高频盘口因子示范
Visualization Type: table
Status: succeeded
Priority: normal
Rows: 9 (max show 300 rows)
| index | timestamp (timestamp) | spread (float) | order_imbalance (float) | VOI (float) | QR1 (float) | QR2 (float) | QR3 (float) | QR4 (float) | QR5 (float) | price_weighted_pressure (float) | volume_add (float) | interest_add (float) | last_price_diff (float) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2024-02-27 21:00:00 | -6 | -0.24882629107981222 | 6 | -0.6842105263157895 | -0.8076923076923077 | -0.5294117647058824 | -0.09090909090909091 | 0.5223880597014925 | -0.9881810649245724 | 228 | 26 | -4 |
| 2 | 2024-02-27 21:00:01 | -2 | -0.08673469387755102 | 17 | 0.46938775510204084 | -0.42528735632183906 | -0.6825396825396826 | 0.03571428571428571 | 0.2345679012345679 | 0.08221247396566111 | 162 | 7 | 0 |
| 3 | 2024-02-27 21:00:01 | -2 | 0.20185614849187936 | 35 | 0.9354838709677419 | 0.13043478260869565 | 0.01694915254237288 | 0.02564102564102564 | 0.20454545454545456 | 1.0801945875095753 | 75 | -21 | 0 |
| 4 | 2024-02-27 21:00:02 | -2 | 0.503015681544029 | 190 | 0.8719211822660099 | 0.03759398496240601 | 0.5986622073578596 | 0.2549019607843137 | 0.32608695652173914 | 1.6119304905551428 | 83 | 29 | 4 |
| 5 | 2024-02-27 21:00:02 | -2 | 0.49943117178612056 | 147 | 0.4411764705882353 | 0.3333333333333333 | 0.2903225806451613 | 0.7642857142857142 | 0.42857142857142855 | 0.9664039406620835 | 56 | 26 | -2 |
| 6 | 2024-02-27 21:00:03 | -2 | 0.5212264150943396 | 16 | 0.5888888888888889 | 0.25316455696202533 | 0.3284671532846715 | 0.75177304964539 | 0.42857142857142855 | 1.1660707238262384 | 59 | 16 | 0 |
| 7 | 2024-02-27 21:00:03 | -2 | 0.5339308578745199 | -37 | 0.7263157894736842 | 0.3058823529411765 | 0.3237410071942446 | 0.7535211267605634 | 0.3978494623655914 | 1.2784598553947366 | 57 | 9 | 2 |
| 8 | 2024-02-27 21:00:04 | -4 | 0.4007050528789659 | -20 | 0.05982905982905983 | 0.391304347826087 | 0.45454545454545453 | 0.7569444444444444 | -0.0457516339869281 | 0.6729444732424259 | 43 | -2 | -2 |
| 9 | 2024-02-27 21:00:04 | -2 | 0.48663101604278075 | -50 | 0.46153846153846156 | 0.3254437869822485 | 0.3146853146853147 | 0.7278911564625851 | 0.3275862068965517 | 0.9619568119859618 | 71 | 26 | 2 |