oms/notebooks/Master_system_reconciliation_slow.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "55751366",
   "metadata": {},
   "source": [
    "# Description"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "224d0e7e",
   "metadata": {},
   "source": [
    "The notebook contains full versions of DAG output checks that compare the prod system output vs that of the prod simulation run."
   ]
  },
  {
   "cell_type": "markdown",
   "id": "39849a68",
   "metadata": {},
   "source": [
    "# Imports"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "cd4dc514",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:17.431947Z",
     "start_time": "2024-02-01T22:29:16.081476Z"
    }
   },
   "outputs": [],
   "source": [
    "%load_ext autoreload\n",
    "%autoreload 2\n",
    "%matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "582ffb6d",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:25.653952Z",
     "start_time": "2024-02-01T22:29:17.434038Z"
    }
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/app/amp/dataflow/core/dag.py:15: TqdmExperimentalWarning: Using `tqdm.autonotebook.tqdm` in notebook mode. Use `tqdm.tqdm` instead to force console mode (e.g. in jupyter console)\n",
      "  from tqdm.autonotebook import tqdm\n",
      "\u001b[33mWARNING\u001b[0m: No module named 'gluonts'\n",
      "\u001b[33mWARNING\u001b[0m: No module named 'gluonts'\n"
     ]
    }
   ],
   "source": [
    "import logging\n",
    "\n",
    "import core.config as cconfig\n",
    "import dataflow.core as dtfcore\n",
    "import helpers.hdbg as hdbg\n",
    "import helpers.henv as henv\n",
    "import helpers.hpandas as hpandas\n",
    "import helpers.hprint as hprint\n",
    "import reconciliation as reconcil"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "f443668b",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:26.011013Z",
     "start_time": "2024-02-01T22:29:25.656840Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\u001b[0m\u001b[36mINFO\u001b[0m: > cmd='/venv/lib/python3.9/site-packages/ipykernel_launcher.py -f /home/.local/share/jupyter/runtime/kernel-b8910937-4719-43f7-918b-b39d4dd48d76.json'\n",
      "WARNING: Running in Jupyter\n",
      "INFO  # Git\n",
      "  branch_name='CmTask6964_Add_only_warning_to_get_system_log_paths'\n",
      "  hash='9c6e4b652'\n",
      "  # Last commits:\n",
      "    *   9c6e4b652 Sameep Pote Merge branch 'master' into CmTask6964_Add_only_warning_to_get_system_log_paths ( 9 minutes ago) Thu Feb 1 22:20:03 2024  (HEAD -> CmTask6964_Add_only_warning_to_get_system_log_paths, origin/CmTask6964_Add_only_warning_to_get_system_log_paths)\n",
      "    |\\  \n",
      "    * | d02a60629 Sameep2808 nits                                                              (10 minutes ago) Thu Feb 1 22:19:39 2024           \n",
      "    * | b8806f01b Sameep2808 Fixing test cases                                                 (17 minutes ago) Thu Feb 1 22:12:02 2024           \n",
      "# Machine info\n",
      "  system=Linux\n",
      "  node name=ca8e7dd1b33b\n",
      "  release=5.15.0-1051-aws\n",
      "  version=#56~20.04.1-Ubuntu SMP Tue Nov 28 15:43:31 UTC 2023\n",
      "  machine=x86_64\n",
      "  processor=x86_64\n",
      "  cpu count=8\n",
      "  cpu freq=scpufreq(current=2499.998, min=0.0, max=0.0)\n",
      "  memory=svmem(total=33280290816, available=16569630720, percent=50.2, used=16224817152, free=10398011392, active=1895931904, inactive=15556493312, buffers=360669184, cached=6296793088, shared=3612672, slab=4934225920)\n",
      "  disk usage=sdiskusage(total=156052275200, used=50538827776, free=105496670208, percent=32.4)\n",
      "# Packages\n",
      "  python: 3.9.5\n",
      "  cvxopt: 1.3.2\n",
      "  cvxpy: 1.4.1\n",
      "  gluonnlp: ?\n",
      "  gluonts: ?\n",
      "  joblib: 1.3.2\n",
      "  mxnet: ?\n",
      "  numpy: 1.26.0\n",
      "  pandas: 2.1.1\n",
      "  pyarrow: 10.0.0\n",
      "  scipy: 1.11.3\n",
      "  seaborn: 0.13.0\n",
      "  sklearn: 1.3.1\n",
      "  statsmodels: 0.14.0\n"
     ]
    }
   ],
   "source": [
    "hdbg.init_logger(verbosity=logging.INFO)\n",
    "\n",
    "_LOG = logging.getLogger(__name__)\n",
    "\n",
    "_LOG.info(\"%s\", henv.get_system_signature()[0])\n",
    "\n",
    "hprint.config_notebook()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "447d21da",
   "metadata": {},
   "source": [
    "# Build the reconciliation config"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "67ebd2e5",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:26.388679Z",
     "start_time": "2024-02-01T22:29:26.014958Z"
    },
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "INFO  Using hardwired config\n",
      "INFO  run_date='20240112'\n",
      "INFO  Using run_date=20240112\n",
      "INFO  dst_root_dir='/shared_data/ecs/preprod/prod_reconciliation/', dag_builder_name='C11a', run_mode='paper_trading', start_timestamp_as_str='20240112_133000', end_timestamp_as_str='20240113_130000'\n",
      "INFO  target_dir='/shared_data/ecs/preprod/prod_reconciliation/C11a/paper_trading/20240112_133000.20240113_130000'\n",
      "INFO  system_log_dir='system_log_dir.scheduled'\n",
      "INFO  system_log_dir='system_log_dir.scheduled'\n",
      "meta: \n",
      "  date_str: 20240112\n",
      "  asset_class: crypto\n",
      "  run_tca: False\n",
      "  bar_duration: 30T\n",
      "  compute_research_portfolio_mode: automatic\n",
      "  compute_dag_memory_stats: automatic\n",
      "system_log_path: \n",
      "  prod: /shared_data/ecs/preprod/prod_reconciliation/C11a/paper_trading/20240112_133000.20240113_130000/prod/system_log_dir.scheduled\n",
      "  sim: /shared_data/ecs/preprod/prod_reconciliation/C11a/paper_trading/20240112_133000.20240113_130000/simulation/system_log_dir.scheduled\n",
      "dag_builder_ctor_as_str: dataflow_lemonade.pipelines.C11.C11a_pipeline.C11a_DagBuilder\n",
      "research_forecast_evaluator_from_prices: \n",
      "  init: \n",
      "    price_col: open\n",
      "    prediction_col: feature\n",
      "    volatility_col: garman_klass_vol\n",
      "  annotate_forecasts_kwargs: \n",
      "    quantization: None\n",
      "    liquidate_at_end_of_day: False\n",
      "    initialize_beginning_of_day_trades_to_zero: False\n",
      "    burn_in_bars: 3\n",
      "    asset_id_to_share_decimals: \n",
      "      6051632686: 0\n",
      "      8717633868: 0\n",
      "      2540896331: 0\n",
      "      1528092593: 0\n",
      "      8968126878: 2\n",
      "      1467591036: 3\n",
      "      2476706208: 1\n",
      "      5115052901: 0\n",
      "      3065029174: 0\n",
      "      1891737434: 1\n",
      "      3401245610: 1\n",
      "      1464553467: 3\n",
      "      1966583502: 0\n",
      "      1030828978: 0\n",
      "      2601760471: 2\n",
      "      2683705052: 0\n",
      "      9872743573: 0\n",
      "      2484635488: 0\n",
      "      2099673105: 0\n",
      "      4516629366: 0\n",
      "      2237530510: 0\n",
      "      2425308589: 0\n",
      "      1776791608: 1\n",
      "      2384892553: 1\n",
      "      5118394986: 1\n",
      "    style: cross_sectional\n",
      "    bulk_frac_to_remove: 0.0\n",
      "    target_gmv: 3000.0\n"
     ]
    }
   ],
   "source": [
    "# When running manually, specify the path to the config to load config from file,\n",
    "# for e.g., `.../reconciliation_notebook/fast/result_0/config.pkl`.\n",
    "config_file_name = None\n",
    "# Set 'replace_ecs_tokyo = True' if running the notebook manually.\n",
    "replace_ecs_tokyo = False\n",
    "config = cconfig.get_notebook_config(\n",
    "    config_file_path=config_file_name, replace_ecs_tokyo=replace_ecs_tokyo\n",
    ")\n",
    "if config is None:\n",
    "    _LOG.info(\"Using hardwired config\")\n",
    "    # Specify the config directly when running the notebook manually.\n",
    "    # Below is just an example.\n",
    "    dst_root_dir = \"/shared_data/ecs/preprod/prod_reconciliation/\"\n",
    "    dag_builder_ctor_as_str = (\n",
    "        \"dataflow_orange.pipelines.C3.C3a_pipeline_tmp.C3a_DagBuilder_tmp\"\n",
    "    )\n",
    "    start_timestamp_as_str = \"20231103_131000\"\n",
    "    end_timestamp_as_str = \"20231104_130500\"\n",
    "    run_mode = \"paper_trading\"\n",
    "    mode = \"scheduled\"\n",
    "    check_dag_output_self_consistency = True\n",
    "    config_list = reconcil.build_reconciliation_configs(\n",
    "        dst_root_dir,\n",
    "        dag_builder_ctor_as_str,\n",
    "        start_timestamp_as_str,\n",
    "        end_timestamp_as_str,\n",
    "        run_mode,\n",
    "        mode,\n",
    "        check_dag_output_self_consistency=check_dag_output_self_consistency,\n",
    "    )\n",
    "    config = config_list[0]\n",
    "print(config)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a77f571d",
   "metadata": {},
   "source": [
    "# Specify data to load"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "f1a932a6",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:26.442008Z",
     "start_time": "2024-02-01T22:29:26.391086Z"
    },
    "run_control": {
     "marked": false
    }
   },
   "outputs": [],
   "source": [
    "# The dict points to `system_log_dir` for different experiments.\n",
    "system_log_path_dict = dict(config[\"system_log_path\"].to_dict())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "a8e2d5da",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:26.490340Z",
     "start_time": "2024-02-01T22:29:26.444321Z"
    }
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'prod': '/shared_data/ecs/preprod/prod_reconciliation/C11a/paper_trading/20240112_133000.20240113_130000/prod/system_log_dir.scheduled/dag/node_io/node_io.data',\n",
       " 'sim': '/shared_data/ecs/preprod/prod_reconciliation/C11a/paper_trading/20240112_133000.20240113_130000/simulation/system_log_dir.scheduled/dag/node_io/node_io.data'}"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# This dict points to `system_log_dir/dag/node_io/node_io.data` for different experiments.\n",
    "data_type = \"dag_data\"\n",
    "dag_path_dict = reconcil.get_system_log_paths(\n",
    "    system_log_path_dict, data_type, only_warning=True\n",
    ")\n",
    "dag_path_dict"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "0f370c59",
   "metadata": {},
   "source": [
    "# DAG io"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "cf3afa2f",
   "metadata": {},
   "source": [
    "## Load"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "3f884062",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:26.565757Z",
     "start_time": "2024-02-01T22:29:26.492706Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "INFO  First node='predict.0.read_data' / Last node='predict.10.process_forecasts'\n"
     ]
    }
   ],
   "source": [
    "# Get DAG node names.\n",
    "get_dag_output_mode = config[\"meta\"][\"get_dag_output_mode\"]\n",
    "dag_path = reconcil.get_dag_output_path(dag_path_dict, get_dag_output_mode)\n",
    "dag_node_names = dtfcore.get_dag_node_names(dag_path)\n",
    "_LOG.info(\n",
    "    \"First node='%s' / Last node='%s'\", dag_node_names[0], dag_node_names[-1]\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "c27899d9",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:29:26.672952Z",
     "start_time": "2024-02-01T22:29:26.568078Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "INFO  First timestamp='2024-01-12 08:30:00-05:00'/ Last timestamp='2024-01-13 08:00:00-05:00'\n"
     ]
    }
   ],
   "source": [
    "# Get timestamps for the last DAG node.\n",
    "dag_node_timestamps = dtfcore.get_dag_node_timestamps(\n",
    "    dag_path, dag_node_names[-1], as_timestamp=True\n",
    ")\n",
    "_LOG.info(\n",
    "    \"First timestamp='%s'/ Last timestamp='%s'\",\n",
    "    dag_node_timestamps[0][0],\n",
    "    dag_node_timestamps[-1][0],\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "f1abb266",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:30:25.885125Z",
     "start_time": "2024-02-01T22:29:26.675560Z"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "INFO  Output of the last node:\n",
      "\n"
     ]
    },
