WinstonChallenge.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "       Feature_1  Feature_2  Feature_3  Feature_4  Feature_5  Feature_6  \\\n",
      "0            NaN        NaN        NaN        NaN          8        NaN   \n",
      "1            NaN        NaN        NaN        NaN          3   0.388896   \n",
      "2            NaN  -0.696727   0.739591  -0.167928          9   0.471947   \n",
      "3            NaN  -0.694350   1.568248   0.479073          5   0.120653   \n",
      "4              6  -1.736489   2.765531   1.245280          7   4.866985   \n",
      "5            NaN        NaN  -0.680515        NaN          1   0.227034   \n",
      "6            NaN  -0.230636  -0.227021  -0.084126          7  -0.095007   \n",
      "7            NaN   2.582955   0.157344   0.617261          8  -0.177333   \n",
      "8            NaN  -0.187950  -0.259820   0.047637          8  -0.381621   \n",
      "9            NaN   2.883570   0.813783   0.796746          7   0.021982   \n",
      "10           NaN   2.226944   0.442309        NaN          1   0.009146   \n",
      "11           NaN   2.144114  -0.731070  -0.682722          8  -0.668712   \n",
      "12             6   0.041236  -0.386044   0.255167          5  -0.035637   \n",
      "13           NaN   0.480362   0.915407   1.381156          7   0.223401   \n",
      "14           NaN  -0.103217   0.581729   0.290436          7   0.046317   \n",
      "15           NaN        NaN   0.152788   0.465036          7  -0.611268   \n",
      "16           NaN        NaN  -0.366156        NaN          1   0.697484   \n",
      "17             8  -1.650709   2.317553   1.305126          8   1.066674   \n",
      "18           NaN  -0.015527  -0.044450        NaN          3   0.072971   \n",
      "19             8  -1.225009   0.787305   0.642112          5   0.064140   \n",
      "20             2  -0.394518   0.155395        NaN          5   0.190561   \n",
      "21           NaN  -1.396875   0.341218        NaN          1   0.117522   \n",
      "22           NaN        NaN   0.515582        NaN          1   3.812319   \n",
      "23           NaN  -1.833909   0.807421   0.396305          7   0.225614   \n",
      "24             7  -0.975182   0.924188        NaN          3   0.981710   \n",
      "25           NaN   0.455055  -0.754385  -0.267288          8  -0.069727   \n",
      "26            10   0.943837  -0.308297  -0.597960          5   0.091429   \n",
      "27           NaN   0.745994  -0.479567        NaN          1   0.310152   \n",
      "28           NaN   1.128934  -0.297645  -0.353155          9   0.053215   \n",
      "29           NaN  -1.393162   0.184165   0.399026          2  -0.007371   \n",
      "...          ...        ...        ...        ...        ...        ...   \n",
      "39970        NaN  -0.682235   2.030997   1.571281          7   1.262264   \n",
      "39971        NaN        NaN  -0.980774  -1.731634          7  -0.565604   \n",
      "39972        NaN   0.260495   0.781602   0.370496          5  -0.417117   \n",
      "39973        NaN        NaN   0.247709   0.708384          1   0.516685   \n",
      "39974        NaN  -0.795393   0.812479   1.182253          2   0.435337   \n",
      "39975        NaN        NaN   1.805298   1.260704          2   0.474173   \n",
      "39976        NaN        NaN  -0.454009        NaN          1  -0.228272   \n",
      "39977        NaN   1.584213   1.485364        NaN          5   0.181444   \n",
      "39978          2        NaN   2.432641   2.065256          6   2.059316   \n",
      "39979        NaN   2.437852   2.109066   2.046964          2   0.494379   \n",
      "39980          5   1.389892   0.260282  -0.082509          7   0.603527   \n",
      "39981        NaN        NaN   0.400233  -0.419178          5   0.454097   \n",
      "39982        NaN  -1.064544   2.059217   2.137673          2   1.095184   \n",
      "39983        NaN        NaN  -0.200755  -0.320181         10  -0.234496   \n",
      "39984          1  -0.541338   0.643071        NaN          5   0.161784   \n",
      "39985        NaN   0.270909   0.148279   0.504962          1   0.607141   \n",
      "39986        NaN  -1.304033   1.063957   0.448434          9   0.276835   \n",
      "39987        NaN        NaN   1.788608   1.319996          6   0.044323   \n",
      "39988        NaN   1.302903   0.201073   0.647164          7  -0.527894   \n",
      "39989        NaN  -0.836604   1.335384   1.199832          6   0.908138   \n",
      "39990        NaN        NaN   0.601925   0.862441          1   2.297448   \n",
      "39991        NaN  -0.711278   0.627670   1.022876          2   0.387895   \n",
      "39992        NaN  -0.787167   1.189032   0.168022         10   0.187430   \n",
      "39993        NaN        NaN  -0.127978  -1.227303          9  -0.336298   \n",
      "39994        NaN   1.335217  -0.387624  -0.402798          8        NaN   \n",
      "39995        NaN        NaN   0.822371        NaN          1   2.182050   \n",
      "39996        NaN   0.747556  -0.489418  -0.267193         10  -0.454329   \n",
      "39997        NaN        NaN  -0.914701  -1.013004          2  -0.701013   \n",
      "39998        NaN  -0.021457   1.021284        NaN          3   1.092849   \n",
      "39999        NaN   1.093868  -0.677391  -0.604479          7        NaN   \n",
      "\n",
      "       Feature_7  Feature_8  Feature_9  Feature_10     ...      Feature_15  \\\n",
      "0          75751     0.2254         11         NaN     ...       27.053679   \n",
      "1          17369     0.0166         13         NaN     ...        9.546915   \n",
      "2           8277     0.3650          9           5     ...        9.647559   \n",
      "3          22508     0.2654         13           5     ...        1.801865   \n",
      "4          22423     0.2138         13           4     ...        9.198895   \n",
      "5          24099     0.2064          8         NaN     ...        1.059815   \n",
      "6          39351     0.3650         13         NaN     ...        0.525992   \n",
      "7          92214     0.2119          8           5     ...        0.262896   \n",
      "8          18418     0.3583          8           5     ...        0.278276   \n",
      "9          47637     0.2654          6           5     ...       10.660042   \n",
      "10         51499     0.2654         13         NaN     ...        0.157604   \n",
      "11         79888     0.2109          8         NaN     ...        5.968857   \n",
      "12         63267     0.0158          8         NaN     ...       13.644827   \n",
      "13         35023     0.2138         10         NaN     ...        0.166849   \n",
      "14         76131     0.3318         14           4     ...        0.074083   \n",
      "15         69564     0.3650          8           5     ...       28.018114   \n",
      "16         94022     0.0158          9           4     ...        0.499126   \n",
      "17         16080     0.3583         10           5     ...             NaN   \n",
      "18         14259     0.2208          9           5     ...        0.890896   \n",
      "19         65146     0.3418         10           1     ...        0.172584   \n",
      "20         47683     0.3418         11         NaN     ...        0.503085   \n",
      "21         35266     0.0171         17         NaN     ...        2.293365   \n",
      "22         49660        NaN         10         NaN     ...        7.716443   \n",
      "23         57773     0.2986          7           4     ...        0.496784   \n",
      "24         34161     0.0111         11         NaN     ...        0.080897   \n",
      "25         64351     0.2087          7           1     ...        3.422428   \n",
      "26         19660     0.2323         10           2     ...        2.500059   \n",
      "27         94975     0.3650         10         NaN     ...        3.562319   \n",
      "28         99483     0.3318          7         NaN     ...        0.345670   \n",
      "29         40712     0.0158          9         NaN     ...        3.134016   \n",
      "...          ...        ...        ...         ...     ...             ...   \n",
      "39970      54939     0.2208         10           5     ...       12.389017   \n",
      "39971      76736     0.2138          4           5     ...        9.338590   \n",
      "39972      62179     0.0142         11           5     ...        0.227747   \n",
      "39973      39562     0.3318         12         NaN     ...       24.074286   \n",
      "39974      34124     0.3650         10         NaN     ...        0.157604   \n",
      "39975      60280     0.2138         11           5     ...       11.335642   \n",
      "39976      99075     0.3318         12         NaN     ...        0.803451   \n",
      "39977      48365     0.2119         11         NaN     ...        0.156674   \n",
      "39978      39069     0.3583         12           5     ...        0.729812   \n",
      "39979      23153     0.0126         10           5     ...        1.285139   \n",
      "39980      44670     0.0158          8           5     ...        9.430350   \n",
      "39981      34324     0.2138         12           5     ...        7.966297   \n",
      "39982      39848     0.3650        NaN           5     ...        0.939512   \n",
      "39983       1344     0.3418         13         NaN     ...        0.381831   \n",
      "39984      29262     0.2654          9           5     ...        0.803451   \n",
      "39985      97667     0.3583        NaN         NaN     ...        0.072194   \n",
      "39986      34425     0.2208         11         NaN     ...             NaN   \n",
      "39987      27661     0.0174         13           5     ...        0.761023   \n",
      "39988      43321     0.0158          8         NaN     ...       11.471504   \n",
      "39989      33304     0.3484         12         NaN     ...        0.320232   \n",
      "39990      62488     0.0101         16         NaN     ...        2.424664   \n",
      "39991      28859     0.2064         13         NaN     ...        0.275248   \n",
      "39992      82639     0.0142          8           5     ...        0.167537   \n",
      "39993      35409     0.3318          6           5     ...        0.898695   \n",
      "39994      64603     0.3451          9           5     ...        1.067535   \n",
      "39995      23729     0.2208         12         NaN     ...        8.133385   \n",
      "39996      56222     0.2323          8           5     ...        1.762151   \n",
      "39997       7024     0.3418         10           5     ...        2.870829   \n",
      "39998      27376     0.2119         13         NaN     ...        7.195859   \n",
      "39999       4141     0.2254        NaN         NaN     ...        0.196403   \n",
      "\n",
      "       Feature_16  Feature_17  Feature_18  Feature_19  Feature_20  Feature_21  \\\n",
      "0               1         NaN         NaN   -0.925463           2         NaN   \n",
      "1               1   -0.949891    0.917958   -0.897067           9    0.886205   \n",
      "2               1   -1.132426    1.799813   -1.603488           3         NaN   \n",
      "3               1   -1.131213    1.565036         NaN           7    1.148738   \n",
      "4               1    6.317498   -3.208872   -1.102189           7    3.381040   \n",
      "5               1   -0.587538    0.230375   -0.897600          10    0.111960   \n",
      "6               1   -0.140953    0.016076   -0.966690           3   -0.186534   \n",
      "7               1   -0.788162    0.951173   -1.896213         NaN    0.264332   \n",
      "8               1   -0.203904         NaN   -0.807255         NaN   -0.386895   \n",
      "9               1   -0.296651    0.310053   -0.673504           8    0.015727   \n",
      "10              1   -0.804839    0.753906   -0.744043           8    0.632483   \n",
      "11              1    0.120894   -0.106234   -0.343017         NaN         NaN   \n",
      "12              1   -0.349513    0.026545   -0.675025           5   -0.307670   \n",
      "13              1   -0.592927    0.682742   -1.347018           4    0.352247   \n",
      "14              1   -0.294563    0.052690   -0.870899           9    0.069846   \n",
      "15              1   -0.197932   -0.048316   -1.426946           3   -0.503476   \n",
      "16              1   -0.802035    0.638563   -1.117521           3    0.503752   \n",
      "17              1   -1.698118    2.851574   -2.262090           3    2.510800   \n",
      "18              1   -0.305184    0.146740   -0.850759           8    0.024636   \n",
      "19              1   -0.727716    0.655548   -1.521197           5    0.334255   \n",
      "20              1   -0.034790   -0.263837   -1.072647           8    0.178005   \n",
      "21              1   -0.496873    0.569340   -0.797320           9    0.748948   \n",
      "22              1   -0.756214    0.838580   -0.896613           3    2.891355   \n",
      "23              1   -0.800207    0.811756   -0.564181           9    0.303550   \n",
      "24              1   -1.242884    1.779794   -1.553483           9    1.556003   \n",
      "25              1    0.189427   -0.367993   -0.732628           2   -0.429970   \n",
      "26              1   -0.364848    0.218628   -0.892409           2   -0.095042   \n",
      "27              1   -0.180901    0.039057   -0.161172          10    0.085972   \n",
      "28              1   -0.524674    0.406920   -0.666462           2    0.302887   \n",
      "29              1   -0.410570    0.402338   -1.041353         NaN   -0.043804   \n",
      "...           ...         ...         ...         ...         ...         ...   \n",
      "39970           1   -1.191665    1.906295   -1.836467           6    1.466655   \n",
      "39971           1    0.536849   -0.819648   -0.111123         NaN   -1.277738   \n",
      "39972           1         NaN   -0.137025   -0.976615           6   -0.481744   \n",
      "39973           1   -0.967573    0.874018   -1.474813           7    1.940218   \n",
      "39974           1   -0.920076         NaN   -2.054870           3    0.638700   \n",
      "39975           1   -1.207693    1.921763   -1.963069           2    1.275401   \n",
      "39976           1   -0.617713    0.477059   -0.901235           2   -0.237039   \n",
      "39977           1   -1.258536    1.697323   -2.155156         NaN    0.880399   \n",
      "39978           1   -1.732903    3.716706   -2.433550           7    2.522989   \n",
      "39979           1   -1.326864    2.686513   -2.520519           7    1.737196   \n",
      "39980           1   -0.481840    0.619538   -1.067717           2         NaN   \n",
      "39981           1   -0.922206    1.211501   -1.629347           5    0.876269   \n",
      "39982           1   -1.798123    3.454467   -2.494977           8    2.071740   \n",
      "39983           1   -0.162595   -0.157717   -0.390874           6   -0.576312   \n",
      "39984           1   -0.443709    0.540681   -0.884885         NaN    0.218044   \n",
      "39985           1   -0.767796    0.635496   -0.937538           8    1.480341   \n",
      "39986           1   -1.187766    1.683854   -1.381008           4    0.748128   \n",
      "39987           1   -0.639064    0.551800   -1.315725           8    0.404950   \n",
      "39988           1    0.005268   -0.326335   -0.342511           2   -0.833366   \n",
      "39989           1   -0.638359    0.560787   -1.692534           8    0.788173   \n",
      "39990           1   -0.866654    1.014538   -1.320154           8    2.200289   \n",
      "39991           1   -0.987724    1.176893   -2.043992           6    0.727401   \n",
      "39992           1   -0.914413    0.925566   -1.167570           8    0.416349   \n",
      "39993           1   -0.494455    0.304547   -0.848172           4   -0.103730   \n",
