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# 本代码由可视化策略环境自动生成 2021年11月21日 14:08
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。


# 回测引擎:初始化函数,只执行一次
def m63_initialize_bigquant_run(context):
    # 加载预测数据
    context.ranker_prediction = context.options['data'].read_df()

    # 系统已经设置了默认的交易手续费和滑点,要修改手续费可使用如下函数
    context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))
    # 预测数据,通过options传入进来,使用 read_df 函数,加载到内存 (DataFrame)
    # 设置买入的股票数量,这里买入预测股票列表排名靠前的5只
    stock_count = 5
    # 每只的股票的权重,如下的权重分配会使得靠前的股票分配多一点的资金,[0.339160, 0.213986, 0.169580, ..]
    context.stock_weights = T.norm([1 / math.log(i + 2) for i in range(0, stock_count)])
    # 设置每只股票占用的最大资金比例
    context.max_cash_per_instrument =0.1
    context.options['hold_days'] = 5

    from zipline.finance.slippage import SlippageModel
    class FixedPriceSlippage(SlippageModel):
        def process_order(self, data, order, bar_volume=0, trigger_check_price=0):
            if order.limit is None:
                price_field = self._price_field_buy if order.amount > 0 else self._price_field_sell
                price = data.current(order.asset, price_field)
            else:
                price = data.current(order.asset, self._price_field_buy)
            # 返回希望成交的价格和数量
            return (price, order.amount)
    # 设置price_field,默认是开盘买入,收盘卖出
    context.fix_slippage = FixedPriceSlippage(price_field_buy='open', price_field_sell='close')
    context.set_slippage(us_equities=context.fix_slippage)
# 回测引擎:每日数据处理函数,每天执行一次
def m63_handle_data_bigquant_run(context, data):
    # 获取当前持仓
    positions = {e.symbol: p.amount * p.last_sale_price
                 for e, p in context.portfolio.positions.items()}
    
    today = data.current_dt.strftime('%Y-%m-%d')
    # 按日期过滤得到今日的预测数据
    ranker_prediction = context.ranker_prediction[
        context.ranker_prediction.date == today]
    try:
    #大盘风控模块,读取风控数据    
        benckmark_risk=ranker_prediction['bm_0'].values[0]
        if benckmark_risk > 0:
            for instrument in positions.keys():
                context.order_target(context.symbol(instrument), 0)
                print(today,'大盘风控止损触发,全仓卖出')
                return
    except:
        print('缺失风控数据!')
        
    #当risk为1时,市场有风险,全部平仓,不再执行其它操作
     
    
    # 1. 资金分配
    # 平均持仓时间是hold_days,每日都将买入股票,每日预期使用 1/hold_days 的资金
    # 实际操作中,会存在一定的买入误差,所以在前hold_days天,等量使用资金;之后,尽量使用剩余资金(这里设置最多用等量的1.5倍)
    is_staging = context.trading_day_index < context.options['hold_days'] # 是否在建仓期间(前 hold_days 天)
    cash_avg = context.portfolio.portfolio_value / context.options['hold_days']
    cash_for_buy = min(context.portfolio.cash, (1 if is_staging else 1.5) * cash_avg)
    cash_for_sell = cash_avg - (context.portfolio.cash - cash_for_buy)
   
    
    # 2. 根据需要加入移动止赢止损模块、固定天数卖出模块、ST或退市股卖出模块
    stock_sold = [] # 记录卖出的股票,防止多次卖出出现空单
    
    #------------------------START:止赢止损模块(含建仓期)---------------
    current_stopwin_stock=[]
    current_stoploss_stock = []   
    positions_cost={e.symbol:p.cost_basis for e,p in context.portfolio.positions.items()}
    if len(positions)>0:
        for instrument in positions.keys():
            stock_cost=positions_cost[instrument]  
            stock_market_price=data.current(context.symbol(instrument),'price')  
            volume_since_buy = data.history(context.symbol(instrument), 'volume', 6, '1d')
            # 赚9%且为可交易状态就止盈
            if stock_market_price/stock_cost-1>=0.6 and data.can_trade(context.symbol(instrument)):
                context.order_target_percent(context.symbol(instrument),0)
                cash_for_sell -= positions[instrument]
                current_stopwin_stock.append(instrument)
            # 亏5%并且为可交易状态就止损
            if stock_market_price/stock_cost-1 <= -0.05 and data.can_trade(context.symbol(instrument)):   
                context.order_target_percent(context.symbol(instrument),0)
                cash_for_sell -= positions[instrument]
                current_stoploss_stock.append(instrument)
            # 放天量  止损:
#             if  (volume_since_buy[0]>1.5*volume_since_buy[1]) |(volume_since_buy[0]>1.5*(volume_since_buy[1]+volume_since_buy[2]+volume_since_buy[3]+volume_since_buy[4]+volume_since_buy[5])/5):
#                 context.order_target_percent(context.symbol(instrument),0)
#                 cash_for_sell -= positions[instrument]
#                 current_stoploss_stock.append(instrument)
        if len(current_stopwin_stock)>0:
            print(today,'止盈股票列表',current_stopwin_stock)
            stock_sold += current_stopwin_stock
        if len(current_stoploss_stock)>0:
            print(today,'止损股票列表',current_stoploss_stock)
            stock_sold += current_stoploss_stock
    #--------------------------END: 止赢止损模块--------------------------
    
