561840	0.007996	0.014603	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.048728	0.279777	0.279777	0.185620	0.007522	-32.181593	4.589394e+04	-2.181577e+07	1435.526774	0.001991	0.935083	1410.752821	3.885720	0.658664	1.0	1.0	1.0	-1.0	1430.729980	1412.109985	1418.869971	52.676159	1.170044	18.510010	12.390039	-52.266541	0.0	0.0	0.0	0.0	-2.591408	9.478614e-02	1.0	0.0	0.0	0.0	0.140937	0.140791	0.141338	0.143136	0.144528	0.144765	0.144506	0.0	0.0	0.0	0.857143	0.571429	0.000000	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2007-01-18	1.0	0.0	0.0	0.0	9970.399901	1.420165e+07	4.220011	2.376668	-0.698999	1426.369995	1424.342843	7.0	7.381920	0.005183	54.492749	-0.800161	-1.126892	25.320068	3.0	4.0	4.0	3.0	0.714286	0.571429	0.142857	0.000000	0.0	0.0	0.0	0.0	1.0	1431.900024	1412.109985	0.864123	2.425488e+07	5.158183e+07	5.791130e+07	2.899317e+09	2.894320e+09	2.881764e+09	1.696231	12.521440	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	1413.753980	1416.643970	1422.025952	1424.839966	1428.919995	1430.641992	1430.707983	1431.197998	1.0	0.691774	-0.010184	-0.643236	-0.936480	-0.881136	-0.455067	-0.372388	-0.549152	0.320142	1.0	0.691774	-0.937263	1.0	2.0	1.0	0.0	0.0	0.0	0.0	1.475076	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1084.267375	1789.038417	1478.410191	1087.440602	1662.502562	2311.103630	1865.164953	1364.082935	1672.239492	2742.910041	2234.677082	1637.444076	1330.200668	3041.650078	2575.611511	1904.933203	1687.521207	2750.388873	2238.986047	1640.282559	1683.253483	2323.699027	1873.598022	1369.943117	1099.414296	1802.755734	1488.667354	1094.796802	22.515576	0.0	2.739991	0.0	2.739991	0.0	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	2.486654	29.160024	5.319987	7.041209	2.376668	20.482524	4.220011	8.322581	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	-4.250000	0.000000	4.250000	0.00000	0.637512	16.798215	3.402527	5.627448	0.0	0.0	0.0	0.0	-4.250000	0.0	4.250000	0.0	-1.453328	4.911162	2.233358	2.035439	0.0	0.0	0.0	0.0	-0.054993	1.500714	1.225036	0.003024	1.170044	0.0	1.170044	0.0	9970.399901	-30.731494	-7.061845	-5.021665	0.0	16.143934	7.365980	0.822565	9970.399901	34.713849	10.204279	5.088588	0.0	152.286060	133.792396	170.697378	0.007024	0.012059	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.048728	0.048728	0.045429	0.089726	0.009583	-40.969186	5.837954e+04	-2.772887e+07	1434.657342	0.031742	0.797316	1415.514256	2.942862	0.996268	-1.0	1.0	1.0	-1.0	1431.900024	1412.109985	1422.681982	64.828994	-1.280029	14.260010	5.813013	-60.313369	0.0	0.0	0.0	0.0	-7.248865	1.801999e-10	1.0	0.0	0.0	0.0	0.140410	0.140955	0.142748	0.144137	0.144373	0.144115	0.143260	0.0	0.0	0.0	0.714286	0.428571	0.142857	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.386294	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
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	2020-02-06	1.0	0.0	0.0	0.0	23009.559814	7.564553e+07	31.443319	12.063354	0.083008	3283.659912	3287.079973	7.0	40.120402	0.012205	1609.646659	0.057011	-0.961725	188.659911	4.0	3.0	3.0	4.0	1.000000	0.857143	0.428571	0.285714	0.0	0.0	0.0	0.0	1.0	3345.780029	3225.520020	0.062915	5.406526e+08	1.405316e+09	1.556548e+09	3.523128e+10	3.532672e+10	3.558242e+10	2.215555	88.888945	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	3239.559961	3253.815918	3268.503906	3277.503906	3292.018018	3305.010059	3327.269970	3339.125976	1.0	0.569533	-0.108620	-0.727610	-0.811810	-0.264675	-0.498880	-0.307010	-0.381777	0.213003	1.0	0.569533	-0.640865	1.0	2.0	1.0	0.0	0.0	0.0	0.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	2531.852484	4111.990185	3392.642933	2494.528862	3831.172737	5306.640743	4281.792952	3131.343434	3799.945768	6303.242352	5141.178386	3768.183398	2992.998312	7004.145420	5940.957478	4395.634896	3877.560394	6339.334547	5162.636248	3782.513712	3939.041393	5364.213558	4317.619648	3155.639960	2596.956748	4180.366882	3444.882243	2532.194392	2291.249326	0.0	23.399902	0.0	23.399902	0.0	23.399902	0.000000	23.399902	0.000000	-8.159993	1277.771262	30.599935	408.000752	6.047546	1563.891011	35.117493	367.225550	12.063354	1171.349555	31.443319	328.191799	0.0	0.0	0.0	0.0	10.260010	0.0	10.260010	0.0	10.260010	0.000000	10.260010	0.00000	19.483317	155.286009	19.483317	155.286009	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	24.094971	169.126969	24.094971	169.126969	0.0	0.0	0.0	0.0	24.094971	169.126969	24.094971	169.126969	11.090088	0.0	11.090088	0.0	23009.559814	48.802337	-30.651978	-66.030609	0.0	176.117460	-24.856286	-10.949669	23009.559814	182.754009	39.463638	66.932329	0.0	74.511890	-140.960731	-170.584484	0.019850	0.040080	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.182322	0.182322	0.048728	0.048728	0.000202	-1.978848	6.467264e+03	-7.044525e+06	3323.616091	0.082033	0.696601	3245.158133	13.973947	6.436466	1.0	1.0	1.0	-1.0	3297.590088	3225.520020	3265.817969	658.951374	48.189941	109.169921	74.417016	-628.203861	0.0	0.0	0.0	0.0	-0.464087	8.988363e-01	0.0	0.0	0.0	0.0	0.141649	0.142539	0.137536	0.139539	0.143751	0.147003	0.147983	0.0	0.0	0.0	0.571429	0.428571	0.142857	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.428571	0.571429	0.714286	0.857143	1.0	0.562335	0.562335	1.039721	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2020-02-07	1.0	0.0	0.0	0.0	23063.869873	7.600404e+07	32.744995	7.341675	4.006982	3297.590088	3294.838553	7.0	41.934999	0.012727	1758.544174	-0.502863	-1.189890	196.469969	3.0	4.0	4.0	3.0	0.857143	0.714286	0.285714	0.142857	0.0	0.0	0.0	0.0	1.0	3345.780029	3225.520020	0.062915	7.138882e+08	1.810396e+09	9.603610e+08	3.572277e+10	3.573857e+10	3.603299e+10	2.149158	90.124936	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	3239.559961	3255.867920	3276.711914	3289.231982	3315.662012	3329.105957	3333.293945	3339.125976	1.0	0.724635	-0.006506	-0.716774	-1.039891	-0.809776	-0.208956	-0.342878	-0.462865	0.352381	1.0	0.724635	-1.119385	1.0	2.0	1.0	0.0	0.0	0.0	0.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	2502.431478	4111.879004	3397.401192	2498.879153	3799.945768	5318.706148	4296.354258	3142.823988	3807.692631	6325.406223	5159.906994	3782.018550	3049.349212	7029.334930	5956.645398	4406.310770	3939.041393	6365.084526	5176.460532	3791.374916	3947.743592	5394.951308	4343.947239	3175.152097	2578.263040	4198.655884	3464.110365	2547.043781	1346.157475	0.0	23.399902	0.0	23.399902	0.0	-17.369995	1662.184501	40.769897	301.716726	4.643392	2077.301415	43.403320	215.014318	4.643392	2077.301415	43.403320	215.014318	7.341675	1299.850480	32.744995	281.515983	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	0.000000	0.000000	0.000000	0.00000	10.039958	507.838084	22.086670	120.817857	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	10.039958	507.838084	22.086670	120.817857	0.0	0.0	0.0	0.0	-3.489990	212.578674	14.580078	12.180030	11.090088	0.0	11.090088	0.0	23063.869873	-73.404647	18.968668	15.310734	0.0	190.423958	28.595967	4.779955	23063.869873	204.082155	34.315299	16.039531	0.0	111.080659	56.442343	17.338172	0.013759	0.020640	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.182322	0.048728	0.048728	0.045429	-0.000051	0.509022	-1.683615e+03	1.856304e+06	3307.485553	0.038215	0.780869	3245.719962	16.372864	5.857736	1.0	1.0	1.0	-1.0	3334.689941	3225.520020	3278.075977	1445.865187	11.090088	102.189941	58.669018	-1364.233348	0.0	0.0	0.0	0.0	-10.325013	2.941287e-18	1.0	0.0	0.0	0.0	0.141866	0.136887	0.138881	0.143073	0.146310	0.147285	0.145698	0.0	0.0	0.0	0.714286	0.428571	0.142857	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.714286	0.857143	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2020-02-10	1.0	0.0	0.0	0.0	23132.300049	7.645812e+07	27.118367	21.095011	0.098022	3327.709961	3304.614293	7.0	45.971466	0.013911	2113.375693	-0.860719	-0.961861	162.710204	3.0	4.0	4.0	3.0	1.000000	0.857143	0.142857	0.000000	0.0	0.0	0.0	0.0	1.0	3352.090088	3225.520020	0.062915	8.884176e+08	1.848817e+09	2.776225e+09	3.630487e+10	3.620791e+10	3.605545e+10	1.589081	73.052362	0.0	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	3239.559961	3258.653955	3287.856055	3309.638037	3331.897949	3336.907959	3343.562011	3348.304053	1.0	0.620680	0.117383	-0.402895	-0.769031	-1.057756	-1.776808	-0.544738	-0.585963	0.608036	1.0	0.620680	-0.435719	1.0	2.0	1.0	0.0	0.0	0.0	0.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	2467.039757	4120.199597	3409.190497	2508.377336	3807.692631	5337.784130	4312.434884	3154.699038	3866.597076	6348.468321	5173.146822	3790.771130	3104.762406	7060.140127	5976.286910	4419.742159	3947.743592	6403.155055	5209.080333	3815.544700	3938.946286	5422.138838	4369.762268	3194.712051	2576.646615	4212.545226	3477.629508	2557.353929	871.491458	0.0	23.399902	0.0	23.399902	0.0	36.035034	159.646561	36.035034	159.646561	36.035034	159.646561	36.035034	159.646561	36.389974	106.683005	36.389974	106.683005	21.095011	444.441758	27.118367	154.035414	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	37.099853	0.000000	37.099853	0.00000	13.625000	419.436149	22.660034	91.599633	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	5.800049	314.328766	17.846761	29.462456	0.0	0.0	0.0	0.0	11.090088	0.000000	11.090088	0.000000	0.000000	0.0	0.000000	0.0	23132.300049	-151.980977	-47.327079	-77.521898	0.0	114.838198	78.844371	32.027229	23132.300049	190.488921	91.958074	83.877220	0.0	142.924977	120.974686	157.552629	0.026641	0.055175	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.048728	0.231830	0.253197	0.148999	-0.000024	0.227850	-7.092440e+02	7.339361e+05	3338.941783	0.004481	0.909695	3241.884269	20.910008	4.268852	1.0	1.0	1.0	-1.0	3345.780029	3225.520020	3290.500000	2202.040505	6.310059	102.189941	49.400024	-2053.442857	0.0	0.0	0.0	0.0	-1.683590	4.395866e-01	0.0	0.0	0.0	0.0	0.136074	0.138056	0.142223	0.145441	0.146410	0.144833	0.146963	0.0	0.0	0.0	0.857143	0.428571	0.142857	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.386294	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2020-02-11	1.0	0.0	0.0	0.0	23264.530029	7.732863e+07	24.161702	18.138346	-4.301025	3334.689941	3323.504290	7.0	35.583514	0.010707	1266.186474	-1.464097	1.807174	144.970214	2.0	5.0	5.0	2.0	1.000000	0.857143	0.142857	0.000000	0.0	0.0	0.0	0.0	1.0	3357.750000	3248.919922	0.062915	7.175816e+08	1.151347e+09	2.405631e+09	3.688447e+10	3.676569e+10	3.649932e+10	1.951306	69.434334	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	3278.122022	3303.614063	3321.685986	3330.501953	3341.343994	3347.042041	3350.828076	3354.354053	1.0	0.406068	-0.092197	-0.135803	-0.176750	-1.192361	-2.017234	-0.534713	-0.156277	0.666421	1.0	0.406068	-0.307850	1.0	1.0	1.0	0.0	0.0	0.0	0.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	2498.386815	4160.498120	3440.979085	2531.485785	3866.597076	5378.332887	4340.679901	3174.558825	3907.540226	6391.328819	5206.660818	3815.101153	3112.055948	7099.384238	6010.257195	4444.972924	3938.946286	6432.044910	5236.356116	3836.185938	3939.627337	5438.093998	4384.810579	3206.115768	2587.254056	4220.503737	3483.751264	2561.788915	333.131002	0.0	48.670166	0.0	48.670166	0.0	48.670166	0.000000	48.670166	0.000000	42.885010	33.468036	42.885010	33.468036	19.697510	660.683500	28.732544	223.116320	18.138346	474.521518	24.161702	219.733266	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	-3.489990	212.578674	14.580078	12.18003	5.765015	235.750256	14.800049	49.944208	0.0	0.0	0.0	0.0	11.090088	0.0	11.090088	0.0	8.375000	7.371703	8.375000	7.371703	0.0	0.0	0.0	0.0	5.659912	0.000000	5.659912	0.000000	5.659912	0.0	5.659912	0.0	23264.530029	-102.098664	-95.760251	-63.186373	0.0	56.158494	65.229685	-5.118589	23264.530029	116.524304	115.866032	63.393356	0.0	151.187384	145.738207	-175.368708	0.022854	0.048311	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.048728	0.231830	0.148999	0.039257	0.000053	-0.533547	1.780235e+03	-1.978979e+06	3463.602560	0.013005	0.860170	3277.592477	15.303938	4.057983	1.0	1.0	1.0	-1.0	3345.780029	3248.919922	3310.937988	1216.765823	11.969971	103.170166	43.982056	-1208.757172	0.0	0.0	0.0	0.0	-3.409190	1.064953e-02	0.0	0.0	0.0	0.0	0.136502	0.140622	0.143804	0.144762	0.143203	0.145309	0.145800	0.0	0.0	0.0	0.714286	0.142857	0.142857	0.142857	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.039721	1.386294	0.950271	1.386294	1.098612	0.693147	-0.0
	2020-02-12	1.0	0.0	0.0	0.0	23395.060058	7.819383e+07	19.666666	13.643310	-1.539990	3345.780029	3342.151437	7.0	23.893758	0.007149	570.911679	-0.477794	0.905277	117.999999	2.0	3.0	4.0	3.0	1.000000	0.857143	0.142857	0.000000	0.0	0.0	0.0	0.0	1.0	3379.449951	3297.590088	0.062915	4.688494e+08	8.283785e+08	1.818865e+09	3.734663e+10	3.738198e+10	3.708414e+10	2.262804	54.066899	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	3315.662012	3329.105957	3333.293945	3339.125976	3349.566064	3353.222070	3356.618018	3366.429980	1.0	0.247067	0.044684	0.038241	-0.247515	-0.852492	-2.911260	-0.613546	-0.104637	1.178218	1.0	0.247067	-0.017421	1.0	1.0	1.0	0.0	0.0	0.0	0.0	1.945910	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	2547.792751	4192.506122	3462.902027	2546.824401	3907.540226	5414.155428	4368.154671	3194.418466	3920.657612	6425.720963	5235.047763	3835.945481	3097.857889	7132.773576	6042.710701	4469.681934	3939.627337	6454.526736	5257.004916	3851.735274	3959.043240	5453.972797	4396.795126	3214.743473	2607.357263	4234.572474	3493.212724	2568.361285	290.640914	0.0	0.000000	0.0	0.000000	0.0	37.099853	0.000000	37.099853	0.000000	10.039958	507.838084	22.086670	120.817857	13.625000	419.436149	22.660034	91.599633	13.643310	301.065007	19.666666	100.427157	0.0	0.0	0.0	0.0	11.090088	0.0	11.090088	0.0	11.090088	0.000000	11.090088	0.00000	12.816650	44.370984	12.816650	44.370984	0.0	0.0	0.0	0.0	0.000000	0.0	0.000000	0.0	13.679931	64.320713	13.679931	64.320713	0.0	0.0	0.0	0.0	13.679931	64.320713	13.679931	64.320713	21.699951	0.0	21.699951	0.0	23395.060058	-26.179812	-71.331244	-58.453665	0.0	57.242784	19.383056	33.831007	23395.060058	62.945365	73.917854	67.537901	0.0	114.576842	164.797916	149.939192	0.017517	0.040646	0.0	0.0	0.0	0.0	0.0	7.0	0.182322	0.048728	0.048728	0.048728	0.395301	0.003275	-32.695315	1.087831e+05	-1.206434e+08	3352.436709	0.007118	0.890878	3310.221819	10.643206	2.426936	1.0	1.0	1.0	-1.0	3352.090088	3297.590088	3331.572021	360.453454	27.359863	60.159912	37.027954	-242.731485	0.0	0.0	0.0	0.0	-1.514559	5.262971e-01	0.0	0.0	0.0	0.0	0.139066	0.142213	0.143160	0.141618	0.143701	0.144186	0.146056	0.0	0.0	0.0	0.571429	0.285714	0.285714	0.000000	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	1.039721	1.386294	1.386294	1.386294	0.950271	1.386294	1.098612	0.693147	-0.0