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"24\" halign=\"left\">feature</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p1.c.xs_adj.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p2.c.xs_adj.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_lr.c.xs_adj.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_diff.c.xs_adj.c</th>\n",
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       "      <th colspan=\"24\" halign=\"left\">q3.c.xs_adj.c</th>\n",
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       "      <th colspan=\"24\" halign=\"left\">r4.c.xs_adj.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r5.c.xs_adj.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r6.c.xs_adj.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_lr.c.xs_adj.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_est.c.xs_adj.c</th>\n",
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       "      <th colspan=\"24\" halign=\"left\">p1.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p2.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_lr.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_diff.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q1.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q2.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q3.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r1.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r2.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r4.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r5.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r6.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_lr.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_est.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">v_ld.c.xs_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p1.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p2.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_lr.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_diff.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q1.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q2.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q3.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r1.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r2.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r4.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r5.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r6.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_lr.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_est.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">v_ld.c</th>\n",
       "      <th colspan=\"24\" halign=\"left\">sqrt_q_mv</th>\n",
       "      <th colspan=\"24\" halign=\"left\">sqrt_q_mv_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">sqrt_q_mv_os</th>\n",
       "      <th colspan=\"24\" halign=\"left\">close</th>\n",
       "      <th colspan=\"24\" halign=\"left\">close_mean</th>\n",
       "      <th colspan=\"24\" halign=\"left\">garman_klass_vol</th>\n",
       "      <th colspan=\"24\" halign=\"left\">high</th>\n",
       "      <th colspan=\"24\" halign=\"left\">low</th>\n",
       "      <th colspan=\"24\" halign=\"left\">open</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p1</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p2</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p3</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_diff</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_est_mean</th>\n",
       "      <th colspan=\"24\" halign=\"left\">p_lr</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q1</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q2</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q3</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q4</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q5</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q6</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q_mv</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q_mv_adj</th>\n",
       "      <th colspan=\"24\" halign=\"left\">q_mv_os</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r1</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r2</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r3</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r4</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r5</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r6</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_est</th>\n",
       "      <th colspan=\"24\" halign=\"left\">r_lr</th>\n",
       "      <th colspan=\"24\" halign=\"left\">v_ld</th>\n",
       "      <th colspan=\"24\" halign=\"left\">volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
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       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
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       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
       "      <th>8717633868</th>\n",
       "      <th>8968126878</th>\n",
       "      <th>9872743573</th>\n",
       "      <th>1030828978</th>\n",
       "      <th>1464553467</th>\n",
       "      <th>1467591036</th>\n",
       "      <th>1528092593</th>\n",
       "      <th>1776791608</th>\n",
       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
       "      <th>2099673105</th>\n",
       "      <th>2237530510</th>\n",
       "      <th>2384892553</th>\n",
       "      <th>2425308589</th>\n",
       "      <th>2484635488</th>\n",
       "      <th>2540896331</th>\n",
       "      <th>2601760471</th>\n",
       "      <th>2683705052</th>\n",
       "      <th>3065029174</th>\n",
       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
       "      <th>6051632686</th>\n",
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       "      <th>8968126878</th>\n",
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       "      <th>1030828978</th>\n",
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       "      <th>1891737434</th>\n",
       "      <th>1966583502</th>\n",
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       "      <th>4516629366</th>\n",
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       "      <th>5118394986</th>\n",
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       "      <th>3401245610</th>\n",
       "      <th>4516629366</th>\n",
       "      <th>5115052901</th>\n",
       "      <th>5118394986</th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2024-01-12 08:30:00-05:00</th>\n",
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       "      <td>-0.142797</td>\n",
       "      <td>-0.966331</td>\n",
       "      <td>0.886326</td>\n",
       "      <td>-1.245038</td>\n",
       "      <td>0.142183</td>\n",
       "      <td>1.528133</td>\n",
       "      <td>0.127199</td>\n",
       "      <td>0.173766</td>\n",
       "      <td>1.093319</td>\n",
       "      <td>-0.73501</td>\n",
       "      <td>-0.101392</td>\n",
       "      <td>-0.451244</td>\n",
       "      <td>1.298392</td>\n",
       "      <td>-0.482356</td>\n",
       "      <td>0.773498</td>\n",
       "      <td>-0.590751</td>\n",
       "      <td>-0.352902</td>\n",
       "      <td>-0.298876</td>\n",
       "      <td>-0.611202</td>\n",
       "      <td>1.078957</td>\n",
       "      <td>-0.237133</td>\n",
       "      <td>0.055866</td>\n",
       "      <td>-0.280217</td>\n",
       "      <td>-0.415967</td>\n",
       "      <td>-0.389219</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>-10.500003</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>-10.500003</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>-10.49993</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>1.499997</td>\n",
       "      <td>-0.985982</td>\n",
       "      <td>-0.21847</td>\n",
       "      <td>0.037425</td>\n",
       "      <td>-0.724803</td>\n",
       "      <td>0.520158</td>\n",
       "      <td>0.006094</td>\n",
       "      <td>-0.106981</td>\n",
       "      <td>0.676517</td>\n",
       "      <td>0.206887</td>\n",
       "      <td>-0.460248</td>\n",
       "      <td>0.209157</td>\n",
       "      <td>1.081599</td>\n",
       "      <td>0.239597</td>\n",
       "      <td>-0.296899</td>\n",
       "      <td>0.249842</td>\n",
       "      <td>0.037791</td>\n",
       "      <td>-0.030283</td>\n",
       "      <td>0.160458</td>\n",
       "      <td>-0.475003</td>\n",
       "      <td>0.002373</td>\n",
       "      <td>-0.19661</td>\n",
       "      <td>-0.167626</td>\n",
       "      <td>0.105006</td>\n",
       "      <td>0.130002</td>\n",
       "      <td>-0.170123</td>\n",
       "      <td>0.204365</td>\n",
       "      <td>0.043864</td>\n",
       "      <td>0.034609</td>\n",
       "      <td>0.964758</td>\n",
       "      <td>0.320641</td>\n",
       "      <td>-0.220829</td>\n",
       "      <td>1.062273</td>\n",
       "      <td>-0.559105</td>\n",
       "      <td>-0.281112</td>\n",
       "      <td>0.062833</td>\n",
       "      <td>1.145183</td>\n",
       "      <td>-0.517107</td>\n",
       "      <td>-0.046642</td>\n",
       "      <td>-0.291354</td>\n",
       "      <td>-0.083882</td>\n",
       "      <td>-0.144255</td>\n",
       "      <td>-1.104738</td>\n",
       "      <td>0.024059</td>\n",
       "      <td>-0.084571</td>\n",
       "      <td>-0.269511</td>\n",
       "      <td>0.136873</td>\n",
       "      <td>0.138928</td>\n",
       "      <td>-0.365155</td>\n",
       "      <td>0.003443</td>\n",
       "      <td>0.143557</td>\n",
       "      <td>-0.468614</td>\n",
       "      <td>0.023722</td>\n",
       "      <td>0.512737</td>\n",
       "      <td>0.050301</td>\n",
       "      <td>0.111354</td>\n",
       "      <td>0.180554</td>\n",
       "      <td>-0.120375</td>\n",
       "      <td>0.033527</td>\n",
       "      <td>-0.304019</td>\n",
       "      <td>0.351754</td>\n",
       "      <td>-0.051905</td>\n",
       "      <td>0.243289</td>\n",
       "      <td>-0.208489</td>\n",
       "      <td>-0.043163</td>\n",
       "      <td>-0.103861</td>\n",
       "      <td>-0.214665</td>\n",
       "      <td>0.155185</td>\n",
       "      <td>0.013675</td>\n",
       "      <td>0.038487</td>\n",
       "      <td>-0.049374</td>\n",
       "      <td>-0.112642</td>\n",
       "      <td>-0.184478</td>\n",
       "      <td>-0.03105</td>\n",
       "      <td>0.252509</td>\n",
       "      <td>-0.065265</td>\n",
       "      <td>0.239139</td>\n",
       "      <td>0.345835</td>\n",
       "      <td>0.493444</td>\n",
       "      <td>0.608516</td>\n",
       "      <td>0.711384</td>\n",
       "      <td>-0.446346</td>\n",
       "      <td>-0.203838</td>\n",
       "      <td>-0.810752</td>\n",
       "      <td>0.765553</td>\n",
       "      <td>-0.633756</td>\n",
       "      <td>0.311889</td>\n",
       "      <td>-0.433403</td>\n",
       "      <td>-0.099892</td>\n",
       "      <td>-0.153062</td>\n",
       "      <td>-1.374498</td>\n",
       "      <td>0.09451</td>\n",
       "      <td>0.181264</td>\n",
       "      <td>-0.118755</td>\n",
       "      <td>0.50845</td>\n",
       "      <td>0.37892</td>\n",
       "      <td>-0.520795</td>\n",
       "      <td>-1.276808</td>\n",
       "      <td>1.206792</td>\n",
       "      <td>-1.866698</td>\n",
       "      <td>-0.319931</td>\n",
       "      <td>0.975663</td>\n",
       "      <td>0.361926</td>\n",
       "      <td>0.673722</td>\n",
       "      <td>0.609825</td>\n",
       "      <td>0.128448</td>\n",
       "      <td>0.327961</td>\n",
       "      <td>-1.852076</td>\n",
       "      <td>0.048714</td>\n",
       "      <td>0.344228</td>\n",
       "      <td>1.532844</td>\n",
       "      <td>-0.628729</td>\n",
       "      <td>0.165982</td>\n",
       "      <td>-0.318983</td>\n",
       "      <td>-0.497511</td>\n",
       "      <td>1.07241</td>\n",
       "      <td>-0.686532</td>\n",
       "      <td>0.728803</td>\n",
       "      <td>-0.752408</td>\n",
       "      <td>0.089582</td>\n",
       "      <td>-0.067224</td>\n",
       "      <td>-0.396912</td>\n",
       "      <td>0.792325</td>\n",
       "      <td>0.159037</td>\n",
       "      <td>0.180118</td>\n",
       "      <td>2.636961</td>\n",
       "      <td>-0.597817</td>\n",
       "      <td>-1.699658</td>\n",
       "      <td>2.013499</td>\n",
       "      <td>-1.880885</td>\n",