    #--------------------------START:持有固定天数卖出(不含建仓期)-----------
    current_stopdays_stock = []
    positions_lastdate = {e.symbol:p.last_sale_date for e,p in context.portfolio.positions.items()}
    # 不是建仓期(在前hold_days属于建仓期)
    if not is_staging:
        for instrument in positions.keys():
            #如果上面的止盈止损已经卖出过了,就不要重复卖出以防止产生空单
            if instrument in stock_sold:
                continue
            # 今天和上次交易的时间相隔hold_days就全部卖出 datetime.timedelta(context.options['hold_days'])也可以换成自己需要的天数,比如datetime.timedelta(5)
            if data.current_dt - positions_lastdate[instrument]>=datetime.timedelta(22) and data.can_trade(context.symbol(instrument)):
                context.order_target_percent(context.symbol(instrument), 0)
                current_stopdays_stock.append(instrument)
                cash_for_sell -= positions[instrument]
        if len(current_stopdays_stock)>0:        
            print(today,'固定天数卖出列表',current_stopdays_stock)
            stock_sold += current_stopdays_stock
    #-------------------------  END:持有固定天数卖出-----------------------
    
    #-------------------------- START: ST和退市股卖出 ---------------------  
    st_stock_list = []
    for instrument in positions.keys():
        try:
            instrument_name = ranker_prediction[ranker_prediction.instrument==instrument].name.values[0]
            # 如果股票状态变为了st或者退市 则卖出
            if 'ST' in instrument_name or '退' in instrument_name:
                if instrument in stock_sold:
                    continue
                if data.can_trade(context.symbol(instrument)):
                    context.order_target(context.symbol(instrument), 0)
                    st_stock_list.append(instrument)
                    cash_for_sell -= positions[instrument]
        except:
            continue
    if st_stock_list!=[]:
        print(today,'持仓出现st股/退市股',st_stock_list,'进行卖出处理')    
        stock_sold += st_stock_list

    #-------------------------- END: ST和退市股卖出 --------------------- 
    
    
    # 3. 生成轮仓卖出订单:hold_days天之后才开始卖出;对持仓的股票,按机器学习算法预测的排序末位淘汰
    if not is_staging and cash_for_sell > 0:
        instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(
                lambda x: x in positions)])))
        for instrument in instruments:
            # 如果资金够了就不卖出了
            if cash_for_sell <= 0:
                break
            #防止多个止损条件同时满足,出现多次卖出产生空单
            if instrument in stock_sold:
                continue
            context.order_target(context.symbol(instrument), 0)
            cash_for_sell -= positions[instrument]
            stock_sold.append(instrument)

    # 4. 生成轮仓买入订单:按机器学习算法预测的排序,买入前面的stock_count只股票
    # 计算今日跌停的股票
    dt_list = list(ranker_prediction[ranker_prediction.price_limit_status_0==1].instrument)
    # 计算今日ST/退市的股票
    st_list = list(ranker_prediction[ranker_prediction.name.str.contains('ST')|ranker_prediction.name.str.contains('退')].instrument)
    # 计算所有禁止买入的股票池
    banned_list = stock_sold+dt_list+st_list
    buy_cash_weights = context.stock_weights
    buy_instruments=[k for k in list(ranker_prediction.instrument) if k not in banned_list][:len(buy_cash_weights)]
    max_cash_per_instrument = context.portfolio.portfolio_value * context.max_cash_per_instrument
    for i, instrument in enumerate(buy_instruments):
        cash = cash_for_buy * buy_cash_weights[i]
        if cash > max_cash_per_instrument - positions.get(instrument, 0):
            # 确保股票持仓量不会超过每次股票最大的占用资金量
            cash = max_cash_per_instrument - positions.get(instrument, 0)
        if cash > 0:
            context.order_value(context.symbol(instrument), cash)
    