3295 rows × 306 columns

missing = df_features.isna().sum()
print(missing[missing>0].sort_values(ascending=False).head(10))
  

Series([], dtype: int64)

2.3 create target variable

print(df_features.shape)
df_features.head()
  

(3295, 306)

		Close__variance_larger_than_standard_deviation	Close__sum_values	Close__abs_energy	Close__mean_abs_change	Close__mean_change	Close__mean_second_derivative_central	Close__median	Close__mean	Close__length	Close__standard_deviation	Close__variation_coefficient	Close__variance	Close__skewness	Close__kurtosis	Close__absolute_sum_of_changes	Close__longest_strike_below_mean	Close__longest_strike_above_mean	Close__count_above_mean	Close__count_below_mean	Close__last_location_of_maximum	Close__first_location_of_maximum	Close__last_location_of_minimum	Close__first_location_of_minimum	Close__ratio_value_number_to_time_series_length	Close__maximum	Close__minimum	Close__benford_correlation	Close__time_reversal_asymmetry_statistic__lag_1	Close__time_reversal_asymmetry_statistic__lag_2	Close__time_reversal_asymmetry_statistic__lag_3	Close__c3__lag_1	Close__c3__lag_2	Close__c3__lag_3	Close__cid_ce__normalize_True	Close__cid_ce__normalize_False	Close__symmetry_looking__r_0.05	Close__symmetry_looking__r_0.1	Close__symmetry_looking__r_0.15000000000000002	Close__symmetry_looking__r_0.2	Close__symmetry_looking__r_0.25	Close__symmetry_looking__r_0.30000000000000004	Close__symmetry_looking__r_0.35000000000000003	Close__symmetry_looking__r_0.4	Close__symmetry_looking__r_0.45	Close__symmetry_looking__r_0.5	Close__symmetry_looking__r_0.55	Close__symmetry_looking__r_0.6000000000000001	Close__symmetry_looking__r_0.65	Close__symmetry_looking__r_0.7000000000000001	Close__symmetry_looking__r_0.75	Close__symmetry_looking__r_0.8	Close__symmetry_looking__r_0.8500000000000001	Close__symmetry_looking__r_0.9	Close__symmetry_looking__r_0.9500000000000001	Close__large_standard_deviation__r_0.05	Close__large_standard_deviation__r_0.1	Close__large_standard_deviation__r_0.15000000000000002	Close__large_standard_deviation__r_0.2	Close__large_standard_deviation__r_0.25	Close__large_standard_deviation__r_0.30000000000000004	Close__large_standard_deviation__r_0.35000000000000003	Close__large_standard_deviation__r_0.4	Close__quantile__q_0.1	Close__quantile__q_0.2	Close__quantile__q_0.3	Close__quantile__q_0.4	Close__quantile__q_0.6	Close__quantile__q_0.7	Close__quantile__q_0.8	Close__quantile__q_0.9	Close__autocorrelation__lag_0	Close__autocorrelation__lag_1	Close__autocorrelation__lag_2	Close__autocorrelation__lag_3	Close__autocorrelation__lag_4	Close__autocorrelation__lag_5	Close__autocorrelation__lag_6	Close__agg_autocorrelation__f_agg_"mean"__maxlag_40	Close__agg_autocorrelation__f_agg_"median"__maxlag_40	Close__agg_autocorrelation__f_agg_"var"__maxlag_40	Close__partial_autocorrelation__lag_0	Close__partial_autocorrelation__lag_1	Close__partial_autocorrelation__lag_2	Close__number_cwt_peaks__n_1	Close__number_cwt_peaks__n_5	Close__number_peaks__n_1	Close__binned_entropy__max_bins_10	Close__index_mass_quantile__q_0.1	Close__index_mass_quantile__q_0.2	Close__index_mass_quantile__q_0.3	Close__index_mass_quantile__q_0.4	Close__index_mass_quantile__q_0.6	Close__index_mass_quantile__q_0.7	Close__index_mass_quantile__q_0.8	Close__index_mass_quantile__q_0.9	Close__cwt_coefficients__coeff_0__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_20__widths_(2, 5, 10, 20)	Close__spkt_welch_density__coeff_2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.8	Close__fft_coefficient__attr_"real"__coeff_0	Close__fft_coefficient__attr_"real"__coeff_1	Close__fft_coefficient__attr_"real"__coeff_2	Close__fft_coefficient__attr_"real"__coeff_3	Close__fft_coefficient__attr_"imag"__coeff_1	Close__fft_coefficient__attr_"imag"__coeff_2	Close__fft_coefficient__attr_"imag"__coeff_3	Close__fft_coefficient__attr_"abs"__coeff_0	Close__fft_coefficient__attr_"abs"__coeff_1	Close__fft_coefficient__attr_"abs"__coeff_2	Close__fft_coefficient__attr_"abs"__coeff_3	Close__fft_coefficient__attr_"angle"__coeff_1	Close__fft_coefficient__attr_"angle"__coeff_2	Close__fft_coefficient__attr_"angle"__coeff_3	Close__fft_aggregated__aggtype_"centroid"	Close__fft_aggregated__aggtype_"variance"	Close__range_count__max_1000000000000.0__min_0	Close__approximate_entropy__m_2__r_0.1	Close__approximate_entropy__m_2__r_0.3	Close__approximate_entropy__m_2__r_0.5	Close__approximate_entropy__m_2__r_0.7	Close__approximate_entropy__m_2__r_0.9	Close__friedrich_coefficients__coeff_0__m_3__r_30	Close__friedrich_coefficients__coeff_1__m_3__r_30	Close__friedrich_coefficients__coeff_2__m_3__r_30	Close__friedrich_coefficients__coeff_3__m_3__r_30	Close__max_langevin_fixed_point__m_3__r_30	Close__linear_trend__attr_"pvalue"	Close__linear_trend__attr_"rvalue"	Close__linear_trend__attr_"intercept"	Close__linear_trend__attr_"slope"	Close__linear_trend__attr_"stderr"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"var"	Close__augmented_dickey_fuller__attr_"teststat"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"pvalue"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"usedlag"__autolag_"AIC"	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_0	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_2	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_3	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_4	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_5	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_6	Close__ratio_beyond_r_sigma__r_0.5	Close__ratio_beyond_r_sigma__r_1	Close__ratio_beyond_r_sigma__r_1.5	Close__count_above__t_0	Close__lempel_ziv_complexity__bins_2	Close__lempel_ziv_complexity__bins_3	Close__lempel_ziv_complexity__bins_5	Close__lempel_ziv_complexity__bins_10	Close__lempel_ziv_complexity__bins_100	Close__fourier_entropy__bins_2	Close__fourier_entropy__bins_3	Close__fourier_entropy__bins_5	Close__fourier_entropy__bins_10	Close__fourier_entropy__bins_100	Close__permutation_entropy__dimension_3__tau_1	Close__permutation_entropy__dimension_4__tau_1	Close__permutation_entropy__dimension_5__tau_1	Close__permutation_entropy__dimension_6__tau_1	Close__permutation_entropy__dimension_7__tau_1
1	2007-01-11	1.0	9908.269776	1.402496e+07	4.323324	1.203328	0.722998	1414.849976	1415.467111	7.0	4.326073	0.003056	18.714907	0.825436	0.679915	25.939942	4.0	2.0	3.0	4.0	1.000000	0.857143	0.428571	0.285714	1.0	1423.819946	1409.709961	0.864123	3.001703e+06	8.194405e+06	2.897416e+07	2.827448e+09	2.829842e+09	2.849675e+09	3.064915	13.259045	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1415.899976	1416.947974	1417.991968	1420.531958	1.0	0.067474	-0.226154	-0.414267	-0.955827	0.622428	0.505620	-0.066788	-0.079340	0.292871	1.0	0.067474	-0.231761	1.0	2.0	2.0	1.945910	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1092.890232	1784.100473	1472.674315	1082.936512	1665.663395	2299.461895	1854.183876	1355.773566	1661.665582	2724.309499	2219.205011	1626.046175	1304.985330	3019.046500	2558.839384	1892.931325	1660.852236	2726.139942	2220.997060	1627.412356	1668.025296	2301.121766	1855.253095	1356.505531	1095.901518	1786.348989	1474.331060	1084.120946	0.221269	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	1.713338	3.010257	2.199992	1.105818	1.203328	27.852379	4.323324	10.609250	0.00000	0.00000	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	1.739990	0.000000	1.739990	0.000000	0.000000	0.000000	9908.269776	14.942022	0.646814	-11.623808	8.978838	3.683139	-2.352630	9908.269776	17.432256	3.739503	11.859502	31.002157	80.039569	-168.558043	0.006085	0.013958	7.0	0.182322	0.182322	0.182322	0.231830	0.089726	-0.172668	732.046794	-1.034532e+06	4.873344e+08	1417.322689	0.540053	0.282010	1413.637116	0.609998	0.928076	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.919971	9.777085	5.479980	5.140015	5.414990	10.338005	-1.091160	7.185842e-01	0.0	0.143085	0.143436	0.141696	0.142326	0.142179	0.142731	0.144547	0.714286	0.285714	0.142857	1.0	0.428571	0.714286	0.857143	0.857143	1.0	0.562335	1.039721	1.386294	1.386294	1.386294	1.609438	1.386294	1.098612	0.693147	-0.0
	2007-01-12	1.0	9922.399780	1.406519e+07	5.184998	2.065002	1.554004	1414.849976	1417.485683	7.0	6.909142	0.004874	47.736244	1.029587	0.224793	31.109986	4.0	2.0	3.0	4.0	1.000000	0.857143	0.285714	0.142857	1.0	1430.729980	1409.709961	0.864123	2.139352e+07	3.815444e+07	4.984751e+07	2.837403e+09	2.843172e+09	2.865540e+09	2.149330	14.850026	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1416.943970	1419.435962	1422.723950	1426.583960	1.0	0.474208	-0.079115	-0.443700	-0.789298	-1.021998	0.237019	-0.270481	-0.261408	0.285449	1.0	0.474208	-0.392179	0.0	1.0	1.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1090.635934	1782.415551	1471.453571	1082.067660	1661.665582	2298.240579	1853.598035	1355.414981	1657.553299	2725.314613	2220.831157	1627.382071	1304.767547	3022.801684	2562.376781	1895.610355	1668.025296	2731.440549	2224.506851	1629.836161	1676.664643	2308.552658	1860.878944	1360.556957	1103.962161	1792.975951	1479.182736	1087.580811	27.487946	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	-0.872498	22.317333	3.807495	8.581563	2.065002	32.489644	5.184998	9.869678	0.00000	0.00000	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	6.910034	0.000000	6.910034	0.000000	6.910034	6.910034	9922.399780	11.106173	-6.878946	-1.237236	28.327639	13.586757	3.207044	9922.399780	30.426998	15.228916	3.437424	68.591772	116.852996	111.095972	0.007140	0.012212	7.0	0.182322	0.182322	0.089726	0.089726	0.033475	0.047758	-202.842917	2.871778e+05	-1.355243e+08	1422.707358	0.081909	0.696800	1410.264252	2.407144	1.108126	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.569971	8.391082	12.390014	14.109985	13.704992	3.546061	0.055767	9.629081e-01	0.0	0.143026	0.141291	0.141919	0.141772	0.142323	0.144133	0.145536	0.714286	0.285714	0.142857	1.0	0.571429	0.714286	0.857143	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	1.332179	1.386294	1.098612	0.693147	-0.0
	2007-01-16	1.0	9935.959838	1.410384e+07	3.941671	3.698344	-0.195996	1414.849976	1419.422834	7.0	8.576790	0.006042	73.561323	0.523817	-1.913231	23.650025	4.0	3.0	3.0	4.0	1.000000	0.857143	0.142857	0.000000	1.0	1431.900024	1409.709961	0.864123	3.238644e+07	6.952339e+07	8.921408e+07	2.855808e+09	2.857760e+09	2.855965e+09	1.415619	12.141470	0.0	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1420.231958	1425.201953	1429.347973	1431.197998	1.0	0.716435	0.196118	-0.422348	-0.944273	-1.304766	-1.647460	-0.567716	-0.683310	0.684084	1.0	0.716435	-0.651629	2.0	2.0	1.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.931822	1780.559154	1470.397627	1081.372885	1657.553299	2298.722358	1854.775111	1356.418464	1657.768570	2728.709010	2223.953383	1629.734931	1311.649402	3028.344900	2566.165750	1898.253491	1676.664643	2739.223354	2230.434674	1634.111115	1685.200230	2315.606676	1866.046736	1364.242889	1106.802728	1799.217911	1484.339382	1091.370113	55.018717	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	3.527496	12.131199	3.892487	9.422976	3.698344	10.891468	3.941671	9.032446	0.00000	0.00000	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	4.040039	8.236871	4.040039	8.236871	1.170044	1.170044	9935.959838	-6.768296	-14.732796	-12.493963	36.946830	3.490265	2.457225	9935.959838	37.561657	15.140582	12.733305	100.380922	166.672088	168.873476	0.010603	0.021157	7.0	0.182322	0.048728	0.089726	0.089726	0.320775	-0.002624	11.124914	-1.572176e+04	7.405715e+06	1431.283960	0.001050	0.949907	1407.202101	4.073578	0.599382	1.0	1.0	1.0	-1.0	1423.819946	1409.709961	1414.665967	23.651702	8.080078	21.020019	16.649035	-23.309451	0.042121	9.618799e-01	0.0	0.140904	0.141530	0.141384	0.141933	0.143738	0.145137	0.145374	1.000000	0.428571	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	1.039721	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2007-01-17	1.0	9956.869872	1.416323e+07	3.633341	2.963338	-0.055005	1423.819946	1422.409982	7.0	8.310960	0.005843	69.072059	-0.133691	-2.499627	21.800049	3.0	4.0	4.0	3.0	0.857143	0.714286	0.285714	0.142857	1.0	1431.900024	1412.109985	0.864123	3.038264e+07	7.210461e+07	7.198378e+07	2.879481e+09	2.878297e+09	2.877878e+09	1.419898	11.800713	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1412.547974	1413.241968	1414.447974	1418.437964	1427.899975	1430.641992	1430.707983	1431.197998	1.0	0.806842	0.221842	-0.576783	-1.155497	-1.269565	-1.137507	-0.518445	-0.857145	0.610178	1.0	0.806842	-1.229636	1.0	2.0	1.0	1.277034	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.322638	1784.190808	1473.906317	1084.043800	1657.768570	2304.712391	1860.124635	1360.420024	1662.502562	2736.041657	2229.801517	1633.995807	1320.607327	3035.862291	2571.788151	1902.288496	1685.200230	2745.892379	2235.272106	1637.552507	1687.521207	2321.381437	1870.857550	1367.784873	1104.260167	1803.086714	1488.228099	1094.349513	47.341055	-0.729981	0.729981	1.005005	3.010176	1.734986	1.010035	3.659993	16.104710	4.146647	12.305577	3.659993	16.104710	4.146647	12.305577	2.963338	14.428099	3.633341	10.008302	8.96997	8.96997	8.96997	8.96997	3.942505	17.260759	4.582519	11.804620	0.00000	0.00000	2.266683	11.780831	3.120036	7.184060	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9956.869872	-20.068966	-4.777321	-8.648768	34.092428	5.245705	1.437713	9956.869872	39.560802	7.095084	8.767452	120.483767	132.324471	170.561840	0.007996	0.014603	7.0	0.182322	0.048728	0.279777	0.279777	0.185620	0.007522	-32.181593	4.589394e+04	-2.181577e+07	1435.526774	0.001991	0.935083	1410.752821	3.885720	0.658664	1.0	1.0	1.0	-1.0	1430.729980	1412.109985	1418.869971	52.676159	1.170044	18.510010	12.390039	-52.266541	-2.591408	9.478614e-02	1.0	0.140937	0.140791	0.141338	0.143136	0.144528	0.144765	0.144506	0.857143	0.571429	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
	2007-01-18	1.0	9970.399901	1.420165e+07	4.220011	2.376668	-0.698999	1426.369995	1424.342843	7.0	7.381920	0.005183	54.492749	-0.800161	-1.126892	25.320068	3.0	4.0	4.0	3.0	0.714286	0.571429	0.142857	0.000000	1.0	1431.900024	1412.109985	0.864123	2.425488e+07	5.158183e+07	5.791130e+07	2.899317e+09	2.894320e+09	2.881764e+09	1.696231	12.521440	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1413.753980	1416.643970	1422.025952	1424.839966	1428.919995	1430.641992	1430.707983	1431.197998	1.0	0.691774	-0.010184	-0.643236	-0.936480	-0.881136	-0.455067	-0.372388	-0.549152	0.320142	1.0	0.691774	-0.937263	1.0	2.0	1.0	1.475076	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1084.267375	1789.038417	1478.410191	1087.440602	1662.502562	2311.103630	1865.164953	1364.082935	1672.239492	2742.910041	2234.677082	1637.444076	1330.200668	3041.650078	2575.611511	1904.933203	1687.521207	2750.388873	2238.986047	1640.282559	1683.253483	2323.699027	1873.598022	1369.943117	1099.414296	1802.755734	1488.667354	1094.796802	22.515576	2.739991	2.739991	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	2.486654	29.160024	5.319987	7.041209	2.376668	20.482524	4.220011	8.322581	0.00000	0.00000	-4.25000	4.25000	0.637512	16.798215	3.402527	5.627448	-4.25000	4.25000	-1.453328	4.911162	2.233358	2.035439	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9970.399901	-30.731494	-7.061845	-5.021665	16.143934	7.365980	0.822565	9970.399901	34.713849	10.204279	5.088588	152.286060	133.792396	170.697378	0.007024	0.012059	7.0	0.182322	0.048728	0.048728	0.045429	0.089726	0.009583	-40.969186	5.837954e+04	-2.772887e+07	1434.657342	0.031742	0.797316	1415.514256	2.942862	0.996268	-1.0	1.0	1.0	-1.0	1431.900024	1412.109985	1422.681982	64.828994	-1.280029	14.260010	5.813013	-60.313369	-7.248865	1.801999e-10	1.0	0.140410	0.140955	0.142748	0.144137	0.144373	0.144115	0.143260	0.714286	0.428571	0.142857	1.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.386294	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0

df_features.reset_index(inplace=True)
print(df_features.shape)
df_features.head()
  