       "      <td>-1.17734</td>\n",
       "      <td>2.566391</td>\n",
       "      <td>2.491613</td>\n",
       "      <td>-1.560682</td>\n",
       "      <td>-0.64015</td>\n",
       "      <td>-0.61737</td>\n",
       "      <td>-0.650897</td>\n",
       "      <td>-0.622544</td>\n",
       "      <td>0.413688</td>\n",
       "      <td>1.175617</td>\n",
       "      <td>-0.518443</td>\n",
       "      <td>-0.550257</td>\n",
       "      <td>-0.700691</td>\n",
       "      <td>-0.483287</td>\n",
       "      <td>-0.332319</td>\n",
       "      <td>0.445214</td>\n",
       "      <td>-0.811695</td>\n",
       "      <td>-0.054966</td>\n",
       "      <td>0.500787</td>\n",
       "      <td>-0.820373</td>\n",
       "      <td>-0.586298</td>\n",
       "      <td>-0.033471</td>\n",
       "      <td>-0.673794</td>\n",
       "      <td>-0.150758</td>\n",
       "      <td>0.990157</td>\n",
       "      <td>1.137263</td>\n",
       "      <td>0.495898</td>\n",
       "      <td>0.362517</td>\n",
       "      <td>-0.736456</td>\n",
       "      <td>0.698977</td>\n",
       "      <td>-0.373055</td>\n",
       "      <td>0.451929</td>\n",
       "      <td>0.341611</td>\n",
       "      <td>0.114541</td>\n",
       "      <td>0.966649</td>\n",
       "      <td>-0.643984</td>\n",
       "      <td>0.340319</td>\n",
       "      <td>-1.718827</td>\n",
       "      <td>-0.242185</td>\n",
       "      <td>0.581194</td>\n",
       "      <td>0.132382</td>\n",
       "      <td>0.266457</td>\n",
       "      <td>1.071918</td>\n",
       "      <td>-1.087</td>\n",
       "      <td>-0.988614</td>\n",
       "      <td>0.466049</td>\n",
       "      <td>-0.689877</td>\n",
       "      <td>0.380117</td>\n",
       "      <td>-0.798026</td>\n",
       "      <td>0.848524</td>\n",
       "      <td>0.973624</td>\n",
       "      <td>0.095512</td>\n",
       "      <td>0.10307</td>\n",
       "      <td>0.044517</td>\n",
       "      <td>-0.267957</td>\n",
       "      <td>0.27461</td>\n",
       "      <td>-0.275597</td>\n",
       "      <td>-0.66763</td>\n",
       "      <td>0.838878</td>\n",
       "      <td>-0.029108</td>\n",
       "      <td>-0.165992</td>\n",
       "      <td>-0.956211</td>\n",
       "      <td>-0.150841</td>\n",
       "      <td>-1.151619</td>\n",
       "      <td>1.202276</td>\n",
       "      <td>-1.689126</td>\n",
       "      <td>-0.177802</td>\n",
       "      <td>1.029806</td>\n",
       "      <td>0.542152</td>\n",
       "      <td>0.868639</td>\n",
       "      <td>0.855545</td>\n",
       "      <td>-0.087682</td>\n",
       "      <td>0.204083</td>\n",
       "      <td>-2.019322</td>\n",
       "      <td>0.385169</td>\n",
       "      <td>0.023927</td>\n",
       "      <td>1.525463</td>\n",
       "      <td>-0.76404</td>\n",
       "      <td>0.103849</td>\n",
       "      <td>-0.356636</td>\n",
       "      <td>-1.099606</td>\n",
       "      <td>1.014431</td>\n",
       "      <td>-0.529955</td>\n",
       "      <td>0.608194</td>\n",
       "      <td>-0.437285</td>\n",
       "      <td>0.249472</td>\n",
       "      <td>-0.299935</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>-10.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>-10.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.499989</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>-10.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>1.5</td>\n",
       "      <td>-0.924325</td>\n",
       "      <td>1.084925</td>\n",
       "      <td>0.319912</td>\n",
       "      <td>-0.536389</td>\n",
       "      <td>3.077204</td>\n",
       "      <td>2.429441</td>\n",
       "      <td>0.116429</td>\n",
       "      <td>-0.164464</td>\n",
       "      <td>-2.139188</td>\n",
       "      <td>1.182372</td>\n",
       "      <td>-1.459407</td>\n",
       "      <td>2.573083</td>\n",
       "      <td>0.505973</td>\n",
       "      <td>-1.336963</td>\n",
       "      <td>-0.394421</td>\n",
       "      <td>-0.48777</td>\n",
       "      <td>0.434726</td>\n",
       "      <td>1.236135</td>\n",
       "      <td>-0.34449</td>\n",
       "      <td>-1.687954</td>\n",
       "      <td>-1.093102</td>\n",
       "      <td>-0.677656</td>\n",
       "      <td>-1.00891</td>\n",
       "      <td>-0.705161</td>\n",
       "      <td>-1.80236</td>\n",
       "      <td>-0.637339</td>\n",
       "      <td>-1.271371</td>\n",
       "      <td>-0.988188</td>\n",
       "      <td>1.026294</td>\n",
       "      <td>-1.180066</td>\n",
       "      <td>-1.876816</td>\n",
       "      <td>0.526096</td>\n",
       "      <td>-2.919627</td>\n",
       "      <td>-2.317805</td>\n",
       "      <td>-0.618348</td>\n",
       "      <td>0.894043</td>\n",
       "      <td>-2.861737</td>\n",
       "      <td>-1.437813</td>\n",
       "      <td>-2.069766</td>\n",
       "      <td>-1.875272</td>\n",
       "      <td>-1.880609</td>\n",
       "      <td>-2.174639</td>\n",
       "      <td>-0.651555</td>\n",
       "      <td>-1.584167</td>\n",
       "      <td>-1.809176</td>\n",
       "      <td>-1.20546</td>\n",
       "      <td>-1.247078</td>\n",
       "      <td>-1.877376</td>\n",
       "      <td>-0.228222</td>\n",
       "      <td>1.224353</td>\n",
       "      <td>-0.848518</td>\n",
       "      <td>0.581808</td>\n",
       "      <td>1.101993</td>\n",
       "      <td>0.667939</td>\n",
       "      <td>1.101877</td>\n",
       "      <td>0.862996</td>\n",
       "      <td>0.732958</td>\n",
       "      <td>1.056225</td>\n",
       "      <td>-0.285317</td>\n",
       "      <td>0.906078</td>\n",
       "      <td>0.97754</td>\n",
       "      <td>1.512425</td>\n",
       "      <td>0.361012</td>\n",
       "      <td>0.51678</td>\n",
       "      <td>0.580636</td>\n",
       "      <td>0.400297</td>\n",
       "      <td>1.442959</td>\n",
       "      <td>0.481785</td>\n",
       "      <td>0.93457</td>\n",
       "      <td>0.223944</td>\n",
       "      <td>0.092714</td>\n",
       "      <td>0.47703</td>\n",
       "      <td>-1.054641</td>\n",
       "      <td>0.798016</td>\n",
       "      <td>-1.333348</td>\n",
       "      <td>0.053872</td>\n",
       "      <td>1.439823</td>\n",
       "      <td>0.038889</td>\n",
       "      <td>0.085455</td>\n",
       "      <td>1.005009</td>\n",
       "      <td>-0.82332</td>\n",
       "      <td>-0.189702</td>\n",
       "      <td>-0.539555</td>\n",
       "      <td>1.210082</td>\n",
       "      <td>-0.570666</td>\n",
       "      <td>0.685188</td>\n",
       "      <td>-0.679061</td>\n",
       "      <td>-0.441212</td>\n",
       "      <td>-0.387186</td>\n",
       "      <td>-0.699512</td>\n",
       "      <td>0.990647</td>\n",
       "      <td>-0.325444</td>\n",
       "      <td>-0.032445</td>\n",
       "      <td>-0.368527</td>\n",
       "      <td>-0.504278</td>\n",
       "      <td>-0.477529</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-5.999927</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>-0.570158</td>\n",
       "      <td>0.197355</td>\n",
       "      <td>0.453249</td>\n",
       "      <td>-0.308979</td>\n",
       "      <td>0.935982</td>\n",
       "      <td>0.421918</td>\n",
       "      <td>0.308844</td>\n",
       "      <td>1.092341</td>\n",
       "      <td>0.622711</td>\n",
       "      <td>-0.044423</td>\n",
       "      <td>0.624981</td>\n",
       "      <td>1.497423</td>\n",
       "      <td>0.655421</td>\n",
       "      <td>0.118926</td>\n",
       "      <td>0.665667</td>\n",
       "      <td>0.453615</td>\n",
       "      <td>0.385542</td>\n",
       "      <td>0.576283</td>\n",
       "      <td>-0.059179</td>\n",
       "      <td>0.418198</td>\n",
       "      <td>0.219215</td>\n",
       "      <td>0.248199</td>\n",
       "      <td>0.52083</td>\n",
       "      <td>0.545827</td>\n",
       "      <td>-0.585034</td>\n",
       "      <td>-0.210546</td>\n",
       "      <td>-0.371047</td>\n",
       "      <td>-0.380302</td>\n",
       "      <td>0.549847</td>\n",
       "      <td>-0.094269</td>\n",
       "      <td>-0.635739</td>\n",
       "      <td>0.647363</td>\n",
       "      <td>-0.974015</td>\n",
       "      <td>-0.696022</td>\n",
       "      <td>-0.352077</td>\n",
       "      <td>0.730272</td>\n",
       "      <td>-0.932018</td>\n",
       "      <td>-0.461553</td>\n",
       "      <td>-0.706265</td>\n",
       "      <td>-0.498792</td>\n",
       "      <td>-0.559166</td>\n",
       "      <td>-1.519648</td>\n",
       "      <td>-0.390851</td>\n",
       "      <td>-0.499481</td>\n",
       "      <td>-0.684421</td>\n",
       "      <td>-0.278038</td>\n",
       "      <td>-0.275983</td>\n",
       "      <td>-0.780066</td>\n",
       "      <td>0.204642</td>\n",
       "      <td>0.344755</td>\n",
       "      <td>-0.267415</td>\n",
       "      <td>0.224921</td>\n",
       "      <td>0.713935</td>\n",
       "      <td>0.251499</td>\n",
       "      <td>0.312552</td>\n",
       "      <td>0.381752</td>\n",
       "      <td>0.080824</td>\n",
       "      <td>0.234726</td>\n",
       "      <td>-0.102821</td>\n",
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       "      <td>664.163686</td>\n",
       "      <td>930.604591</td>\n",
       "      <td>1380.785439</td>\n",
       "      <td>1252.905328</td>\n",
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       "      <td>0.613258</td>\n",
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       "      <td>413519.26</td>\n",
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       "      <td>200816.0</td>\n",
       "      <td>21766.43</td>\n",
       "      <td>1294142.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-12 09:00:00-05:00</th>\n",
       "      <td>0.056371</td>\n",
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       "      <td>-4.879293</td>\n",
       "      <td>4.188491</td>\n",
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       "      <td>4.188491</td>\n",
       "      <td>-4.879293</td>\n",
       "      <td>-4.879293</td>\n",
       "      <td>4.188491</td>\n",
       "      <td>-4.879293</td>\n",
       "      <td>-4.879293</td>\n",
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       "      <td>4.188491</td>\n",
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       "      <td>4.188491</td>\n",
       "      <td>4.188491</td>\n",
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       "      <td>4.188491</td>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-13 07:30:00-05:00</th>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-13 08:00:00-05:00</th>\n",
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       "      <td>-1.294171</td>\n",
       "      <td>-1.601018</td>\n",
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       "      <td>-1.295833</td>\n",
       "      <td>-0.859751</td>\n",
       "      <td>-0.221918</td>\n",
       "      <td>1.614967</td>\n",
       "      <td>2.841343</td>\n",
       "      <td>-1.385354</td>\n",
       "      <td>-1.395671</td>\n",
       "      <td>1.184759</td>\n",
       "      <td>0.125637</td>\n",
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       "      <td>0.873632</td>\n",
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       "      <td>-2.635632</td>\n",
       "      <td>3.014653</td>\n",
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       "      <td>1.445761</td>\n",
       "      <td>-1.247313</td>\n",
       "      <td>-1.008101</td>\n",
       "      <td>2.057668</td>\n",
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       "      <td>-0.487275</td>\n",
       "      <td>-1.975548</td>\n",
       "      <td>1.397689</td>\n",
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       "      <td>-0.497824</td>\n",
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       "      <td>-0.689612</td>\n",
       "      <td>0.861251</td>\n",
       "      <td>1.477585</td>\n",
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       "      <td>-1.917484</td>\n",
       "      <td>-1.802676</td>\n",
       "      <td>0.862877</td>\n",
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       "      <td>-0.028178</td>\n",
       "      <td>1.592315</td>\n",
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       "      <td>-5.589536</td>\n",