# 回测引擎:准备数据,只执行一次
def m63_prepare_bigquant_run(context):
    context.status_df = D.features(instruments =context.instruments,start_date = context.start_date, end_date = context.end_date, 
                           fields=['st_status_0','price_limit_status_0','price_limit_status_1'])

def m63_before_trading_start_bigquant_run(context, data):
    # 获取涨跌停状态数据
    df_price_limit_status = context.ranker_prediction.set_index('date')
    today=data.current_dt.strftime('%Y-%m-%d')
    # 得到当前未完成订单
    for orders in get_open_orders().values():
        # 循环,撤销订单
        for _order in orders:
            ins=str(_order.sid.symbol)
            try:
                #判断一下如果当日涨停,则取消卖单
                if  df_price_limit_status[df_price_limit_status.instrument==ins].price_limit_status_0.ix[today]>2 and _order.amount<0:
                    cancel_order(_order)
                    print(today,'尾盘涨停取消卖单',ins) 
            except:
                continue

g = T.Graph({

    'm1': 'M.instruments.v2',
    'm1.start_date': '2010-01-01',
    'm1.end_date': '2018-01-01',
    'm1.market': 'CN_STOCK_A',
    'm1.instrument_list': """002714.SZA
000620.SZA
600066.SHA
600887.SHA
002415.SZA
300450.SZA
000622.SZA
002690.SZA
300601.SZA
000776.SZA
600519.SHA
000333.SZA
002035.SZA
002236.SZA
300015.SZA
600436.SHA
600566.SHA
600201.SHA
600705.SHA
000156.SZA
002677.SZA
002032.SZA
600681.SHA
603601.SHA
002372.SZA
603019.SHA
300571.SZA
002475.SZA
300033.SZA
600346.SHA
601888.SHA
600763.SHA
603799.SHA
603690.SHA
002044.SZA
300253.SZA
000651.SZA
002085.SZA
600903.SHA
600340.SHA
300296.SZA
002572.SZA
300176.SZA
000963.SZA
000403.SZA
002747.SZA
000789.SZA
002508.SZA
300347.SZA
300401.SZA
300666.SZA
000732.SZA
	
000049.SZA
300451.SZA
603986.SHA
300684.SZA
000681.SZA
000671.SZA
002230.SZA
600867.SHA
300059.SZA
002020.SZA
300457.SZA
300136.SZA
300308.SZA
000661.SZA
002304.SZA
600276.SHA
600563.SHA
601012.SHA
000703.SZA
002410.SZA
002358.SZA
300725.SZA
300226.SZA
300675.SZA
300324.SZA
600801.SHA
000048.SZA
300383.SZA
300285.SZA
300459.SZA
002008.SZA
603288.SHA
002049.SZA
002311.SZA
600305.SHA
300377.SZA
002746.SZA
603638.SHA
002507.SZA
002252.SZA
002271.SZA
300482.SZA
000002.SZA
600612.SHA
002081.SZA
002013.SZA
300357.SZA""",
    'm1.max_count': 0,

    'm2': 'M.use_datasource.v1',
    'm2.instruments': T.Graph.OutputPort('m1.data'),
    'm2.datasource_id': 'bar1d_CN_STOCK_A',
    'm2.start_date': '',
    'm2.end_date': '',

    'm3': 'M.input_features.v1',
    'm3.features': """# #号开始的表示注释
# 多个特征,每行一个,可以包含基础特征和衍生特征
avg_turn_15/turn_0
mf_net_amount_xl_0
alpha4=close_0*avg_turn_0+close_1*avg_turn_1+close_2*avg_turn_2
#自己添加的
alpha20=(((-1 * rank((open_0 - delay(high_0, 1)))) * rank((open_0 - delay(close_0, 1)))) * rank((open_0 - delay(low_0, 1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1) < 0), std((close_0/shift(close_0,1)-1), 20), close_0), 2), 5)) -0.5)
alpha_002=(-1 * correlation(rank(delta(log(volume_0), 2)), rank(div((close_0 - open_0), open_0)), 6))
alpha_003 = (-1 * correlation(rank(open_0), rank(volume_0), 10))""",

    'm52': 'M.input_features.v1',
    'm52.features_ds': T.Graph.OutputPort('m3.data'),
    'm52.features': """# #号开始的表示注释
# 多个特征,每行一个,可以包含基础特征和衍生特征
#周线金叉
cond1=sum(ta_macd_dif(close_0,2,4,4),5)>sum(ta_macd_dea(close_0,2,4,4),5)
cond2=close_0>mean(close_0, 25)
cond3=sum(ta_macd_dea(close_0,2,4,4),5)>0.2
price_limit_status_0
cond4=st_status_0<1""",

    'm15': 'M.general_feature_extractor.v7',
    'm15.instruments': T.Graph.OutputPort('m1.data'),
    'm15.features': T.Graph.OutputPort('m52.data'),
    'm15.start_date': '',
    'm15.end_date': '',
    'm15.before_start_days': 90,

    'm16': 'M.derived_feature_extractor.v3',
    'm16.input_data': T.Graph.OutputPort('m15.data'),
    'm16.features': T.Graph.OutputPort('m52.data'),
    'm16.date_col': 'date',
    'm16.instrument_col': 'instrument',
    'm16.drop_na': False,
    'm16.remove_extra_columns': False,