(3295, 308)

	level_0	level_1	Close__variance_larger_than_standard_deviation	Close__sum_values	Close__abs_energy	Close__mean_abs_change	Close__mean_change	Close__mean_second_derivative_central	Close__median	Close__mean	Close__length	Close__standard_deviation	Close__variation_coefficient	Close__variance	Close__skewness	Close__kurtosis	Close__absolute_sum_of_changes	Close__longest_strike_below_mean	Close__longest_strike_above_mean	Close__count_above_mean	Close__count_below_mean	Close__last_location_of_maximum	Close__first_location_of_maximum	Close__last_location_of_minimum	Close__first_location_of_minimum	Close__ratio_value_number_to_time_series_length	Close__maximum	Close__minimum	Close__benford_correlation	Close__time_reversal_asymmetry_statistic__lag_1	Close__time_reversal_asymmetry_statistic__lag_2	Close__time_reversal_asymmetry_statistic__lag_3	Close__c3__lag_1	Close__c3__lag_2	Close__c3__lag_3	Close__cid_ce__normalize_True	Close__cid_ce__normalize_False	Close__symmetry_looking__r_0.05	Close__symmetry_looking__r_0.1	Close__symmetry_looking__r_0.15000000000000002	Close__symmetry_looking__r_0.2	Close__symmetry_looking__r_0.25	Close__symmetry_looking__r_0.30000000000000004	Close__symmetry_looking__r_0.35000000000000003	Close__symmetry_looking__r_0.4	Close__symmetry_looking__r_0.45	Close__symmetry_looking__r_0.5	Close__symmetry_looking__r_0.55	Close__symmetry_looking__r_0.6000000000000001	Close__symmetry_looking__r_0.65	Close__symmetry_looking__r_0.7000000000000001	Close__symmetry_looking__r_0.75	Close__symmetry_looking__r_0.8	Close__symmetry_looking__r_0.8500000000000001	Close__symmetry_looking__r_0.9	Close__symmetry_looking__r_0.9500000000000001	Close__large_standard_deviation__r_0.05	Close__large_standard_deviation__r_0.1	Close__large_standard_deviation__r_0.15000000000000002	Close__large_standard_deviation__r_0.2	Close__large_standard_deviation__r_0.25	Close__large_standard_deviation__r_0.30000000000000004	Close__large_standard_deviation__r_0.35000000000000003	Close__large_standard_deviation__r_0.4	Close__quantile__q_0.1	Close__quantile__q_0.2	Close__quantile__q_0.3	Close__quantile__q_0.4	Close__quantile__q_0.6	Close__quantile__q_0.7	Close__quantile__q_0.8	Close__quantile__q_0.9	Close__autocorrelation__lag_0	Close__autocorrelation__lag_1	Close__autocorrelation__lag_2	Close__autocorrelation__lag_3	Close__autocorrelation__lag_4	Close__autocorrelation__lag_5	Close__autocorrelation__lag_6	Close__agg_autocorrelation__f_agg_"mean"__maxlag_40	Close__agg_autocorrelation__f_agg_"median"__maxlag_40	Close__agg_autocorrelation__f_agg_"var"__maxlag_40	Close__partial_autocorrelation__lag_0	Close__partial_autocorrelation__lag_1	Close__partial_autocorrelation__lag_2	Close__number_cwt_peaks__n_1	Close__number_cwt_peaks__n_5	Close__number_peaks__n_1	Close__binned_entropy__max_bins_10	Close__index_mass_quantile__q_0.1	Close__index_mass_quantile__q_0.2	Close__index_mass_quantile__q_0.3	Close__index_mass_quantile__q_0.4	Close__index_mass_quantile__q_0.6	Close__index_mass_quantile__q_0.7	Close__index_mass_quantile__q_0.8	Close__index_mass_quantile__q_0.9	Close__cwt_coefficients__coeff_0__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_20__widths_(2, 5, 10, 20)	Close__spkt_welch_density__coeff_2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.8	Close__fft_coefficient__attr_"real"__coeff_0	Close__fft_coefficient__attr_"real"__coeff_1	Close__fft_coefficient__attr_"real"__coeff_2	Close__fft_coefficient__attr_"real"__coeff_3	Close__fft_coefficient__attr_"imag"__coeff_1	Close__fft_coefficient__attr_"imag"__coeff_2	Close__fft_coefficient__attr_"imag"__coeff_3	Close__fft_coefficient__attr_"abs"__coeff_0	Close__fft_coefficient__attr_"abs"__coeff_1	Close__fft_coefficient__attr_"abs"__coeff_2	Close__fft_coefficient__attr_"abs"__coeff_3	Close__fft_coefficient__attr_"angle"__coeff_1	Close__fft_coefficient__attr_"angle"__coeff_2	Close__fft_coefficient__attr_"angle"__coeff_3	Close__fft_aggregated__aggtype_"centroid"	Close__fft_aggregated__aggtype_"variance"	Close__range_count__max_1000000000000.0__min_0	Close__approximate_entropy__m_2__r_0.1	Close__approximate_entropy__m_2__r_0.3	Close__approximate_entropy__m_2__r_0.5	Close__approximate_entropy__m_2__r_0.7	Close__approximate_entropy__m_2__r_0.9	Close__friedrich_coefficients__coeff_0__m_3__r_30	Close__friedrich_coefficients__coeff_1__m_3__r_30	Close__friedrich_coefficients__coeff_2__m_3__r_30	Close__friedrich_coefficients__coeff_3__m_3__r_30	Close__max_langevin_fixed_point__m_3__r_30	Close__linear_trend__attr_"pvalue"	Close__linear_trend__attr_"rvalue"	Close__linear_trend__attr_"intercept"	Close__linear_trend__attr_"slope"	Close__linear_trend__attr_"stderr"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"var"	Close__augmented_dickey_fuller__attr_"teststat"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"pvalue"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"usedlag"__autolag_"AIC"	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_0	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_2	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_3	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_4	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_5	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_6	Close__ratio_beyond_r_sigma__r_0.5	Close__ratio_beyond_r_sigma__r_1	Close__ratio_beyond_r_sigma__r_1.5	Close__count_above__t_0	Close__lempel_ziv_complexity__bins_2	Close__lempel_ziv_complexity__bins_3	Close__lempel_ziv_complexity__bins_5	Close__lempel_ziv_complexity__bins_10	Close__lempel_ziv_complexity__bins_100	Close__fourier_entropy__bins_2	Close__fourier_entropy__bins_3	Close__fourier_entropy__bins_5	Close__fourier_entropy__bins_10	Close__fourier_entropy__bins_100	Close__permutation_entropy__dimension_3__tau_1	Close__permutation_entropy__dimension_4__tau_1	Close__permutation_entropy__dimension_5__tau_1	Close__permutation_entropy__dimension_6__tau_1	Close__permutation_entropy__dimension_7__tau_1
0	1	2007-01-11	1.0	9908.269776	1.402496e+07	4.323324	1.203328	0.722998	1414.849976	1415.467111	7.0	4.326073	0.003056	18.714907	0.825436	0.679915	25.939942	4.0	2.0	3.0	4.0	1.000000	0.857143	0.428571	0.285714	1.0	1423.819946	1409.709961	0.864123	3.001703e+06	8.194405e+06	2.897416e+07	2.827448e+09	2.829842e+09	2.849675e+09	3.064915	13.259045	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1415.899976	1416.947974	1417.991968	1420.531958	1.0	0.067474	-0.226154	-0.414267	-0.955827	0.622428	0.505620	-0.066788	-0.079340	0.292871	1.0	0.067474	-0.231761	1.0	2.0	2.0	1.945910	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1092.890232	1784.100473	1472.674315	1082.936512	1665.663395	2299.461895	1854.183876	1355.773566	1661.665582	2724.309499	2219.205011	1626.046175	1304.985330	3019.046500	2558.839384	1892.931325	1660.852236	2726.139942	2220.997060	1627.412356	1668.025296	2301.121766	1855.253095	1356.505531	1095.901518	1786.348989	1474.331060	1084.120946	0.221269	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	1.713338	3.010257	2.199992	1.105818	1.203328	27.852379	4.323324	10.609250	0.00000	0.00000	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	1.739990	0.000000	1.739990	0.000000	0.000000	0.000000	9908.269776	14.942022	0.646814	-11.623808	8.978838	3.683139	-2.352630	9908.269776	17.432256	3.739503	11.859502	31.002157	80.039569	-168.558043	0.006085	0.013958	7.0	0.182322	0.182322	0.182322	0.231830	0.089726	-0.172668	732.046794	-1.034532e+06	4.873344e+08	1417.322689	0.540053	0.282010	1413.637116	0.609998	0.928076	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.919971	9.777085	5.479980	5.140015	5.414990	10.338005	-1.091160	7.185842e-01	0.0	0.143085	0.143436	0.141696	0.142326	0.142179	0.142731	0.144547	0.714286	0.285714	0.142857	1.0	0.428571	0.714286	0.857143	0.857143	1.0	0.562335	1.039721	1.386294	1.386294	1.386294	1.609438	1.386294	1.098612	0.693147	-0.0
1	1	2007-01-12	1.0	9922.399780	1.406519e+07	5.184998	2.065002	1.554004	1414.849976	1417.485683	7.0	6.909142	0.004874	47.736244	1.029587	0.224793	31.109986	4.0	2.0	3.0	4.0	1.000000	0.857143	0.285714	0.142857	1.0	1430.729980	1409.709961	0.864123	2.139352e+07	3.815444e+07	4.984751e+07	2.837403e+09	2.843172e+09	2.865540e+09	2.149330	14.850026	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1416.943970	1419.435962	1422.723950	1426.583960	1.0	0.474208	-0.079115	-0.443700	-0.789298	-1.021998	0.237019	-0.270481	-0.261408	0.285449	1.0	0.474208	-0.392179	0.0	1.0	1.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1090.635934	1782.415551	1471.453571	1082.067660	1661.665582	2298.240579	1853.598035	1355.414981	1657.553299	2725.314613	2220.831157	1627.382071	1304.767547	3022.801684	2562.376781	1895.610355	1668.025296	2731.440549	2224.506851	1629.836161	1676.664643	2308.552658	1860.878944	1360.556957	1103.962161	1792.975951	1479.182736	1087.580811	27.487946	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	-0.872498	22.317333	3.807495	8.581563	2.065002	32.489644	5.184998	9.869678	0.00000	0.00000	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	6.910034	0.000000	6.910034	0.000000	6.910034	6.910034	9922.399780	11.106173	-6.878946	-1.237236	28.327639	13.586757	3.207044	9922.399780	30.426998	15.228916	3.437424	68.591772	116.852996	111.095972	0.007140	0.012212	7.0	0.182322	0.182322	0.089726	0.089726	0.033475	0.047758	-202.842917	2.871778e+05	-1.355243e+08	1422.707358	0.081909	0.696800	1410.264252	2.407144	1.108126	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.569971	8.391082	12.390014	14.109985	13.704992	3.546061	0.055767	9.629081e-01	0.0	0.143026	0.141291	0.141919	0.141772	0.142323	0.144133	0.145536	0.714286	0.285714	0.142857	1.0	0.571429	0.714286	0.857143	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	1.332179	1.386294	1.098612	0.693147	-0.0
2	1	2007-01-16	1.0	9935.959838	1.410384e+07	3.941671	3.698344	-0.195996	1414.849976	1419.422834	7.0	8.576790	0.006042	73.561323	0.523817	-1.913231	23.650025	4.0	3.0	3.0	4.0	1.000000	0.857143	0.142857	0.000000	1.0	1431.900024	1409.709961	0.864123	3.238644e+07	6.952339e+07	8.921408e+07	2.855808e+09	2.857760e+09	2.855965e+09	1.415619	12.141470	0.0	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1420.231958	1425.201953	1429.347973	1431.197998	1.0	0.716435	0.196118	-0.422348	-0.944273	-1.304766	-1.647460	-0.567716	-0.683310	0.684084	1.0	0.716435	-0.651629	2.0	2.0	1.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.931822	1780.559154	1470.397627	1081.372885	1657.553299	2298.722358	1854.775111	1356.418464	1657.768570	2728.709010	2223.953383	1629.734931	1311.649402	3028.344900	2566.165750	1898.253491	1676.664643	2739.223354	2230.434674	1634.111115	1685.200230	2315.606676	1866.046736	1364.242889	1106.802728	1799.217911	1484.339382	1091.370113	55.018717	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	3.527496	12.131199	3.892487	9.422976	3.698344	10.891468	3.941671	9.032446	0.00000	0.00000	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	4.040039	8.236871	4.040039	8.236871	1.170044	1.170044	9935.959838	-6.768296	-14.732796	-12.493963	36.946830	3.490265	2.457225	9935.959838	37.561657	15.140582	12.733305	100.380922	166.672088	168.873476	0.010603	0.021157	7.0	0.182322	0.048728	0.089726	0.089726	0.320775	-0.002624	11.124914	-1.572176e+04	7.405715e+06	1431.283960	0.001050	0.949907	1407.202101	4.073578	0.599382	1.0	1.0	1.0	-1.0	1423.819946	1409.709961	1414.665967	23.651702	8.080078	21.020019	16.649035	-23.309451	0.042121	9.618799e-01	0.0	0.140904	0.141530	0.141384	0.141933	0.143738	0.145137	0.145374	1.000000	0.428571	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	1.039721	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
3	1	2007-01-17	1.0	9956.869872	1.416323e+07	3.633341	2.963338	-0.055005	1423.819946	1422.409982	7.0	8.310960	0.005843	69.072059	-0.133691	-2.499627	21.800049	3.0	4.0	4.0	3.0	0.857143	0.714286	0.285714	0.142857	1.0	1431.900024	1412.109985	0.864123	3.038264e+07	7.210461e+07	7.198378e+07	2.879481e+09	2.878297e+09	2.877878e+09	1.419898	11.800713	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1412.547974	1413.241968	1414.447974	1418.437964	1427.899975	1430.641992	1430.707983	1431.197998	1.0	0.806842	0.221842	-0.576783	-1.155497	-1.269565	-1.137507	-0.518445	-0.857145	0.610178	1.0	0.806842	-1.229636	1.0	2.0	1.0	1.277034	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.322638	1784.190808	1473.906317	1084.043800	1657.768570	2304.712391	1860.124635	1360.420024	1662.502562	2736.041657	2229.801517	1633.995807	1320.607327	3035.862291	2571.788151	1902.288496	1685.200230	2745.892379	2235.272106	1637.552507	1687.521207	2321.381437	1870.857550	1367.784873	1104.260167	1803.086714	1488.228099	1094.349513	47.341055	-0.729981	0.729981	1.005005	3.010176	1.734986	1.010035	3.659993	16.104710	4.146647	12.305577	3.659993	16.104710	4.146647	12.305577	2.963338	14.428099	3.633341	10.008302	8.96997	8.96997	8.96997	8.96997	3.942505	17.260759	4.582519	11.804620	0.00000	0.00000	2.266683	11.780831	3.120036	7.184060	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9956.869872	-20.068966	-4.777321	-8.648768	34.092428	5.245705	1.437713	9956.869872	39.560802	7.095084	8.767452	120.483767	132.324471	170.561840	0.007996	0.014603	7.0	0.182322	0.048728	0.279777	0.279777	0.185620	0.007522	-32.181593	4.589394e+04	-2.181577e+07	1435.526774	0.001991	0.935083	1410.752821	3.885720	0.658664	1.0	1.0	1.0	-1.0	1430.729980	1412.109985	1418.869971	52.676159	1.170044	18.510010	12.390039	-52.266541	-2.591408	9.478614e-02	1.0	0.140937	0.140791	0.141338	0.143136	0.144528	0.144765	0.144506	0.857143	0.571429	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
4	1	2007-01-18	1.0	9970.399901	1.420165e+07	4.220011	2.376668	-0.698999	1426.369995	1424.342843	7.0	7.381920	0.005183	54.492749	-0.800161	-1.126892	25.320068	3.0	4.0	4.0	3.0	0.714286	0.571429	0.142857	0.000000	1.0	1431.900024	1412.109985	0.864123	2.425488e+07	5.158183e+07	5.791130e+07	2.899317e+09	2.894320e+09	2.881764e+09	1.696231	12.521440	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1413.753980	1416.643970	1422.025952	1424.839966	1428.919995	1430.641992	1430.707983	1431.197998	1.0	0.691774	-0.010184	-0.643236	-0.936480	-0.881136	-0.455067	-0.372388	-0.549152	0.320142	1.0	0.691774	-0.937263	1.0	2.0	1.0	1.475076	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1084.267375	1789.038417	1478.410191	1087.440602	1662.502562	2311.103630	1865.164953	1364.082935	1672.239492	2742.910041	2234.677082	1637.444076	1330.200668	3041.650078	2575.611511	1904.933203	1687.521207	2750.388873	2238.986047	1640.282559	1683.253483	2323.699027	1873.598022	1369.943117	1099.414296	1802.755734	1488.667354	1094.796802	22.515576	2.739991	2.739991	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	2.486654	29.160024	5.319987	7.041209	2.376668	20.482524	4.220011	8.322581	0.00000	0.00000	-4.25000	4.25000	0.637512	16.798215	3.402527	5.627448	-4.25000	4.25000	-1.453328	4.911162	2.233358	2.035439	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9970.399901	-30.731494	-7.061845	-5.021665	16.143934	7.365980	0.822565	9970.399901	34.713849	10.204279	5.088588	152.286060	133.792396	170.697378	0.007024	0.012059	7.0	0.182322	0.048728	0.048728	0.045429	0.089726	0.009583	-40.969186	5.837954e+04	-2.772887e+07	1434.657342	0.031742	0.797316	1415.514256	2.942862	0.996268	-1.0	1.0	1.0	-1.0	1431.900024	1412.109985	1422.681982	64.828994	-1.280029	14.260010	5.813013	-60.313369	-7.248865	1.801999e-10	1.0	0.140410	0.140955	0.142748	0.144137	0.144373	0.144115	0.143260	0.714286	0.428571	0.142857	1.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.386294	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0

