features.py

# optimal rolling window
features_window = [
    "IndexReturn50", "IndexReturn150", "IndexReturn250",
    "MrktEnvelope50", "MrktBollinger50", "MrktDonchian50", "MrktMACD50", "MrktOscillator50",
    "MrktEnvelope150", "MrktBollinger150", "MrktDonchian150", "MrktMACD150", "MrktOscillator150",
    "MrktEnvelope250", "MrktBollinger250", "MrktDonchian250", "MrktMACD250", "MrktOscillator250",
    "IndexVola50", "IndexVola150", "IndexVola250",
    "IndexDD50", "IndexDD150", "IndexDD250"
    ]

# market features
features_mrkt = [
    "MrktReturn150",
    # "MrktEnvelope150",
    "MrktEnvMinMax150",
    # "MrktBollinger150",
    "MrktBollMinMax150",
    # "MrktDonchian150",
    # "MrktMACD150",
    "MrktMACDMinMax150",
    # "MrktOscillator150",
    "MrktOsciMinMax150",
    "MrktVola150",
    "MrktDD150",
    "VIX",
    "IndexCloseAdj"
    # "IndexReturn150",
    # "IndexEnvelope150",
    # "IndexEnvMinMaxTrend150",
    # "IndexBollinger150",
    # "IndexBollMinMaxTrend150",
    # "IndexDonchian150",
    # "IndexDonchianTrend150",
    # "IndexMACD150",
    # "IndexMACDMinMaxTrend150",
    # "IndexOscillator150",
    # "IndexOsciMinMaxTrend150",
    # "IndexVola150",
    # "IndexDD150",

]

features_indiv = [
'CloseAdj',
'DayOfYear',
'DayOfMonth',
'DayOfWeek',
'Year',
'Return150',
'ReturnIndexRes150',
'ReturnIndexRatio150',
'Envelope150',
'EnvelopeTrend150',
'Bollinger150',
'BollingerTrend150',
'Donchian150',
'DonchianTrend150',
'MACD150',
'MACDTrend150',
'Oscillator150',
'OscillatorTrend150',
'EnvMinMaxTrend150',
'BollMinMaxTrend150',
'MACDMinMaxTrend150',
'OsciMinMaxTrend150',
'DD150',
'Vola150'
]

# adaptive envelope
features_env = [
'MrktEnvNoneNone150',
'MrktEnvNoneMin150',
'MrktEnvNoneMax150',
'MrktEnvMinNone150',
'MrktEnvMinMin150',
'MrktEnvMinMax150',
'MrktEnvMaxNone150',
'MrktEnvMaxMin150',
'MrktEnvMaxMax150',
'IndexEnvelope150',
'IndexEnvNoneNoneTrend150',
'IndexEnvNoneMinTrend150',
'IndexEnvNoneMaxTrend150',
'IndexEnvMinNoneTrend150',
'IndexEnvMinMinTrend150',
'IndexEnvMinMaxTrend150',
'IndexEnvMaxNoneTrend150',
'IndexEnvMaxMinTrend150',
'IndexEnvMaxMaxTrend150'
]

features_boll = [
# 'MrktBollNoneNone150',
# 'MrktBollNoneMin150',
# 'MrktBollNoneMax150',
# 'MrktBollMinNone150',
# 'MrktBollMinMin150',
'MrktBollMinMax150',
# 'MrktBollMaxNone150',
'MrktBollMaxMin150',
# 'MrktBollMaxMax150',
# 'IndexBollinger150',
# 'IndexBollNoneNoneTrend150',
# 'IndexBollNoneMinTrend150',
# 'IndexBollNoneMaxTrend150',
# 'IndexBollMinNoneTrend150',
# 'IndexBollMinMinTrend150',
# 'IndexBollMinMaxTrend150',
# 'IndexBollMaxNoneTrend150',
# 'IndexBollMaxMinTrend150',
# 'IndexBollMaxMaxTrend150'
]