    'm67': 'M.features_short.v1',
    'm67.input_1': T.Graph.OutputPort('m3.data'),

    'm9': 'M.instruments.v2',
    'm9.start_date': T.live_run_param('trading_date', '2018-01-01'),
    'm9.end_date': T.live_run_param('trading_date', '2021-10-30'),
    'm9.market': 'CN_STOCK_A',
    'm9.instrument_list': """300782.SZA
605358.SHA
603290.SHA
603392.SHA
601865.SHA
300759.SZA
300750.SZA
300677.SZA
002607.SZA
603259.SHA
300751.SZA
603613.SHA
601100.SHA
300763.SZA
002568.SZA
300724.SZA
603345.SHA
600763.SHA
603713.SHA
300595.SZA
300014.SZA
603712.SHA
300760.SZA
603317.SHA
002791.SZA
601066.SHA
002985.SZA
300661.SZA
300347.SZA
300777.SZA
603129.SHA
300454.SZA
601888.SHA
605111.SHA
603638.SHA
300850.SZA
600809.SHA
002414.SZA
603893.SHA
002967.SZA
600132.SHA
603605.SHA
300015.SZA
603267.SHA
300012.SZA
600882.SHA
300684.SZA
300390.SZA
300769.SZA
	
300748.SZA
000799.SZA
300767.SZA
300775.SZA
603737.SHA
300601.SZA
601698.SHA
300841.SZA
002975.SZA
603501.SHA
300122.SZA
300677.SZA
603392.SHA
002791.SZA
601865.SHA
300759.SZA
002568.SZA
603613.SHA
300014.SZA
601100.SHA
300763.SZA
300274.SZA
601633.SHA
603501.SHA
002709.SZA
603317.SHA
300661.SZA
002985.SZA
600882.SHA
300598.SZA
300777.SZA
300552.SZA
300346.SZA
002475.SZA
605111.SHA
300850.SZA
300526.SZA
601012.SHA
603893.SHA
002967.SZA
000858.SZA
603267.SHA
000568.SZA
603638.SHA
000708.SZA
603456.SHA
000995.SZA
600399.SHA
300767.SZA
300595.SZA
300347.SZA
600763.SHA
300751.SZA
600316.SHA
300775.SZA
603208.SHA
600862.SHA
002241.SZA
002706.SZA
300390.SZA
601698.SHA
002541.SZA
002607.SZA
000733.SZA
000596.SZA
603345.SHA
300151.SZA
300496.SZA
002705.SZA
002756.SZA
603185.SHA
002850.SZA
000661.SZA
002600.SZA
300724.SZA
600584.SHA
002414.SZA
300223.SZA
002920.SZA
603906.SHA
002714.SZA
600966.SHA
300083.SZA
300601.SZA
600438.SHA
002812.SZA
002459.SZA
603027.SHA
300015.SZA
300763.SZA
002709.SZA
688202.SHA
000422.SZA
300769.SZA
300751.SZA
300343.SZA
605117.SHA
300827.SZA
601633.SHA
603026.SHA
002240.SZA
002326.SZA
002487.SZA
000762.SZA
300432.SZA
603396.SHA
300363.SZA
603985.SHA
000155.SZA
002594.SZA
600399.SHA
600702.SHA
300171.SZA
002176.SZA
000733.SZA
300750.SZA
601127.SHA
002812.SZA
603260.SHA
600610.SHA
601012.SHA
003022.SZA
603127.SHA
000301.SZA
002585.SZA
688198.SHA
002245.SZA
300693.SZA
600096.SHA
300568.SZA
300382.SZA
300443.SZA
003031.SZA
605376.SHA
603806.SHA
603223.SHA
688116.SHA
002529.SZA
600141.SHA
600956.SHA
300035.SZA
300316.SZA
002460.SZA
600110.SHA
300671.SZA
002407.SZA
600532.SHA
688599.SHA
002472.SZA
600499.SHA
600111.SHA
600884.SHA
300696.SZA
603267.SHA""",
    'm9.max_count': 0,

    'm17': 'M.general_feature_extractor.v7',
    'm17.instruments': T.Graph.OutputPort('m9.data'),
    'm17.features': T.Graph.OutputPort('m52.data'),
    'm17.start_date': '',
    'm17.end_date': '',
    'm17.before_start_days': 90,

    'm18': 'M.derived_feature_extractor.v3',
    'm18.input_data': T.Graph.OutputPort('m17.data'),
    'm18.features': T.Graph.OutputPort('m52.data'),
    'm18.date_col': 'date',
    'm18.instrument_col': 'instrument',
    'm18.drop_na': False,
    'm18.remove_extra_columns': False,

    'm5': 'M.instruments.v2',
    'm5.start_date': '2010-01-01',
    'm5.end_date': '2019-01-01',
    'm5.market': 'CN_STOCK_A',
    'm5.instrument_list': '000300.HIX',
    'm5.max_count': 0,

    'm10': 'M.input_features.v1',
    'm10.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
close
instrument