df_features.rename(columns={'level_0':'id', 'level_1':'Date'}, inplace=True)
df_features.head()
  

	id	Date	Close__variance_larger_than_standard_deviation	Close__sum_values	Close__abs_energy	Close__mean_abs_change	Close__mean_change	Close__mean_second_derivative_central	Close__median	Close__mean	Close__length	Close__standard_deviation	Close__variation_coefficient	Close__variance	Close__skewness	Close__kurtosis	Close__absolute_sum_of_changes	Close__longest_strike_below_mean	Close__longest_strike_above_mean	Close__count_above_mean	Close__count_below_mean	Close__last_location_of_maximum	Close__first_location_of_maximum	Close__last_location_of_minimum	Close__first_location_of_minimum	Close__ratio_value_number_to_time_series_length	Close__maximum	Close__minimum	Close__benford_correlation	Close__time_reversal_asymmetry_statistic__lag_1	Close__time_reversal_asymmetry_statistic__lag_2	Close__time_reversal_asymmetry_statistic__lag_3	Close__c3__lag_1	Close__c3__lag_2	Close__c3__lag_3	Close__cid_ce__normalize_True	Close__cid_ce__normalize_False	Close__symmetry_looking__r_0.05	Close__symmetry_looking__r_0.1	Close__symmetry_looking__r_0.15000000000000002	Close__symmetry_looking__r_0.2	Close__symmetry_looking__r_0.25	Close__symmetry_looking__r_0.30000000000000004	Close__symmetry_looking__r_0.35000000000000003	Close__symmetry_looking__r_0.4	Close__symmetry_looking__r_0.45	Close__symmetry_looking__r_0.5	Close__symmetry_looking__r_0.55	Close__symmetry_looking__r_0.6000000000000001	Close__symmetry_looking__r_0.65	Close__symmetry_looking__r_0.7000000000000001	Close__symmetry_looking__r_0.75	Close__symmetry_looking__r_0.8	Close__symmetry_looking__r_0.8500000000000001	Close__symmetry_looking__r_0.9	Close__symmetry_looking__r_0.9500000000000001	Close__large_standard_deviation__r_0.05	Close__large_standard_deviation__r_0.1	Close__large_standard_deviation__r_0.15000000000000002	Close__large_standard_deviation__r_0.2	Close__large_standard_deviation__r_0.25	Close__large_standard_deviation__r_0.30000000000000004	Close__large_standard_deviation__r_0.35000000000000003	Close__large_standard_deviation__r_0.4	Close__quantile__q_0.1	Close__quantile__q_0.2	Close__quantile__q_0.3	Close__quantile__q_0.4	Close__quantile__q_0.6	Close__quantile__q_0.7	Close__quantile__q_0.8	Close__quantile__q_0.9	Close__autocorrelation__lag_0	Close__autocorrelation__lag_1	Close__autocorrelation__lag_2	Close__autocorrelation__lag_3	Close__autocorrelation__lag_4	Close__autocorrelation__lag_5	Close__autocorrelation__lag_6	Close__agg_autocorrelation__f_agg_"mean"__maxlag_40	Close__agg_autocorrelation__f_agg_"median"__maxlag_40	Close__agg_autocorrelation__f_agg_"var"__maxlag_40	Close__partial_autocorrelation__lag_0	Close__partial_autocorrelation__lag_1	Close__partial_autocorrelation__lag_2	Close__number_cwt_peaks__n_1	Close__number_cwt_peaks__n_5	Close__number_peaks__n_1	Close__binned_entropy__max_bins_10	Close__index_mass_quantile__q_0.1	Close__index_mass_quantile__q_0.2	Close__index_mass_quantile__q_0.3	Close__index_mass_quantile__q_0.4	Close__index_mass_quantile__q_0.6	Close__index_mass_quantile__q_0.7	Close__index_mass_quantile__q_0.8	Close__index_mass_quantile__q_0.9	Close__cwt_coefficients__coeff_0__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_20__widths_(2, 5, 10, 20)	Close__spkt_welch_density__coeff_2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.8	Close__fft_coefficient__attr_"real"__coeff_0	Close__fft_coefficient__attr_"real"__coeff_1	Close__fft_coefficient__attr_"real"__coeff_2	Close__fft_coefficient__attr_"real"__coeff_3	Close__fft_coefficient__attr_"imag"__coeff_1	Close__fft_coefficient__attr_"imag"__coeff_2	Close__fft_coefficient__attr_"imag"__coeff_3	Close__fft_coefficient__attr_"abs"__coeff_0	Close__fft_coefficient__attr_"abs"__coeff_1	Close__fft_coefficient__attr_"abs"__coeff_2	Close__fft_coefficient__attr_"abs"__coeff_3	Close__fft_coefficient__attr_"angle"__coeff_1	Close__fft_coefficient__attr_"angle"__coeff_2	Close__fft_coefficient__attr_"angle"__coeff_3	Close__fft_aggregated__aggtype_"centroid"	Close__fft_aggregated__aggtype_"variance"	Close__range_count__max_1000000000000.0__min_0	Close__approximate_entropy__m_2__r_0.1	Close__approximate_entropy__m_2__r_0.3	Close__approximate_entropy__m_2__r_0.5	Close__approximate_entropy__m_2__r_0.7	Close__approximate_entropy__m_2__r_0.9	Close__friedrich_coefficients__coeff_0__m_3__r_30	Close__friedrich_coefficients__coeff_1__m_3__r_30	Close__friedrich_coefficients__coeff_2__m_3__r_30	Close__friedrich_coefficients__coeff_3__m_3__r_30	Close__max_langevin_fixed_point__m_3__r_30	Close__linear_trend__attr_"pvalue"	Close__linear_trend__attr_"rvalue"	Close__linear_trend__attr_"intercept"	Close__linear_trend__attr_"slope"	Close__linear_trend__attr_"stderr"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"var"	Close__augmented_dickey_fuller__attr_"teststat"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"pvalue"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"usedlag"__autolag_"AIC"	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_0	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_2	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_3	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_4	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_5	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_6	Close__ratio_beyond_r_sigma__r_0.5	Close__ratio_beyond_r_sigma__r_1	Close__ratio_beyond_r_sigma__r_1.5	Close__count_above__t_0	Close__lempel_ziv_complexity__bins_2	Close__lempel_ziv_complexity__bins_3	Close__lempel_ziv_complexity__bins_5	Close__lempel_ziv_complexity__bins_10	Close__lempel_ziv_complexity__bins_100	Close__fourier_entropy__bins_2	Close__fourier_entropy__bins_3	Close__fourier_entropy__bins_5	Close__fourier_entropy__bins_10	Close__fourier_entropy__bins_100	Close__permutation_entropy__dimension_3__tau_1	Close__permutation_entropy__dimension_4__tau_1	Close__permutation_entropy__dimension_5__tau_1	Close__permutation_entropy__dimension_6__tau_1	Close__permutation_entropy__dimension_7__tau_1
0	1	2007-01-11	1.0	9908.269776	1.402496e+07	4.323324	1.203328	0.722998	1414.849976	1415.467111	7.0	4.326073	0.003056	18.714907	0.825436	0.679915	25.939942	4.0	2.0	3.0	4.0	1.000000	0.857143	0.428571	0.285714	1.0	1423.819946	1409.709961	0.864123	3.001703e+06	8.194405e+06	2.897416e+07	2.827448e+09	2.829842e+09	2.849675e+09	3.064915	13.259045	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1415.899976	1416.947974	1417.991968	1420.531958	1.0	0.067474	-0.226154	-0.414267	-0.955827	0.622428	0.505620	-0.066788	-0.079340	0.292871	1.0	0.067474	-0.231761	1.0	2.0	2.0	1.945910	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1092.890232	1784.100473	1472.674315	1082.936512	1665.663395	2299.461895	1854.183876	1355.773566	1661.665582	2724.309499	2219.205011	1626.046175	1304.985330	3019.046500	2558.839384	1892.931325	1660.852236	2726.139942	2220.997060	1627.412356	1668.025296	2301.121766	1855.253095	1356.505531	1095.901518	1786.348989	1474.331060	1084.120946	0.221269	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	1.713338	3.010257	2.199992	1.105818	1.203328	27.852379	4.323324	10.609250	0.00000	0.00000	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	1.739990	0.000000	1.739990	0.000000	0.000000	0.000000	9908.269776	14.942022	0.646814	-11.623808	8.978838	3.683139	-2.352630	9908.269776	17.432256	3.739503	11.859502	31.002157	80.039569	-168.558043	0.006085	0.013958	7.0	0.182322	0.182322	0.182322	0.231830	0.089726	-0.172668	732.046794	-1.034532e+06	4.873344e+08	1417.322689	0.540053	0.282010	1413.637116	0.609998	0.928076	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.919971	9.777085	5.479980	5.140015	5.414990	10.338005	-1.091160	7.185842e-01	0.0	0.143085	0.143436	0.141696	0.142326	0.142179	0.142731	0.144547	0.714286	0.285714	0.142857	1.0	0.428571	0.714286	0.857143	0.857143	1.0	0.562335	1.039721	1.386294	1.386294	1.386294	1.609438	1.386294	1.098612	0.693147	-0.0