      "39994           1   -0.420478    0.256347   -1.263935           2   -0.539964   \n",
      "39995           1   -0.647001    0.656966   -1.064548           3    1.645753   \n",
      "39996           1    0.137214   -0.285260    0.201127         NaN   -0.756182   \n",
      "39997           1    0.286876   -0.145808   -0.178996         NaN   -1.231343   \n",
      "39998         NaN   -1.027664    1.328490   -1.693239           8    1.512567   \n",
      "39999           1    0.478406   -0.293709    0.102207         NaN   -0.986207   \n",
      "\n",
      "       Feature_22  Feature_23  Feature_24  \n",
      "0       -0.489492         NaN         NaN  \n",
      "1       -0.151805    1.239856    0.953424  \n",
      "2        0.389061    1.728096   -1.798090  \n",
      "3       -2.440799    1.551425   -1.788725  \n",
      "4        1.732708    1.965189   -5.993092  \n",
      "5        1.670980    0.364626    1.039643  \n",
      "6        1.080087    0.799836   -0.753148  \n",
      "7        0.014091    1.071300   -2.083937  \n",
      "8        0.376418    0.318258    0.036014  \n",
      "9       -2.443845    1.088876   -0.799818  \n",
      "10       0.135072    0.851821   -0.869016  \n",
      "11       1.254116   -0.058828   -0.508526  \n",
      "12       0.040303    0.741601    0.390114  \n",
      "13       0.586843    0.907012   -2.096931  \n",
      "14      -3.234414    0.934754    0.683127  \n",
      "15      -0.692277    1.069566   -0.690681  \n",
      "16       1.791505    1.024766   -1.028944  \n",
      "17      -3.558209    2.077923   -3.600646  \n",
      "18       0.667606    0.688121    0.853439  \n",
      "19      -2.336257    0.904738   -0.783900  \n",
      "20      -1.629493    1.004643    0.073035  \n",
      "21      -1.850734    0.727687   -2.284983  \n",
      "22       0.985653   -5.104818   -5.532785  \n",
      "23       0.180322    1.147526   -0.111506  \n",
      "24       2.195823    1.421407   -0.904888  \n",
      "25       1.228690    0.412385    0.077258  \n",
      "26       0.034681    0.501350    0.291481  \n",
      "27       1.418246    0.618185    0.344022  \n",
      "28       1.459989    1.190229    1.509244  \n",
      "29      -0.690647    0.625601   -0.593014  \n",
      "...           ...         ...         ...  \n",
      "39970   -0.185057    1.787610   -0.807092  \n",
      "39971   -0.293257   -0.062055    0.726088  \n",
      "39972   -0.396274    0.610327    0.336819  \n",
      "39973   -1.054326         NaN   -3.457165  \n",
      "39974   -1.647007    1.395257   -2.057399  \n",
      "39975   -1.787329    1.685503   -2.623911  \n",
      "39976    1.503400    0.765244    0.036613  \n",
      "39977   -3.747271    1.717504   -2.115281  \n",
      "39978   -2.765925    2.202092   -2.448913  \n",
      "39979   -2.779504    2.135382   -2.162163  \n",
      "39980    0.170660   -4.603118   -1.312291  \n",
      "39981   -1.331785    1.273237   -1.025652  \n",
      "39982   -2.598807    2.101478   -4.126096  \n",
      "39983   -0.549158    0.319112    0.788274  \n",
      "39984   -1.849840    1.071643   -1.397412  \n",
      "39985   -0.686805         NaN   -1.577558  \n",
      "39986   -1.943263    1.135011   -1.026009  \n",
      "39987   -1.924224    1.115695   -0.773101  \n",
      "39988   -1.437653    0.498388    0.978758  \n",
      "39989   -1.170420    1.385250   -1.083873  \n",
      "39990   -0.313435         NaN   -2.154485  \n",
      "39991   -1.661970    1.232137   -2.195440  \n",
      "39992   -0.910266    1.567678   -1.951009  \n",
      "39993    0.155627    0.820714    0.164473  \n",
      "39994    0.398328    0.511038   -1.099037  \n",
      "39995    1.653856   -5.636344   -3.736403  \n",
      "39996    0.726970         NaN    0.186589  \n",
      "39997    1.417791   -0.177614   -0.024263  \n",
      "39998   -0.919802    1.418258   -0.517232  \n",
      "39999    0.664102    0.413312    1.617466  \n",
      "\n",
      "[40000 rows x 24 columns]\n"
     ]
    }
   ],
   "source": [
    "import matplotlib.pyplot as plt\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "from sklearn.feature_selection import VarianceThreshold\n",
    "\n",
    "train_df=pd.read_csv('train.csv')\n",
    "#test_df=pd.read_csv('test.csv')\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "#train_df.ix[:,1:26].hist()\n",
    "#plt.show()\n",
    "\n",
    "fig, axs = plt.subplots(1, 4, sharey=True)\n",
    "train_df.plot(kind='scatter', x='Feature_22', y='Ret_MinusTwo', ax=axs[0])\n",
    "train_df.plot(kind='scatter', x='Feature_23', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_24', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_25', y='Ret_MinusTwo', ax=axs[3])\n",
    "\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "train_df.plot(kind='scatter', x='Feature_4', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_5', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_6', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_7', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_8', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_9', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_10', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_11', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_12', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_13', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_14', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_15', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_16', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_17', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_18', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_19', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_20', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_21', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_22', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_23', y='Ret_MinusTwo', ax=axs[2])\n",
    "train_df.plot(kind='scatter', x='Feature_24', y='Ret_MinusTwo', ax=axs[1])\n",
    "train_df.plot(kind='scatter', x='Feature_25', y='Ret_MinusTwo', ax=axs[2])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Id                 40000\n",
      "Feature_1          39996\n",
      "Feature_2          39998\n",
      "Feature_3          39998\n",
      "Feature_4          39998\n",
      "Feature_5          40000\n",
      "Feature_6          39999\n",
      "Feature_7          40000\n",
      "Feature_8          40000\n",
      "Feature_9          40000\n",
      "Feature_10         39998\n",
      "Feature_11         39999\n",
      "Feature_12         40000\n",
      "Feature_13         40000\n",
      "Feature_14         40000\n",
      "Feature_15         40000\n",
      "Feature_16         40000\n",
      "Feature_17         39999\n",
      "Feature_18         39999\n",
      "Feature_19         40000\n",
      "Feature_20         40000\n",
      "Feature_21         39999\n",
      "Feature_22         40000\n",
      "Feature_23         39999\n",
      "Feature_24         39999\n",
      "Feature_25         39999\n",
      "Ret_MinusTwo       40000\n",
      "Ret_MinusOne       40000\n",
      "Ret_2              40000\n",
      "Ret_3              40000\n",
      "                   ...  \n",
      "Ret_155            40000\n",
      "Ret_156            40000\n",
      "Ret_157            40000\n",
      "Ret_158            40000\n",
      "Ret_159            40000\n",
      "Ret_160            40000\n",
      "Ret_161            40000\n",
      "Ret_162            40000\n",
      "Ret_163            40000\n",
      "Ret_164            40000\n",
      "Ret_165            40000\n",
      "Ret_166            40000\n",
      "Ret_167            40000\n",
      "Ret_168            40000\n",
      "Ret_169            40000\n",
      "Ret_170            40000\n",
      "Ret_171            40000\n",
      "Ret_172            40000\n",
      "Ret_173            40000\n",
      "Ret_174            40000\n",
      "Ret_175            40000\n",
      "Ret_176            40000\n",
      "Ret_177            40000\n",
      "Ret_178            40000\n",
      "Ret_179            40000\n",
      "Ret_180            40000\n",
      "Ret_PlusOne        40000\n",
      "Ret_PlusTwo        40000\n",
      "Weight_Intraday    40000\n",
      "Weight_Daily       40000\n",
      "dtype: int64\n",
      "0         1\n",
      "1         1\n",
      "2         1\n",
      "3         1\n",
      "4         1\n",
      "5         1\n",
      "6         1\n",
      "7         1\n",
      "8         1\n",
      "9         1\n",
      "10        1\n",
      "11        1\n",
      "12        1\n",
      "13        1\n",
      "14        1\n",
      "15        1\n",
      "16        1\n",
      "17        1\n",
      "18        1\n",
      "19        1\n",
      "20        1\n",
      "21        1\n",
      "22        1\n",
      "23        1\n",
      "24        1\n",
      "25        1\n",
      "26        1\n",
      "27        1\n",
      "28        1\n",
      "29        1\n",
      "         ..\n",
      "39970     1\n",
      "39971     1\n",
      "39972     1\n",
      "39973     1\n",
      "39974     1\n",
      "39975     1\n",
      "39976     1\n",
      "39977     1\n",
      "39978     1\n",
      "39979     1\n",
      "39980     1\n",
      "39981     1\n",
      "39982     1\n",
      "39983     1\n",
      "39984     1\n",
      "39985     1\n",
      "39986     1\n",
      "39987     1\n",
      "39988     1\n",
      "39989     1\n",
      "39990     1\n",
      "39991     1\n",
      "39992     1\n",
      "39993     1\n",
      "39994     1\n",
      "39995     1\n",
      "39996     1\n",
      "39997     1\n",
      "39998   NaN\n",
      "39999     1\n",
      "Name: Feature_16, dtype: float64\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "array([[ 0.        ,  0.        ,  0.        , ...,  0.        ,\n",
       "         0.        ,  0.        ],\n",
       "       [ 0.        ,  0.        ,  0.        , ...,  1.23985602,\n",
       "         0.95342383, -0.70946229],\n",
       "       [ 0.        , -0.69672694,  0.73959068, ...,  1.72809555,\n",
       "        -1.79808951, -1.01937037],\n",
       "       ..., \n",
       "       [ 0.        ,  0.        , -0.91470135, ..., -0.17761432,\n",
       "        -0.02426308, -0.06920757],\n",
       "       [ 0.        , -0.021457  ,  1.02128415, ...,  1.41825848,\n",
       "        -0.51723177, -0.59039811],\n",
       "       [ 0.        ,  1.09386811, -0.67739114, ...,  0.4133124 ,\n",
       "         1.61746553,  0.07730503]])"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\n",
    "print(train_df.interpolate().count())\n",
    "#train_df.interpolate().plot()\n",
    "#plt.show()\n",
    "print(train_df.Feature_16)\n",
    "train_df=train_df.fillna(0)\n",
    "sel = VarianceThreshold(threshold=(.8 * (1 - .8)))\n",
    "sel.fit_transform(train_df.ix[:,1:26])\n",
    "\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from bigml.api import BigML\n",
    " \n",
    "api = BigML()\n",
    " \n",
    "source = api.create_source('train.csv')\n",
    "dataset = api.create_dataset(source)\n",
    "model = api.create_model(dataset)\n",
    "prediction = api.create_prediction(model, new_object)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "208\n",
      "Id               1.000000\n",
      "Feature_1             NaN\n",
      "Feature_2             NaN\n",
      "Feature_3             NaN\n",
      "Feature_4             NaN\n",
      "Feature_5        8.000000\n",
      "Feature_6             NaN\n",
      "Feature_8        0.225400\n",
      "Feature_9       11.000000\n",
      "Feature_10            NaN\n",
      "Feature_11            NaN\n",
      "Feature_12       0.490000\n",
      "Feature_13       5.000000\n",
      "Feature_14       1.842984\n",
      "Feature_15      27.053679\n",
      "Feature_16       1.000000\n",
      "Feature_17            NaN\n",
      "Feature_18            NaN\n",
      "Feature_19      -0.925463\n",
      "Feature_20       2.000000\n",
      "Feature_21            NaN\n",
      "Feature_22      -0.489492\n",
      "Feature_23            NaN\n",
      "Feature_24            NaN\n",
      "Feature_25            NaN\n",
      "Ret_MinusTwo     0.055275\n",
      "Ret_MinusOne    -0.010770\n",
      "Ret_2            0.000003\n",
      "Ret_3           -0.000734\n",
      "Ret_4           -0.000738\n",
      "                  ...    \n",
      "Ret_153          0.000151\n",
      "Ret_154          0.002642\n",
      "Ret_155         -0.000017\n",
      "Ret_156          0.000140\n",
      "Ret_157          0.000015\n",
      "Ret_158         -0.000011\n",
      "Ret_159          0.001683\n",
      "Ret_160         -0.000286\n",
      "Ret_161          0.000010\n",
      "Ret_162          0.000152\n",
      "Ret_163          0.000579\n",
      "Ret_164         -0.000150\n",
      "Ret_165          0.000822\n",
      "Ret_166          0.001392\n",
      "Ret_167          0.000292\n",
      "Ret_168          0.000002\n",
      "Ret_169          0.001133\n",
      "Ret_170         -0.000134\n",
      "Ret_171          0.001539\n",
      "Ret_172         -0.000142\n",
      "Ret_173          0.000861\n",
      "Ret_174          0.000544\n",
      "Ret_175         -0.002688\n",
      "Ret_176          0.002246\n",
      "Ret_177         -0.000838\n",
      "Ret_178         -0.000695\n",
      "Ret_179          0.000003\n",
      "Ret_180         -0.001974\n",
      "Ret_PlusOne     -0.019512\n",
      "Ret_PlusTwo      0.028846\n",
      "Name: 0, dtype: float64\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\Users\\tanmay\\Anaconda\\envs\\py34\\lib\\site-packages\\matplotlib\\axes\\_axes.py:475: UserWarning: No labelled objects found. Use label='...' kwarg on individual plots.\n",
      "  warnings.warn(\"No labelled objects found. \"\n"
     ]
    }
   ],
   "source": [
    "#x[] =[for x in range(1,211)]\n",
    "#y[]=train_df.ix[1]\n",
    "\n",
    "train_df1 = train_df.drop(['Feature_7','Weight_Intraday','Weight_Daily'],axis=1)\n",
    "y=train_df1.ix[0]\n",
    "print(len(y))\n",
    "print(y)\n",
    "fig, ax = plt.subplots()\n",
    "ax.plot(train_df.ix[0,28:207])\n",
    "#ax.plot(train_df.ix[1,28:207])\n",
    "ax.grid(True)\n",
    "plt.legend()\n",
    "plt.show()\n",
    "#train_df.ix[1].Ret_121.plot(color='r',lw=1.3)\n",
    "#[plt.plot(train_df[0],train_df[x]) for x in range(1,len(train_df[:,0]))]\n",
    "#print(train_df.ix[1])\n",
    "plt.plot(y,'bo')\n",
    "#train_df.ix[1].plot(kind='')\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Hurst(GBM): 0.507748633272\n",
      "Hurst(MR): 0.000172891503837\n",
      "Hurst(TR): 0.954781793808\n",
      "Ret_2     -4.871459e-04\n",
      "Ret_3      4.745645e-04\n",
      "Ret_4      1.737674e-06\n",
      "Ret_5     -1.825559e-06\n",
      "Ret_6     -5.234522e-04\n",
      "Ret_7     -2.551758e-04\n",
      "Ret_8     -8.018733e-06\n",
      "Ret_9      4.843796e-05\n",
      "Ret_10    -3.122019e-04\n",
      "Ret_11    -7.417844e-04\n",
      "Ret_12    -9.027256e-06\n",
      "Ret_13    -2.478793e-04\n",
      "Ret_14     4.873417e-04\n",
      "Ret_15     2.561704e-04\n",
      "Ret_16    -5.075688e-04\n",
      "Ret_17     2.495416e-04\n",
      "Ret_18     1.538715e-05\n",
      "Ret_19     8.019865e-06\n",
      "Ret_20    -2.506362e-04\n",
      "Ret_21    -5.193979e-04\n",
      "Ret_22    -5.029784e-04\n",
      "Ret_23     2.402231e-04\n",
      "Ret_24     2.481049e-04\n",
      "Ret_25     4.947589e-04\n",
      "Ret_26    -2.431468e-04\n",
      "Ret_27    -2.524101e-04\n",
      "Ret_28    -2.519636e-04\n",
      "Ret_29    -2.304159e-04\n",
      "Ret_30     2.122038e-04\n",
      "Ret_31    -5.034024e-04\n",
      "               ...     \n",
      "Ret_151    2.631525e-04\n",
      "Ret_152    2.502784e-04\n",
      "Ret_153    1.035265e-04\n",
      "Ret_154    1.187826e-04\n",
      "Ret_155   -4.825102e-04\n",
      "Ret_156    1.281932e-04\n",
      "Ret_157    8.861764e-04\n",
      "Ret_158    3.242860e-06\n",