""",

    'm20': 'M.use_datasource.v1',
    'm20.instruments': T.Graph.OutputPort('m5.data'),
    'm20.features': T.Graph.OutputPort('m10.data'),
    'm20.datasource_id': 'bar1d_index_CN_STOCK_A',
    'm20.start_date': '',
    'm20.end_date': '',
    'm20.m_cached': False,

    'm11': 'M.instruments.v2',
    'm11.start_date': '2010-01-01',
    'm11.end_date': '2019-01-01',
    'm11.market': 'CN_STOCK_A',
    'm11.instrument_list': '',
    'm11.max_count': 0,

    'm12': 'M.input_features.v1',
    'm12.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
close
open
low
high
adjust_factor""",

    'm29': 'M.use_datasource.v1',
    'm29.instruments': T.Graph.OutputPort('m11.data'),
    'm29.features': T.Graph.OutputPort('m12.data'),
    'm29.datasource_id': 'bar1d_CN_STOCK_A',
    'm29.start_date': '',
    'm29.end_date': '',

    'm21': 'M.input_features.v1',
    'm21.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
bmret=close/shift(close,1)-1
""",

    'm22': 'M.derived_feature_extractor.v3',
    'm22.input_data': T.Graph.OutputPort('m20.data'),
    'm22.features': T.Graph.OutputPort('m21.data'),
    'm22.date_col': 'date',
    'm22.instrument_col': 'instrument',
    'm22.drop_na': False,
    'm22.remove_extra_columns': False,
    'm22.user_functions': {},

    'm23': 'M.select_columns.v3',
    'm23.input_ds': T.Graph.OutputPort('m22.data'),
    'm23.columns_ds': T.Graph.OutputPort('m10.data'),
    'm23.columns': '',
    'm23.reverse_select': True,

    'm26': 'M.input_features.v1',
    'm26.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
relative_ret=stockret-bmret
relative_ret_5=sum(relative_ret,5)
relative_ret_30=sum(relative_ret,30)""",

    'm30': 'M.input_features.v1',
    'm30.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
stockret=close/shift(close,1)-1""",

    'm28': 'M.derived_feature_extractor.v3',
    'm28.input_data': T.Graph.OutputPort('m29.data'),
    'm28.features': T.Graph.OutputPort('m30.data'),
    'm28.date_col': 'date',
    'm28.instrument_col': 'instrument',
    'm28.drop_na': False,
    'm28.remove_extra_columns': False,
    'm28.user_functions': {},

    'm27': 'M.select_columns.v3',
    'm27.input_ds': T.Graph.OutputPort('m28.data'),
    'm27.columns_ds': T.Graph.OutputPort('m12.data'),
    'm27.columns': '',
    'm27.reverse_select': True,

    'm24': 'M.join.v3',
    'm24.data1': T.Graph.OutputPort('m23.data'),
    'm24.data2': T.Graph.OutputPort('m27.data'),
    'm24.on': 'date',
    'm24.how': 'inner',
    'm24.sort': False,

    'm25': 'M.derived_feature_extractor.v3',
    'm25.input_data': T.Graph.OutputPort('m24.data'),
    'm25.features': T.Graph.OutputPort('m26.data'),
    'm25.date_col': 'date',
    'm25.instrument_col': 'instrument',
    'm25.drop_na': False,
    'm25.remove_extra_columns': False,
    'm25.user_functions': {},

    'm31': 'M.filter.v3',
    'm31.input_data': T.Graph.OutputPort('m25.data'),
    'm31.expr': '(relative_ret_5>0)&(relative_ret_30>0)&(rank(relative_ret_30)>0.8)',
    'm31.output_left_data': False,

    'm32': 'M.select_columns.v3',
    'm32.input_ds': T.Graph.OutputPort('m31.data'),
    'm32.columns': 'date,instrument',
    'm32.reverse_select': False,

    'm33': 'M.join.v3',
    'm33.data1': T.Graph.OutputPort('m2.data'),
    'm33.data2': T.Graph.OutputPort('m32.data'),
    'm33.on': 'date,instrument',
    'm33.how': 'inner',
    'm33.sort': False,

    'm34': 'M.auto_labeler_on_datasource.v1',
    'm34.input_data': T.Graph.OutputPort('m33.data'),
    'm34.label_expr': """# #号开始的表示注释
# 0. 每行一个,顺序执行,从第二个开始,可以使用label字段
# 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html
# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_

# 计算收益:5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
#shift(close, -5) / shift(open, -1)

# 极值处理:用1%和99%分位的值做clip
#clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))

# 将分数映射到分类,这里使用20个分类
#all_wbins(label, 20)

# 过滤掉一字涨停的情况 (设置label为NaN,在后续处理和训练中会忽略NaN的label)
#where(shift(high, -1) == shift(low, -1), NaN, label)
# 计算收益:2日开盘价(作为卖出价格)除以明日开盘价(作为买入价格)
(shift(close, -5) / shift(open, -1)-1)