1	1	2007-01-12	1.0	9922.399780	1.406519e+07	5.184998	2.065002	1.554004	1414.849976	1417.485683	7.0	6.909142	0.004874	47.736244	1.029587	0.224793	31.109986	4.0	2.0	3.0	4.0	1.000000	0.857143	0.285714	0.142857	1.0	1430.729980	1409.709961	0.864123	2.139352e+07	3.815444e+07	4.984751e+07	2.837403e+09	2.843172e+09	2.865540e+09	2.149330	14.850026	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1416.943970	1419.435962	1422.723950	1426.583960	1.0	0.474208	-0.079115	-0.443700	-0.789298	-1.021998	0.237019	-0.270481	-0.261408	0.285449	1.0	0.474208	-0.392179	0.0	1.0	1.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1090.635934	1782.415551	1471.453571	1082.067660	1661.665582	2298.240579	1853.598035	1355.414981	1657.553299	2725.314613	2220.831157	1627.382071	1304.767547	3022.801684	2562.376781	1895.610355	1668.025296	2731.440549	2224.506851	1629.836161	1676.664643	2308.552658	1860.878944	1360.556957	1103.962161	1792.975951	1479.182736	1087.580811	27.487946	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	-0.872498	22.317333	3.807495	8.581563	2.065002	32.489644	5.184998	9.869678	0.00000	0.00000	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	6.910034	0.000000	6.910034	0.000000	6.910034	6.910034	9922.399780	11.106173	-6.878946	-1.237236	28.327639	13.586757	3.207044	9922.399780	30.426998	15.228916	3.437424	68.591772	116.852996	111.095972	0.007140	0.012212	7.0	0.182322	0.182322	0.089726	0.089726	0.033475	0.047758	-202.842917	2.871778e+05	-1.355243e+08	1422.707358	0.081909	0.696800	1410.264252	2.407144	1.108126	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.569971	8.391082	12.390014	14.109985	13.704992	3.546061	0.055767	9.629081e-01	0.0	0.143026	0.141291	0.141919	0.141772	0.142323	0.144133	0.145536	0.714286	0.285714	0.142857	1.0	0.571429	0.714286	0.857143	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	1.332179	1.386294	1.098612	0.693147	-0.0
2	1	2007-01-16	1.0	9935.959838	1.410384e+07	3.941671	3.698344	-0.195996	1414.849976	1419.422834	7.0	8.576790	0.006042	73.561323	0.523817	-1.913231	23.650025	4.0	3.0	3.0	4.0	1.000000	0.857143	0.142857	0.000000	1.0	1431.900024	1409.709961	0.864123	3.238644e+07	6.952339e+07	8.921408e+07	2.855808e+09	2.857760e+09	2.855965e+09	1.415619	12.141470	0.0	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1420.231958	1425.201953	1429.347973	1431.197998	1.0	0.716435	0.196118	-0.422348	-0.944273	-1.304766	-1.647460	-0.567716	-0.683310	0.684084	1.0	0.716435	-0.651629	2.0	2.0	1.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.931822	1780.559154	1470.397627	1081.372885	1657.553299	2298.722358	1854.775111	1356.418464	1657.768570	2728.709010	2223.953383	1629.734931	1311.649402	3028.344900	2566.165750	1898.253491	1676.664643	2739.223354	2230.434674	1634.111115	1685.200230	2315.606676	1866.046736	1364.242889	1106.802728	1799.217911	1484.339382	1091.370113	55.018717	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	3.527496	12.131199	3.892487	9.422976	3.698344	10.891468	3.941671	9.032446	0.00000	0.00000	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	4.040039	8.236871	4.040039	8.236871	1.170044	1.170044	9935.959838	-6.768296	-14.732796	-12.493963	36.946830	3.490265	2.457225	9935.959838	37.561657	15.140582	12.733305	100.380922	166.672088	168.873476	0.010603	0.021157	7.0	0.182322	0.048728	0.089726	0.089726	0.320775	-0.002624	11.124914	-1.572176e+04	7.405715e+06	1431.283960	0.001050	0.949907	1407.202101	4.073578	0.599382	1.0	1.0	1.0	-1.0	1423.819946	1409.709961	1414.665967	23.651702	8.080078	21.020019	16.649035	-23.309451	0.042121	9.618799e-01	0.0	0.140904	0.141530	0.141384	0.141933	0.143738	0.145137	0.145374	1.000000	0.428571	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	1.039721	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
3	1	2007-01-17	1.0	9956.869872	1.416323e+07	3.633341	2.963338	-0.055005	1423.819946	1422.409982	7.0	8.310960	0.005843	69.072059	-0.133691	-2.499627	21.800049	3.0	4.0	4.0	3.0	0.857143	0.714286	0.285714	0.142857	1.0	1431.900024	1412.109985	0.864123	3.038264e+07	7.210461e+07	7.198378e+07	2.879481e+09	2.878297e+09	2.877878e+09	1.419898	11.800713	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1412.547974	1413.241968	1414.447974	1418.437964	1427.899975	1430.641992	1430.707983	1431.197998	1.0	0.806842	0.221842	-0.576783	-1.155497	-1.269565	-1.137507	-0.518445	-0.857145	0.610178	1.0	0.806842	-1.229636	1.0	2.0	1.0	1.277034	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.322638	1784.190808	1473.906317	1084.043800	1657.768570	2304.712391	1860.124635	1360.420024	1662.502562	2736.041657	2229.801517	1633.995807	1320.607327	3035.862291	2571.788151	1902.288496	1685.200230	2745.892379	2235.272106	1637.552507	1687.521207	2321.381437	1870.857550	1367.784873	1104.260167	1803.086714	1488.228099	1094.349513	47.341055	-0.729981	0.729981	1.005005	3.010176	1.734986	1.010035	3.659993	16.104710	4.146647	12.305577	3.659993	16.104710	4.146647	12.305577	2.963338	14.428099	3.633341	10.008302	8.96997	8.96997	8.96997	8.96997	3.942505	17.260759	4.582519	11.804620	0.00000	0.00000	2.266683	11.780831	3.120036	7.184060	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9956.869872	-20.068966	-4.777321	-8.648768	34.092428	5.245705	1.437713	9956.869872	39.560802	7.095084	8.767452	120.483767	132.324471	170.561840	0.007996	0.014603	7.0	0.182322	0.048728	0.279777	0.279777	0.185620	0.007522	-32.181593	4.589394e+04	-2.181577e+07	1435.526774	0.001991	0.935083	1410.752821	3.885720	0.658664	1.0	1.0	1.0	-1.0	1430.729980	1412.109985	1418.869971	52.676159	1.170044	18.510010	12.390039	-52.266541	-2.591408	9.478614e-02	1.0	0.140937	0.140791	0.141338	0.143136	0.144528	0.144765	0.144506	0.857143	0.571429	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
4	1	2007-01-18	1.0	9970.399901	1.420165e+07	4.220011	2.376668	-0.698999	1426.369995	1424.342843	7.0	7.381920	0.005183	54.492749	-0.800161	-1.126892	25.320068	3.0	4.0	4.0	3.0	0.714286	0.571429	0.142857	0.000000	1.0	1431.900024	1412.109985	0.864123	2.425488e+07	5.158183e+07	5.791130e+07	2.899317e+09	2.894320e+09	2.881764e+09	1.696231	12.521440	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1413.753980	1416.643970	1422.025952	1424.839966	1428.919995	1430.641992	1430.707983	1431.197998	1.0	0.691774	-0.010184	-0.643236	-0.936480	-0.881136	-0.455067	-0.372388	-0.549152	0.320142	1.0	0.691774	-0.937263	1.0	2.0	1.0	1.475076	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1084.267375	1789.038417	1478.410191	1087.440602	1662.502562	2311.103630	1865.164953	1364.082935	1672.239492	2742.910041	2234.677082	1637.444076	1330.200668	3041.650078	2575.611511	1904.933203	1687.521207	2750.388873	2238.986047	1640.282559	1683.253483	2323.699027	1873.598022	1369.943117	1099.414296	1802.755734	1488.667354	1094.796802	22.515576	2.739991	2.739991	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	2.486654	29.160024	5.319987	7.041209	2.376668	20.482524	4.220011	8.322581	0.00000	0.00000	-4.25000	4.25000	0.637512	16.798215	3.402527	5.627448	-4.25000	4.25000	-1.453328	4.911162	2.233358	2.035439	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9970.399901	-30.731494	-7.061845	-5.021665	16.143934	7.365980	0.822565	9970.399901	34.713849	10.204279	5.088588	152.286060	133.792396	170.697378	0.007024	0.012059	7.0	0.182322	0.048728	0.048728	0.045429	0.089726	0.009583	-40.969186	5.837954e+04	-2.772887e+07	1434.657342	0.031742	0.797316	1415.514256	2.942862	0.996268	-1.0	1.0	1.0	-1.0	1431.900024	1412.109985	1422.681982	64.828994	-1.280029	14.260010	5.813013	-60.313369	-7.248865	1.801999e-10	1.0	0.140410	0.140955	0.142748	0.144137	0.144373	0.144115	0.143260	0.714286	0.428571	0.142857	1.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.386294	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0

df['next_close']=df['Close'].shift(-1)
df.head()
  

	Date	Close	id	next_close
0	2007-01-03	1416.599976	1	1418.339966
1	2007-01-04	1418.339966	1	1409.709961
2	2007-01-05	1409.709961	1	1412.839966
3	2007-01-08	1412.839966	1	1412.109985
4	2007-01-09	1412.109985	1	1414.849976

df['delta'] = (df['next_close'] - df['Close'])/df['Close']*100
  

df[df['delta']>=5]
  

	Date	Close	id	next_close	delta
438	2008-09-29	1106.420044	1	1166.359985	5.417467
447	2008-10-10	899.219971	1	1003.349976	11.580037
458	2008-10-27	848.919983	1	940.510010	10.789006
470	2008-11-12	852.299988	1	911.289978	6.921271
476	2008-11-20	752.440002	1	800.030029	6.324760
477	2008-11-21	800.030029	1	851.809998	6.472253
492	2008-12-15	868.570007	1	913.179993	5.136027
548	2009-03-09	676.530029	1	719.599976	6.366302
557	2009-03-20	768.539978	1	822.919983	7.075755

df['target'] = 0
df.loc[df['delta']>=2, 'target'] = 1
  

df['target'].value_counts()
  