       "      <td>6.410464</td>\n",
       "      <td>6.410464</td>\n",
       "      <td>6.410464</td>\n",
       "      <td>6.410464</td>\n",
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       "      <td>6.410464</td>\n",
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       "      <td>-5.589536</td>\n",
       "      <td>6.410464</td>\n",
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       "      <td>6.410464</td>\n",
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       "      <td>-6.0</td>\n",
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       "      <td>1.017242</td>\n",
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       "      <td>1.678436</td>\n",
       "      <td>-6.0</td>\n",
       "      <td>-6.0</td>\n",
       "      <td>6.0</td>\n",
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       "      <td>6.0</td>\n",
       "      <td>6.0</td>\n",
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       "      <td>-6.0</td>\n",
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       "      <td>-5.999999</td>\n",
       "      <td>-6.0</td>\n",
       "      <td>-5.994817</td>\n",
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       "      <td>-6.0</td>\n",
       "      <td>-6.0</td>\n",
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       "      <td>6.0</td>\n",
       "      <td>-6.0</td>\n",
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       "      <td>-6.0</td>\n",
       "      <td>-6.0</td>\n",
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       "      <td>16392.917618</td>\n",
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       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                             feature                                                                                                                                                                                                                                                              p1.c.xs_adj.c                                                                                                                                                                                                                                                              p2.c.xs_adj.c                                                                                                                                                                                                                                                              p_lr.c.xs_adj.c                                                                                                                                                                                                                                                              p_diff.c.xs_adj.c                                                                                                                                                                                                                                                              q1.c.xs_adj.c                                                                                                                                                                                                                                                              q2.c.xs_adj.c                                                                                                                                                                                                                                                              q3.c.xs_adj.c                                                                                                                                                                                                                                                              r1.c.xs_adj.c                                                                                                                                                                                                                                                              r2.c.xs_adj.c                                                                                                                                                                                                                                                              r4.c.xs_adj.c                                                                                                                                                                                                                                                              r5.c.xs_adj.c                                                                                                                                                                                                                                                              r6.c.xs_adj.c                                                                                                                                                                                                                                                              r_lr.c.xs_adj.c                                                                                                                                                                                                                                                              r_est.c.xs_adj.c                                                                                                                                                                                                                                                              v_ld.c.xs_adj.c                                                                                                                                                                                                                                                              p1.c.xs_adj                                                                                                                                                                                                                                                              p2.c.xs_adj                                                                                                                                                                                                                                                              p_lr.c.xs_adj                                                                                                                                                                                                                                                              p_diff.c.xs_adj                                                                                                                                                                                                                                                              q1.c.xs_adj                                                                                                                                                                                                                                                              q2.c.xs_adj                                                                                                                                                                                                                                                              q3.c.xs_adj                                                                                                                                                                                                                                                              r1.c.xs_adj                                                                                                                                                                                                                                                              r2.c.xs_adj                                                                                                                                                                                                                                                              r4.c.xs_adj                                                                                                                                                                                                                                                              r5.c.xs_adj                                                                                                                                                                                                                                                              r6.c.xs_adj                                                                                                                                                                                                                                                              r_lr.c.xs_adj                                                                                                                                                                                                                                                              r_est.c.xs_adj                                                                                                                                                                                                                                                              v_ld.c.xs_adj                                                                                                                                                                                                                                                                    p1.c                                                                                                                                                                                                                                                                    p2.c                                                                                                                                                                                                                                                                  p_lr.c                                                                                                                                                                                                                                                                p_diff.c                                                                                                                                                                                                                                                                    q1.c                                                                                                                                                                                                                                                                    q2.c                                                                                                                                                                                                                                                                    q3.c                                                                                                     \\\n",
       "                          1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573      1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573        1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573      1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573       1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573      1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573      1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573     1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553   \n",