# 极值处理:用1%和99%分位的值做clip
clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))
all_wbins(label, 20)
# 过滤掉一字涨停的情况 (设置label为NaN,在后续处理和训练中会忽略NaN的label)
where(shift(high, -1) == shift(low, -1), NaN, label)
#where(label>0.5, NaN, label)
#where(label<-0.5, NaN, label)
""",
    'm34.drop_na_label': True,
    'm34.cast_label_int': False,
    'm34.date_col': 'date',
    'm34.instrument_col': 'instrument',

    'm7': 'M.join.v3',
    'm7.data1': T.Graph.OutputPort('m34.data'),
    'm7.data2': T.Graph.OutputPort('m16.data'),
    'm7.on': 'date,instrument',
    'm7.how': 'inner',
    'm7.sort': False,

    'm53': 'M.filter.v3',
    'm53.input_data': T.Graph.OutputPort('m7.data'),
    'm53.expr': 'cond1&cond2&cond3',
    'm53.output_left_data': False,

    'm13': 'M.dropnan.v1',
    'm13.input_data': T.Graph.OutputPort('m53.data'),

    'm6': 'M.stock_ranker_train.v5',
    'm6.training_ds': T.Graph.OutputPort('m13.data'),
    'm6.features': T.Graph.OutputPort('m67.data_1'),
    'm6.test_ds': T.Graph.OutputPort('m13.data'),
    'm6.learning_algorithm': '排序',
    'm6.number_of_leaves': 20,
    'm6.minimum_docs_per_leaf': 1000,
    'm6.number_of_trees': 70,
    'm6.learning_rate': 0.1,
    'm6.max_bins': 1023,
    'm6.feature_fraction': 1,
    'm6.m_lazy_run': False,

    'm4': 'M.instruments.v2',
    'm4.start_date': '2018-01-01',
    'm4.end_date': T.live_run_param('trading_date', '2021-10-30'),
    'm4.market': 'CN_STOCK_A',
    'm4.instrument_list': '000300.HIX',
    'm4.max_count': 0,

    'm35': 'M.input_features.v1',
    'm35.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
close
instrument

""",

    'm36': 'M.use_datasource.v1',
    'm36.instruments': T.Graph.OutputPort('m4.data'),
    'm36.features': T.Graph.OutputPort('m35.data'),
    'm36.datasource_id': 'bar1d_index_CN_STOCK_A',
    'm36.start_date': '',
    'm36.end_date': '',
    'm36.m_cached': False,

    'm37': 'M.instruments.v2',
    'm37.start_date': '2018-01-01',
    'm37.end_date': T.live_run_param('trading_date', '2021-10-30'),
    'm37.market': 'CN_STOCK_A',
    'm37.instrument_list': '',
    'm37.max_count': 0,

    'm38': 'M.input_features.v1',
    'm38.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
bmret=close/shift(close,1)-1
""",

    'm39': 'M.derived_feature_extractor.v3',
    'm39.input_data': T.Graph.OutputPort('m36.data'),
    'm39.features': T.Graph.OutputPort('m38.data'),
    'm39.date_col': 'date',
    'm39.instrument_col': 'instrument',
    'm39.drop_na': False,
    'm39.remove_extra_columns': False,
    'm39.user_functions': {},

    'm40': 'M.select_columns.v3',
    'm40.input_ds': T.Graph.OutputPort('m39.data'),
    'm40.columns_ds': T.Graph.OutputPort('m35.data'),
    'm40.columns': '',
    'm40.reverse_select': True,

    'm43': 'M.input_features.v1',
    'm43.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
close
open
low
high
adjust_factor""",

    'm42': 'M.use_datasource.v1',
    'm42.instruments': T.Graph.OutputPort('m37.data'),
    'm42.features': T.Graph.OutputPort('m43.data'),
    'm42.datasource_id': 'bar1d_CN_STOCK_A',
    'm42.start_date': '',
    'm42.end_date': '',

    'm44': 'M.input_features.v1',
    'm44.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
stockret=close/shift(close,1)-1""",

    'm45': 'M.derived_feature_extractor.v3',
    'm45.input_data': T.Graph.OutputPort('m42.data'),
    'm45.features': T.Graph.OutputPort('m44.data'),
    'm45.date_col': 'date',
    'm45.instrument_col': 'instrument',
    'm45.drop_na': False,
    'm45.remove_extra_columns': False,
    'm45.user_functions': {},

    'm46': 'M.select_columns.v3',
    'm46.input_ds': T.Graph.OutputPort('m45.data'),
    'm46.columns_ds': T.Graph.OutputPort('m43.data'),
    'm46.columns': '',
    'm46.reverse_select': True,

    'm41': 'M.join.v3',
    'm41.data1': T.Graph.OutputPort('m40.data'),
    'm41.data2': T.Graph.OutputPort('m46.data'),
    'm41.on': 'date',
    'm41.how': 'inner',
    'm41.sort': False,

    'm47': 'M.input_features.v1',
    'm47.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
relative_ret=stockret-bmret
relative_ret_5=sum(relative_ret,5)
relative_ret_30=sum(relative_ret,30)""",