0    3189
1     112
Name: target, dtype: int64
  

print(df_features.shape)
df_features = df[['Date', 'target', 'Close']].merge(df_features, on='Date', how='inner')
print(df_features.shape)
  

(3295, 308)
(3295, 310)
  

2.3 feature filtering

from tsfresh import select_features
  

df_features.head()
  

	Date	Close	id	Close__variance_larger_than_standard_deviation	Close__sum_values	Close__abs_energy	Close__mean_abs_change	Close__mean_change	Close__mean_second_derivative_central	Close__median	Close__mean	Close__length	Close__standard_deviation	Close__variation_coefficient	Close__variance	Close__skewness	Close__kurtosis	Close__absolute_sum_of_changes	Close__longest_strike_below_mean	Close__longest_strike_above_mean	Close__count_above_mean	Close__count_below_mean	Close__last_location_of_maximum	Close__first_location_of_maximum	Close__last_location_of_minimum	Close__first_location_of_minimum	Close__ratio_value_number_to_time_series_length	Close__maximum	Close__minimum	Close__benford_correlation	Close__time_reversal_asymmetry_statistic__lag_1	Close__time_reversal_asymmetry_statistic__lag_2	Close__time_reversal_asymmetry_statistic__lag_3	Close__c3__lag_1	Close__c3__lag_2	Close__c3__lag_3	Close__cid_ce__normalize_True	Close__cid_ce__normalize_False	Close__symmetry_looking__r_0.05	Close__symmetry_looking__r_0.1	Close__symmetry_looking__r_0.15000000000000002	Close__symmetry_looking__r_0.2	Close__symmetry_looking__r_0.25	Close__symmetry_looking__r_0.30000000000000004	Close__symmetry_looking__r_0.35000000000000003	Close__symmetry_looking__r_0.4	Close__symmetry_looking__r_0.45	Close__symmetry_looking__r_0.5	Close__symmetry_looking__r_0.55	Close__symmetry_looking__r_0.6000000000000001	Close__symmetry_looking__r_0.65	Close__symmetry_looking__r_0.7000000000000001	Close__symmetry_looking__r_0.75	Close__symmetry_looking__r_0.8	Close__symmetry_looking__r_0.8500000000000001	Close__symmetry_looking__r_0.9	Close__symmetry_looking__r_0.9500000000000001	Close__large_standard_deviation__r_0.05	Close__large_standard_deviation__r_0.1	Close__large_standard_deviation__r_0.15000000000000002	Close__large_standard_deviation__r_0.2	Close__large_standard_deviation__r_0.25	Close__large_standard_deviation__r_0.30000000000000004	Close__large_standard_deviation__r_0.35000000000000003	Close__large_standard_deviation__r_0.4	Close__quantile__q_0.1	Close__quantile__q_0.2	Close__quantile__q_0.3	Close__quantile__q_0.4	Close__quantile__q_0.6	Close__quantile__q_0.7	Close__quantile__q_0.8	Close__quantile__q_0.9	Close__autocorrelation__lag_0	Close__autocorrelation__lag_1	Close__autocorrelation__lag_2	Close__autocorrelation__lag_3	Close__autocorrelation__lag_4	Close__autocorrelation__lag_5	Close__autocorrelation__lag_6	Close__agg_autocorrelation__f_agg_"mean"__maxlag_40	Close__agg_autocorrelation__f_agg_"median"__maxlag_40	Close__agg_autocorrelation__f_agg_"var"__maxlag_40	Close__partial_autocorrelation__lag_0	Close__partial_autocorrelation__lag_1	Close__partial_autocorrelation__lag_2	Close__number_cwt_peaks__n_1	Close__number_cwt_peaks__n_5	Close__number_peaks__n_1	Close__binned_entropy__max_bins_10	Close__index_mass_quantile__q_0.1	Close__index_mass_quantile__q_0.2	Close__index_mass_quantile__q_0.3	Close__index_mass_quantile__q_0.4	Close__index_mass_quantile__q_0.6	Close__index_mass_quantile__q_0.7	Close__index_mass_quantile__q_0.8	Close__index_mass_quantile__q_0.9	Close__cwt_coefficients__coeff_0__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_20__widths_(2, 5, 10, 20)	Close__spkt_welch_density__coeff_2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.2__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.4__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.6__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.6__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.6	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.8	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.8	Close__fft_coefficient__attr_"real"__coeff_0	Close__fft_coefficient__attr_"real"__coeff_1	Close__fft_coefficient__attr_"real"__coeff_2	Close__fft_coefficient__attr_"real"__coeff_3	Close__fft_coefficient__attr_"imag"__coeff_1	Close__fft_coefficient__attr_"imag"__coeff_2	Close__fft_coefficient__attr_"imag"__coeff_3	Close__fft_coefficient__attr_"abs"__coeff_0	Close__fft_coefficient__attr_"abs"__coeff_1	Close__fft_coefficient__attr_"abs"__coeff_2	Close__fft_coefficient__attr_"abs"__coeff_3	Close__fft_coefficient__attr_"angle"__coeff_1	Close__fft_coefficient__attr_"angle"__coeff_2	Close__fft_coefficient__attr_"angle"__coeff_3	Close__fft_aggregated__aggtype_"centroid"	Close__fft_aggregated__aggtype_"variance"	Close__range_count__max_1000000000000.0__min_0	Close__approximate_entropy__m_2__r_0.1	Close__approximate_entropy__m_2__r_0.3	Close__approximate_entropy__m_2__r_0.5	Close__approximate_entropy__m_2__r_0.7	Close__approximate_entropy__m_2__r_0.9	Close__friedrich_coefficients__coeff_0__m_3__r_30	Close__friedrich_coefficients__coeff_1__m_3__r_30	Close__friedrich_coefficients__coeff_2__m_3__r_30	Close__friedrich_coefficients__coeff_3__m_3__r_30	Close__max_langevin_fixed_point__m_3__r_30	Close__linear_trend__attr_"pvalue"	Close__linear_trend__attr_"rvalue"	Close__linear_trend__attr_"intercept"	Close__linear_trend__attr_"slope"	Close__linear_trend__attr_"stderr"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"max"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"min"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"var"	Close__augmented_dickey_fuller__attr_"teststat"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"pvalue"__autolag_"AIC"	Close__augmented_dickey_fuller__attr_"usedlag"__autolag_"AIC"	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_0	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_2	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_3	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_4	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_5	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_6	Close__ratio_beyond_r_sigma__r_0.5	Close__ratio_beyond_r_sigma__r_1	Close__ratio_beyond_r_sigma__r_1.5	Close__count_above__t_0	Close__lempel_ziv_complexity__bins_2	Close__lempel_ziv_complexity__bins_3	Close__lempel_ziv_complexity__bins_5	Close__lempel_ziv_complexity__bins_10	Close__lempel_ziv_complexity__bins_100	Close__fourier_entropy__bins_2	Close__fourier_entropy__bins_3	Close__fourier_entropy__bins_5	Close__fourier_entropy__bins_10	Close__fourier_entropy__bins_100	Close__permutation_entropy__dimension_3__tau_1	Close__permutation_entropy__dimension_4__tau_1	Close__permutation_entropy__dimension_5__tau_1	Close__permutation_entropy__dimension_6__tau_1	Close__permutation_entropy__dimension_7__tau_1
0	2007-01-11	1423.819946	1	1.0	9908.269776	1.402496e+07	4.323324	1.203328	0.722998	1414.849976	1415.467111	7.0	4.326073	0.003056	18.714907	0.825436	0.679915	25.939942	4.0	2.0	3.0	4.0	1.000000	0.857143	0.428571	0.285714	1.0	1423.819946	1409.709961	0.864123	3.001703e+06	8.194405e+06	2.897416e+07	2.827448e+09	2.829842e+09	2.849675e+09	3.064915	13.259045	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1415.899976	1416.947974	1417.991968	1420.531958	1.0	0.067474	-0.226154	-0.414267	-0.955827	0.622428	0.505620	-0.066788	-0.079340	0.292871	1.0	0.067474	-0.231761	1.0	2.0	2.0	1.945910	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1092.890232	1784.100473	1472.674315	1082.936512	1665.663395	2299.461895	1854.183876	1355.773566	1661.665582	2724.309499	2219.205011	1626.046175	1304.985330	3019.046500	2558.839384	1892.931325	1660.852236	2726.139942	2220.997060	1627.412356	1668.025296	2301.121766	1855.253095	1356.505531	1095.901518	1786.348989	1474.331060	1084.120946	0.221269	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	1.713338	3.010257	2.199992	1.105818	1.203328	27.852379	4.323324	10.609250	0.00000	0.00000	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	0.00000	0.00000	5.354980	13.068153	5.354980	13.068153	1.739990	0.000000	1.739990	0.000000	0.000000	0.000000	9908.269776	14.942022	0.646814	-11.623808	8.978838	3.683139	-2.352630	9908.269776	17.432256	3.739503	11.859502	31.002157	80.039569	-168.558043	0.006085	0.013958	7.0	0.182322	0.182322	0.182322	0.231830	0.089726	-0.172668	732.046794	-1.034532e+06	4.873344e+08	1417.322689	0.540053	0.282010	1413.637116	0.609998	0.928076	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.919971	9.777085	5.479980	5.140015	5.414990	10.338005	-1.091160	7.185842e-01	0.0	0.143085	0.143436	0.141696	0.142326	0.142179	0.142731	0.144547	0.714286	0.285714	0.142857	1.0	0.428571	0.714286	0.857143	0.857143	1.0	0.562335	1.039721	1.386294	1.386294	1.386294	1.609438	1.386294	1.098612	0.693147	-0.0