      "Ret_159    1.481927e-04\n",
      "Ret_160    6.229850e-04\n",
      "Ret_161    5.073218e-04\n",
      "Ret_162   -7.420604e-04\n",
      "Ret_163   -5.142793e-04\n",
      "Ret_164    8.881545e-07\n",
      "Ret_165    9.001163e-05\n",
      "Ret_166   -3.611199e-04\n",
      "Ret_167   -7.379704e-04\n",
      "Ret_168   -5.020202e-04\n",
      "Ret_169    4.974327e-04\n",
      "Ret_170    2.562310e-04\n",
      "Ret_171   -2.563576e-04\n",
      "Ret_172   -4.618015e-06\n",
      "Ret_173   -4.967872e-04\n",
      "Ret_174    2.403023e-04\n",
      "Ret_175   -1.288066e-04\n",
      "Ret_176    1.231983e-04\n",
      "Ret_177    2.479729e-04\n",
      "Ret_178    3.315418e-07\n",
      "Ret_179    3.434290e-06\n",
      "Ret_180    2.660238e-05\n",
      "Name: 1, dtype: float64\n",
      "Hurst(1st stock): -0.00478555422765\n"
     ]
    }
   ],
   "source": [
    "from numpy import cumsum, log, polyfit, sqrt, std, subtract \n",
    "from numpy.random import randn\n",
    "\n",
    "def hurst(ts):\n",
    "    \"\"\"Returns the Hurst Exponent of the time series vector ts\"\"\" \n",
    "    # Create the range of lag values \n",
    "    lags = range(2, 100)\n",
    "    # Calculate the array of the variances of the lagged differences \n",
    "    tau = [sqrt(std(subtract(ts[lag:], ts[:-lag]))) for lag in lags]\n",
    "    # Use a linear fit to estimate the Hurst Exponent \n",
    "    poly = polyfit(log(lags), log(tau), 1)\n",
    "    \n",
    "    # Return the Hurst exponent from the polyfit output \n",
    "    return poly[0]*2.0\n",
    "# Create a Gometric Brownian Motion, Mean-Reverting and Trending Series \n",
    "gbm = log(cumsum(randn(100000))+1000) \n",
    "mr = log(randn(100000)+1000) \n",
    "tr = log(cumsum(randn(100000)+1)+1000)\n",
    "# Output the Hurst Exponent for each of the above series \n",
    "# and the price of Amazon (the Adjusted Close price) for \n",
    "# the ADF test given above in the article \n",
    "print(\"Hurst(GBM): %s\" % hurst(gbm)) \n",
    "print(\"Hurst(MR): %s\" % hurst(mr)) \n",
    "print(\"Hurst(TR): %s\" % hurst(tr))\n",
    "print(train_df.ix[1,28:207])\n",
    "print(\"Hurst(1st stock): %s\" % hurst(train_df.ix[1,28:207]))\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "       Feature_1  Feature_2  Feature_3  Feature_4  Feature_5  Feature_6  \\\n",
      "0              0   0.000000   0.000000   0.000000          8   0.000000   \n",
      "1              0   0.000000   0.000000   0.000000          3   0.388896   \n",
      "2              0  -0.696727   0.739591  -0.167928          9   0.471947   \n",
      "3              0  -0.694350   1.568248   0.479073          5   0.120653   \n",
      "4              6  -1.736489   2.765531   1.245280          7   4.866985   \n",
      "5              0   0.000000  -0.680515   0.000000          1   0.227034   \n",
      "6              0  -0.230636  -0.227021  -0.084126          7  -0.095007   \n",
      "7              0   2.582955   0.157344   0.617261          8  -0.177333   \n",
      "8              0  -0.187950  -0.259820   0.047637          8  -0.381621   \n",
      "9              0   2.883570   0.813783   0.796746          7   0.021982   \n",
      "10             0   2.226944   0.442309   0.000000          1   0.009146   \n",
      "11             0   2.144114  -0.731070  -0.682722          8  -0.668712   \n",
      "12             6   0.041236  -0.386044   0.255167          5  -0.035637   \n",
      "13             0   0.480362   0.915407   1.381156          7   0.223401   \n",
      "14             0  -0.103217   0.581729   0.290436          7   0.046317   \n",
      "15             0   0.000000   0.152788   0.465036          7  -0.611268   \n",
      "16             0   0.000000  -0.366156   0.000000          1   0.697484   \n",
      "17             8  -1.650709   2.317553   1.305126          8   1.066674   \n",
      "18             0  -0.015527  -0.044450   0.000000          3   0.072971   \n",
      "19             8  -1.225009   0.787305   0.642112          5   0.064140   \n",
      "20             2  -0.394518   0.155395   0.000000          5   0.190561   \n",
      "21             0  -1.396875   0.341218   0.000000          1   0.117522   \n",
      "22             0   0.000000   0.515582   0.000000          1   3.812319   \n",
      "23             0  -1.833909   0.807421   0.396305          7   0.225614   \n",
      "24             7  -0.975182   0.924188   0.000000          3   0.981710   \n",
      "25             0   0.455055  -0.754385  -0.267288          8  -0.069727   \n",
      "26            10   0.943837  -0.308297  -0.597960          5   0.091429   \n",
      "27             0   0.745994  -0.479567   0.000000          1   0.310152   \n",
      "28             0   1.128934  -0.297645  -0.353155          9   0.053215   \n",
      "29             0  -1.393162   0.184165   0.399026          2  -0.007371   \n",
      "...          ...        ...        ...        ...        ...        ...   \n",
      "19970          0   2.551504  -0.341580   0.304271          7  -0.394791   \n",
      "19971          0  -1.233444   4.465478   2.816250          6   2.655998   \n",
      "19972          1   1.076955  -0.071344   0.091506          5  -0.501216   \n",
      "19973          0  -0.971365   0.836737   0.364744          9   0.377042   \n",
      "19974          0   0.083443   0.167032   0.541834          8  -0.432707   \n",
      "19975          0   0.000000   0.398962   0.000000          3   0.376044   \n",
      "19976          0  -0.917526   1.013072   1.128732          1   3.592156   \n",
      "19977          0  -0.970382   0.649520   0.000000          3   0.557468   \n",
      "19978          0  -1.443701   1.960681   1.875188          1   4.637789   \n",
      "19979          0   0.000000   0.240166   0.389016          7   0.000000   \n",
      "19980          0  -1.727924   1.990992   0.850926         10   1.330831   \n",
      "19981          0  -0.844898   0.633748  -0.382620         10  -0.184158   \n",
      "19982          0   0.000000  -0.285731  -0.286773          2  -0.331378   \n",
      "19983          5  -0.278362   1.486258   1.475868          6   0.197340   \n",
      "19984          0   0.000000   0.455144   0.000000          1   0.079896   \n",
      "19985          0  -0.879184   0.747798   0.339689          5   0.308281   \n",
      "19986          0   0.000000  -0.795978   0.000000          1  -0.043871   \n",
      "19987          0  -0.743321   0.764214   0.996225          1   1.886914   \n",
      "19988          0  -2.253404   1.791872   0.000000          5   0.793464   \n",
      "19989          0  -0.728304   0.292947   0.750684          2  -0.538463   \n",
      "19990          0   1.368261   0.803499   0.000000          7   0.126631   \n",
      "19991          0   0.000000   0.737089   0.000000          3   0.581834   \n",
      "19992          0   0.861566   0.260344  -0.065183          9  -0.152097   \n",
      "19993          3  -0.370910   1.139768   1.288010          8  -0.055239   \n",
      "19994          0  -0.435708  -0.304368  -0.277280          8  -0.380159   \n",
      "19995          0  -0.210322   0.584483   0.794499          6   0.201702   \n",
      "19996          0   0.409380  -0.522313  -0.550875          8  -0.535404   \n",
      "19997          0   0.162188   0.183298   0.356697          1   1.012115   \n",
      "19998          0   1.168933   0.000000   0.079132          2  -0.327055   \n",
      "19999          0   0.000000   0.585097   0.000000          1   0.445026   \n",
      "\n",
      "       Feature_7  Feature_8  Feature_9  Feature_10      ...        Ret_111  \\\n",
      "0          75751     0.2254         11           0      ...       0.000000   \n",
      "1          17369     0.0166         13           0      ...      -0.000010   \n",
      "2           8277     0.3650          9           5      ...       0.000250   \n",
      "3          22508     0.2654         13           5      ...      -0.000571   \n",
      "4          22423     0.2138         13           4      ...      -0.000014   \n",
      "5          24099     0.2064          8           0      ...       0.000921   \n",
      "6          39351     0.3650         13           0      ...      -0.000341   \n",
      "7          92214     0.2119          8           5      ...       0.000002   \n",
      "8          18418     0.3583          8           5      ...       0.000199   \n",
      "9          47637     0.2654          6           5      ...       0.003107   \n",
      "10         51499     0.2654         13           0      ...      -0.000011   \n",
      "11         79888     0.2109          8           0      ...      -0.000365   \n",
      "12         63267     0.0158          8           0      ...      -0.000478   \n",
      "13         35023     0.2138         10           0      ...       0.000436   \n",
      "14         76131     0.3318         14           4      ...       0.000291   \n",
      "15         69564     0.3650          8           5      ...       0.000007   \n",
      "16         94022     0.0158          9           4      ...       0.000256   \n",
      "17         16080     0.3583         10           5      ...       0.000831   \n",
      "18         14259     0.2208          9           5      ...       0.000875   \n",
      "19         65146     0.3418         10           1      ...       0.000114   \n",
      "20         47683     0.3418         11           0      ...       0.000000   \n",
      "21         35266     0.0171         17           0      ...       0.004115   \n",
      "22         49660     0.0000         10           0      ...      -0.000372   \n",
      "23         57773     0.2986          7           4      ...      -0.000677   \n",
      "24         34161     0.0111         11           0      ...       0.000566   \n",
      "25         64351     0.2087          7           1      ...      -0.000282   \n",
      "26         19660     0.2323         10           2      ...       0.000023   \n",
      "27         94975     0.3650         10           0      ...      -0.002376   \n",
      "28         99483     0.3318          7           0      ...      -0.000496   \n",
      "29         40712     0.0158          9           0      ...       0.000028   \n",
      "...          ...        ...        ...         ...      ...            ...   \n",
      "19970       5531     0.0098          9           5      ...       0.000849   \n",
      "19971      35409     0.3484         15           0      ...      -0.000387   \n",
      "19972       8879     0.3318         13           0      ...       0.000781   \n",
      "19973      38585     0.0166         11           0      ...      -0.000238   \n",
      "19974      81859     0.3318         10           5      ...       0.001925   \n",
      "19975      75116     0.0158         14           0      ...      -0.000800   \n",
      "19976      96992     0.0126         12           4      ...       0.000491   \n",
      "19977      40875     0.3583         16           0      ...       0.000202   \n",
      "19978       6299     0.3418         16           0      ...      -0.000161   \n",
      "19979      25144     0.0166          6           0      ...       0.000005   \n",
      "19980      88918     0.3583          9           6      ...       0.000360   \n",
      "19981      28779     0.0098         12           0      ...      -0.000912   \n",
      "19982      80479     0.3451         11           5      ...       0.000772   \n",
      "19983      83337     0.2654          7           0      ...      -0.000291   \n",
      "19984      54607     0.3451         16           0      ...       0.000501   \n",
      "19985      42679     0.3318         14           0      ...       0.000329   \n",
      "19986      62140     0.2119          6           5      ...      -0.000005   \n",
      "19987      59828     0.0166         12           5      ...       0.000601   \n",
      "19988       4141     0.3650         11           0      ...      -0.000243   \n",
      "19989      48456     0.0174          7           5      ...       0.000278   \n",
      "19990      21635     0.0099         10           0      ...       0.000000   \n",
      "19991      30391     0.0171          9           0      ...      -0.000599   \n",
      "19992      48061     0.2254          6           5      ...      -0.005626   \n",
      "19993      57555     0.3318         12           5      ...       0.000546   \n",
      "19994       1778     0.2087          8           0      ...       0.001010   \n",
      "19995      38514     0.2208         11           0      ...       0.000201   \n",
      "19996      21108     0.3318          5           0      ...       0.000012   \n",
      "19997      53494     0.0099         20           6      ...      -0.000243   \n",
      "19998      76801     0.0107         10           5      ...       0.001404   \n",
      "19999      30184     0.2654         10           0      ...       0.000012   \n",
      "\n",
      "            Ret_112       Ret_113       Ret_114   Ret_115       Ret_116  \\\n",
      "0      7.000474e-04 -8.431473e-04  2.679678e-04 -0.000415 -1.132746e-03   \n",
      "1      2.494024e-04  4.918272e-04 -2.201786e-05  0.000046 -2.937321e-04   \n",
      "2     -1.379924e-04 -2.660449e-04  7.859514e-04  0.001702 -2.711553e-04   \n",
      "3      2.880709e-04  5.672140e-06  1.478455e-04 -0.000260  3.870469e-04   \n",
      "4      1.209899e-03  1.112321e-05 -4.547193e-06 -0.000011  2.528818e-06   \n",
      "5      1.154186e-03 -2.487525e-04 -2.234846e-04 -0.000460 -6.844222e-04   \n",
      "6      1.576190e-04  1.606346e-04 -5.495968e-06  0.000480  6.347533e-04   \n",
      "7      2.165891e-07  4.961954e-04 -9.850400e-04  0.000224  2.781396e-04   \n",
      "8      1.878505e-04 -9.338322e-04 -3.198245e-07 -0.000005  7.364397e-04   \n",
      "9     -6.441999e-04 -6.168682e-04  1.243763e-03 -0.000018 -1.267603e-03   \n",
      "10    -1.758400e-04 -1.858568e-03  7.570760e-04 -0.000012  1.313913e-03   \n",
      "11     3.325212e-04 -1.355564e-03 -6.654899e-04  0.000663 -6.852528e-04   \n",
      "12    -1.536158e-04 -4.721711e-04 -1.537649e-04 -0.000153 -1.585993e-04   \n",
      "13    -8.855386e-04 -7.652120e-06  2.759250e-04  0.000580 -1.024432e-03   \n",
      "14     2.881735e-04  8.038812e-07 -9.448065e-04 -0.000017 -9.902127e-05   \n",
      "15    -4.336071e-04  8.016769e-04 -2.771339e-06 -0.000014 -7.028977e-05   \n",
      "16     4.037046e-04 -5.341089e-04 -4.074313e-04 -0.000006 -9.567125e-06   \n",
      "17    -3.991183e-04  4.138001e-04  6.447675e-04 -0.000015 -9.835921e-04   \n",
      "18     0.000000e+00 -6.387283e-04 -4.253138e-04  0.000212 -2.168057e-04   \n",
      "19    -9.979501e-06 -2.124431e-04  6.879856e-06  0.000144 -8.133528e-04   \n",
      "20    -1.011906e-03 -2.692930e-04 -3.266992e-03  0.000000  0.000000e+00   \n",
      "21     4.558920e-04 -1.837378e-03 -7.519361e-06 -0.001815  9.238525e-04   \n",
      "22     2.995852e-06  7.931572e-08 -1.685555e-03  0.000109 -1.424268e-04   \n",
      "23    -2.696178e-03  1.337775e-03  1.348442e-03  0.002685 -2.025336e-03   \n",
      "24    -2.894382e-04 -8.502045e-04 -8.446144e-04  0.001145  8.481759e-04   \n",
      "25    -1.076970e-03  5.036444e-04  1.039732e-04 -0.000097  1.988372e-04   \n",
      "26    -1.742201e-04 -1.586204e-04 -2.065113e-05 -0.000373 -2.686723e-04   \n",
      "27     1.186660e-03  1.195617e-03 -3.577492e-03  0.003567  1.169185e-03   \n",
      "28     2.386622e-04 -2.495088e-04 -1.767235e-03  0.000264  7.513052e-04   \n",
      "29    -5.783089e-04  0.000000e+00  1.194066e-06 -0.000307  1.422970e-04   \n",
      "...             ...           ...           ...       ...           ...   \n",
      "19970 -8.333368e-04  7.736671e-06  8.268257e-04 -0.000002 -7.247067e-07   \n",
      "19971 -3.927226e-04  7.475703e-05 -9.088071e-05 -0.000133  2.722836e-04   \n",
      "19972 -1.078148e-03  1.720506e-04  4.686019e-04  0.000627 -2.174398e-03   \n",