features_macd = [
'MrktMACDNoneNone150',
'MrktMACDNoneMin150',
'MrktMACDNoneMax150',
'MrktMACDMinNone150',
'MrktMACDMinMin150',
'MrktMACDMinMax150',
'MrktMACDMaxNone150',
'MrktMACDMaxMin150',
'MrktMACDMaxMax150'
# 'IndexMACD150',
# 'IndexMACDNoneNoneTrend150',
# 'IndexMACDNoneMinTrend150',
# 'IndexMACDNoneMaxTrend150',
# 'IndexMACDMinNoneTrend150',
# 'IndexMACDMinMinTrend150',
# 'IndexMACDMinMaxTrend150',
# 'IndexMACDMaxNoneTrend150',
# 'IndexMACDMaxMinTrend150',
# 'IndexMACDMaxMaxTrend150'
]

features_osci = [
'MrktOsciNoneNone150',
'MrktOsciNoneMin150',
'MrktOsciNoneMax150',
'MrktOsciMinNone150',
'MrktOsciMinMin150',
'MrktOsciMinMax150',
'MrktOsciMaxNone150',
'MrktOsciMaxMin150',
'MrktOsciMaxMax150',
'IndexOscillator150',
'IndexOsciNoneNoneTrend150',
'IndexOsciNoneMinTrend150',
'IndexOsciNoneMaxTrend150',
'IndexOsciMinNoneTrend150',
'IndexOsciMinMinTrend150',
'IndexOsciMinMaxTrend150',
'IndexOsciMaxNoneTrend150',
'IndexOsciMaxMinTrend150',
'IndexOsciMaxMaxTrend150'
]


# return features
features_return = [
                    'Return50',
                   'Return150',
                   'Return250',
                   'IndexReturn50', 'IndexReturn150', 'IndexReturn250',
                   'ReturnIndexRes50',
                   'ReturnIndexRes150',
                   'ReturnIndexRes250',
                   'ReturnIndexRatio50',
                   'ReturnIndexRatio150',
                   'ReturnIndexRatio250'
                   ]