    'm48': 'M.derived_feature_extractor.v3',
    'm48.input_data': T.Graph.OutputPort('m41.data'),
    'm48.features': T.Graph.OutputPort('m47.data'),
    'm48.date_col': 'date',
    'm48.instrument_col': 'instrument',
    'm48.drop_na': False,
    'm48.remove_extra_columns': False,
    'm48.user_functions': {},

    'm49': 'M.filter.v3',
    'm49.input_data': T.Graph.OutputPort('m48.data'),
    'm49.expr': '(relative_ret_5>0)&(relative_ret_30>0)&(rank(relative_ret_30)>0.8)',
    'm49.output_left_data': False,

    'm50': 'M.select_columns.v3',
    'm50.input_ds': T.Graph.OutputPort('m49.data'),
    'm50.columns': 'date,instrument',
    'm50.reverse_select': False,

    'm51': 'M.join.v3',
    'm51.data1': T.Graph.OutputPort('m18.data'),
    'm51.data2': T.Graph.OutputPort('m50.data'),
    'm51.on': 'date,instrument',
    'm51.how': 'inner',
    'm51.sort': False,

    'm54': 'M.filter.v3',
    'm54.input_data': T.Graph.OutputPort('m51.data'),
    'm54.expr': 'cond1&cond2&cond3&cond4',
    'm54.output_left_data': False,

    'm14': 'M.dropnan.v1',
    'm14.input_data': T.Graph.OutputPort('m54.data'),

    'm8': 'M.stock_ranker_predict.v5',
    'm8.model': T.Graph.OutputPort('m6.model'),
    'm8.data': T.Graph.OutputPort('m14.data'),
    'm8.m_lazy_run': False,

    'm64': 'M.select_columns.v3',
    'm64.input_ds': T.Graph.OutputPort('m14.data'),
    'm64.columns': 'date,instrument,price_limit_status_0',
    'm64.reverse_select': False,

    'm65': 'M.join.v3',
    'm65.data1': T.Graph.OutputPort('m8.predictions'),
    'm65.data2': T.Graph.OutputPort('m64.data'),
    'm65.on': 'date,instrument',
    'm65.how': 'inner',
    'm65.sort': False,

    'm55': 'M.input_features.v1',
    'm55.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
#bm_0 = where(close/shift(close,5)-1<-0.05,1,0)

bm_0=where(ta_macd_dif(close,2,4,4)-ta_macd_dea(close,2,4,4)<0,1,0)""",

    'm56': 'M.index_feature_extract.v3',
    'm56.input_1': T.Graph.OutputPort('m9.data'),
    'm56.input_2': T.Graph.OutputPort('m55.data'),
    'm56.before_days': 100,
    'm56.index': '000300.HIX',

    'm57': 'M.select_columns.v3',
    'm57.input_ds': T.Graph.OutputPort('m56.data_1'),
    'm57.columns': 'date,bm_0',
    'm57.reverse_select': False,

    'm60': 'M.input_features.v1',
    'm60.features': """
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
name""",

    'm59': 'M.use_datasource.v1',
    'm59.instruments': T.Graph.OutputPort('m9.data'),
    'm59.features': T.Graph.OutputPort('m60.data'),
    'm59.datasource_id': 'instruments_CN_STOCK_A',
    'm59.start_date': '',
    'm59.end_date': '',

    'm58': 'M.join.v3',
    'm58.data1': T.Graph.OutputPort('m59.data'),
    'm58.data2': T.Graph.OutputPort('m57.data'),
    'm58.on': 'date',
    'm58.how': 'left',
    'm58.sort': True,

    'm61': 'M.join.v3',
    'm61.data1': T.Graph.OutputPort('m65.data'),
    'm61.data2': T.Graph.OutputPort('m58.data'),
    'm61.on': 'date,instrument',
    'm61.how': 'left',
    'm61.sort': False,

    'm62': 'M.sort.v4',
    'm62.input_ds': T.Graph.OutputPort('m61.data'),
    'm62.sort_by': 'score',
    'm62.group_by': 'date',
    'm62.keep_columns': '--',
    'm62.ascending': False,

    'm63': 'M.trade.v4',
    'm63.instruments': T.Graph.OutputPort('m9.data'),
    'm63.options_data': T.Graph.OutputPort('m62.sorted_data'),
    'm63.start_date': '',
    'm63.end_date': '',
    'm63.initialize': m63_initialize_bigquant_run,
    'm63.handle_data': m63_handle_data_bigquant_run,
    'm63.prepare': m63_prepare_bigquant_run,
    'm63.before_trading_start': m63_before_trading_start_bigquant_run,
    'm63.volume_limit': 0.025,
    'm63.order_price_field_buy': 'open',
    'm63.order_price_field_sell': 'close',
    'm63.capital_base': 1000001,
    'm63.auto_cancel_non_tradable_orders': True,
    'm63.data_frequency': 'daily',
    'm63.price_type': '后复权',
    'm63.product_type': '股票',
    'm63.plot_charts': True,
    'm63.backtest_only': False,
    'm63.benchmark': '',
})