1	2007-01-12	1430.729980	1	1.0	9922.399780	1.406519e+07	5.184998	2.065002	1.554004	1414.849976	1417.485683	7.0	6.909142	0.004874	47.736244	1.029587	0.224793	31.109986	4.0	2.0	3.0	4.0	1.000000	0.857143	0.285714	0.142857	1.0	1430.729980	1409.709961	0.864123	2.139352e+07	3.815444e+07	4.984751e+07	2.837403e+09	2.843172e+09	2.865540e+09	2.149330	14.850026	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1416.943970	1419.435962	1422.723950	1426.583960	1.0	0.474208	-0.079115	-0.443700	-0.789298	-1.021998	0.237019	-0.270481	-0.261408	0.285449	1.0	0.474208	-0.392179	0.0	1.0	1.0	1.747868	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1090.635934	1782.415551	1471.453571	1082.067660	1661.665582	2298.240579	1853.598035	1355.414981	1657.553299	2725.314613	2220.831157	1627.382071	1304.767547	3022.801684	2562.376781	1895.610355	1668.025296	2731.440549	2224.506851	1629.836161	1676.664643	2308.552658	1860.878944	1360.556957	1103.962161	1792.975951	1479.182736	1087.580811	27.487946	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	-0.872498	22.317333	3.807495	8.581563	2.065002	32.489644	5.184998	9.869678	0.00000	0.00000	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	0.00000	0.00000	7.940002	1.060834	7.940002	1.060834	6.910034	0.000000	6.910034	0.000000	6.910034	6.910034	9922.399780	11.106173	-6.878946	-1.237236	28.327639	13.586757	3.207044	9922.399780	30.426998	15.228916	3.437424	68.591772	116.852996	111.095972	0.007140	0.012212	7.0	0.182322	0.182322	0.089726	0.089726	0.033475	0.047758	-202.842917	2.871778e+05	-1.355243e+08	1422.707358	0.081909	0.696800	1410.264252	2.407144	1.108126	1.0	1.0	1.0	1.0	1418.339966	1409.709961	1413.569971	8.391082	12.390014	14.109985	13.704992	3.546061	0.055767	9.629081e-01	0.0	0.143026	0.141291	0.141919	0.141772	0.142323	0.144133	0.145536	0.714286	0.285714	0.142857	1.0	0.571429	0.714286	0.857143	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	1.332179	1.386294	1.098612	0.693147	-0.0
2	2007-01-16	1431.900024	1	1.0	9935.959838	1.410384e+07	3.941671	3.698344	-0.195996	1414.849976	1419.422834	7.0	8.576790	0.006042	73.561323	0.523817	-1.913231	23.650025	4.0	3.0	3.0	4.0	1.000000	0.857143	0.142857	0.000000	1.0	1431.900024	1409.709961	0.864123	3.238644e+07	6.952339e+07	8.921408e+07	2.855808e+09	2.857760e+09	2.855965e+09	1.415619	12.141470	0.0	0.0	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1411.149975	1412.255981	1412.693970	1413.643970	1420.231958	1425.201953	1429.347973	1431.197998	1.0	0.716435	0.196118	-0.422348	-0.944273	-1.304766	-1.647460	-0.567716	-0.683310	0.684084	1.0	0.716435	-0.651629	2.0	2.0	1.0	1.549826	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.931822	1780.559154	1470.397627	1081.372885	1657.553299	2298.722358	1854.775111	1356.418464	1657.768570	2728.709010	2223.953383	1629.734931	1311.649402	3028.344900	2566.165750	1898.253491	1676.664643	2739.223354	2230.434674	1634.111115	1685.200230	2315.606676	1866.046736	1364.242889	1106.802728	1799.217911	1484.339382	1091.370113	55.018717	0.000000	0.000000	1.200012	3.724873	1.929993	1.440029	1.713338	3.010257	2.199992	1.105818	3.527496	12.131199	3.892487	9.422976	3.698344	10.891468	3.941671	9.032446	0.00000	0.00000	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	8.96997	8.96997	5.683349	10.892185	5.683349	10.892185	4.040039	8.236871	4.040039	8.236871	1.170044	1.170044	9935.959838	-6.768296	-14.732796	-12.493963	36.946830	3.490265	2.457225	9935.959838	37.561657	15.140582	12.733305	100.380922	166.672088	168.873476	0.010603	0.021157	7.0	0.182322	0.048728	0.089726	0.089726	0.320775	-0.002624	11.124914	-1.572176e+04	7.405715e+06	1431.283960	0.001050	0.949907	1407.202101	4.073578	0.599382	1.0	1.0	1.0	-1.0	1423.819946	1409.709961	1414.665967	23.651702	8.080078	21.020019	16.649035	-23.309451	0.042121	9.618799e-01	0.0	0.140904	0.141530	0.141384	0.141933	0.143738	0.145137	0.145374	1.000000	0.428571	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	1.039721	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
3	2007-01-17	1430.619995	1	1.0	9956.869872	1.416323e+07	3.633341	2.963338	-0.055005	1423.819946	1422.409982	7.0	8.310960	0.005843	69.072059	-0.133691	-2.499627	21.800049	3.0	4.0	4.0	3.0	0.857143	0.714286	0.285714	0.142857	1.0	1431.900024	1412.109985	0.864123	3.038264e+07	7.210461e+07	7.198378e+07	2.879481e+09	2.878297e+09	2.877878e+09	1.419898	11.800713	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1412.547974	1413.241968	1414.447974	1418.437964	1427.899975	1430.641992	1430.707983	1431.197998	1.0	0.806842	0.221842	-0.576783	-1.155497	-1.269565	-1.137507	-0.518445	-0.857145	0.610178	1.0	0.806842	-1.229636	1.0	2.0	1.0	1.277034	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1085.322638	1784.190808	1473.906317	1084.043800	1657.768570	2304.712391	1860.124635	1360.420024	1662.502562	2736.041657	2229.801517	1633.995807	1320.607327	3035.862291	2571.788151	1902.288496	1685.200230	2745.892379	2235.272106	1637.552507	1687.521207	2321.381437	1870.857550	1367.784873	1104.260167	1803.086714	1488.228099	1094.349513	47.341055	-0.729981	0.729981	1.005005	3.010176	1.734986	1.010035	3.659993	16.104710	4.146647	12.305577	3.659993	16.104710	4.146647	12.305577	2.963338	14.428099	3.633341	10.008302	8.96997	8.96997	8.96997	8.96997	3.942505	17.260759	4.582519	11.804620	0.00000	0.00000	2.266683	11.780831	3.120036	7.184060	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9956.869872	-20.068966	-4.777321	-8.648768	34.092428	5.245705	1.437713	9956.869872	39.560802	7.095084	8.767452	120.483767	132.324471	170.561840	0.007996	0.014603	7.0	0.182322	0.048728	0.279777	0.279777	0.185620	0.007522	-32.181593	4.589394e+04	-2.181577e+07	1435.526774	0.001991	0.935083	1410.752821	3.885720	0.658664	1.0	1.0	1.0	-1.0	1430.729980	1412.109985	1418.869971	52.676159	1.170044	18.510010	12.390039	-52.266541	-2.591408	9.478614e-02	1.0	0.140937	0.140791	0.141338	0.143136	0.144528	0.144765	0.144506	0.857143	0.571429	0.000000	1.0	0.571429	0.714286	0.714286	0.857143	1.0	0.562335	0.562335	0.562335	1.039721	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0
4	2007-01-18	1426.369995	1	1.0	9970.399901	1.420165e+07	4.220011	2.376668	-0.698999	1426.369995	1424.342843	7.0	7.381920	0.005183	54.492749	-0.800161	-1.126892	25.320068	3.0	4.0	4.0	3.0	0.714286	0.571429	0.142857	0.000000	1.0	1431.900024	1412.109985	0.864123	2.425488e+07	5.158183e+07	5.791130e+07	2.899317e+09	2.894320e+09	2.881764e+09	1.696231	12.521440	0.0	0.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0	0.0	1413.753980	1416.643970	1422.025952	1424.839966	1428.919995	1430.641992	1430.707983	1431.197998	1.0	0.691774	-0.010184	-0.643236	-0.936480	-0.881136	-0.455067	-0.372388	-0.549152	0.320142	1.0	0.691774	-0.937263	1.0	2.0	1.0	1.475076	0.142857	0.285714	0.428571	0.428571	0.714286	0.714286	0.857143	1.0	1084.267375	1789.038417	1478.410191	1087.440602	1662.502562	2311.103630	1865.164953	1364.082935	1672.239492	2742.910041	2234.677082	1637.444076	1330.200668	3041.650078	2575.611511	1904.933203	1687.521207	2750.388873	2238.986047	1640.282559	1683.253483	2323.699027	1873.598022	1369.943117	1099.414296	1802.755734	1488.667354	1094.796802	22.515576	2.739991	2.739991	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	5.854981	9.703160	2.486654	29.160024	5.319987	7.041209	2.376668	20.482524	4.220011	8.322581	0.00000	0.00000	-4.25000	4.25000	0.637512	16.798215	3.402527	5.627448	-4.25000	4.25000	-1.453328	4.911162	2.233358	2.035439	-0.054993	1.500714	1.225036	0.003024	1.170044	1.170044	9970.399901	-30.731494	-7.061845	-5.021665	16.143934	7.365980	0.822565	9970.399901	34.713849	10.204279	5.088588	152.286060	133.792396	170.697378	0.007024	0.012059	7.0	0.182322	0.048728	0.048728	0.045429	0.089726	0.009583	-40.969186	5.837954e+04	-2.772887e+07	1434.657342	0.031742	0.797316	1415.514256	2.942862	0.996268	-1.0	1.0	1.0	-1.0	1431.900024	1412.109985	1422.681982	64.828994	-1.280029	14.260010	5.813013	-60.313369	-7.248865	1.801999e-10	1.0	0.140410	0.140955	0.142748	0.144137	0.144373	0.144115	0.143260	0.714286	0.428571	0.142857	1.0	0.571429	0.571429	0.714286	0.857143	1.0	0.693147	1.039721	1.039721	1.386294	1.386294	0.950271	1.039721	1.098612	0.693147	-0.0