      "19973 -2.618707e-04  7.602739e-04 -1.151153e-04  0.000126  4.812044e-04   \n",
      "19974  1.259276e-03 -1.313927e-05 -4.441716e-03  0.000630  6.389542e-04   \n",
      "19975  3.972379e-04 -7.862502e-04 -2.333417e-05  0.000395 -2.177041e-04   \n",
      "19976  2.490475e-04 -2.349483e-04 -4.806972e-04 -0.000256 -7.158291e-04   \n",
      "19977 -1.989396e-04  2.024980e-04 -2.038925e-04 -0.000781  1.172931e-03   \n",
      "19978 -1.650214e-05 -1.578550e-04  6.274947e-04 -0.000297 -1.442427e-04   \n",
      "19979 -2.638191e-06  4.074901e-04  9.083464e-06  0.000408  4.240790e-04   \n",
      "19980  5.675437e-04 -2.816536e-04  7.681170e-04 -0.000426 -3.402597e-04   \n",
      "19981 -3.446420e-04 -3.520802e-04  1.135932e-03 -0.000452 -2.320289e-06   \n",
      "19982  2.414404e-04 -5.554420e-06  2.520269e-04 -0.002310 -2.617025e-04   \n",
      "19983 -2.609668e-06  2.134296e-05 -1.056141e-06  0.000004 -1.383748e-04   \n",
      "19984  0.000000e+00 -1.457889e-03  8.602627e-06  0.000000  4.746665e-04   \n",
      "19985 -3.164366e-04 -3.252483e-04  8.999328e-06 -0.000306  3.167188e-04   \n",
      "19986 -5.985682e-04 -2.942805e-04 -3.010854e-04  0.000006 -3.052121e-04   \n",
      "19987 -5.882446e-04 -6.118230e-04  2.069135e-04 -0.001191  6.007008e-04   \n",
      "19988 -2.768123e-05  1.191207e-03  6.900161e-04  0.003714 -2.101435e-03   \n",
      "19989 -6.777963e-05 -1.492920e-04  1.599952e-04 -0.000213  1.995117e-04   \n",
      "19990  3.165212e-04 -8.818569e-05 -1.200710e-04 -0.000556  1.231298e-05   \n",
      "19991  5.992710e-04 -3.972650e-04 -5.932117e-04  0.000197  6.153614e-04   \n",
      "19992  3.203031e-03  1.631930e-03  1.149967e-05 -0.000011 -8.169780e-04   \n",
      "19993 -5.455236e-04  6.321481e-04  9.760450e-05  0.000001 -3.598648e-04   \n",
      "19994 -1.023598e-03  2.895890e-06  1.009153e-03  0.000015  9.396533e-06   \n",
      "19995 -2.018719e-04  5.994832e-04  2.024254e-04 -0.000398  3.917889e-04   \n",
      "19996  1.922828e-03  6.402241e-06  9.601998e-04 -0.000963 -9.420755e-04   \n",
      "19997  1.407499e-03  5.882433e-04  3.684053e-03  0.003102 -9.520483e-04   \n",
      "19998  1.298652e-03  2.400883e-03  1.390538e-04 -0.002277  2.919704e-03   \n",
      "19999  8.455623e-04  2.704428e-04 -5.507111e-04  0.000285  1.101187e-03   \n",
      "\n",
      "        Ret_117       Ret_118   Ret_119       Ret_120  \n",
      "0      0.000004 -1.374257e-04 -0.000009  1.340780e-04  \n",
      "1     -0.000366 -1.249918e-04 -0.000007  2.558108e-04  \n",
      "2     -0.000530 -6.655973e-04 -0.000270 -3.718829e-04  \n",
      "3     -0.000435 -6.887545e-04  0.000153  2.220483e-04  \n",
      "4     -0.001229 -3.427946e-06  0.001208 -4.473375e-07  \n",
      "5      0.000463  4.443129e-04  0.002801 -9.368129e-04  \n",
      "6      0.000648 -3.460264e-04  0.000324  3.230829e-04  \n",
      "7      0.000245 -5.554473e-06 -0.000753 -9.909264e-04  \n",
      "8      0.000000  0.000000e+00  0.000016 -1.934922e-04  \n",
      "9     -0.000628 -1.860787e-03 -0.000019 -6.221737e-04  \n",
      "10     0.000185 -1.915633e-04 -0.000171 -9.399096e-04  \n",
      "11     0.002013  2.030379e-03 -0.001358 -5.382162e-06  \n",
      "12    -0.000335 -3.275687e-04 -0.000155  1.717429e-04  \n",
      "13    -0.000317  6.498552e-05 -0.000052  1.432846e-04  \n",
      "14     0.000654  3.751220e-04  0.000201 -4.809849e-04  \n",
      "15    -0.000716  3.433918e-04 -0.000005 -1.043732e-06  \n",
      "16     0.000797  2.903551e-04 -0.000799  3.642945e-06  \n",
      "17    -0.000020  7.921669e-04 -0.000377  9.758324e-06  \n",
      "18     0.000217  0.000000e+00  0.000207  2.267458e-04  \n",
      "19     0.000232  1.326050e-05 -0.000215  1.094685e-04  \n",
      "20     0.002253  4.993844e-04  0.002268  2.008039e-03  \n",
      "21    -0.001377  3.289009e-06 -0.000454  9.034305e-04  \n",
      "22    -0.000963  8.356174e-04 -0.001178 -2.323883e-04  \n",
      "23    -0.000674  2.688285e-03  0.002677  1.650317e-05  \n",
      "24     0.000555  1.408539e-03  0.000306  8.510650e-04  \n",
      "25    -0.000116 -3.816749e-04 -0.000114  1.771071e-04  \n",
      "26     0.000269  1.346642e-05 -0.000021  1.928940e-05  \n",
      "27    -0.002406  1.193966e-03  0.001185  8.488755e-06  \n",
      "28    -0.000265 -1.678931e-05  0.000002  1.962137e-06  \n",
      "29    -0.000729  8.877242e-04  0.000901 -1.185973e-03  \n",
      "...         ...           ...       ...           ...  \n",
      "19970  0.000007  4.186120e-04 -0.002106  8.407253e-04  \n",
      "19971 -0.000117 -7.326440e-06 -0.000270 -2.449888e-04  \n",
      "19972 -0.000319 -1.520100e-04  0.000921  4.820930e-04  \n",
      "19973  0.000098 -3.760752e-04  0.000138 -2.350186e-04  \n",
      "19974 -0.003924  1.272652e-03 -0.001125 -6.477422e-04  \n",
      "19975  0.000789 -2.969457e-06  0.000000 -4.071982e-04  \n",
      "19976 -0.000012  2.314518e-04  0.000015  2.285661e-04  \n",
      "19977 -0.000390  1.929141e-04  0.000596 -3.786714e-04  \n",
      "19978 -0.000320 -7.875557e-06  0.000598 -6.380202e-04  \n",
      "19979 -0.000430  1.218140e-05 -0.000827 -4.214585e-04  \n",
      "19980 -0.000002 -2.789157e-04 -0.000654  5.294077e-05  \n",
      "19981 -0.000006 -1.700412e-03  0.000796 -7.990114e-04  \n",
      "19982 -0.000256 -2.168542e-06  0.000771 -2.424662e-04  \n",
      "19983  0.000143 -2.909153e-04 -0.000271  2.812201e-04  \n",
      "19984  0.000493 -2.427577e-04 -0.000018 -9.832002e-04  \n",
      "19985  0.000322 -1.652782e-05  0.000024  4.599392e-04  \n",
      "19986 -0.000586 -7.847796e-07 -0.000004 -3.642512e-04  \n",
      "19987 -0.000813  6.191619e-04 -0.000019 -1.339562e-05  \n",
      "19988 -0.000007  4.713001e-04  0.002096 -6.920479e-04  \n",
      "19989  0.000215 -2.915357e-04  0.000130 -9.589727e-06  \n",
      "19990 -0.000198  1.168349e-04  0.000091 -7.906146e-06  \n",
      "19991 -0.000396 -2.077162e-04 -0.000003 -5.953045e-04  \n",
      "19992  0.000795  1.056645e-05 -0.004009 -3.209073e-03  \n",
      "19993  0.000021  1.159461e-06 -0.000012 -4.922017e-05  \n",
      "19994 -0.000002 -1.033648e-03  0.001034 -9.851207e-07  \n",
      "19995  0.000581  1.340981e-05  0.000039 -3.224492e-05  \n",
      "19996  0.000964  9.358010e-04  0.000015  9.608938e-04  \n",
      "19997  0.000712  2.639807e-03  0.004105  1.423874e-03  \n",
      "19998  0.000253 -1.745224e-04 -0.000394 -6.337259e-05  \n",
      "19999 -0.000269  4.338115e-08  0.000837  2.735097e-04  \n",
      "\n",
      "[20000 rows x 144 columns]\n",
      "       Feature_1  Feature_2  Feature_3  Feature_4  Feature_5  Feature_6  \\\n",
      "20000          0   0.000000   4.094812   1.740753          9   1.036851   \n",
      "20001          9  -0.162059  -0.011770   0.651263          7  -0.039399   \n",
      "20002          0   0.458127   0.145604   0.489149          6   0.148339   \n",
      "20003          0  -1.464810   1.617342   1.614027          2   0.654418   \n",
      "20004          0  -1.181903   0.706774   1.128735         10   0.663648   \n",
      "20005          0  -1.468764   0.598112   0.488491          2   0.695277   \n",
      "20006          0   0.353293   0.604135   0.000000          3   0.842995   \n",
      "20007          0   0.067054   0.282896   0.421363          7  -0.471596   \n",
      "20008          0   0.581607  -0.293577  -0.833490          9  -0.370394   \n",
      "20009          0   0.000000  -0.801260   0.000000          1   0.003495   \n",
      "20010          0   3.287906   2.639723   2.118798          1   9.381030   \n",
      "20011          0  -0.875034  -0.103329  -0.013439         10  -0.149645   \n",
      "20012          1   2.062090  -0.598583  -1.157136          9  -0.261625   \n",
      "20013          0  -0.440240   0.000000  -0.902782          8   0.000000   \n",
      "20014          0  -0.542133   0.696085   1.048776          8  -0.248785   \n",
      "20015          0   1.742610   0.704091   0.460330          8  -0.358264   \n",
      "20016          0   3.265522   0.638200   0.541417          8  -0.019948   \n",
      "20017          0   0.693973  -0.080710  -0.614904         10  -0.185369   \n",
      "20018          1  -0.763800   1.445475   0.538219          2   0.057114   \n",
      "20019          0   1.600070   0.639242   1.072468          2   0.031368   \n",
      "20020          0  -0.970047   1.520864   1.648373          6   0.758383   \n",
      "20021          0  -0.075631  -0.447672  -1.087314          5  -0.403267   \n",
      "20022          0   1.504839   0.475441   0.221617          7   0.087878   \n",
      "20023          0   0.010668   0.450377   0.780915          8  -0.224933   \n",
      "20024          0  -0.359360   0.135707   0.927241          8   0.061701   \n",
      "20025          0  -0.891795   1.233397   0.110874         10   0.075368   \n",
      "20026         10   0.000000   0.073737  -0.513781          3  -0.137058   \n",
      "20027          6   1.315330  -0.578087  -1.147065          9   0.029121   \n",
      "20028          0   2.112268   1.339440   0.395520          6   0.156845   \n",
      "20029          0   0.000000  -0.143986   0.514261          1  -0.288371   \n",
      "...          ...        ...        ...        ...        ...        ...   \n",
      "39970          0  -0.682235   2.030997   1.571281          7   1.262264   \n",
      "39971          0   0.000000  -0.980774  -1.731634          7  -0.565604   \n",
      "39972          0   0.260495   0.781602   0.370496          5  -0.417117   \n",
      "39973          0   0.000000   0.247709   0.708384          1   0.516685   \n",
      "39974          0  -0.795393   0.812479   1.182253          2   0.435337   \n",
      "39975          0   0.000000   1.805298   1.260704          2   0.474173   \n",
      "39976          0   0.000000  -0.454009   0.000000          1  -0.228272   \n",
      "39977          0   1.584213   1.485364   0.000000          5   0.181444   \n",
      "39978          2   0.000000   2.432641   2.065256          6   2.059316   \n",
      "39979          0   2.437852   2.109066   2.046964          2   0.494379   \n",
      "39980          5   1.389892   0.260282  -0.082509          7   0.603527   \n",
      "39981          0   0.000000   0.400233  -0.419178          5   0.454097   \n",
      "39982          0  -1.064544   2.059217   2.137673          2   1.095184   \n",
      "39983          0   0.000000  -0.200755  -0.320181         10  -0.234496   \n",
      "39984          1  -0.541338   0.643071   0.000000          5   0.161784   \n",
      "39985          0   0.270909   0.148279   0.504962          1   0.607141   \n",
      "39986          0  -1.304033   1.063957   0.448434          9   0.276835   \n",
      "39987          0   0.000000   1.788608   1.319996          6   0.044323   \n",
      "39988          0   1.302903   0.201073   0.647164          7  -0.527894   \n",
      "39989          0  -0.836604   1.335384   1.199832          6   0.908138   \n",
      "39990          0   0.000000   0.601925   0.862441          1   2.297448   \n",
      "39991          0  -0.711278   0.627670   1.022876          2   0.387895   \n",
      "39992          0  -0.787167   1.189032   0.168022         10   0.187430   \n",
      "39993          0   0.000000  -0.127978  -1.227303          9  -0.336298   \n",
      "39994          0   1.335217  -0.387624  -0.402798          8   0.000000   \n",
      "39995          0   0.000000   0.822371   0.000000          1   2.182050   \n",
      "39996          0   0.747556  -0.489418  -0.267193         10  -0.454329   \n",
      "39997          0   0.000000  -0.914701  -1.013004          2  -0.701013   \n",
      "39998          0  -0.021457   1.021284   0.000000          3   1.092849   \n",
      "39999          0   1.093868  -0.677391  -0.604479          7   0.000000   \n",
      "\n",
      "       Feature_7  Feature_8  Feature_9  Feature_10    ...      Ret_111  \\\n",
      "20000      21007     0.0163         12           5    ...     0.000668   \n",
      "20001      22906     0.2109         11           2    ...    -0.000327   \n",
      "20002      80938     0.0000         10           0    ...    -0.000802   \n",
      "20003      53624     0.3583         17           0    ...     0.002238   \n",
      "20004      35872     0.3650         14           5    ...    -0.000296   \n",
      "20005      86929     0.2119         11           0    ...    -0.000044   \n",
      "20006      61797     0.3318         15           0    ...     0.000221   \n",
      "20007      61004     0.3650         10           0    ...     0.000002   \n",
      "20008      58878     0.3418          9           0    ...     0.001265   \n",
      "20009      70025     0.0126          6           0    ...     0.000125   \n",
      "20010      19243     0.3451         12           4    ...    -0.000283   \n",
      "20011      49467     0.3484         11           5    ...     0.001062   \n",
      "20012      10426     0.3418          8           0    ...    -0.000002   \n",
      "20013      75116     0.2986          7           4    ...     0.000284   \n",
      "20014      56547     0.2986          9           1    ...    -0.000969   \n",
      "20015      81834     0.0111         13           5    ...     0.000388   \n",
      "20016      92031     0.2323         11           5    ...     0.002006   \n",
      "20017      53301     0.0163          9           0    ...    -0.000002   \n",
      "20018      77781     0.2208         12           4    ...    -0.000297   \n",
      "20019        955     0.3650         10           0    ...     0.000513   \n",
      "20020      71484     0.2064         14           0    ...    -0.000139   \n",
      "20021      69920     0.2109         10           0    ...     0.000154   \n",
      "20022      36818     0.2109         12           5    ...    -0.001664   \n",
      "20023       8520     0.2087         11           5    ...    -0.000009   \n",
      "20024      39455     0.2109         12           5    ...     0.000251   \n",
      "20025      43138     0.2138         10           5    ...     0.000258   \n",
      "20026      32194     0.3650         11           5    ...     0.000278   \n",
      "20027      96778     0.3650          8           2    ...     0.002168   \n",
      "20028      56710     0.2064          8           0    ...    -0.000589   \n",
      "20029      85996     0.2323         11           5    ...     0.001794   \n",
      "...          ...        ...        ...         ...    ...          ...   \n",
      "39970      54939     0.2208         10           5    ...    -0.000057   \n",
      "39971      76736     0.2138          4           5    ...     0.000007   \n",
      "39972      62179     0.0142         11           5    ...    -0.000396   \n",
      "39973      39562     0.3318         12           0    ...    -0.000005   \n",
      "39974      34124     0.3650         10           0    ...     0.000935   \n",
      "39975      60280     0.2138         11           5    ...     0.000797   \n",
      "39976      99075     0.3318         12           0    ...     0.000455   \n",
      "39977      48365     0.2119         11           0    ...     0.000009   \n",
      "39978      39069     0.3583         12           5    ...     0.000015   \n",
      "39979      23153     0.0126         10           5    ...    -0.000438   \n",
      "39980      44670     0.0158          8           5    ...    -0.001473   \n",
      "39981      34324     0.2138         12           5    ...     0.000232   \n",
      "39982      39848     0.3650          0           5    ...     0.000467   \n",
      "39983       1344     0.3418         13           0    ...     0.001208   \n",
      "39984      29262     0.2654          9           5    ...     0.000470   \n",
      "39985      97667     0.3583          0           0    ...     0.000008   \n",
      "39986      34425     0.2208         11           0    ...    -0.000202   \n",
      "39987      27661     0.0174         13           5    ...     0.000004   \n",