features_good = [
'CloseAdj',
'Return10',
'Return25',
'Return50',
'Return100',
'Return150',
'Return200',
'Return250',
'Vola10',
'DD10',
'Envelope10',
'Bollinger10',
'Donchian10',
'DonchianTrend10',
'MACD10',
'Oscillator10',
'EnvMinMaxTrend10',
'BollMinMaxTrend10',
'MACDMinMaxTrend10',
'OsciMinMaxTrend10',
'Vola25',
'DD25',
'Envelope25',
'Bollinger25',
'Donchian25',
'DonchianTrend25',
'MACD25',
'Oscillator25',
'EnvMinMaxTrend25',
'BollMinMaxTrend25',
'MACDMinMaxTrend25',
'OsciMinMaxTrend25',
'Vola50',
'DD50',
'Envelope50',
'Bollinger50',
'Donchian50',
'DonchianTrend50',
'MACD50',
'Oscillator50',
'EnvMinMaxTrend50',
'BollMinMaxTrend50',
'MACDMinMaxTrend50',
'OsciMinMaxTrend50',
'Vola100',
'DD100',
'Envelope100',
'Bollinger100',
'Donchian100',
'DonchianTrend100',
'MACD100',
'Oscillator100',
'EnvMinMaxTrend100',
'BollMinMaxTrend100',
'MACDMinMaxTrend100',
'OsciMinMaxTrend100',
'Vola150',
'DD150',
'Envelope150',
'Bollinger150',
'Donchian150',
'DonchianTrend150',
'MACD150',
'Oscillator150',
'EnvMinMaxTrend150',
'BollMinMaxTrend150',
'MACDMinMaxTrend150',
'OsciMinMaxTrend150',
'Vola200',
'DD200',
'Envelope200',
'Bollinger200',
'Donchian200',
'DonchianTrend200',
'MACD200',
'Oscillator200',
'EnvMinMaxTrend200',
'BollMinMaxTrend200',
'MACDMinMaxTrend200',
'OsciMinMaxTrend200',
'Vola250',
'DD250',
'Envelope250',
'Bollinger250',
'Donchian250',
'DonchianTrend250',
'MACD250',
'Oscillator250',
'EnvMinMaxTrend250',
'BollMinMaxTrend250',
'MACDMinMaxTrend250',
'OsciMinMaxTrend250',
'DayOfYear',
'Year',
'MrktEnvMinMax10',
'MrktBollMinMax10',
'MrktMACDMinMax10',
'MrktOsciMinMax10',
'MrktEnvMinMax25',
'MrktBollMinMax25',
'MrktMACDMinMax25',
'MrktOsciMinMax25',
'MrktEnvMinMax50',
'MrktBollMinMax50',
'MrktMACDMinMax50',
'MrktOsciMinMax50',
'MrktEnvMinMax100',
'MrktBollMinMax100',
'MrktMACDMinMax100',
'MrktOsciMinMax100',
'MrktEnvMinMax150',
'MrktBollMinMax150',
'MrktMACDMinMax150',
'MrktOsciMinMax150',
'MrktEnvMinMax200',
'MrktBollMinMax200',
'MrktMACDMinMax200',
'MrktOsciMinMax200',
'MrktEnvMinMax250',
'MrktBollMinMax250',
'MrktMACDMinMax250',
'MrktOsciMinMax250',
'IndexCloseAdj',
'IndexReturn10',
'IndexReturn25',
'IndexReturn50',
'IndexReturn100',
'IndexReturn150',
'IndexReturn200',
'IndexReturn250',
'VIX',
'ReturnIndexRatio10',
'ReturnIndexRes10',
'ReturnIndexRatio25',
'ReturnIndexRes25',
'ReturnIndexRatio50',
'ReturnIndexRes50',
'ReturnIndexRatio100',
'ReturnIndexRes100',
'ReturnIndexRatio150',
'ReturnIndexRes150',
'ReturnIndexRatio200',
'ReturnIndexRes200',
'ReturnIndexRatio250',
'ReturnIndexRes250'
]