y = df_features['target']
df_features_filtered = select_features(df_features.iloc[:, 4:], y)
  

df_features_filtered.shape
  

(3295, 122)

df_features_filtered.head()
  

	Close__fft_aggregated__aggtype_"centroid"	Close__variation_coefficient	Close__fft_aggregated__aggtype_"variance"	Close__cwt_coefficients__coeff_6__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_2__widths_(2, 5, 10, 20)	Close__minimum	Close__cwt_coefficients__coeff_6__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_6__w_10__widths_(2, 5, 10, 20)	Close__quantile__q_0.1	Close__cwt_coefficients__coeff_6__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_5__widths_(2, 5, 10, 20)	Close__quantile__q_0.2	Close__cwt_coefficients__coeff_5__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_5__w_20__widths_(2, 5, 10, 20)	Close__quantile__q_0.3	Close__cwt_coefficients__coeff_4__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_4__w_20__widths_(2, 5, 10, 20)	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"min"	Close__c3__lag_3	Close__quantile__q_0.4	Close__fft_coefficient__attr_"abs"__coeff_0	Close__fft_coefficient__attr_"real"__coeff_0	Close__sum_values	Close__mean	Close__cwt_coefficients__coeff_3__w_20__widths_(2, 5, 10, 20)	Close__abs_energy	Close__cwt_coefficients__coeff_3__w_10__widths_(2, 5, 10, 20)	Close__c3__lag_2	Close__cwt_coefficients__coeff_3__w_5__widths_(2, 5, 10, 20)	Close__c3__lag_1	Close__median	Close__cwt_coefficients__coeff_2__w_20__widths_(2, 5, 10, 20)	Close__quantile__q_0.6	Close__cwt_coefficients__coeff_2__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_3__w_2__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_5__widths_(2, 5, 10, 20)	Close__quantile__q_0.7	Close__quantile__q_0.8	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"mean"	Close__cwt_coefficients__coeff_1__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_1__w_5__widths_(2, 5, 10, 20)	Close__quantile__q_0.9	Close__max_langevin_fixed_point__m_3__r_30	Close__maximum	Close__cwt_coefficients__coeff_0__w_20__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_10__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_0__w_5__widths_(2, 5, 10, 20)	Close__cwt_coefficients__coeff_2__w_2__widths_(2, 5, 10, 20)	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"max"	Close__cwt_coefficients__coeff_1__w_2__widths_(2, 5, 10, 20)	Close__linear_trend__attr_"intercept"	Close__cwt_coefficients__coeff_0__w_2__widths_(2, 5, 10, 20)	Close__cid_ce__normalize_False	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.0	Close__absolute_sum_of_changes	Close__mean_abs_change	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.0	Close__agg_linear_trend__attr_"intercept"__chunk_len_5__f_agg_"var"	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"max"	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.0	Close__variance	Close__standard_deviation	Close__linear_trend__attr_"stderr"	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.2	Close__fft_coefficient__attr_"abs"__coeff_1	Close__linear_trend__attr_"rvalue"	Close__mean_change	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.0	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_1.0__ql_0.4	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.2	Close__time_reversal_asymmetry_statistic__lag_3	Close__change_quantiles__f_agg_"mean"__isabs_True__qh_0.8__ql_0.0	Close__last_location_of_maximum	Close__first_location_of_maximum	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_6	Close__fft_coefficient__attr_"abs"__coeff_3	Close__fft_coefficient__attr_"real"__coeff_3	Close__linear_trend__attr_"slope"	Close__time_reversal_asymmetry_statistic__lag_1	Close__change_quantiles__f_agg_"var"__isabs_False__qh_1.0__ql_0.4	Close__time_reversal_asymmetry_statistic__lag_2	Close__fft_coefficient__attr_"abs"__coeff_2	Close__agg_linear_trend__attr_"slope"__chunk_len_5__f_agg_"mean"	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"mean"	Close__fft_coefficient__attr_"imag"__coeff_2	Close__spkt_welch_density__coeff_2	Close__change_quantiles__f_agg_"mean"__isabs_False__qh_1.0__ql_0.2	Close__change_quantiles__f_agg_"var"__isabs_True__qh_0.8__ql_0.0	Close__fft_coefficient__attr_"imag"__coeff_1	Close__energy_ratio_by_chunks__num_segments_10__segment_focus_0	Close__agg_linear_trend__attr_"rvalue"__chunk_len_5__f_agg_"max"	Close__change_quantiles__f_agg_"var"__isabs_False__qh_0.8__ql_0.0	Close__change_quantiles__f_agg_"var"__isabs_True__qh_1.0__ql_0.4