      "39988      43321     0.0158          8           0    ...    -0.000004   \n",
      "39989      33304     0.3484         12           0    ...    -0.000336   \n",
      "39990      62488     0.0101         16           0    ...    -0.000006   \n",
      "39991      28859     0.2064         13           0    ...     0.001201   \n",
      "39992      82639     0.0142          8           5    ...     0.000714   \n",
      "39993      35409     0.3318          6           5    ...    -0.000557   \n",
      "39994      64603     0.3451          9           5    ...     0.001448   \n",
      "39995      23729     0.2208         12           0    ...     0.000242   \n",
      "39996      56222     0.2323          8           5    ...     0.001273   \n",
      "39997       7024     0.3418         10           5    ...     0.001946   \n",
      "39998      27376     0.2119         13           0    ...    -0.000123   \n",
      "39999       4141     0.2254          0           0    ...     0.000008   \n",
      "\n",
      "        Ret_112   Ret_113   Ret_114       Ret_115       Ret_116       Ret_117  \\\n",
      "20000 -0.000391  0.000287  0.000661  5.229165e-04  1.309263e-04 -8.894843e-04   \n",
      "20001 -0.000604 -0.000005 -0.000303 -5.441709e-06  6.157368e-04  8.951434e-04   \n",
      "20002 -0.000612  0.000001  0.000006  1.450041e-04  2.990683e-06 -7.541929e-07   \n",
      "20003 -0.002238  0.000643  0.000977  3.219925e-04  3.247187e-04  3.160981e-04   \n",
      "20004  0.000335 -0.000115  0.000005 -2.208883e-04  0.000000e+00 -4.493843e-04   \n",
      "20005 -0.000018  0.000161  0.000173  4.353875e-04  5.537209e-04  7.751669e-06   \n",
      "20006  0.000011  0.001167  0.000697  2.283856e-04  2.081789e-03  6.967866e-04   \n",
      "20007  0.000771 -0.000027  0.000786 -8.031941e-04  1.061766e-05  2.700124e-06   \n",
      "20008 -0.001020  0.001770 -0.000004  1.791140e-03  5.001100e-04 -1.127405e-03   \n",
      "20009 -0.000205  0.000206 -0.000117 -1.081099e-04  0.000000e+00  4.319587e-04   \n",
      "20010 -0.000065 -0.000076 -0.000251  1.771273e-04 -8.049521e-04  8.124930e-04   \n",
      "20011 -0.000245  0.000125  0.000523 -8.101718e-04  5.245138e-04  2.746313e-04   \n",
      "20012 -0.000362 -0.000108 -0.000107  1.227433e-04  4.557539e-04 -3.584311e-04   \n",
      "20013 -0.000004  0.000293  0.000003  5.791791e-04  8.629907e-04  1.893899e-05   \n",
      "20014  0.002931  0.000980  0.000981 -2.011517e-07 -3.597206e-06  1.962604e-03   \n",
      "20015 -0.000013 -0.000014  0.000722  3.623661e-04  1.178803e-06 -3.733913e-04   \n",
      "20016 -0.000012 -0.000264  0.006047 -2.806284e-04  2.951085e-04  5.818308e-04   \n",
      "20017  0.000897  0.000006 -0.000602 -1.044229e-03  1.372936e-04  5.969639e-04   \n",
      "20018 -0.000437  0.002045  0.000296 -4.609842e-07 -3.006702e-04  5.987507e-06   \n",
      "20019 -0.001024  0.000514 -0.000512  5.259246e-04  1.280707e-05  1.218635e-05   \n",
      "20020 -0.000130  0.000288  0.000667  1.652382e-04  1.769035e-04  2.801447e-04   \n",
      "20021 -0.000002  0.000987  0.000349 -7.763004e-04 -1.187718e-03  9.815098e-04   \n",
      "20022 -0.001002 -0.002589  0.000309  3.288437e-03  1.641744e-03 -8.286022e-04   \n",
      "20023  0.000521 -0.000275 -0.000202 -5.965888e-05  7.414512e-07  1.792723e-05   \n",
      "20024  0.000402 -0.000386 -0.000137  2.617270e-04 -1.204707e-04 -2.583113e-04   \n",
      "20025 -0.000508  0.000986  0.000029  2.289426e-04  1.492892e-03  1.247199e-03   \n",
      "20026 -0.000276  0.000553 -0.000570 -6.841983e-06  2.667046e-04 -2.727156e-04   \n",
      "20027 -0.002189  0.001094  0.000150  9.055830e-04 -2.152787e-03  1.426121e-03   \n",
      "20028  0.000000 -0.000618  0.000018 -1.506403e-06 -1.790856e-06 -5.942687e-04   \n",
      "20029 -0.000496 -0.000502  0.000772 -2.803204e-04 -2.743332e-04  5.777370e-06   \n",
      "...         ...       ...       ...           ...           ...           ...   \n",
      "39970  0.000002  0.000302 -0.000001 -9.655782e-07 -1.290960e-04  8.147967e-04   \n",
      "39971  0.001733  0.001032  0.001339 -6.981109e-04  1.764620e-04 -2.007326e-04   \n",
      "39972  0.000390 -0.000783  0.000392 -2.642209e-04 -2.555635e-04 -1.389763e-04   \n",
      "39973 -0.000623 -0.000644  0.000630  3.072612e-04  3.330440e-04 -2.814908e-06   \n",
      "39974 -0.001348 -0.000186  0.000185  5.700594e-04  3.825720e-04  1.255746e-03   \n",
      "39975 -0.000409  0.000606 -0.000796  8.065327e-04 -2.103823e-04 -2.048183e-04   \n",
      "39976 -0.000788  0.000001 -0.000328  4.571706e-04  3.124181e-04  7.139231e-06   \n",
      "39977 -0.000006 -0.000389 -0.000142 -1.232026e-05 -2.545328e-04  1.132848e-04   \n",
      "39978  0.000153  0.000278 -0.000173 -1.253950e-04 -2.732387e-04  1.617947e-04   \n",
      "39979 -0.000005  0.000137 -0.000123 -1.403426e-04  1.582533e-04  8.036275e-05   \n",
      "39980 -0.000494 -0.000983  0.000252  7.220076e-04 -3.550390e-04 -7.189176e-04   \n",
      "39981  0.000289  0.000002 -0.000177 -1.054104e-03  4.664152e-04 -1.399562e-04   \n",
      "39982 -0.000011 -0.000014  0.000164 -2.908635e-05  6.033987e-06  1.554888e-04   \n",
      "39983 -0.000402 -0.001197 -0.001204  1.208111e-03  4.014261e-04 -8.053949e-04   \n",
      "39984 -0.000014  0.000723  0.000094 -1.762776e-03 -1.277563e-03 -2.351825e-04   \n",
      "39985  0.000000  0.000000 -0.000016 -2.607245e-04  5.415774e-04 -4.326140e-07   \n",
      "39986  0.000192 -0.000010  0.000649 -5.292237e-04 -7.449799e-04 -2.137287e-05   \n",
      "39987 -0.000015  0.001006 -0.000352  8.914435e-06  1.504533e-04 -4.996053e-04   \n",
      "39988  0.000711 -0.000347 -0.000335 -5.307849e-06  7.162967e-04 -3.111979e-03   \n",
      "39989  0.000363  0.000353 -0.000028 -1.728303e-04  1.842932e-04  3.660699e-04   \n",
      "39990 -0.000289 -0.001135  0.000003  8.631083e-04 -3.057415e-04 -2.887140e-04   \n",
      "39991 -0.000257  0.001031 -0.000398 -5.370275e-06 -5.326438e-04 -6.786253e-04   \n",
      "39992 -0.000243 -0.000057 -0.000004 -2.140880e-04  2.254680e-04  5.146767e-04   \n",
      "39993 -0.001664  0.000244 -0.000252  1.405555e-03  5.653851e-04  5.515473e-04   \n",
      "39994 -0.000362  0.000907 -0.000181 -1.761835e-03  4.637732e-04 -3.620786e-04   \n",
      "39995  0.000029 -0.000237  0.000000 -1.307536e-04  2.414925e-04  1.956587e-05   \n",
      "39996 -0.001885  0.000000  0.000000 -1.706170e-05  5.692440e-03  1.277077e-03   \n",
      "39997 -0.000602 -0.000616 -0.000004  1.057527e-05 -2.059156e-04 -3.838462e-04   \n",
      "39998  0.000128  0.000509  0.000294  3.788186e-04  1.231767e-04  1.310661e-04   \n",
      "39999 -0.000453 -0.000376  0.000359  5.490764e-03  2.318755e-04  4.835830e-03   \n",
      "\n",
      "            Ret_118   Ret_119   Ret_120  \n",
      "20000  1.004469e-05  0.000121 -0.000692  \n",
      "20001  3.052328e-04 -0.000330 -0.000005  \n",
      "20002 -3.216987e-04  0.000146  0.000008  \n",
      "20003  9.699840e-06  0.001279 -0.000312  \n",
      "20004 -4.277687e-04  0.000319  0.000101  \n",
      "20005 -4.527582e-04  0.000044 -0.000387  \n",
      "20006 -3.218091e-03  0.001162  0.000241  \n",
      "20007 -1.176081e-05  0.000774 -0.000006  \n",
      "20008 -1.414467e-03 -0.000001 -0.002303  \n",
      "20009  0.000000e+00  0.000000  0.000000  \n",
      "20010  2.465118e-04 -0.000364 -0.000278  \n",
      "20011  1.441558e-05 -0.001730  0.001196  \n",
      "20012 -2.368340e-04  0.000001  0.000212  \n",
      "20013 -8.743004e-04  0.000003 -0.000299  \n",
      "20014 -2.061678e-03 -0.000101 -0.000760  \n",
      "20015  1.545423e-05  0.000359  0.000380  \n",
      "20016 -2.130622e-06 -0.000578  0.000873  \n",
      "20017 -7.261847e-04 -0.000604  0.001114  \n",
      "20018  4.281157e-04  0.001622  0.000451  \n",
      "20019 -5.121741e-04 -0.000520 -0.000013  \n",
      "20020 -3.338242e-04  0.000061  0.000150  \n",
      "20021  8.657811e-06 -0.000166 -0.000810  \n",
      "20022 -4.043597e-04  0.004132 -0.000850  \n",
      "20023  1.111104e-04 -0.000409 -0.000287  \n",
      "20024  1.997684e-04  0.000468  0.000005  \n",
      "20025 -1.969192e-03  0.000838 -0.000343  \n",
      "20026 -1.447876e-05 -0.000007  0.000553  \n",
      "20027  1.055019e-07 -0.000008  0.001441  \n",
      "20028  3.556766e-06 -0.000004  0.000018  \n",
      "20029  1.276411e-03  0.001040 -0.000270  \n",
      "...             ...       ...       ...  \n",
      "39970 -3.705831e-04  0.000747 -0.000436  \n",
      "39971  3.400990e-04 -0.000693  0.000333  \n",
      "39972  2.698686e-04 -0.000284 -0.000005  \n",
      "39973  6.388610e-04 -0.001583  0.000962  \n",
      "39974  3.107211e-04 -0.000179 -0.000385  \n",
      "39975  1.014055e-05 -0.000384 -0.000599  \n",
      "39976  3.080673e-04  0.000152  0.000306  \n",
      "39977  4.178908e-04  0.000262 -0.000645  \n",
      "39978  3.068485e-04  0.000014  0.000152  \n",
      "39979 -7.839660e-05 -0.000124  0.000308  \n",
      "39980  8.669626e-04 -0.001462 -0.000748  \n",
      "39981 -2.993294e-04  0.000006  0.000056  \n",
      "39982 -3.051014e-04  0.000568 -0.000307  \n",
      "39983 -8.522884e-06 -0.000404 -0.000403  \n",
      "39984  1.047539e-03  0.001399 -0.000484  \n",
      "39985 -2.702248e-04  0.000005  0.000267  \n",
      "39986  4.407036e-04  0.000004  0.000202  \n",
      "39987 -3.341368e-04  0.000327 -0.000342  \n",
      "39988  5.191537e-04 -0.001556  0.001377  \n",
      "39989 -2.978782e-06 -0.000530  0.000166  \n",
      "39990 -1.103505e-05  0.000009 -0.000278  \n",
      "39991  2.624812e-04  0.000395 -0.000262  \n",
      "39992 -2.865816e-04 -0.000232  0.001259  \n",
      "39993  5.676418e-04 -0.000292  0.000270  \n",
      "39994  1.032298e-04 -0.000659 -0.000377  \n",
      "39995 -2.503964e-04  0.000010  0.000236  \n",
      "39996  8.124604e-06 -0.004427  0.007617  \n",
      "39997  7.936677e-04  0.000011 -0.000399  \n",
      "39998 -1.169314e-04  0.000634 -0.000128  \n",
      "39999 -2.304035e-03 -0.000925  0.000004  \n",
      "\n",
      "[20000 rows x 144 columns]\n",
      "('Coefficient: \\n', array([  8.89729272e-06,   4.94467437e-06,  -1.96025436e-05,\n",
      "        -1.02995890e-06,   1.04246723e-07,  -9.45348820e-06,\n",
      "        -1.00425536e-09,  -2.10862432e-05,   1.57935250e-06,\n",
      "        -4.28454432e-06,  -8.14966106e-07,   2.92876103e-05,\n",
      "         3.66453931e-06,   1.30819703e-05,  -8.38363996e-07,\n",
      "        -2.36782835e-05,  -5.72766012e-06,  -1.01647310e-05,\n",
      "        -3.74303710e-05,  -4.81244328e-06,   1.32148919e-05,\n",
      "        -1.66526825e-05,  -3.01372304e-06,  -4.26495388e-06,\n",
      "         1.09715687e-05,  -6.59335456e-02,  -3.11754937e-02,\n",
      "        -3.46251267e-02,  -3.02769356e-02,   5.19410339e-02,\n",
      "        -3.14887867e-02,  -7.31024919e-03,   4.96387711e-02,\n",
      "        -1.72522733e-02,   4.17331203e-02,  -4.11365702e-02,\n",
      "        -3.59283056e-02,  -4.59070074e-02,  -1.13973577e-02,\n",
      "         1.12506023e-02,   1.58430581e-02,   1.32771011e-02,\n",
      "         2.50538274e-02,   8.03291241e-02,  -2.07950965e-02,\n",
      "        -4.88308335e-02,   3.03518693e-02,   4.39994052e-03,\n",
      "        -5.79648603e-02,  -7.18978169e-02,   3.77925980e-03,\n",
      "        -2.22511302e-02,  -6.13461364e-02,   6.77600102e-04,\n",
      "        -6.74175108e-02,  -1.90739964e-02,  -4.79008489e-02,\n",
      "        -5.82614066e-03,   1.76508766e-03,  -1.82207804e-02,\n",
      "        -1.00252010e-02,  -2.49678622e-02,   3.41476724e-02,\n",
      "         5.43182987e-02,  -4.18957770e-03,   2.55805203e-02,\n",
      "         2.72028951e-02,   2.60371031e-02,   5.31634732e-02,\n",
      "        -3.15324653e-02,   1.61735370e-02,  -2.19582398e-02,\n",
      "        -8.28972011e-03,   4.49334781e-03,  -2.20210005e-02,\n",
      "        -2.55583050e-02,  -7.59391435e-02,  -4.75104683e-02,\n",
      "         2.69958225e-03,   1.18431729e-02,   1.06225379e-02,\n",
      "         1.36885174e-02,   2.83142468e-02,   2.58568659e-02,\n",
      "         7.74212426e-03,  -3.48396987e-02,  -2.21434803e-02,\n",
      "        -3.04598145e-03,  -1.14764609e-02,   7.04734568e-03,\n",
      "         3.61558236e-02,   3.66441025e-02,  -5.13378086e-03,\n",
      "        -2.36951087e-02,   1.61605209e-02,   3.10015342e-02,\n",
      "        -1.79739812e-02,  -1.48412782e-02,   1.65016640e-02,\n",
      "        -3.06476678e-02,   2.06446001e-02,   2.56528900e-02,\n",
      "         2.24494868e-02,   5.94599433e-02,   2.42141221e-02,\n",
      "         1.65627809e-02,   1.53694447e-02,  -2.68384069e-02,\n",
      "        -2.41808996e-02,   5.58707272e-03,  -2.36018191e-02,\n",
      "         1.95333307e-02,  -7.50952280e-03,   4.45456831e-02,\n",
      "         3.84431673e-03,  -6.44706412e-02,   2.13366842e-02,\n",
      "         9.06842109e-03,  -2.81036550e-03,   3.31468348e-03,\n",
      "        -2.26906868e-02,  -2.86045471e-02,   1.95401769e-02,\n",
      "        -4.44539088e-02,   3.93656002e-02,  -1.80370591e-02,\n",
      "         1.14536867e-02,   7.76319087e-02,   3.93563116e-02,\n",
      "         3.40334239e-03,   5.23982043e-02,  -3.21558843e-02,\n",
      "        -8.12200398e-02,   7.64310199e-03,  -2.37978006e-02,\n",
      "         1.62820826e-02,   4.39419856e-02,  -2.91209634e-02,\n",
      "         2.43937339e-02,  -5.10718553e-02,   1.95645372e-02,\n",
      "        -5.10091188e-02,  -5.34183737e-02,  -6.28532880e-02]))\n",
      "('Intercept: \\n', -2.5781708366048479e-05)\n",
      "LinearRegression(copy_X=True, fit_intercept=True, n_jobs=1, normalize=False):\n",
      "-0.034\n",
      "Residual sum of squares: 0.00\n",
      "Variance score: -0.03\n",
      "       Feature_1  Feature_2  Feature_3  Feature_4  Feature_5  Feature_6  \\\n",
      "20000          0   0.000000   4.094812   1.740753          9   1.036851   \n",
      "20001          9  -0.162059  -0.011770   0.651263          7  -0.039399   \n",
      "20002          0   0.458127   0.145604   0.489149          6   0.148339   \n",
      "20003          0  -1.464810   1.617342   1.614027          2   0.654418   \n",
      "20004          0  -1.181903   0.706774   1.128735         10   0.663648   \n",
      "20005          0  -1.468764   0.598112   0.488491          2   0.695277   \n",
      "20006          0   0.353293   0.604135   0.000000          3   0.842995   \n",
      "20007          0   0.067054   0.282896   0.421363          7  -0.471596   \n",
      "20008          0   0.581607  -0.293577  -0.833490          9  -0.370394   \n",
      "20009          0   0.000000  -0.801260   0.000000          1   0.003495   \n",
      "20010          0   3.287906   2.639723   2.118798          1   9.381030   \n",
      "20011          0  -0.875034  -0.103329  -0.013439         10  -0.149645   \n",
      "20012          1   2.062090  -0.598583  -1.157136          9  -0.261625   \n",
      "20013          0  -0.440240   0.000000  -0.902782          8   0.000000   \n",
      "20014          0  -0.542133   0.696085   1.048776          8  -0.248785   \n",
      "20015          0   1.742610   0.704091   0.460330          8  -0.358264   \n",
      "20016          0   3.265522   0.638200   0.541417          8  -0.019948   \n",
      "20017          0   0.693973  -0.080710  -0.614904         10  -0.185369   \n",
      "20018          1  -0.763800   1.445475   0.538219          2   0.057114   \n",
      "20019          0   1.600070   0.639242   1.072468          2   0.031368   \n",
      "20020          0  -0.970047   1.520864   1.648373          6   0.758383   \n",
      "20021          0  -0.075631  -0.447672  -1.087314          5  -0.403267   \n",
      "20022          0   1.504839   0.475441   0.221617          7   0.087878   \n",
      "20023          0   0.010668   0.450377   0.780915          8  -0.224933   \n",
      "20024          0  -0.359360   0.135707   0.927241          8   0.061701   \n",
      "20025          0  -0.891795   1.233397   0.110874         10   0.075368   \n",