       "2024-01-12 08:30:00-05:00   0.842447  -0.602488   1.439718   0.038019   -0.48113  -0.048111  -0.481015  -0.243035  -0.113117   -0.43563    0.89834  -0.286034  -0.357289  -0.886071   0.258655   0.103037   0.039191   0.219433  -0.818006   0.138018  -0.314454    0.39531   0.525761    0.14277     -0.474693   0.686316   0.055299   0.338126   2.239331   0.146577  -0.548607   1.796042  -1.556553  -0.982215   0.705052   2.124576  -1.502426  -0.111128  -0.739318  -0.547076  -0.552368  -0.842366   0.672282  -0.257337  -0.481466   0.121195    0.07959  -0.549162     -0.842447   0.602488  -1.439718  -0.038019    0.48113   0.048111   0.481015   0.243035   0.113117    0.43563   -0.89834   0.286034   0.357289   0.886071  -0.258655  -0.103037  -0.039191  -0.219433   0.818006  -0.138018   0.314454   -0.39531  -0.525761   -0.14277       -0.958062   0.879935  -1.227471   0.142156   1.495927    0.12718   0.173717   1.081377  -0.731355  -0.101382  -0.450396   1.278497   -0.48132   0.769242   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  1.5        1.5        1.5        1.5        1.5        1.5     -0.924325   1.084925   0.319912  -0.536389   3.077204   2.429441   0.116429  -0.164464  -2.139188   1.182372  -1.459407   2.573083   0.505973  -1.336963  -0.394421   -0.48777   0.434726   1.236135   -0.34449  -1.687954  -1.093102  -0.677656   -1.00891  -0.705161   -1.80236  -0.637339  -1.271371  -0.988188   1.026294  -1.180066  -1.876816   0.526096  -2.919627  -2.317805  -0.618348   0.894043  -2.861737  -1.437813  -2.069766  -1.875272  -1.880609  -2.174639  -0.651555  -1.584167  -1.809176   -1.20546  -1.247078  -1.877376  -0.228222   1.224353  -0.848518   0.581808   1.101993   0.667939   1.101877   0.862996   0.732958   1.056225  -0.285317   0.906078    0.97754   1.512425   0.361012    0.51678   0.580636   0.400297   1.442959   0.481785    0.93457   0.223944   0.092714    0.47703  -1.054641   0.798016  -1.333348   0.053872   1.439823   0.038889   0.085455   1.005009   -0.82332  -0.189702  -0.539555   1.210082  -0.570666   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0.080824   0.234726   \n",
       "2024-01-12 09:00:00-05:00   0.056371   0.230711   0.614974   0.306069     0.2811  -0.505094  -0.544404   0.385843   0.327665  -1.253866   0.680294   1.239147  -0.437866    0.11683   0.149049   0.211085   0.225197  -0.759482  -0.244518   0.332414  -1.437971  -0.008674   0.212349  -0.147519     -1.081551   0.481064  -1.840115   -2.17625   0.537099   0.565412   0.408908  -0.215804   1.011823  -0.091528   0.326989   -0.85063   0.733416  -0.376346   0.440981   0.248795   0.572865  -0.282642  -0.111079   1.027354   0.193072   0.900912  -0.145862  -0.131764     -0.056371  -0.230711  -0.614974  -0.306069    -0.2811   0.505094   0.544404  -0.385843  -0.327665   1.253866  -0.680294  -1.239147   0.437866   -0.11683  -0.149049  -0.211085  -0.225197   0.759482   0.244518  -0.332414   1.437971   0.008674  -0.212349   0.147519       -0.555366   0.028064   -1.40388  -1.315762    0.01169     0.6966   0.657907  -0.439729   0.211192    1.05054  -0.442022  -1.481253   0.718765  -0.278308    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1.913324  -7.387536   4.612464   4.612464  -7.387536   4.612464      0.921104   -1.24536  -0.939709   1.082565  -3.555815  -1.177003  -2.111415   1.890739  -0.952848  -0.248407   -0.80299  -1.274118   0.708602  -0.434373   1.231798   2.097101   0.667244   1.954547   0.524038   0.946005   2.045192  -0.343625  -0.545743  -0.437528  -0.079753   1.495845  -0.887552  -1.266259   1.552287   1.580841   1.423289    0.79785   2.035328   0.922211    1.34106   0.157348   1.750848   0.636906   1.455524   1.262684   1.588362   0.730895   0.902655   2.051321   1.206886   1.921522   0.867855   0.881961   0.397589   0.223136   -0.16318   0.147626   0.172655   0.960254   0.999866   0.067586    0.12597   1.726574  -0.229271  -0.803268   0.892607   0.337117   0.304882   0.242789   0.228658   1.217539   0.698615   0.121206   1.920453   0.462635   0.241523    0.60151   0.315327   0.900352  -0.558087  -0.465195   0.883978   1.572043   1.532851    0.43177   1.083568   1.933765   0.429464  -0.640208   1.594521    0.59378   0.951713   0.805427   0.950035   1.407849   1.033473    1.08761   2.220353   1.313652    0.61763   0.939241       -6.0        6.0       -6.0       -6.0        6.0        6.0        6.0       -6.0       -6.0        6.0       -6.0       -6.0        6.0        6.0        6.0       -6.0        6.0        6.0    1.64892       -6.0        6.0        6.0       -6.0        6.0   0.325725   0.666682   0.357564   0.187638   0.583957   -0.02884    0.20791   0.440606   0.590273  -0.733218   0.040717  -0.020557   0.264916   0.613591   0.327583   0.439185   0.452776   0.137808   0.312167   0.351024   0.561148   0.136861   0.210372   -0.03073   0.030665    0.40315  -0.515565  -0.079483   0.697059    0.41533    0.32185   0.037705    0.47485  -0.151762   0.317412   0.230471   0.219375   0.147946   0.343588   0.280053   0.485106   0.028595   0.187715   0.472959   0.390164    0.37686   0.117483   0.207205   0.035203   0.019542  -0.096767   0.230981   0.145367     0.2284   0.442993  -0.006112   0.080214   1.056183   \n",
       "                                 ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...           ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...           ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...             ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        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       "2024-01-13 07:30:00-05:00   0.103312  -0.315866   0.639961   0.422824   0.420336  -0.392324   0.493752   0.978355   0.366311  -0.360435  -0.383605   0.856111  -1.573701  -1.272845   0.200729    0.86609   -1.01045    0.28782   0.275971  -0.784785   -0.04678   0.036061  -0.553022   0.789781      1.081959  -1.306104  -0.814201   1.833177  -0.493567  -0.432888   0.219028  -1.233245  -0.732556  -1.043583   1.148941  -0.104346   1.008965   0.097339   1.061132  -0.928717   1.441955   0.105635   0.218565   0.491014  -0.056987   0.188744  -1.890589   0.136923     -0.103312   0.315866  -0.639961  -0.422824  -0.420336   0.392324  -0.493752  -0.978355  -0.366311   0.360435   0.383605  -0.856111   1.573701   1.272845  -0.200729   -0.86609    1.01045   -0.28782  -0.275971   0.784785    0.04678  -0.036061   0.553022  -0.789781        0.422008  -0.344049   -0.93752   0.533738  -0.598725    0.14798  -0.335591  -1.415698  -0.662417   -0.17306   0.875795  -0.806272   1.816546    1.17752   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       "2024-01-13 08:00:00-05:00   0.257505   0.401007  -0.426067  -1.262806  -1.747105  -0.547888     0.3409  -0.237686  -0.165937   0.657323   0.494364  -0.604029  -0.451265   0.395864   0.400072  -0.604992   0.219442   1.307279   1.117223  -0.289141   0.765806   0.840078   0.107403  -0.931356      1.887116  -1.304061  -0.690059   0.691008  -0.273247   0.369205  -1.064211    0.43633  -0.780899   0.233008   0.344991  -1.763633   2.465802  -0.632115  -0.016008   1.595152   -0.26572   -1.64403   0.320939   0.669347  -0.473512  -0.661147  -0.962308   1.376405     -0.257505  -0.401007   0.426067   1.262806   1.747105   0.547888    -0.3409   0.237686   0.165937  -0.657323  -0.494364   0.604029   0.451265  -0.395864  -0.400072   0.604992  -0.219442  -1.307279  -1.117223   0.289141  -0.765806  -0.840078  -0.107403   0.931356        0.697443  -0.966307   0.050361   1.420822   1.451652   0.651842  -0.799892   0.409467  -0.223816  -0.480256  -0.282928   -0.34234   1.616226  -0.644498  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-0.410182   0.026237  -0.497824   0.164193   0.113285  -0.656369    0.69642   1.294142  -0.313593   0.559935  -0.378548   1.111362   0.142265   0.017697  -0.693878  -0.321299  -0.216883  -0.948469   0.404583   0.562424   0.720774  -0.679493  -0.007168  -0.689612    0.861251   1.477585   1.431101   0.762049  -0.614391   1.105669   0.170391  -1.614511   1.608195  -0.779331  -0.435547  -1.311357     1.3542   0.394872  -0.635643  -1.495871  -0.027515  -1.917484  -1.802676   0.862877  -0.938939   0.661697   0.642846   0.240532     -0.096166  -0.719969   0.931121   1.401918   1.956052   1.126536  -0.593535  -0.375429   0.503449  -1.049868  -0.908654  -0.076163   0.903546  -0.717534  -0.144266   0.824238   0.145863  -1.489689  -1.773704   0.388124  -0.909653  -0.890352  -0.028178   1.592315      -5.589536  -5.589536   6.410464   6.410464   6.410464   6.410464  -5.589536  -5.589536   6.410464  -5.589535  -5.589535  -5.584352   6.410464  -5.589536  -5.589536   6.410464   6.410464  -5.589536  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1.463946  -0.840161  -0.558711   1.102882  -0.513993  -2.116884  -1.055206   0.371903  -1.094026   -1.24591  -0.744788   1.278647       -6.0       -6.0        6.0        6.0        6.0        6.0       -6.0       -6.0        6.0       -6.0  -5.999999  -5.988503        6.0       -6.0       -6.0        6.0        6.0       -6.0  -2.209672        6.0       -6.0       -6.0   5.999999        6.0    0.22428  -0.046473   0.214632   0.576921  -0.136197  -0.002554   0.253012   0.471167   0.620584  -0.088162   0.389642   0.703286   0.422076   0.372703   0.547553  -0.268259   0.737508   0.571367  -0.678403   0.481293  -0.331461   0.564464   0.298532   0.773477   0.466947  -0.487132   -0.38437   0.147485  -0.116643   0.002338  -0.282798  -0.006129   -0.41787   0.025766  -0.258204  -0.759018   0.684013  -0.443438  -0.192889    0.42698   0.320346  -0.410635   0.088974   0.514314   0.273934   -0.35835  -0.250007    0.08199  -0.102139  -0.146853  -0.113346   0.324246   0.495647   0.116949  -0.242754  -0.079429  -0.135362  -0.338063   \n",
       "\n",
       "                                                                                                                                                                                          r1.c                                                                                                                                                                                                                                                                    r2.c                                                                                                                                                                                                                                                                    r4.c                                                                                                                                                                                                                                                                    r5.c                                                                                                                                                                                                                                                                    r6.c                                                                                                                                                                                                                                                                  r_lr.c                                                                                                                                                                                                                                                                 r_est.c                                                                                                                                                                                                                                                                  v_ld.c                                                                                                                                                                                                                                                               sqrt_q_mv                                                                                                                                                                                                                                                                   