features_vgl = [
'CloseAdj',
'Return10',
'Return25',
'Return50',
'Return100',
'Return150',
'Return200',
'Return250',
'DayOfYear',
'Year',
'Vola10',
'DD10',
'Envelope10',
'Bollinger10',
'Donchian10',
'DonchianTrend10',
'MACD10',
'Oscillator10',
'EnvMinMaxTrend10',
'BollMinMaxTrend10',
'MACDMinMaxTrend10',
'OsciMinMaxTrend10',
'Vola25',
'DD25',
'Envelope25',
'Bollinger25',
'Donchian25',
'DonchianTrend25',
'MACD25',
'Oscillator25',
'EnvMinMaxTrend25',
'BollMinMaxTrend25',
'MACDMinMaxTrend25',
'OsciMinMaxTrend25',
'Vola50',
'DD50',
'Envelope50',
'Bollinger50',
'Donchian50',
'DonchianTrend50',
'MACD50',
'Oscillator50',
'EnvMinMaxTrend50',
'BollMinMaxTrend50',
'MACDMinMaxTrend50',
'OsciMinMaxTrend50',
'Vola100',
'DD100',
'Envelope100',
'Bollinger100',
'Donchian100',
'DonchianTrend100',
'MACD100',
'Oscillator100',
'EnvMinMaxTrend100',
'BollMinMaxTrend100',
'MACDMinMaxTrend100',
'OsciMinMaxTrend100',
'Vola150',
'DD150',
'Envelope150',
'Bollinger150',
'Donchian150',
'DonchianTrend150',
'MACD150',
'Oscillator150',
'EnvMinMaxTrend150',
'BollMinMaxTrend150',
'MACDMinMaxTrend150',
'OsciMinMaxTrend150',
'Vola200',
'DD200',
'Envelope200',
'Bollinger200',
'Donchian200',
'DonchianTrend200',
'MACD200',
'Oscillator200',
'EnvMinMaxTrend200',
'BollMinMaxTrend200',
'MACDMinMaxTrend200',
'OsciMinMaxTrend200',
'Vola250',
'DD250',
'Envelope250',
'Bollinger250',
'Donchian250',
'DonchianTrend250',
'MACD250',
'Oscillator250',
'EnvMinMaxTrend250',
'BollMinMaxTrend250',
'MACDMinMaxTrend250',
'OsciMinMaxTrend250',
'MrktReturn10',
'MrktVola10',
'MrktDD10',
'MrktEnvMinMax10',
'MrktBollMinMax10',
'MrktMACDMinMax10',
'MrktOsciMinMax10',
'MrktReturn25',
'MrktVola25',
'MrktDD25',
'MrktEnvMinMax25',
'MrktBollMinMax25',
'MrktMACDMinMax25',
'MrktOsciMinMax25',
'MrktReturn50',
'MrktVola50',
'MrktDD50',
'MrktEnvMinMax50',
'MrktBollMinMax50',
'MrktMACDMinMax50',
'MrktOsciMinMax50',
'MrktReturn100',
'MrktVola100',
'MrktDD100',
'MrktEnvMinMax100',
'MrktBollMinMax100',
'MrktMACDMinMax100',
'MrktOsciMinMax100',
'MrktReturn150',
'MrktVola150',
'MrktDD150',
'MrktEnvMinMax150',
'MrktBollMinMax150',
'MrktMACDMinMax150',
'MrktOsciMinMax150',
'MrktReturn200',
'MrktVola200',
'MrktDD200',
'MrktEnvMinMax200',
'MrktBollMinMax200',
'MrktMACDMinMax200',
'MrktOsciMinMax200',
'MrktReturn250',
'MrktVola250',
'MrktDD250',
'MrktEnvMinMax250',
'MrktBollMinMax250',
'MrktMACDMinMax250',
'MrktOsciMinMax250',
'IndexCloseAdj',
'IndexReturn10',
'IndexReturn25',
'IndexReturn50',
'IndexReturn100',
'IndexReturn150',
'IndexReturn200',
'IndexReturn250',
'VIX',
'ReturnIndexRatio10',
'ReturnIndexRes10',
'ReturnIndexRatio25',
'ReturnIndexRes25',
'ReturnIndexRatio50',
'ReturnIndexRes50',
'ReturnIndexRatio100',
'ReturnIndexRes100',
'ReturnIndexRatio150',
'ReturnIndexRes150',
'ReturnIndexRatio200',
'ReturnIndexRes200',
'ReturnIndexRatio250',
'ReturnIndexRes250'
]