      "20026         10   0.000000   0.073737  -0.513781          3  -0.137058   \n",
      "20027          6   1.315330  -0.578087  -1.147065          9   0.029121   \n",
      "20028          0   2.112268   1.339440   0.395520          6   0.156845   \n",
      "20029          0   0.000000  -0.143986   0.514261          1  -0.288371   \n",
      "...          ...        ...        ...        ...        ...        ...   \n",
      "39970          0  -0.682235   2.030997   1.571281          7   1.262264   \n",
      "39971          0   0.000000  -0.980774  -1.731634          7  -0.565604   \n",
      "39972          0   0.260495   0.781602   0.370496          5  -0.417117   \n",
      "39973          0   0.000000   0.247709   0.708384          1   0.516685   \n",
      "39974          0  -0.795393   0.812479   1.182253          2   0.435337   \n",
      "39975          0   0.000000   1.805298   1.260704          2   0.474173   \n",
      "39976          0   0.000000  -0.454009   0.000000          1  -0.228272   \n",
      "39977          0   1.584213   1.485364   0.000000          5   0.181444   \n",
      "39978          2   0.000000   2.432641   2.065256          6   2.059316   \n",
      "39979          0   2.437852   2.109066   2.046964          2   0.494379   \n",
      "39980          5   1.389892   0.260282  -0.082509          7   0.603527   \n",
      "39981          0   0.000000   0.400233  -0.419178          5   0.454097   \n",
      "39982          0  -1.064544   2.059217   2.137673          2   1.095184   \n",
      "39983          0   0.000000  -0.200755  -0.320181         10  -0.234496   \n",
      "39984          1  -0.541338   0.643071   0.000000          5   0.161784   \n",
      "39985          0   0.270909   0.148279   0.504962          1   0.607141   \n",
      "39986          0  -1.304033   1.063957   0.448434          9   0.276835   \n",
      "39987          0   0.000000   1.788608   1.319996          6   0.044323   \n",
      "39988          0   1.302903   0.201073   0.647164          7  -0.527894   \n",
      "39989          0  -0.836604   1.335384   1.199832          6   0.908138   \n",
      "39990          0   0.000000   0.601925   0.862441          1   2.297448   \n",
      "39991          0  -0.711278   0.627670   1.022876          2   0.387895   \n",
      "39992          0  -0.787167   1.189032   0.168022         10   0.187430   \n",
      "39993          0   0.000000  -0.127978  -1.227303          9  -0.336298   \n",
      "39994          0   1.335217  -0.387624  -0.402798          8   0.000000   \n",
      "39995          0   0.000000   0.822371   0.000000          1   2.182050   \n",
      "39996          0   0.747556  -0.489418  -0.267193         10  -0.454329   \n",
      "39997          0   0.000000  -0.914701  -1.013004          2  -0.701013   \n",
      "39998          0  -0.021457   1.021284   0.000000          3   1.092849   \n",
      "39999          0   1.093868  -0.677391  -0.604479          7   0.000000   \n",
      "\n",
      "       Feature_7  Feature_8  Feature_9  Feature_10    ...      Ret_111  \\\n",
      "20000      21007     0.0163         12           5    ...     0.000668   \n",
      "20001      22906     0.2109         11           2    ...    -0.000327   \n",
      "20002      80938     0.0000         10           0    ...    -0.000802   \n",
      "20003      53624     0.3583         17           0    ...     0.002238   \n",
      "20004      35872     0.3650         14           5    ...    -0.000296   \n",
      "20005      86929     0.2119         11           0    ...    -0.000044   \n",
      "20006      61797     0.3318         15           0    ...     0.000221   \n",
      "20007      61004     0.3650         10           0    ...     0.000002   \n",
      "20008      58878     0.3418          9           0    ...     0.001265   \n",
      "20009      70025     0.0126          6           0    ...     0.000125   \n",
      "20010      19243     0.3451         12           4    ...    -0.000283   \n",
      "20011      49467     0.3484         11           5    ...     0.001062   \n",
      "20012      10426     0.3418          8           0    ...    -0.000002   \n",
      "20013      75116     0.2986          7           4    ...     0.000284   \n",
      "20014      56547     0.2986          9           1    ...    -0.000969   \n",
      "20015      81834     0.0111         13           5    ...     0.000388   \n",
      "20016      92031     0.2323         11           5    ...     0.002006   \n",
      "20017      53301     0.0163          9           0    ...    -0.000002   \n",
      "20018      77781     0.2208         12           4    ...    -0.000297   \n",
      "20019        955     0.3650         10           0    ...     0.000513   \n",
      "20020      71484     0.2064         14           0    ...    -0.000139   \n",
      "20021      69920     0.2109         10           0    ...     0.000154   \n",
      "20022      36818     0.2109         12           5    ...    -0.001664   \n",
      "20023       8520     0.2087         11           5    ...    -0.000009   \n",
      "20024      39455     0.2109         12           5    ...     0.000251   \n",
      "20025      43138     0.2138         10           5    ...     0.000258   \n",
      "20026      32194     0.3650         11           5    ...     0.000278   \n",
      "20027      96778     0.3650          8           2    ...     0.002168   \n",
      "20028      56710     0.2064          8           0    ...    -0.000589   \n",
      "20029      85996     0.2323         11           5    ...     0.001794   \n",
      "...          ...        ...        ...         ...    ...          ...   \n",
      "39970      54939     0.2208         10           5    ...    -0.000057   \n",
      "39971      76736     0.2138          4           5    ...     0.000007   \n",
      "39972      62179     0.0142         11           5    ...    -0.000396   \n",
      "39973      39562     0.3318         12           0    ...    -0.000005   \n",
      "39974      34124     0.3650         10           0    ...     0.000935   \n",
      "39975      60280     0.2138         11           5    ...     0.000797   \n",
      "39976      99075     0.3318         12           0    ...     0.000455   \n",
      "39977      48365     0.2119         11           0    ...     0.000009   \n",
      "39978      39069     0.3583         12           5    ...     0.000015   \n",
      "39979      23153     0.0126         10           5    ...    -0.000438   \n",
      "39980      44670     0.0158          8           5    ...    -0.001473   \n",
      "39981      34324     0.2138         12           5    ...     0.000232   \n",
      "39982      39848     0.3650          0           5    ...     0.000467   \n",
      "39983       1344     0.3418         13           0    ...     0.001208   \n",
      "39984      29262     0.2654          9           5    ...     0.000470   \n",
      "39985      97667     0.3583          0           0    ...     0.000008   \n",
      "39986      34425     0.2208         11           0    ...    -0.000202   \n",
      "39987      27661     0.0174         13           5    ...     0.000004   \n",
      "39988      43321     0.0158          8           0    ...    -0.000004   \n",
      "39989      33304     0.3484         12           0    ...    -0.000336   \n",
      "39990      62488     0.0101         16           0    ...    -0.000006   \n",
      "39991      28859     0.2064         13           0    ...     0.001201   \n",
      "39992      82639     0.0142          8           5    ...     0.000714   \n",
      "39993      35409     0.3318          6           5    ...    -0.000557   \n",
      "39994      64603     0.3451          9           5    ...     0.001448   \n",
      "39995      23729     0.2208         12           0    ...     0.000242   \n",
      "39996      56222     0.2323          8           5    ...     0.001273   \n",
      "39997       7024     0.3418         10           5    ...     0.001946   \n",
      "39998      27376     0.2119         13           0    ...    -0.000123   \n",
      "39999       4141     0.2254          0           0    ...     0.000008   \n",
      "\n",
      "        Ret_112   Ret_113   Ret_114       Ret_115       Ret_116       Ret_117  \\\n",
      "20000 -0.000391  0.000287  0.000661  5.229165e-04  1.309263e-04 -8.894843e-04   \n",
      "20001 -0.000604 -0.000005 -0.000303 -5.441709e-06  6.157368e-04  8.951434e-04   \n",
      "20002 -0.000612  0.000001  0.000006  1.450041e-04  2.990683e-06 -7.541929e-07   \n",
      "20003 -0.002238  0.000643  0.000977  3.219925e-04  3.247187e-04  3.160981e-04   \n",
      "20004  0.000335 -0.000115  0.000005 -2.208883e-04  0.000000e+00 -4.493843e-04   \n",
      "20005 -0.000018  0.000161  0.000173  4.353875e-04  5.537209e-04  7.751669e-06   \n",
      "20006  0.000011  0.001167  0.000697  2.283856e-04  2.081789e-03  6.967866e-04   \n",
      "20007  0.000771 -0.000027  0.000786 -8.031941e-04  1.061766e-05  2.700124e-06   \n",
      "20008 -0.001020  0.001770 -0.000004  1.791140e-03  5.001100e-04 -1.127405e-03   \n",
      "20009 -0.000205  0.000206 -0.000117 -1.081099e-04  0.000000e+00  4.319587e-04   \n",
      "20010 -0.000065 -0.000076 -0.000251  1.771273e-04 -8.049521e-04  8.124930e-04   \n",
      "20011 -0.000245  0.000125  0.000523 -8.101718e-04  5.245138e-04  2.746313e-04   \n",
      "20012 -0.000362 -0.000108 -0.000107  1.227433e-04  4.557539e-04 -3.584311e-04   \n",
      "20013 -0.000004  0.000293  0.000003  5.791791e-04  8.629907e-04  1.893899e-05   \n",
      "20014  0.002931  0.000980  0.000981 -2.011517e-07 -3.597206e-06  1.962604e-03   \n",
      "20015 -0.000013 -0.000014  0.000722  3.623661e-04  1.178803e-06 -3.733913e-04   \n",
      "20016 -0.000012 -0.000264  0.006047 -2.806284e-04  2.951085e-04  5.818308e-04   \n",
      "20017  0.000897  0.000006 -0.000602 -1.044229e-03  1.372936e-04  5.969639e-04   \n",
      "20018 -0.000437  0.002045  0.000296 -4.609842e-07 -3.006702e-04  5.987507e-06   \n",
      "20019 -0.001024  0.000514 -0.000512  5.259246e-04  1.280707e-05  1.218635e-05   \n",
      "20020 -0.000130  0.000288  0.000667  1.652382e-04  1.769035e-04  2.801447e-04   \n",
      "20021 -0.000002  0.000987  0.000349 -7.763004e-04 -1.187718e-03  9.815098e-04   \n",
      "20022 -0.001002 -0.002589  0.000309  3.288437e-03  1.641744e-03 -8.286022e-04   \n",
      "20023  0.000521 -0.000275 -0.000202 -5.965888e-05  7.414512e-07  1.792723e-05   \n",
      "20024  0.000402 -0.000386 -0.000137  2.617270e-04 -1.204707e-04 -2.583113e-04   \n",
      "20025 -0.000508  0.000986  0.000029  2.289426e-04  1.492892e-03  1.247199e-03   \n",
      "20026 -0.000276  0.000553 -0.000570 -6.841983e-06  2.667046e-04 -2.727156e-04   \n",
      "20027 -0.002189  0.001094  0.000150  9.055830e-04 -2.152787e-03  1.426121e-03   \n",
      "20028  0.000000 -0.000618  0.000018 -1.506403e-06 -1.790856e-06 -5.942687e-04   \n",
      "20029 -0.000496 -0.000502  0.000772 -2.803204e-04 -2.743332e-04  5.777370e-06   \n",
      "...         ...       ...       ...           ...           ...           ...   \n",
      "39970  0.000002  0.000302 -0.000001 -9.655782e-07 -1.290960e-04  8.147967e-04   \n",
      "39971  0.001733  0.001032  0.001339 -6.981109e-04  1.764620e-04 -2.007326e-04   \n",
      "39972  0.000390 -0.000783  0.000392 -2.642209e-04 -2.555635e-04 -1.389763e-04   \n",
      "39973 -0.000623 -0.000644  0.000630  3.072612e-04  3.330440e-04 -2.814908e-06   \n",
      "39974 -0.001348 -0.000186  0.000185  5.700594e-04  3.825720e-04  1.255746e-03   \n",
      "39975 -0.000409  0.000606 -0.000796  8.065327e-04 -2.103823e-04 -2.048183e-04   \n",
      "39976 -0.000788  0.000001 -0.000328  4.571706e-04  3.124181e-04  7.139231e-06   \n",
      "39977 -0.000006 -0.000389 -0.000142 -1.232026e-05 -2.545328e-04  1.132848e-04   \n",
      "39978  0.000153  0.000278 -0.000173 -1.253950e-04 -2.732387e-04  1.617947e-04   \n",
      "39979 -0.000005  0.000137 -0.000123 -1.403426e-04  1.582533e-04  8.036275e-05   \n",
      "39980 -0.000494 -0.000983  0.000252  7.220076e-04 -3.550390e-04 -7.189176e-04   \n",
      "39981  0.000289  0.000002 -0.000177 -1.054104e-03  4.664152e-04 -1.399562e-04   \n",
      "39982 -0.000011 -0.000014  0.000164 -2.908635e-05  6.033987e-06  1.554888e-04   \n",
      "39983 -0.000402 -0.001197 -0.001204  1.208111e-03  4.014261e-04 -8.053949e-04   \n",
      "39984 -0.000014  0.000723  0.000094 -1.762776e-03 -1.277563e-03 -2.351825e-04   \n",
      "39985  0.000000  0.000000 -0.000016 -2.607245e-04  5.415774e-04 -4.326140e-07   \n",
      "39986  0.000192 -0.000010  0.000649 -5.292237e-04 -7.449799e-04 -2.137287e-05   \n",
      "39987 -0.000015  0.001006 -0.000352  8.914435e-06  1.504533e-04 -4.996053e-04   \n",
      "39988  0.000711 -0.000347 -0.000335 -5.307849e-06  7.162967e-04 -3.111979e-03   \n",
      "39989  0.000363  0.000353 -0.000028 -1.728303e-04  1.842932e-04  3.660699e-04   \n",
      "39990 -0.000289 -0.001135  0.000003  8.631083e-04 -3.057415e-04 -2.887140e-04   \n",
      "39991 -0.000257  0.001031 -0.000398 -5.370275e-06 -5.326438e-04 -6.786253e-04   \n",
      "39992 -0.000243 -0.000057 -0.000004 -2.140880e-04  2.254680e-04  5.146767e-04   \n",
      "39993 -0.001664  0.000244 -0.000252  1.405555e-03  5.653851e-04  5.515473e-04   \n",
      "39994 -0.000362  0.000907 -0.000181 -1.761835e-03  4.637732e-04 -3.620786e-04   \n",
      "39995  0.000029 -0.000237  0.000000 -1.307536e-04  2.414925e-04  1.956587e-05   \n",
      "39996 -0.001885  0.000000  0.000000 -1.706170e-05  5.692440e-03  1.277077e-03   \n",
      "39997 -0.000602 -0.000616 -0.000004  1.057527e-05 -2.059156e-04 -3.838462e-04   \n",
      "39998  0.000128  0.000509  0.000294  3.788186e-04  1.231767e-04  1.310661e-04   \n",
      "39999 -0.000453 -0.000376  0.000359  5.490764e-03  2.318755e-04  4.835830e-03   \n",
      "\n",
      "            Ret_118   Ret_119   Ret_120  \n",
      "20000  1.004469e-05  0.000121 -0.000692  \n",
      "20001  3.052328e-04 -0.000330 -0.000005  \n",
      "20002 -3.216987e-04  0.000146  0.000008  \n",
      "20003  9.699840e-06  0.001279 -0.000312  \n",
      "20004 -4.277687e-04  0.000319  0.000101  \n",
      "20005 -4.527582e-04  0.000044 -0.000387  \n",
      "20006 -3.218091e-03  0.001162  0.000241  \n",
      "20007 -1.176081e-05  0.000774 -0.000006  \n",
      "20008 -1.414467e-03 -0.000001 -0.002303  \n",
      "20009  0.000000e+00  0.000000  0.000000  \n",
      "20010  2.465118e-04 -0.000364 -0.000278  \n",
      "20011  1.441558e-05 -0.001730  0.001196  \n",
      "20012 -2.368340e-04  0.000001  0.000212  \n",
      "20013 -8.743004e-04  0.000003 -0.000299  \n",
      "20014 -2.061678e-03 -0.000101 -0.000760  \n",
      "20015  1.545423e-05  0.000359  0.000380  \n",
      "20016 -2.130622e-06 -0.000578  0.000873  \n",
      "20017 -7.261847e-04 -0.000604  0.001114  \n",
      "20018  4.281157e-04  0.001622  0.000451  \n",
      "20019 -5.121741e-04 -0.000520 -0.000013  \n",
      "20020 -3.338242e-04  0.000061  0.000150  \n",
      "20021  8.657811e-06 -0.000166 -0.000810  \n",
      "20022 -4.043597e-04  0.004132 -0.000850  \n",
      "20023  1.111104e-04 -0.000409 -0.000287  \n",
      "20024  1.997684e-04  0.000468  0.000005  \n",
      "20025 -1.969192e-03  0.000838 -0.000343  \n",
      "20026 -1.447876e-05 -0.000007  0.000553  \n",
      "20027  1.055019e-07 -0.000008  0.001441  \n",
      "20028  3.556766e-06 -0.000004  0.000018  \n",
      "20029  1.276411e-03  0.001040 -0.000270  \n",
      "...             ...       ...       ...  \n",
      "39970 -3.705831e-04  0.000747 -0.000436  \n",
      "39971  3.400990e-04 -0.000693  0.000333  \n",
      "39972  2.698686e-04 -0.000284 -0.000005  \n",
      "39973  6.388610e-04 -0.001583  0.000962  \n",
      "39974  3.107211e-04 -0.000179 -0.000385  \n",
      "39975  1.014055e-05 -0.000384 -0.000599  \n",
      "39976  3.080673e-04  0.000152  0.000306  \n",
      "39977  4.178908e-04  0.000262 -0.000645  \n",