sqrt_q_mv_adj                                                                                                                                                                                                                                                              sqrt_q_mv_os                                                                                                                                                                                                                                                                                                               close                                                                                                                                                                                                                                                              close_mean                                                                                                                                                                                                                                                                    garman_klass_vol                                                                                                                                                                                                                                                                    high                                                                                                                                                                                                                                                                     low                                                                                                                                                                                                                                                                    open                                                                                                                                                                                                                                                                      p1                                                                                                                                                                                                                                                                      p2                                                                                                                                                                                                                                                                      p3                                                                                                                                                                                                                                                                   p_diff                                                                                                                                                                                                                                                                                                        p_est_mean                                                                                                                                                                                                                                                                          p_lr                                                                                                                                                                                                                                                                      q1                                                                                                                                                                                                                                                                      q2                                                                                                                                                                                                                                                                      q3                                                                                                                                                                                                                                                                      q4                                                                                                                                                                                                                                                                      q5                                                                                                                                                                                                                                                                      q6                                                                                                                                                                                                                                                                    q_mv                                                                                                                                                                                                                                                                                   q_mv_adj                                                                                                                                                                                                                                                                      q_mv_os                                                                                                                                                                                                                                                                                                                                                                                                r1                                                                                                                                                                                                                                                                      r2                                                                                                                                                                                                                                                                      r3                                                                                                                                                                                                                                                                      r4                                                                                                                                                                                                                                                                      r5                                   \\\n",
       "                          2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978   1464553467   1467591036 1528092593 1776791608 1891737434 1966583502 2099673105  2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573    1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573   1030828978     1464553467     1467591036   1528092593   1776791608   1891737434  1966583502  2099673105    2237530510  2384892553  2425308589   2484635488 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1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 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2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978      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1467591036 1528092593   \n",
       "2024-01-12 08:30:00-05:00  -0.102821   0.552952   0.149293   0.444488  -0.007291   0.158035   0.097338  -0.013466   0.356383   0.214873   0.239685   0.151825   0.088556    0.01672  -0.226706   0.056853  -0.260921   0.043483    0.15018   0.297788    0.41286   0.515729  -0.642001  -0.399494  -1.006408   0.569897  -0.829411   0.116234  -0.629058  -0.295548  -0.348717  -1.570153  -0.101145  -0.014391  -0.314411   0.312794   0.183264   -0.71645  -0.072121   2.411479  -0.662011   0.884756    2.18035   1.566613   1.878408   1.814512   1.333135   1.532648  -0.647389   1.253401   1.548915   2.737531   0.575958   1.370669   0.885704   0.707176   2.277097   0.518155    1.93349   0.452279   1.294269   1.137462  -2.054833  -0.865596  -1.498885  -1.477804   0.979039  -2.255739   -3.35758   0.355578  -3.538807  -2.835262    0.90847   0.833691  -3.218603  -2.298072  -2.275292  -2.308818  -2.280466  -1.244233  -0.482304  -2.176365  -2.208178  -2.358612  -2.141209  -1.990241  -0.087753  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       "2024-01-12 09:00:00-05:00     0.0521  -0.145094   0.195433   0.113861  -0.002715    0.06741   0.080095   0.376051   0.040534     0.0534   0.498282   0.226402  -0.042159   0.209248  -0.052537   0.626606  -1.179147   -0.20183   0.621013   0.707306   0.489568  -0.338256  -0.005552   0.348834   0.378557  -0.561553   0.318655  -0.132122   0.536952  -0.078942   0.367219  -0.292064  -0.313187   0.464679   0.490859  -0.021996  -0.008769   0.229884   0.415494   0.181373  -0.638765   0.188264  -0.373983   1.161908   0.741727  -0.437242  -0.098134   1.397291  -0.843012  -1.082184   1.061345   0.344426   0.149033   -0.24538   0.395646   1.004612   0.556142  -0.489536   2.390212   0.358252  -0.133901   0.262836  -0.391666   1.169724   0.698344  -1.450288   1.782797   1.060661   1.614903   2.037848   2.926016  -0.450456   1.436303   0.507272   2.141492    1.27481    0.56366   2.000046   2.142531   1.960257   1.629542   2.442267   1.311203   2.830369   1.425518   0.888441   0.144097  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21303078.315782   6.061825   55.181989  93.319248   2.477591  12.871048   6763.129807   5.413718   2.370594   5.308129  11.845649  262.198107  19.502972   0.527627  223.061262   1.633549   0.082592   3.500563  17.049919  410.521709  872.556742  43.675635        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0  2945800.237391  32398531822.307037  16183326240.319427  2157018.958937    849281.687668  3263190.816779  803005.531604  154960.643532  116224962.717224  216811.898961  186948.102244   4123628.062491    59994.107623  6188314.792665  11588706.871157  1698065.458539  56413162.236863  355116.065063   452.650636   2871477.297688  2080300.074645  4262442.368662   748982.703411  1992477.486009  -0.052538   0.628899  -1.194689  -0.201906   0.623245    0.71061   0.490658  -0.338615  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 0.409388   \n",