# from backtest_run
features_small = [
'CloseAdj',
'DayOfYear',
'Year',
'Return50',
'Return150',
'Return250',
'Envelope50',
'Bollinger50',
'Donchian50',
'MACD50',
'Oscillator50',
'EnvMinMaxTrend50',
'BollMinMaxTrend50',
'MACDMinMaxTrend50',
'OsciMinMaxTrend50',
'Vola50',
'DD50',
'Envelope150',
'Bollinger150',
'Donchian150',
'MACD150',
'Oscillator150',
'EnvMinMaxTrend150',
'BollMinMaxTrend150',
'MACDMinMaxTrend150',
'OsciMinMaxTrend150',
'Vola150',
'DD150',
'Envelope250',
'Bollinger250',
'Donchian250',
'MACD250',
'Oscillator250',
'EnvMinMaxTrend250',
'BollMinMaxTrend250',
'MACDMinMaxTrend250',
'OsciMinMaxTrend250',
'Vola250',
'DD250',
# 'MrktReturn50',
# 'MrktVola50',
'MrktDonchian50',
'MrktEnvMinMax50',
'MrktBollMinMax50',
'MrktMACDMinMax50',
'MrktOsciMinMax50',
# 'MrktReturn150',
# 'MrktVola150',
'MrktDD150',
'MrktDonchian150',
'MrktEnvMinMax150',
'MrktBollMinMax150',
'MrktMACDMinMax150',
'MrktOsciMinMax150',
# 'MrktReturn250',
# 'MrktVola250',
'MrktDD250',
'MrktDonchian250',
'MrktEnvMinMax250',
'MrktBollMinMax250',
'MrktMACDMinMax250',
'MrktOsciMinMax250',
# 'IndexCloseAdj',
'IndexReturn50',
'IndexReturn150',
'IndexReturn250',
'IndexVola50',
'IndexVola150',
'IndexVola250',
'VIX',
'ReturnIndexRatio50',
'ReturnIndexRes50',
'ReturnIndexRatio150',
'ReturnIndexRes150',
'ReturnIndexRatio250',
'ReturnIndexRes250'
]
features_all = [
'CloseAdj',
'DayOfYear',
'Year',
'Return50',
'Return100',
'Return150',
'Return200',
'Return250',
'Envelope50',
'Bollinger50',
'Donchian50',
'MACD50',
'Oscillator50',
'EnvMinMaxTrend50',
'BollMinMaxTrend50',
'MACDMinMaxTrend50',
'OsciMinMaxTrend50',
'Vola50',
'DD50',
'Envelope100',
'Bollinger100',
'Donchian100',
'MACD100',
'Oscillator100',
'EnvMinMaxTrend100',
'BollMinMaxTrend100',
'MACDMinMaxTrend100',
'OsciMinMaxTrend100',
'Vola100',
'DD100',
'Envelope150',
'Bollinger150',
'Donchian150',
'MACD150',
'Oscillator150',
'EnvMinMaxTrend150',
'BollMinMaxTrend150',
'MACDMinMaxTrend150',
'OsciMinMaxTrend150',
'Vola150',
'DD150',
'Envelope200',
'Bollinger200',
'Donchian200',
'MACD200',
'Oscillator200',
'EnvMinMaxTrend200',
'BollMinMaxTrend200',
'MACDMinMaxTrend200',
'OsciMinMaxTrend200',
'Vola200',
'DD200',
'Envelope250',
'Bollinger250',
'Donchian250',
'MACD250',
'Oscillator250',
'EnvMinMaxTrend250',
'BollMinMaxTrend250',
'MACDMinMaxTrend250',
'OsciMinMaxTrend250',
'Vola250',
'DD250',
# 'MrktReturn50',
# 'MrktVola50',
'MrktDonchian50',
'MrktEnvMinMax50',
'MrktBollMinMax50',
'MrktMACDMinMax50',
'MrktOsciMinMax50',
# 'MrktReturn100',
# 'MrktVola100',
'MrktDonchian100',
'MrktEnvMinMax100',
'MrktBollMinMax100',
'MrktMACDMinMax100',
'MrktOsciMinMax100',
# 'MrktReturn150',
# 'MrktVola150',
'MrktDD150',
'MrktDonchian150',
'MrktEnvMinMax150',