      "39978  3.068485e-04  0.000014  0.000152  \n",
      "39979 -7.839660e-05 -0.000124  0.000308  \n",
      "39980  8.669626e-04 -0.001462 -0.000748  \n",
      "39981 -2.993294e-04  0.000006  0.000056  \n",
      "39982 -3.051014e-04  0.000568 -0.000307  \n",
      "39983 -8.522884e-06 -0.000404 -0.000403  \n",
      "39984  1.047539e-03  0.001399 -0.000484  \n",
      "39985 -2.702248e-04  0.000005  0.000267  \n",
      "39986  4.407036e-04  0.000004  0.000202  \n",
      "39987 -3.341368e-04  0.000327 -0.000342  \n",
      "39988  5.191537e-04 -0.001556  0.001377  \n",
      "39989 -2.978782e-06 -0.000530  0.000166  \n",
      "39990 -1.103505e-05  0.000009 -0.000278  \n",
      "39991  2.624812e-04  0.000395 -0.000262  \n",
      "39992 -2.865816e-04 -0.000232  0.001259  \n",
      "39993  5.676418e-04 -0.000292  0.000270  \n",
      "39994  1.032298e-04 -0.000659 -0.000377  \n",
      "39995 -2.503964e-04  0.000010  0.000236  \n",
      "39996  8.124604e-06 -0.004427  0.007617  \n",
      "39997  7.936677e-04  0.000011 -0.000399  \n",
      "39998 -1.169314e-04  0.000634 -0.000128  \n",
      "39999 -2.304035e-03 -0.000925  0.000004  \n",
      "\n",
      "[20000 rows x 144 columns]\n",
      "20000   -5.662383e-04\n",
      "20001   -1.141283e-05\n",
      "20002    1.432621e-05\n",
      "20003    9.393609e-04\n",
      "20004    3.217251e-04\n",
      "20005    1.438548e-04\n",
      "20006   -1.375667e-03\n",
      "20007    1.580295e-03\n",
      "20008    2.582554e-04\n",
      "20009    1.976619e-04\n",
      "20010    2.953435e-04\n",
      "20011   -1.180131e-03\n",
      "20012   -1.075023e-04\n",
      "20013   -4.577414e-06\n",
      "20014   -9.861575e-04\n",
      "20015    4.779721e-06\n",
      "20016    1.161785e-03\n",
      "20017    9.142575e-04\n",
      "20018    7.258886e-04\n",
      "20019   -1.534670e-03\n",
      "20020   -2.707519e-04\n",
      "20021    9.491922e-04\n",
      "20022   -4.576554e-03\n",
      "20023    2.734412e-04\n",
      "20024   -4.163088e-04\n",
      "20025    4.960247e-04\n",
      "20026   -5.697056e-04\n",
      "20027   -7.165289e-04\n",
      "20028    6.157708e-04\n",
      "20029   -2.440947e-04\n",
      "             ...     \n",
      "39970   -5.065811e-04\n",
      "39971    1.761081e-04\n",
      "39972   -1.922483e-07\n",
      "39973   -1.904659e-03\n",
      "39974   -1.741728e-03\n",
      "39975    2.574979e-04\n",
      "39976    1.487937e-04\n",
      "39977   -2.647753e-04\n",
      "39978   -4.141839e-05\n",
      "39979   -1.409471e-04\n",
      "39980    4.840707e-04\n",
      "39981   -4.886107e-04\n",
      "39982    4.843943e-05\n",
      "39983   -1.391634e-03\n",
      "39984    4.614388e-04\n",
      "39985    1.895687e-06\n",
      "39986   -2.244261e-04\n",
      "39987    6.733937e-04\n",
      "39988    3.461299e-04\n",
      "39989    1.391234e-06\n",
      "39990    1.557991e-05\n",
      "39991   -2.762432e-04\n",
      "39992    8.453918e-04\n",
      "39993    5.685392e-04\n",
      "39994    1.270833e-03\n",
      "39995    2.661481e-04\n",
      "39996   -1.280702e-03\n",
      "39997    2.152058e-04\n",
      "39998    3.883408e-04\n",
      "39999   -9.145483e-04\n",
      "Name: Ret_121, dtype: float64\n"
     ]
    },
    {
     "ename": "ValueError",
     "evalue": "shapes (1,20000) and (144,) not aligned: 20000 (dim 1) != 144 (dim 0)",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mValueError\u001b[0m                                Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-43-10044de05b45>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m()\u001b[0m\n\u001b[0;32m     66\u001b[0m \u001b[1;32mprint\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_test\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m     67\u001b[0m \u001b[1;31m# Plot outputs\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m---> 68\u001b[1;33m plt.plot(X_test, linear.predict(y_test), color='blue',\n\u001b[0m\u001b[0;32m     69\u001b[0m          linewidth=3)\n\u001b[0;32m     70\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32mC:\\Users\\tanmay\\Anaconda\\lib\\site-packages\\sklearn\\linear_model\\base.pyc\u001b[0m in \u001b[0;36mpredict\u001b[1;34m(self, X)\u001b[0m\n\u001b[0;32m    153\u001b[0m             \u001b[0mReturns\u001b[0m \u001b[0mpredicted\u001b[0m \u001b[0mvalues\u001b[0m\u001b[1;33m.\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    154\u001b[0m         \"\"\"\n\u001b[1;32m--> 155\u001b[1;33m         \u001b[1;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mdecision_function\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mX\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m    156\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    157\u001b[0m     \u001b[0m_center_data\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mstaticmethod\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mcenter_data\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32mC:\\Users\\tanmay\\Anaconda\\lib\\site-packages\\sklearn\\linear_model\\base.pyc\u001b[0m in \u001b[0;36mdecision_function\u001b[1;34m(self, X)\u001b[0m\n\u001b[0;32m    138\u001b[0m         \u001b[0mX\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mcheck_array\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mX\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maccept_sparse\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'csr'\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'csc'\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'coo'\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    139\u001b[0m         return safe_sparse_dot(X, self.coef_.T,\n\u001b[1;32m--> 140\u001b[1;33m                                dense_output=True) + self.intercept_\n\u001b[0m\u001b[0;32m    141\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    142\u001b[0m     \u001b[1;32mdef\u001b[0m \u001b[0mpredict\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mself\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mX\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;32mC:\\Users\\tanmay\\Anaconda\\lib\\site-packages\\sklearn\\utils\\extmath.pyc\u001b[0m in \u001b[0;36msafe_sparse_dot\u001b[1;34m(a, b, dense_output)\u001b[0m\n\u001b[0;32m    181\u001b[0m         \u001b[1;32mreturn\u001b[0m \u001b[0mret\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    182\u001b[0m     \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 183\u001b[1;33m         \u001b[1;32mreturn\u001b[0m \u001b[0mfast_dot\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0ma\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mb\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m    184\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m    185\u001b[0m \u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mValueError\u001b[0m: shapes (1,20000) and (144,) not aligned: 20000 (dim 1) != 144 (dim 0)"
     ]
    }
   ],
   "source": [
    "import datetime\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "import sklearn\n",
    "\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "from sklearn.linear_model import LinearRegression\n",
    "from sklearn.lda import LDA\n",
    "from sklearn.metrics import confusion_matrix\n",
    "from sklearn.qda import QDA\n",
    "from sklearn.svm import LinearSVC, SVC\n",
    "\n",
    "\n",
    "\n",
    "\n",
    "if __name__ == \"__main__\":\n",
    "    \n",
    "\n",
    "    # Use the prior two days of returns as predictor \n",
    "    # values, with direction as the response\n",
    "    \n",
    "    X = train_df[list(train_df.columns[1:26])+list(train_df.columns[28:147])]\n",
    "    y = train_df['Ret_121']\n",
    "    \n",
    "\n",
    "    # Create training and test sets\n",
    "    X_train = X[X.index < 20000]\n",
    "    X_test = X[X.index >= 20000]\n",
    "    y_train = y[y.index < 20000]\n",
    "    y_test = y[y.index >= 20000]\n",
    "    print(X_train)\n",
    "    print(X_test)\n",
    "   \n",
    "\n",
    "\n",
    "    # Create linear regression object\n",
    "    linear = LinearRegression()\n",
    "    # Train the model using the training sets and check score\n",
    "    linear.fit(X_train, y_train)\n",
    "    linear.score(X_train, y_train)\n",
    "    #Equation coefficient and Intercept\n",
    "    print('Coefficient: \\n', linear.coef_)\n",
    "    print('Intercept: \\n', linear.intercept_)\n",
    "    #Predict Output\n",
    "    predicted= linear.predict(X_test)\n",
    "\n",
    "#    # Create the (parametrised) models\n",
    "#    print(\"Hit Rates/Confusion Matrices:\\n\")\n",
    "#    m =(\"LSVC\", LinearSVC())\n",
    "#    m[1].fit(X_train, y_train)\n",
    "\n",
    " #   # Make an array of predictions on the test set\n",
    "#  pred = m[1].predict(X_test)\n",
    "# #   print(pred)\n",
    "        # Output the hit-rate and the confusion matrix for each model\n",
    "print(\"%s:\\n%0.3f\" % (linear, linear.score(X_test, y_test)))\n",
    "# print(\"%s\\n\" % confusion_matrix(predicted, y_test))\n",
    "\n",
    "# The mean square error\n",
    "print(\"Residual sum of squares: %.2f\"\n",
    "      % np.mean((linear.predict(X_test) - y_test) ** 2))\n",
    "# Explained variance score: 1 is perfect prediction\n",
    "print('Variance score: %.2f' % linear.score(X_test, y_test))\n",
    "\n",
    "print(X_test)\n",
    "print(y_test)\n",
    "# Plot outputs\n",
    "plt.plot(X_test, linear.predict(y_test), color='blue',\n",
    "         linewidth=3)\n",
    "\n",
    "plt.xticks(())\n",
    "plt.yticks(())\n",
    "\n",
    "plt.show()\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "    models = [(\"LR\", LogisticRegression()), \n",
    "              (\"LDA\", LDA()), \n",
    "              (\"QDA\", QDA()),\n",
    "              (\"LSVC\", LinearSVC()),\n",
    "              (\"RSVM\", SVC(\n",
    "              \tC=1000000.0, cache_size=200, class_weight=None,\n",
    "                coef0=0.0, degree=3, gamma=0.0001, kernel='rbf',\n",
    "                max_iter=-1, probability=False, random_state=None,\n",
    "                shrinking=True, tol=0.001, verbose=False)\n",
    "              ),\n",
    "              (\"RF\", RandomForestClassifier(\n",
    "              \tn_estimators=1000, criterion='gini', \n",
    "                max_depth=None, min_samples_split=2, \n",
    "                min_samples_leaf=1, max_features='auto', \n",
    "                bootstrap=True, oob_score=False, n_jobs=1, \n",
    "                random_state=None, verbose=0)\n",
    "              )]\n",
    "\n",
    "    # Iterate through the models\n",
    "    for m in models:\n",
    "        \n",
    "        # Train each of the models on the training set\n",
    "        m[1].fit(X_train, y_train)\n",
    "\n",
    "        # Make an array of predictions on the test set\n",
    "        pred = m[1].predict(X_test)\n",
    "\n",
    "        # Output the hit-rate and the confusion matrix for each model\n",
    "        print(\"%s:\\n%0.3f\" % (m[0], m[1].score(X_test, y_test)))\n",
    "        print(\"%s\\n\" % confusion_matrix(pred, y_test))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {
    "collapsed": false,
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "       Feature_1  Feature_2  Feature_3  Feature_4  Feature_5  Feature_6  \\\n",
      "0              0   0.000000   0.000000   0.000000          8   0.000000   \n",
      "1              0   0.000000   0.000000   0.000000          3   0.388896   \n",
      "2              0  -0.696727   0.739591  -0.167928          9   0.471947   \n",
      "3              0  -0.694350   1.568248   0.479073          5   0.120653   \n",
      "4              6  -1.736489   2.765531   1.245280          7   4.866985   \n",
      "5              0   0.000000  -0.680515   0.000000          1   0.227034   \n",
      "6              0  -0.230636  -0.227021  -0.084126          7  -0.095007   \n",
      "7              0   2.582955   0.157344   0.617261          8  -0.177333   \n",
      "8              0  -0.187950  -0.259820   0.047637          8  -0.381621   \n",
      "9              0   2.883570   0.813783   0.796746          7   0.021982   \n",
      "10             0   2.226944   0.442309   0.000000          1   0.009146   \n",
      "11             0   2.144114  -0.731070  -0.682722          8  -0.668712   \n",
      "12             6   0.041236  -0.386044   0.255167          5  -0.035637   \n",
      "13             0   0.480362   0.915407   1.381156          7   0.223401   \n",
      "14             0  -0.103217   0.581729   0.290436          7   0.046317   \n",
      "15             0   0.000000   0.152788   0.465036          7  -0.611268   \n",
      "16             0   0.000000  -0.366156   0.000000          1   0.697484   \n",
      "17             8  -1.650709   2.317553   1.305126          8   1.066674   \n",
      "18             0  -0.015527  -0.044450   0.000000          3   0.072971   \n",
      "19             8  -1.225009   0.787305   0.642112          5   0.064140   \n",
      "20             2  -0.394518   0.155395   0.000000          5   0.190561   \n",
      "21             0  -1.396875   0.341218   0.000000          1   0.117522   \n",
      "22             0   0.000000   0.515582   0.000000          1   3.812319   \n",
      "23             0  -1.833909   0.807421   0.396305          7   0.225614   \n",
      "24             7  -0.975182   0.924188   0.000000          3   0.981710   \n",
      "25             0   0.455055  -0.754385  -0.267288          8  -0.069727   \n",
      "26            10   0.943837  -0.308297  -0.597960          5   0.091429   \n",
      "27             0   0.745994  -0.479567   0.000000          1   0.310152   \n",
      "28             0   1.128934  -0.297645  -0.353155          9   0.053215   \n",
      "29             0  -1.393162   0.184165   0.399026          2  -0.007371   \n",
      "...          ...        ...        ...        ...        ...        ...   \n",
      "39970          0  -0.682235   2.030997   1.571281          7   1.262264   \n",
      "39971          0   0.000000  -0.980774  -1.731634          7  -0.565604   \n",
      "39972          0   0.260495   0.781602   0.370496          5  -0.417117   \n",
      "39973          0   0.000000   0.247709   0.708384          1   0.516685   \n",
      "39974          0  -0.795393   0.812479   1.182253          2   0.435337   \n",
      "39975          0   0.000000   1.805298   1.260704          2   0.474173   \n",
      "39976          0   0.000000  -0.454009   0.000000          1  -0.228272   \n",
      "39977          0   1.584213   1.485364   0.000000          5   0.181444   \n",
      "39978          2   0.000000   2.432641   2.065256          6   2.059316   \n",
      "39979          0   2.437852   2.109066   2.046964          2   0.494379   \n",
      "39980          5   1.389892   0.260282  -0.082509          7   0.603527   \n",
      "39981          0   0.000000   0.400233  -0.419178          5   0.454097   \n",
      "39982          0  -1.064544   2.059217   2.137673          2   1.095184   \n",
      "39983          0   0.000000  -0.200755  -0.320181         10  -0.234496   \n",
      "39984          1  -0.541338   0.643071   0.000000          5   0.161784   \n",
      "39985          0   0.270909   0.148279   0.504962          1   0.607141   \n",
      "39986          0  -1.304033   1.063957   0.448434          9   0.276835   \n",
      "39987          0   0.000000   1.788608   1.319996          6   0.044323   \n",
      "39988          0   1.302903   0.201073   0.647164          7  -0.527894   \n",
      "39989          0  -0.836604   1.335384   1.199832          6   0.908138   \n",
      "39990          0   0.000000   0.601925   0.862441          1   2.297448   \n",
      "39991          0  -0.711278   0.627670   1.022876          2   0.387895   \n",
      "39992          0  -0.787167   1.189032   0.168022         10   0.187430   \n",
      "39993          0   0.000000  -0.127978  -1.227303          9  -0.336298   \n",