       "                                 ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        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       "2024-01-13 07:30:00-05:00   0.013743  -0.229739   0.422045   0.316125  -0.082761  -0.334361   0.291178  -0.208904  -0.048934   0.525281   0.193114  -0.111336   0.073979  -0.251878   0.169993   0.085186  -0.398725  -0.048046   0.498327   0.014459  -0.672307   -1.09485   -0.69049   0.000836   0.106801   0.074712   0.642097   0.018666   0.410571  -0.856663   0.908595  -0.363764  -0.135843   0.497882  -0.157214  -0.109086  -0.108531  -0.015429   0.518481   0.368799  -1.165678  -0.404394  -0.019435   0.970197  -0.835336  -1.429073  -0.382227   0.559453   0.724468  -1.268323    2.41748   1.412706  -0.567187  -0.578792   1.516469  -0.542218   -1.16663   1.461993   0.064286   0.366753   1.348916  -0.499179     1.3139  -2.188894   -0.84125   2.856941  -1.105004  -0.762471   1.722656  -0.213227  -0.023008  -2.281126   1.306761  -0.547289   0.467296   0.095301   1.143845  -0.132188  -0.060748   0.486177   0.929424  -0.003062   1.336572   0.346611  -2.767454   0.390451  -0.802047   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    -6.0       -6.0        6.0       -6.0   0.900148   1.316699  -0.309246   1.982933  -0.624497   0.181027   0.519106   0.809138   1.087042  -0.988563   1.576045  -3.074439   3.817694   -0.41388   1.441668   3.776837   0.566969  -1.498051   3.493587   1.545498  -0.533445   0.706549   0.104592   0.613324   2.229575   466.859021  2584.503105   1.716076   1.191072   4.145647   1.080916   2.834472   63.764204   0.966234   1.016428   0.396117    7.96698   6.558944   2.059934   0.369432   3.800612   0.626242   0.178824   2.011498   2.775146  14.501941  17.499963   4.237319           1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0  2152.750089    29603.67716   61730.896666   949.563791    55.677119   576.953912  569.416929   436.39269   9112.523073  104.798268  297.504405   172.939144  1158.817947   769.113041  1537.897053   624.685437  1001.764876  226.831078  16.375729  3214.139066  1076.871623  1255.691825   478.328468   867.120353     0.3144    2547.85    42638.3     0.3888      6.409      7.658     0.3939      4.488     92.273     2.4505     0.6128     0.1722      8.148     14.299     0.8735    0.08016      2.748     0.5068     0.7023     0.5758      1.424      36.01     300.07      3.394   0.314243  2544.407667  42639.973333   0.390063   6.407133     7.6534    0.39435   4.496733  92.200467     2.4464   0.611727   0.172233     8.0702  14.259667   0.873603   0.080252   2.738167    0.50617   0.702143   0.575013     1.4215  35.979233     299.666   3.392133         0.008495   0.003853    0.00437   0.008342   0.006363   0.004549   0.008757   0.005859   0.006906   0.005412   0.004304   0.007499   0.006364   0.003325   0.004939   0.003215   0.004459   0.005077   0.006314   0.003276   0.005189   0.003672   0.002445   0.007692     0.3164    2550.78    42773.4     0.3932  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14.25843   0.873609   0.080251   2.737872   0.506167   0.678812   0.574995   1.421468  35.977523  299.641775    3.39232   0.459273  -0.309028  -0.916657   0.572557  -0.566732    0.18374  -0.300521    -1.4339  -0.631781   -0.13746   0.925028  -0.779868   1.979849   1.246289   0.362561  -1.178671   1.647705  -0.169395  -0.106334   0.969513   0.051771    0.09256   -0.41244  -0.606859   0.128644  -0.043814   0.487617  -0.217898   0.338186   -0.01088   0.357975   0.071813    0.36614   0.366462   0.423529   0.275183  -0.229392  -0.207427   0.147735   0.117033   0.113796  -0.200015   0.052992   0.762841    0.06695    -0.1754     0.6296   0.374276   0.305377  -0.310202  -0.215921   0.829751   0.084989  -0.069328  -0.131553  -0.462654  -0.290738  -0.079373   0.600769   0.047349   0.350382  -0.037813   0.620367    -0.2257   0.453033  -0.000677   0.167106   0.573624   0.031459   0.138638  -0.463159  -0.088256  -0.166405  -0.006434  -0.414785  -0.094688  -0.129787  -0.014539  -0.172954  -0.363542  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6679656.298308   2.944917    1.418653   17.18639   1.168378   8.034232   4065.873742   0.933608   1.033126   0.156909  63.472767    43.01974   4.243328    0.13648    14.44465   0.392178   0.031978   4.046123   7.701434  210.306285  306.248689  17.954873        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0  4634332.947289    876377701.398449    3810703603.19416   901671.394017      3099.941557   332875.816743  324235.638516  190438.580243   83038076.763147   10982.676913   88508.870782     29907.947455  1342859.034187   591534.870425   2365127.345359   390231.894912    1003532.86729   51452.337788   268.164507  10330689.937973  1159652.491854  1576761.959581   228798.123735   751897.706908   0.170038   0.085192  -0.399313  -0.048047   0.499477   0.014459  -0.675142   -1.10725  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       "2024-01-13 08:00:00-05:00  -0.284143   0.161112   0.249784  -0.011972  -0.305502  -0.041347  -0.019542  -0.563637  -0.547857   0.095965  -0.401963  -0.521412  -0.141286  -0.035793  -0.124748  -0.520989   0.189186  -0.176811  -0.330576   0.206522   0.087629   0.151142  -0.107795  -0.045853  -1.374896  -0.285848    0.72643  -0.706145    -0.2939   0.380184   0.732101  -0.855051  -0.895095   0.301267   0.436609  -0.372634   0.270926   0.254554   0.054065  -0.443721    1.04963   1.755759   2.427794   1.260925  -0.618028  -0.405539   0.720847  -1.062305  -0.200708   0.161173   0.741211  -0.343276    0.08854    0.83092  -0.123644  -1.148953    -1.4558    0.37801  -1.150614  -0.714533  -0.076699   1.760185   2.732202  -1.494495  -1.504812   1.075618   0.016497  -0.057633  -2.080879   0.028658  -1.196387   0.764491   2.661334  -2.744773   2.905512  -0.100637  -0.235012    1.33662  -1.356454  -1.117242   1.948527   0.594391  -3.402351  -0.596416  -2.084689   1.288548  -1.051676  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     -6.0       -6.0   5.999998        6.0   0.995761   0.178592   0.249971    0.18271   3.817895  -0.379308   1.097026  -1.367003   0.504909  -0.502826   2.211133   2.478826  -1.925899   0.189018    -0.2321  -2.300401   0.062768   0.860282   5.577728  -1.884852  -0.779184   0.521588  -1.325304   -0.30223   0.820563   302.668189   1297.59411   1.235642   2.653272   2.707317   0.476452   3.034549     41.5576   0.485192   0.357842   0.214605   7.650827   5.172118   1.156748   0.318663   3.397794   0.397207   0.063554   0.829569   2.319608   9.037446  12.023971   2.316038           1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0   451.394604   13942.835124   16392.917618   543.665786   196.922633   279.188205  129.323187  497.679365   4837.175152   39.366046   63.904412    65.764137   946.964303   665.381413   509.735711   699.554359   936.977897  101.984318   2.976328   601.849405   995.024296   678.491944    320.35933   370.014764     0.3129     2543.4    42697.2     0.3924      6.486      7.656     0.3935      4.493     92.364     2.4482     0.6127     0.1726      8.145     14.259     0.8731    0.08035      2.742     0.5068     0.7017     0.5754      1.421     35.924     299.85        3.4   0.313843  2548.731333  42683.033333   0.392513   6.461267   7.669467    0.39428     4.4934  92.403167   2.449847   0.613597   0.172697   8.132067  14.307233    0.87461   0.080337   2.747433   0.507033     0.7023    0.57588     1.4243    36.0076  300.005333   3.404467         0.005185    0.00246   0.002419   0.008004   0.006819   0.003129   0.003166   0.004353   0.003075   0.002217   0.003569     0.0047   0.006168   0.004875   0.002734   0.002346   0.005016   0.002789   0.002389   0.002061    0.00479   0.003437   0.001413   0.004263     0.3155    2552.49    42749.9     0.3943        6.5      7.689     0.3952      4.506       92.6     2.4542     0.6155     0.1732      8.173     14.355     0.8764    0.08048       2.76     0.5081     0.7039      0.577      1.429     36.093     300.37      3.416     0.3128     2542.8    42595.0     0.3889      6.408      7.655     0.3934      4.478      92.19     2.4463     0.6124      0.172      8.102      14.25      0.873    0.08017       2.74     0.5061     0.7015     0.5753      1.419     35.902     299.74      3.395     0.3145    2547.85    42638.3     0.3889      6.409      7.658     0.3939      4.488     92.271     2.4503     0.6128     0.1722      8.147       14.3     0.8735    0.08017      2.747     0.5068     0.7021     0.5757      1.424     36.011     300.07      3.395   1.871592  -1.495577  -0.838702   0.555514  -0.414249   0.229629  -1.232802   0.297189  -0.932957   0.092977   0.205296   -2.03163   2.638338  -0.778973    -0.1562   1.526353  -0.406672  -1.887151   0.181144   0.533389  -0.616819  -0.808864  -1.123805   1.280268  -0.406855  -0.551725   0.278416   1.147172   1.694226   0.401447   -0.49093   0.089248    0.01741  -0.813489  -0.646547   0.458402   0.303809  -0.546515  -0.550778   0.459381  -0.368572  -1.508122  -1.298897   0.140822  -0.925853  -1.003454  -0.256139   0.794997  16.545944  15.762392  17.803479  16.741222  15.814494  17.047237  16.787387  15.580768  17.472301  17.313873  16.291984  16.726635  15.872841  16.980969  17.536214   14.08248  13.321727  17.514147  19.269226  14.596675  11.857965  17.506971  14.217262  16.987101 -417.143103  -4771.288775    12620.12841    725.48671   274.086255   248.725843   -58.615341  -293.872161    909.315325   -55.46324   -48.65981   -20.848931   882.657951   -63.441823 -115.674249  160.945272   432.884086 -120.260733  -2.318581   240.377167  -233.571745  -507.950556    50.816344  270.439731   0.313872  2548.745971  42681.313272   0.392482       6.46   7.669385   0.394266   4.493445  92.398851   2.449881   0.613634    0.17267   8.133706   14.30775   0.874615   0.080337   2.747398   0.507021   0.678947   0.575882   1.424307  36.008395  300.001937     3.4044   0.508658  -1.183058  -0.142831   1.273949   1.308191    0.46217  -1.007205   0.217032  -0.417761  -0.677315  -0.477309   -0.53731    1.49408  -0.845718  -0.560334   1.115561  -0.515255  -2.211925  -1.066291    0.37238  -1.106398  -1.264295  -0.748649   1.298548   0.224385  -0.046474   0.214724   0.578709  -0.136221  -0.002554   0.253162   0.472139   0.622811  -0.088168   0.390191   0.706533   0.422774   0.373183   0.549081  -0.268438   0.741256   0.573104  -0.681316    0.48233  -0.331799   0.566138   0.298779   0.777805   0.467894  -0.488207  -0.384897   0.147514  -0.116657   0.002338  -0.283008  -0.006129  -0.418547   0.025767  -0.258364  -0.763106   0.686999  -0.444248  -0.192956   0.427703   0.320651  -0.411278    0.08898   0.515579   0.274125  -0.358777  -0.250151   0.081995  -0.102149  -0.146883   -0.11336   0.324562   0.496779   0.116963  -0.242887  -0.079434  -0.135385  -0.338422  -0.284355   0.161151   0.249928  -0.011972  -0.305766  -0.041348  -0.019542  -0.565303  -0.549388   0.095973  -0.402566   -0.52273  -0.141312  -0.035794   1.504766   0.825299   1.011182    0.49526   0.778323   1.105295   1.112885   0.515942   0.696493   0.733791   0.637203   1.786394   1.034179   1.127087   0.675355    0.58525    1.24128   1.206729   0.894877   1.417159   0.872899   0.901109   0.475947   0.958668   0.538531    0.64199    1.21925     0.9014   1.114985   0.939551   0.757564   0.791984   0.975944   1.218608   0.919333   1.269479   0.665198   0.947119   0.964427   0.517199   0.342894    1.15822   2.071488   0.570734   0.449519   1.110953   0.854721   1.048522   1.458315   1.525522   1.886119   1.689065   1.821709   1.710733   1.596812   1.620514   1.734989   1.886722   1.699774   1.914749   1.539291   1.715391   1.727858   1.448293   1.336832   1.847217   2.419901   1.478786   1.404895   1.818742   1.659921   1.779462   0.673323    91608.032885   1683750.473511   1.526811    7.039853   7.329565   0.227006   9.208486   1727.034108   0.235412   0.128051   0.046055  58.535149   26.750803   1.338065   0.101546   11.545002   0.157773   0.004039   0.688184    5.38058   81.675434  144.575888   5.364033        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0        1.0   203757.088217    194402651.292636     268727748.03796   295572.486858     38778.523286     77946.05392    16724.48681  247684.750444   23398263.446925    1549.685571    4083.773895      4324.921663   896741.391864   442732.425256    259830.494898   489376.301207    877927.579776   10400.801083     8.858531    362222.706294   990073.349915   460351.317669   102630.100192   136910.925824  -0.124766  -0.522304   0.189249  -0.176862  -0.330911   0.206604   0.087636   0.151174  -0.107806  -0.045854  -1.399748  -0.286065   0.730011  -0.709432  -0.294136   0.380694   0.735767  -0.860911  -0.901825   0.301521   0.437382  -0.373114   0.271111   0.254707   0.054066  -0.444533   1.060539   1.808618   2.575056   1.279995  -0.620227  -0.406158   0.724346  -1.073618  -0.200783   0.161212   0.745016  -0.343651   0.088547   0.836294  -0.123662  -1.163314  -1.485422   0.378511  -1.165039  -0.717939  -0.076703    1.81346  23.179635  21.751859  25.059803  23.675215  21.972393  23.074623  23.847838  22.360552  24.427167  24.751384  22.506663  23.813669  22.124834  23.935858  24.310244  19.958891  17.879337  25.754878  26.957167  20.042065  16.075911  24.480005  19.405613  23.910778   2.948704  -1.526607  -1.537611   1.087368   0.016497  -0.057634    -2.1709   0.028658  -1.212632   0.768669   2.859892  -2.964582   3.171144  -0.100646  -0.235132   1.359413  -1.380299   -1.13043   2.021718   0.596347  -3.859059  -0.598392  -2.175231   1.308924  -1.062649  -0.617427  -1.153316  -0.478312   \n",
       "\n",