'MrktBollMinMax150',
'MrktMACDMinMax150',
'MrktOsciMinMax150',
# 'MrktReturn200',
# 'MrktVola200',
'MrktDonchian200',
'MrktEnvMinMax200',
'MrktBollMinMax200',
'MrktMACDMinMax200',
'MrktOsciMinMax200',
# 'MrktReturn250',
# 'MrktVola250',
'MrktDD250',
'MrktDonchian250',
'MrktEnvMinMax250',
'MrktBollMinMax250',
'MrktMACDMinMax250',
'MrktOsciMinMax250',
# 'IndexCloseAdj',
'IndexReturn50',
'IndexReturn100',
'IndexReturn150',
'IndexReturn200',
'IndexReturn250',
'IndexVola50',
'IndexVola100',
'IndexVola150',
'IndexVola200',
'IndexVola250',
'VIX',
'ReturnIndexRatio50',
'ReturnIndexRes50',
'ReturnIndexRatio100',
'ReturnIndexRes100',
'ReturnIndexRatio150',
'ReturnIndexRes150',
'ReturnIndexRatio200',
'ReturnIndexRes200',
'ReturnIndexRatio250',
'ReturnIndexRes250'
]
features_KF = [
'CloseAdj',
'DayOfYear',
'Year',
'Return25',
'Return50',
'Return100',
'Return150',
'Return250',
'Envelope25',
'Bollinger25',
'Donchian25',
'MACD25',
'Oscillator25',
'EnvMinMaxTrend25',
'BollMinMaxTrend25',
'MACDMinMaxTrend25',
'OsciMinMaxTrend25',
'Vola25',
'DD25',
'Envelope50',
'Bollinger50',
'Donchian50',
'MACD50',
'Oscillator50',
'EnvMinMaxTrend50',
'BollMinMaxTrend50',
'MACDMinMaxTrend50',
'OsciMinMaxTrend50',
'Vola50',
'DD50',
'Envelope100',
'Bollinger100',
'Donchian100',
'MACD100',
'Oscillator100',
'EnvMinMaxTrend100',
'BollMinMaxTrend100',
'MACDMinMaxTrend100',
'OsciMinMaxTrend100',
'Vola100',
'DD100',
'Envelope150',
'Bollinger150',
'Donchian150',
'MACD150',
'Oscillator150',
'EnvMinMaxTrend150',
'BollMinMaxTrend150',
'MACDMinMaxTrend150',
'OsciMinMaxTrend150',
'Vola150',
'DD150',
'Envelope250',
'Bollinger250',
'Donchian250',
'MACD250',
'Oscillator250',
'EnvMinMaxTrend250',
'BollMinMaxTrend250',
'MACDMinMaxTrend250',
'OsciMinMaxTrend250',
'Vola250',
'DD250',
'MrktDonchian25',
'MrktEnvMinMax25',
'MrktBollMinMax25',
'MrktMACDMinMax25',
'MrktOsciMinMax25',
'MrktDonchian50',
'MrktEnvMinMax50',
'MrktBollMinMax50',
'MrktMACDMinMax50',
'MrktOsciMinMax50',
'MrktDonchian100',
'MrktEnvMinMax100',
'MrktBollMinMax100',
'MrktMACDMinMax100',
'MrktOsciMinMax100',
'MrktDD150',
'MrktDonchian150',
'MrktEnvMinMax150',
'MrktBollMinMax150',
'MrktMACDMinMax150',
'MrktOsciMinMax150',
'MrktDD250',
'MrktDonchian250',
'MrktEnvMinMax250',
'MrktBollMinMax250',
'MrktMACDMinMax250',
'MrktOsciMinMax250',
# 'IndexCloseAdj',
'IndexReturn25',
'IndexReturn50',
'IndexReturn100',
'IndexReturn150',
'IndexReturn250',
'IndexVola25',
'IndexVola50',
'IndexVola100',
'IndexVola150',
'IndexVola250',
'VIX',
'ReturnIndexRatio25',
'ReturnIndexRes25',
'ReturnIndexRatio50',
'ReturnIndexRes50',
'ReturnIndexRatio100',
'ReturnIndexRes100',
'ReturnIndexRatio150',
'ReturnIndexRes150',
'ReturnIndexRatio250',
'ReturnIndexRes250'
]