      "39994          0   1.335217  -0.387624  -0.402798          8   0.000000   \n",
      "39995          0   0.000000   0.822371   0.000000          1   2.182050   \n",
      "39996          0   0.747556  -0.489418  -0.267193         10  -0.454329   \n",
      "39997          0   0.000000  -0.914701  -1.013004          2  -0.701013   \n",
      "39998          0  -0.021457   1.021284   0.000000          3   1.092849   \n",
      "39999          0   1.093868  -0.677391  -0.604479          7   0.000000   \n",
      "\n",
      "       Feature_7  Feature_8  Feature_9  Feature_10      ...        Ret_111  \\\n",
      "0          75751     0.2254         11           0      ...       0.000000   \n",
      "1          17369     0.0166         13           0      ...      -0.000010   \n",
      "2           8277     0.3650          9           5      ...       0.000250   \n",
      "3          22508     0.2654         13           5      ...      -0.000571   \n",
      "4          22423     0.2138         13           4      ...      -0.000014   \n",
      "5          24099     0.2064          8           0      ...       0.000921   \n",
      "6          39351     0.3650         13           0      ...      -0.000341   \n",
      "7          92214     0.2119          8           5      ...       0.000002   \n",
      "8          18418     0.3583          8           5      ...       0.000199   \n",
      "9          47637     0.2654          6           5      ...       0.003107   \n",
      "10         51499     0.2654         13           0      ...      -0.000011   \n",
      "11         79888     0.2109          8           0      ...      -0.000365   \n",
      "12         63267     0.0158          8           0      ...      -0.000478   \n",
      "13         35023     0.2138         10           0      ...       0.000436   \n",
      "14         76131     0.3318         14           4      ...       0.000291   \n",
      "15         69564     0.3650          8           5      ...       0.000007   \n",
      "16         94022     0.0158          9           4      ...       0.000256   \n",
      "17         16080     0.3583         10           5      ...       0.000831   \n",
      "18         14259     0.2208          9           5      ...       0.000875   \n",
      "19         65146     0.3418         10           1      ...       0.000114   \n",
      "20         47683     0.3418         11           0      ...       0.000000   \n",
      "21         35266     0.0171         17           0      ...       0.004115   \n",
      "22         49660     0.0000         10           0      ...      -0.000372   \n",
      "23         57773     0.2986          7           4      ...      -0.000677   \n",
      "24         34161     0.0111         11           0      ...       0.000566   \n",
      "25         64351     0.2087          7           1      ...      -0.000282   \n",
      "26         19660     0.2323         10           2      ...       0.000023   \n",
      "27         94975     0.3650         10           0      ...      -0.002376   \n",
      "28         99483     0.3318          7           0      ...      -0.000496   \n",
      "29         40712     0.0158          9           0      ...       0.000028   \n",
      "...          ...        ...        ...         ...      ...            ...   \n",
      "39970      54939     0.2208         10           5      ...      -0.000057   \n",
      "39971      76736     0.2138          4           5      ...       0.000007   \n",
      "39972      62179     0.0142         11           5      ...      -0.000396   \n",
      "39973      39562     0.3318         12           0      ...      -0.000005   \n",
      "39974      34124     0.3650         10           0      ...       0.000935   \n",
      "39975      60280     0.2138         11           5      ...       0.000797   \n",
      "39976      99075     0.3318         12           0      ...       0.000455   \n",
      "39977      48365     0.2119         11           0      ...       0.000009   \n",
      "39978      39069     0.3583         12           5      ...       0.000015   \n",
      "39979      23153     0.0126         10           5      ...      -0.000438   \n",
      "39980      44670     0.0158          8           5      ...      -0.001473   \n",
      "39981      34324     0.2138         12           5      ...       0.000232   \n",
      "39982      39848     0.3650          0           5      ...       0.000467   \n",
      "39983       1344     0.3418         13           0      ...       0.001208   \n",
      "39984      29262     0.2654          9           5      ...       0.000470   \n",
      "39985      97667     0.3583          0           0      ...       0.000008   \n",
      "39986      34425     0.2208         11           0      ...      -0.000202   \n",
      "39987      27661     0.0174         13           5      ...       0.000004   \n",
      "39988      43321     0.0158          8           0      ...      -0.000004   \n",
      "39989      33304     0.3484         12           0      ...      -0.000336   \n",
      "39990      62488     0.0101         16           0      ...      -0.000006   \n",
      "39991      28859     0.2064         13           0      ...       0.001201   \n",
      "39992      82639     0.0142          8           5      ...       0.000714   \n",
      "39993      35409     0.3318          6           5      ...      -0.000557   \n",
      "39994      64603     0.3451          9           5      ...       0.001448   \n",
      "39995      23729     0.2208         12           0      ...       0.000242   \n",
      "39996      56222     0.2323          8           5      ...       0.001273   \n",
      "39997       7024     0.3418         10           5      ...       0.001946   \n",
      "39998      27376     0.2119         13           0      ...      -0.000123   \n",
      "39999       4141     0.2254          0           0      ...       0.000008   \n",
      "\n",
      "            Ret_112       Ret_113       Ret_114       Ret_115   Ret_116  \\\n",
      "0      7.000474e-04 -8.431473e-04  2.679678e-04 -4.152112e-04 -0.001133   \n",
      "1      2.494024e-04  4.918272e-04 -2.201786e-05  4.606377e-05 -0.000294   \n",
      "2     -1.379924e-04 -2.660449e-04  7.859514e-04  1.702236e-03 -0.000271   \n",
      "3      2.880709e-04  5.672140e-06  1.478455e-04 -2.596976e-04  0.000387   \n",
      "4      1.209899e-03  1.112321e-05 -4.547193e-06 -1.091879e-05  0.000003   \n",
      "5      1.154186e-03 -2.487525e-04 -2.234846e-04 -4.597824e-04 -0.000684   \n",
      "6      1.576190e-04  1.606346e-04 -5.495968e-06  4.795455e-04  0.000635   \n",
      "7      2.165891e-07  4.961954e-04 -9.850400e-04  2.235196e-04  0.000278   \n",
      "8      1.878505e-04 -9.338322e-04 -3.198245e-07 -4.975834e-06  0.000736   \n",
      "9     -6.441999e-04 -6.168682e-04  1.243763e-03 -1.792456e-05 -0.001268   \n",
      "10    -1.758400e-04 -1.858568e-03  7.570760e-04 -1.153481e-05  0.001314   \n",
      "11     3.325212e-04 -1.355564e-03 -6.654899e-04  6.633831e-04 -0.000685   \n",
      "12    -1.536158e-04 -4.721711e-04 -1.537649e-04 -1.526314e-04 -0.000159   \n",
      "13    -8.855386e-04 -7.652120e-06  2.759250e-04  5.801091e-04 -0.001024   \n",
      "14     2.881735e-04  8.038812e-07 -9.448065e-04 -1.660088e-05 -0.000099   \n",
      "15    -4.336071e-04  8.016769e-04 -2.771339e-06 -1.355310e-05 -0.000070   \n",
      "16     4.037046e-04 -5.341089e-04 -4.074313e-04 -5.892972e-06 -0.000010   \n",
      "17    -3.991183e-04  4.138001e-04  6.447675e-04 -1.455044e-05 -0.000984   \n",
      "18     0.000000e+00 -6.387283e-04 -4.253138e-04  2.116771e-04 -0.000217   \n",
      "19    -9.979501e-06 -2.124431e-04  6.879856e-06  1.435966e-04 -0.000813   \n",
      "20    -1.011906e-03 -2.692930e-04 -3.266992e-03  0.000000e+00  0.000000   \n",
      "21     4.558920e-04 -1.837378e-03 -7.519361e-06 -1.815003e-03  0.000924   \n",
      "22     2.995852e-06  7.931572e-08 -1.685555e-03  1.085794e-04 -0.000142   \n",
      "23    -2.696178e-03  1.337775e-03  1.348442e-03  2.685332e-03 -0.002025   \n",
      "24    -2.894382e-04 -8.502045e-04 -8.446144e-04  1.144623e-03  0.000848   \n",
      "25    -1.076970e-03  5.036444e-04  1.039732e-04 -9.652559e-05  0.000199   \n",
      "26    -1.742201e-04 -1.586204e-04 -2.065113e-05 -3.728860e-04 -0.000269   \n",
      "27     1.186660e-03  1.195617e-03 -3.577492e-03  3.567405e-03  0.001169   \n",
      "28     2.386622e-04 -2.495088e-04 -1.767235e-03  2.641221e-04  0.000751   \n",
      "29    -5.783089e-04  0.000000e+00  1.194066e-06 -3.073109e-04  0.000142   \n",
      "...             ...           ...           ...           ...       ...   \n",
      "39970  2.330999e-06  3.017609e-04 -1.476482e-06 -9.655782e-07 -0.000129   \n",
      "39971  1.733054e-03  1.031669e-03  1.339226e-03 -6.981109e-04  0.000176   \n",
      "39972  3.900785e-04 -7.825441e-04  3.920493e-04 -2.642209e-04 -0.000256   \n",
      "39973 -6.225786e-04 -6.438772e-04  6.304684e-04  3.072612e-04  0.000333   \n",
      "39974 -1.348186e-03 -1.856647e-04  1.852811e-04  5.700594e-04  0.000383   \n",
      "39975 -4.088233e-04  6.059641e-04 -7.958462e-04  8.065327e-04 -0.000210   \n",
      "39976 -7.879162e-04  1.214242e-06 -3.283969e-04  4.571706e-04  0.000312   \n",
      "39977 -6.101393e-06 -3.893357e-04 -1.418482e-04 -1.232026e-05 -0.000255   \n",
      "39978  1.533439e-04  2.780664e-04 -1.733940e-04 -1.253950e-04 -0.000273   \n",
      "39979 -5.429381e-06  1.374008e-04 -1.227831e-04 -1.403426e-04  0.000158   \n",
      "39980 -4.939308e-04 -9.825834e-04  2.516385e-04  7.220076e-04 -0.000355   \n",
      "39981  2.885776e-04  1.979329e-06 -1.773501e-04 -1.054104e-03  0.000466   \n",
      "39982 -1.140915e-05 -1.357323e-05  1.640302e-04 -2.908635e-05  0.000006   \n",
      "39983 -4.022080e-04 -1.197099e-03 -1.203947e-03  1.208111e-03  0.000401   \n",
      "39984 -1.396401e-05  7.231526e-04  9.441761e-05 -1.762776e-03 -0.001278   \n",
      "39985  0.000000e+00  0.000000e+00 -1.626429e-05 -2.607245e-04  0.000542   \n",
      "39986  1.919477e-04 -9.852058e-06  6.490794e-04 -5.292237e-04 -0.000745   \n",
      "39987 -1.450415e-05  1.005996e-03 -3.519341e-04  8.914435e-06  0.000150   \n",
      "39988  7.109694e-04 -3.468794e-04 -3.351058e-04 -5.307849e-06  0.000716   \n",
      "39989  3.629984e-04  3.533075e-04 -2.797908e-05 -1.728303e-04  0.000184   \n",
      "39990 -2.890907e-04 -1.134726e-03  3.211792e-06  8.631083e-04 -0.000306   \n",
      "39991 -2.566471e-04  1.031135e-03 -3.982356e-04 -5.370275e-06 -0.000533   \n",
      "39992 -2.426188e-04 -5.665253e-05 -4.022925e-06 -2.140880e-04  0.000225   \n",
      "39993 -1.663860e-03  2.440231e-04 -2.519045e-04  1.405555e-03  0.000565   \n",
      "39994 -3.624574e-04  9.069375e-04 -1.811823e-04 -1.761835e-03  0.000464   \n",
      "39995  2.859291e-05 -2.366336e-04  0.000000e+00 -1.307536e-04  0.000241   \n",
      "39996 -1.885429e-03  0.000000e+00  0.000000e+00 -1.706170e-05  0.005692   \n",
      "39997 -6.020319e-04 -6.160012e-04 -4.331547e-06  1.057527e-05 -0.000206   \n",
      "39998  1.281438e-04  5.088140e-04  2.943410e-04  3.788186e-04  0.000123   \n",
      "39999 -4.525961e-04 -3.759734e-04  3.588826e-04  5.490764e-03  0.000232   \n",
      "\n",
      "            Ret_117   Ret_118   Ret_119       Ret_120  \n",
      "0      4.431501e-06 -0.000137 -0.000009  1.340780e-04  \n",
      "1     -3.663952e-04 -0.000125 -0.000007  2.558108e-04  \n",
      "2     -5.304943e-04 -0.000666 -0.000270 -3.718829e-04  \n",
      "3     -4.352181e-04 -0.000689  0.000153  2.220483e-04  \n",
      "4     -1.229378e-03 -0.000003  0.001208 -4.473375e-07  \n",
      "5      4.627458e-04  0.000444  0.002801 -9.368129e-04  \n",
      "6      6.481310e-04 -0.000346  0.000324  3.230829e-04  \n",
      "7      2.449646e-04 -0.000006 -0.000753 -9.909264e-04  \n",
      "8      0.000000e+00  0.000000  0.000016 -1.934922e-04  \n",
      "9     -6.279024e-04 -0.001861 -0.000019 -6.221737e-04  \n",
      "10     1.854731e-04 -0.000192 -0.000171 -9.399096e-04  \n",
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      "18     2.171779e-04  0.000000  0.000207  2.267458e-04  \n",
      "19     2.316390e-04  0.000013 -0.000215  1.094685e-04  \n",
      "20     2.252529e-03  0.000499  0.002268  2.008039e-03  \n",
      "21    -1.376596e-03  0.000003 -0.000454  9.034305e-04  \n",
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      "24     5.547518e-04  0.001409  0.000306  8.510650e-04  \n",
      "25    -1.161837e-04 -0.000382 -0.000114  1.771071e-04  \n",
      "26     2.688055e-04  0.000013 -0.000021  1.928940e-05  \n",
      "27    -2.405530e-03  0.001194  0.001185  8.488755e-06  \n",
      "28    -2.648278e-04 -0.000017  0.000002  1.962137e-06  \n",
      "29    -7.292509e-04  0.000888  0.000901 -1.185973e-03  \n",
      "...             ...       ...       ...           ...  \n",
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      "39998  1.310661e-04 -0.000117  0.000634 -1.275351e-04  \n",
      "39999  4.835830e-03 -0.002304 -0.000925  4.182716e-06  \n",
      "\n",
      "[40000 rows x 144 columns]\n",
      "0       -1.369050e-04\n",
      "1        2.606058e-04\n",
      "2        2.712688e-04\n",
      "3        2.099943e-04\n",
      "4        1.135892e-05\n",
      "5        5.224609e-04\n",
      "6        4.663261e-06\n",
      "7        1.019837e-05\n",
      "8       -3.667946e-04\n",
      "9        1.878629e-03\n",
      "10       1.849557e-04\n",
      "11       3.610195e-06\n",
      "12      -2.749676e-06\n",
      "13      -1.396823e-04\n",
      "14       4.664247e-04\n",
      "15       6.489762e-05\n",
      "16       5.472525e-06\n",
      "17       3.937450e-04\n",
      "18      -4.175477e-04\n",
      "19      -1.909840e-04\n",
      "20       1.020670e-03\n",
      "21       4.633098e-04\n",
      "22       9.862095e-06\n",
      "23      -2.020248e-03\n",
      "24       5.677297e-04\n",
      "25       1.326736e-05\n",
      "26       8.672342e-07\n",
      "27       6.401326e-06\n",
      "28       1.753172e-05\n",
      "29      -1.521039e-04\n",
      "             ...     \n",
      "39970   -5.065811e-04\n",
      "39971    1.761081e-04\n",
      "39972   -1.922483e-07\n",
      "39973   -1.904659e-03\n",
      "39974   -1.741728e-03\n",
      "39975    2.574979e-04\n",
      "39976    1.487937e-04\n",
      "39977   -2.647753e-04\n",
      "39978   -4.141839e-05\n",
      "39979   -1.409471e-04\n",
      "39980    4.840707e-04\n",
      "39981   -4.886107e-04\n",
      "39982    4.843943e-05\n",
      "39983   -1.391634e-03\n",
      "39984    4.614388e-04\n",
      "39985    1.895687e-06\n",
      "39986   -2.244261e-04\n",
      "39987    6.733937e-04\n",
      "39988    3.461299e-04\n",
      "39989    1.391234e-06\n",
      "39990    1.557991e-05\n",
      "39991   -2.762432e-04\n",
      "39992    8.453918e-04\n",
      "39993    5.685392e-04\n",
      "39994    1.270833e-03\n",
      "39995    2.661481e-04\n",
      "39996   -1.280702e-03\n",
      "39997    2.152058e-04\n",
      "39998    3.883408e-04\n",
      "39999   -9.145483e-04\n",
      "Name: Ret_121, dtype: float64\n",
      "-0.566278426352\n"
     ]
    }
   ],
   "source": [
    "from sklearn.cross_validation import train_test_split\n",
    "from sklearn.tree import DecisionTreeRegressor\n",
    "from sklearn import tree\n",
    "\n",
    "X, y = train_df[list(train_df.columns[1:26])+list(train_df.columns[28:147])],train_df['Ret_121']\n",
    "print(X)\n",
    "print(y)\n",
    "X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=0)\n",
    "samtree = DecisionTreeRegressor()\n",
    "samtree.fit(X_train,y_train,check_input='false')\n",
    "outfile = tree.export_graphviz(samtree, out_file='stocktree.dot',feature_names=list(train_df.ix[:,1:147].columns.values))\n",
    "print(samtree.score(X_test,y_test))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
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