       "                                                                                                                                                                                                                                                              r6                                                                                                                                                                                                                                                                    r_est                                                                                                                                                                                                                                                                                                              r_lr                                                                                                                                                                                                                                                                    v_ld                                                                                                                                                                                                                                                                   volume                                                                                                                                                                                                                                                                   \n",
       "                          1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978    1464553467     1467591036   1528092593   1776791608   1891737434   1966583502   2099673105    2237530510  2384892553  2425308589   2484635488   2540896331   2601760471  2683705052  3065029174   3401245610  4516629366 5115052901   5118394986   6051632686   8717633868   8968126878  9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573 1030828978 1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589 2484635488 2540896331 2601760471 2683705052 3065029174 3401245610 4516629366 5115052901 5118394986 6051632686 8717633868 8968126878 9872743573  1030828978  1464553467 1467591036 1528092593 1776791608 1891737434 1966583502 2099673105 2237530510 2384892553 2425308589  2484635488 2540896331 2601760471 2683705052  3065029174 3401245610 4516629366 5115052901  5118394986 6051632686 8717633868 8968126878 9872743573  \n",
       "2024-01-12 08:30:00-05:00  -1.377018  -1.132526   -0.56813   -1.22344  -0.686708   0.458078   0.606352   -0.03707  -0.170496  -1.288889   0.166052  -0.913004  -0.081043  -0.191421  -0.419107    0.43444  -1.192405  -0.192715   -2.36746  -0.779509   -0.79409  -1.256342  -1.116949  -0.299009  -2.610879  -2.493589  -0.911581  -2.147829  -0.999712  -2.271323  -0.523479  -0.397636  -1.294905  -1.286991  -1.348414  -1.681303  -1.108512  -1.689562  -2.122644    -0.5332  -1.426047  -1.571657  -2.455355  -1.555454  116.826389  174271.34944  -14374.482458  2014.528055  7140.380155  1440.317942  1325.167441  1128.950845  15934.103748  137.821285 -259.406217  6993.824232   169.761283  3175.834628   41.504704  941.080652   970.744859  -90.682462   56.02299   664.163686   930.604591  1380.785439  1252.905328  686.767308   -0.16919   2.289799  -0.709947   0.809549   2.093267   1.558773   1.913445   1.898984   0.901516   1.202399  -1.047358   1.392096   1.016002    2.67152   0.218531   1.098432   0.628123  -0.117147    2.07596    0.45338   1.629589   0.546697    1.24971   0.685506   0.174626   2.288735   1.446183   0.564169   5.157204   4.048145   1.232373   0.942104  -1.050902   2.401846  -0.360941   4.272651    1.64488  -0.238187   0.707745   0.613258     1.5684   2.464948   0.758425  -0.590956     0.0058    0.42194   0.089998   0.394307  11936826.0  134673.195   4677.033  7674566.0   347404.4   524200.9  6430159.0   311601.0   507188.0   214682.8  1515288.0  15153377.0   115366.0  413519.26  9548918.0  64584868.0  1371917.3  2820872.0   152322.0  15102595.2  1352662.0   200816.0   21766.43  1294142.0  \n",
       "2024-01-12 09:00:00-05:00   0.640302   0.136876   0.897145   0.728601   0.245035    1.58415   0.791578   0.242131   0.237847  -0.479462   0.373613   0.946538  -0.111586   0.834779   0.586346   1.071108   0.596651   0.375519   0.652179   0.651561  -0.038318   -0.81542  -1.799202  -0.553247  -0.680162  -0.715689  -1.646922  -2.019963   0.134146  -4.300632  -1.011651  -0.162125   -0.95092  -1.964869  -1.795602  -1.184946  -1.327967  -2.985249  -3.035717  -1.954587    -2.3729  -0.646003  -0.975296  -0.973239  113.219957  63935.272571 -113729.380247   -57.920028   101.081825  1936.906447    752.72044  -147.242876  -1470.953057  538.942441  -213.10316 -1412.024949   248.536241   358.382213  638.771397 -343.707355  1052.620941  265.084674   3.711521  -401.649478  2622.777642   444.101363  -272.844117  472.645898   0.344188    0.45269  -1.122594   0.073048  -0.042278   1.372174   0.888122  -0.545163  -0.089501   1.422822  -0.575604  -1.230562   1.098091   0.244029   0.382002  -0.254103   0.521639     0.7625    0.34843  -0.218347   2.469395   0.307459  -0.122683   0.339725  -0.104748  -2.390082  -2.040769   0.056725  -6.028897  -2.310687  -3.481741   0.870963    -2.0555  -1.293943  -1.888851  -2.423721  -0.317536  -1.490114   0.206037   1.082865  -0.359026    0.93623  -0.502979  -0.079841    1.02933  -1.394021  -1.609082  -1.493467  12019697.0  168873.395   8639.287  4490676.0   227846.2   646474.5  5265938.0   236250.0   352845.0   321004.9  1636477.0   8327225.0   127078.0  477089.03  8646959.0  67884550.0  2308792.6  2666973.0   125568.0  15172028.7  2146204.0   215230.0   16240.86   923042.0  \n",
       "                                 ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...         ...           ...            ...          ...          ...          ...          ...          ...           ...         ...         ...          ...          ...          ...         ...         ...          ...         ...        ...          ...          ...          ...          ...         ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...        ...         ...         ...        ...        ...        ...        ...        ...        ...        ...        ...        ...         ...        ...        ...        ...         ...        ...        ...        ...         ...        ...        ...        ...        ...  \n",
       "2024-01-13 07:30:00-05:00  -1.296497   -0.97224   0.556165   0.247454  -0.035468   0.071609  -0.102451    0.47901  -0.258662   0.640768   0.520441  -1.709145  -0.693627    0.85129   2.302768  -1.753575  -0.019394  -0.792825  -1.002091  -0.916163  -0.804808  -2.016506  -3.129387  -0.991952  -2.006814  -1.935829  -3.715224  -2.633999  -1.485764  -4.361255  -1.853333   -1.74603  -0.741566  -0.815259  -2.111821  -4.501902  -6.652227  -4.288933   -5.19498  -4.472226  -4.135111  -0.759237  -1.728717  -1.156499   61.133017  -1582.557437  -70000.932104  -221.055101   -21.570235   318.814661  -570.488226  -611.635418  -6583.361833   18.543369   64.907029  -134.433261  1926.577747    727.14166 -547.867013   -479.7795  1187.138673  -183.31496 -15.063249  2994.281118  -234.172744   -88.207017   294.170523 -531.629193   0.539304   0.366603  -1.231106  -0.381014   0.214699   0.873599  -1.058145  -1.804581  -0.661015   0.497324   0.694382  -1.105824    2.56902   1.283784  -0.312916  -0.914712   1.797983  -0.650647  -1.109661   1.553132  -0.016074   0.274573   1.165063  -0.450297   0.906994   1.338469   -0.30952   2.060261  -0.626767   0.181082   0.520407   0.814097   1.099176  -0.997657   1.613872  -3.395926   4.511412  -0.414539   1.470415   4.443256   0.568666  -1.530398   3.995291   1.581107  -0.534857   0.709842   0.104603   0.615474  14003297.0   53827.824   6453.194  4751050.0    38339.5   378355.6  4871879.0   375974.0   326682.0   198449.7   952238.0   2547404.0   289351.0  271953.28  5790379.0  49804262.0  1119312.6  2026269.0    99223.0  11694099.2  1805821.0   127745.0   15120.38   834934.0  \n",
       "2024-01-13 08:00:00-05:00   -0.52958  -1.318694   0.054927   0.655241   -0.96328  -0.081564  -1.030044   0.470832  -0.500386   -0.62606  -1.358101  -0.971187  -0.864306  -1.628831  -0.237035  -0.079075   0.079284  -1.342974  -0.651208  -1.353613  -1.279878  -0.646975  -0.694042  -1.384052  -2.954071  -1.026288  -2.025236  -4.377031  -0.515131  -3.165767  -2.731965  -3.905055  -0.772097  -1.777423   -2.98096  -4.186986  -2.249351  -4.900071  -4.694833  -1.278177  -3.377733  -1.490275   -1.51033  -1.947123  -74.272603  -4825.838075    12808.90761    645.70161   254.890655   302.136843   -65.081741  -291.566161   1144.389325   -49.92504   -51.15951   -23.240431   830.172951  -125.856473  -90.246349  258.971932   193.670486 -164.026133  -4.576781   306.377107  -381.209745  -450.771556    46.333144  451.589731  -0.010045  -0.636221   1.027161   1.519725   2.127012   1.229586  -0.508629  -0.289532   0.591478  -0.972165  -0.827745   0.009959   0.998792  -0.633759  -0.058146   0.917443     0.2321  -1.430045  -1.734324   0.475236  -0.828763    -0.8091   0.057945   1.724395   1.005058   0.178645   0.250115   0.182767    4.51175  -0.379815   1.109501  -1.391421   0.506106  -0.504008   2.320271   2.636333  -1.996457    0.18908  -0.232215  -2.424238    0.06277   0.866251   9.933568  -1.950806  -0.783609   0.522908  -1.347511  -0.302486   5997108.0   39572.226   3383.475  3545802.0    86259.3   206460.1  1611798.0   352866.0   220926.0    99352.6   471129.0   1582230.0   302260.0  283108.03  3935418.0  41517576.0   698396.8  1282005.0    40837.0   7473641.5  1206440.0    93389.0    9038.72   466025.0  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Get DAG output for the last node and the last timestamp.\n",
    "dag_df = dtfcore.load_dag_outputs(dag_path, dag_node_names[-1])\n",
    "_LOG.info(\"Output of the last node:\\n\")\n",
    "hpandas.df_to_str(dag_df, num_rows=5, log_level=logging.INFO)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "64864c2a",
   "metadata": {},
   "source": [
    "## Check DAG io self-consistency"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "2714df5f",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:30:25.939055Z",
     "start_time": "2024-02-01T22:30:25.887613Z"
    }
   },
   "outputs": [],
   "source": [
    "# TODO(Grisha): pass the value via config.\n",
    "diff_threshold = 1e-3\n",
    "compare_dfs_kwargs = {\n",
    "    # TODO(Nina): CmTask4387 \"DAG self-consistency check fails when\n",
    "    # `history_lookback=15T` for C3a\".\n",
    "    \"compare_nans\": False,\n",
    "    \"diff_mode\": \"pct_change\",\n",
    "    \"assert_diff_threshold\": None,\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "d12fdfde",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:30:25.989603Z",
     "start_time": "2024-02-01T22:30:25.941282Z"
    }
   },
   "outputs": [],
   "source": [
    "# Run for all timestamps.\n",
    "bar_timestamp = \"all\"\n",
    "if config[\"check_dag_output_self_consistency\"]:\n",
    "    # Self-consistency check fails for C11a. See CmTask6519\n",
    "    # for more details. Also for C12a, see CmTask7053.\n",
    "    # Compare DAG output at T with itself at time T-1.\n",
    "    dtfcore.check_dag_output_self_consistency(\n",
    "        dag_path,\n",
    "        dag_node_names[-1],\n",
    "        bar_timestamp,\n",
    "        trading_freq=config[\"meta\"][\"bar_duration\"],\n",
    "        diff_threshold=diff_threshold,\n",
    "        **compare_dfs_kwargs,\n",
    "    )"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7f37d03d",
   "metadata": {},
   "source": [
    "## Compare DAG io (prod vs sim)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "c50907e9",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2024-02-01T22:37:23.885269Z",
     "start_time": "2024-02-01T22:30:25.992056Z"
    },
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# Run for all nodes and all timestamps.\n",
    "bar_timestamp = \"all\"\n",
    "node_name = \"all\"\n",
    "_ = dtfcore.compare_dag_outputs(\n",
    "    dag_path_dict,\n",
    "    node_name,\n",
    "    bar_timestamp,\n",
    "    diff_threshold=diff_threshold,\n",
    "    **compare_dfs_kwargs,\n",
    ")"
   ]
  }
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