features_10to250 = [
'CloseAdj',
'Return10',
'Return25',
'Return50',
'Return100',
'Return150',
'Return200',
'Return250',
'Vola10',
'DD10',
'Envelope10',
'Bollinger10',
'Donchian10',
'DonchianTrend10',
'MACD10',
'Oscillator10',
'EnvMinMaxTrend10',
'BollMinMaxTrend10',
'MACDMinMaxTrend10',
'OsciMinMaxTrend10',
'Vola25',
'DD25',
'Envelope25',
'Bollinger25',
'Donchian25',
'DonchianTrend25',
'MACD25',
'Oscillator25',
'EnvMinMaxTrend25',
'BollMinMaxTrend25',
'MACDMinMaxTrend25',
'OsciMinMaxTrend25',
'Vola50',
'DD50',
'Envelope50',
'Bollinger50',
'Donchian50',
'DonchianTrend50',
'MACD50',
'Oscillator50',
'EnvMinMaxTrend50',
'BollMinMaxTrend50',
'MACDMinMaxTrend50',
'OsciMinMaxTrend50',
'Vola100',
'DD100',
'Envelope100',
'Bollinger100',
'Donchian100',
'DonchianTrend100',
'MACD100',
'Oscillator100',
'EnvMinMaxTrend100',
'BollMinMaxTrend100',
'MACDMinMaxTrend100',
'OsciMinMaxTrend100',
'Vola150',
'DD150',
'Envelope150',
'Bollinger150',
'Donchian150',
'DonchianTrend150',
'MACD150',
'Oscillator150',
'EnvMinMaxTrend150',
'BollMinMaxTrend150',
'MACDMinMaxTrend150',
'OsciMinMaxTrend150',
'Vola200',
'DD200',
'Envelope200',
'Bollinger200',
'Donchian200',
'DonchianTrend200',
'MACD200',
'Oscillator200',
'EnvMinMaxTrend200',
'BollMinMaxTrend200',
'MACDMinMaxTrend200',
'OsciMinMaxTrend200',
'Vola250',
'DD250',
'Envelope250',
'Bollinger250',
'Donchian250',
'DonchianTrend250',
'MACD250',
'Oscillator250',
'EnvMinMaxTrend250',
'BollMinMaxTrend250',
'MACDMinMaxTrend250',
'OsciMinMaxTrend250',
'DayOfYear',
'Year',
'MrktEnvMinMax10',
'MrktBollMinMax10',
'MrktMACDMinMax10',
'MrktOsciMinMax10',
'MrktEnvMinMax25',
'MrktBollMinMax25',
'MrktMACDMinMax25',
'MrktOsciMinMax25',
'MrktEnvMinMax50',
'MrktBollMinMax50',
'MrktMACDMinMax50',
'MrktOsciMinMax50',
'MrktEnvMinMax100',
'MrktBollMinMax100',
'MrktMACDMinMax100',
'MrktOsciMinMax100',
'MrktEnvMinMax150',
'MrktBollMinMax150',
'MrktMACDMinMax150',
'MrktOsciMinMax150',
'MrktEnvMinMax200',
'MrktBollMinMax200',
'MrktMACDMinMax200',
'MrktOsciMinMax200',
'MrktEnvMinMax250',
'MrktBollMinMax250',
'MrktMACDMinMax250',
'MrktOsciMinMax250',
# 'IndexCloseAdj',
# 'IndexReturn10',
# 'IndexReturn25',
# 'IndexReturn50',
# 'IndexReturn100',
# 'IndexReturn150',
# 'IndexReturn200',
# 'IndexReturn250',
# 'IndexVola10',
# 'IndexDD10',
# 'IndexVola25',
# 'IndexDD25',
# 'IndexVola50',
# 'IndexDD50',
# 'IndexVola100',
# 'IndexDD100',
# 'IndexVola150',
# 'IndexDD150',
# 'IndexVola200',
# 'IndexDD200',
# 'IndexVola250',
# 'IndexDD250',
# 'IndexDayOfYear',
# 'IndexYear',
'VIX',
'ReturnIndexRatio10',
'ReturnIndexRes10',
'ReturnIndexRatio25',
'ReturnIndexRes25',
'ReturnIndexRatio50',
'ReturnIndexRes50',
'ReturnIndexRatio100',
'ReturnIndexRes100',
'ReturnIndexRatio150',
'ReturnIndexRes150',
'ReturnIndexRatio200',
'ReturnIndexRes200',
'ReturnIndexRatio250',
'ReturnIndexRes250'
]

features_rest = ["CloseAdj", "DayOfYear", "Year", "IndexCloseAdj", "VIX"]