# g.run({})


def m19_param_grid_builder_bigquant_run():
    param_grid = {}
    searchtime=100
    maxfactorlen=30
    alist=['alpha_001 = (rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1) < 0), std((close_0/shift(close_0,1)-1), 20), close_0), 2), 5)) -0.5)',
    'alpha_002 = (-1 * correlation(rank(delta(log(volume_0), 2)), rank(div((close_0 - open_0), open_0)), 6))',
    'alpha_003 = (-1 * correlation(rank(open_0), rank(volume_0), 10))',
    'alpha_004 = (-1 * ts_rank(rank(low_0), 9))',
    'alpha_005 = (rank((open_0 - (sum(((high_0+low_0+open_0+close_0)*0.25), 10) / 10))) * (-1 * abs(rank((close_0 - ((high_0+low_0+open_0+close_0)*0.25))))))',
    'alpha_006 = (-1 * correlation(open_0, volume_0, 10))',
    'alpha_007 = where((mean(volume_0,20) < volume_0), ((-1 * ts_rank(abs(delta(close_0, 7)), 60)) * sign(delta(close_0, 7))), (-1* 1))',
    'alpha_008 = (-1 * rank(((sum(open_0, 5) * sum((close_0/shift(close_0,1)-1), 5)) - delay((sum(open_0, 5) * sum((close_0/shift(close_0,1)-1), 5)),10))))',
    'alpha_009 = where((0 < ts_min(delta(close_0, 1), 5)), delta(close_0, 1), where((ts_max(delta(close_0, 1), 5) < 0), delta(close_0, 1), (-1 * delta(close_0, 1))))',
    'alpha_010 = rank(where((0 < ts_min(delta(close_0, 1), 4)), delta(close_0, 1), where((ts_max(delta(close_0, 1), 4) < 0), delta(close_0, 1), (-1 * delta(close_0, 1)))))',
    'alpha_011 = ((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25) - close_0), 3)) + rank(ts_min((((high_0+low_0+open_0+close_0)*0.25) - close_0), 3))) *rank(delta(volume_0, 3)))',
    'alpha_012 = (sign(delta(volume_0, 1)) * (-1 * delta(close_0, 1)))',
    'alpha_013 = (-1 * rank(covariance(rank(close_0), rank(volume_0), 5)))',
    'alpha_014 = ((-1 * rank(delta((close_0/shift(close_0,1)-1), 3))) * correlation(open_0, volume_0, 10))',
    'alpha_015 = (-1 * sum(rank(correlation(rank(high_0), rank(volume_0), 3)), 3))',
    'alpha_016 = (-1 * rank(covariance(rank(high_0), rank(volume_0), 5)))',
    'alpha_017 = (((-1 * rank(ts_rank(close_0, 10))) * rank(delta(delta(close_0, 1), 1))) *rank(ts_rank((div(volume_0, mean(volume_0,20))), 5)))',
    'alpha_018 = (-1 * rank(((std(abs((close_0 - open_0)), 5) + (close_0 - open_0)) + correlation(close_0, open_0,10))))',
    'alpha_019 = ((-1 * sign(((close_0 - delay(close_0, 7)) + delta(close_0, 7)))) * (1 + rank((1 + sum((close_0/shift(close_0,1)-1),250)))))',
    'alpha_020 = (((-1 * rank((open_0 - delay(high_0, 1)))) * rank((open_0 - delay(close_0, 1)))) * rank((open_0 -delay(low_0, 1))))',
    'alpha_021 = where((((sum(close_0, 8) / 8) + std(close_0, 8)) < (sum(close_0, 2) / 2)), (-1 * 1), where(((sum(close_0,2) / 2) < ((sum(close_0, 8) / 8) - std(close_0, 8))), 1, where(((1 < div(volume_0, mean(volume_0,20))) | (div(volume_0, mean(volume_0,20)) == 1)), 1, (-1 * 1))))',
    'alpha_022 = (-1 * (delta(correlation(high_0, volume_0, 5), 5) * rank(std(close_0, 20))))',
    'alpha_023 = where(((sum(high_0, 20) / 20) < high_0), (-1 * delta(high_0, 2)), 0)',
    'alpha_024 = where((((delta((sum(close_0, 100) / 100), 100) / delay(close_0, 100)) < 0.05) | ((delta((sum(close_0, 100) / 100), 100) / delay(close_0, 100)) == 0.05)), (-1 * (close_0 - ts_min(close_0,100))), (-1 * delta(close_0, 3)))',
    'alpha_025 = rank(((((-1 * (close_0/shift(close_0,1)-1)) * mean(volume_0,20)) * ((high_0+low_0+open_0+close_0)*0.25)) * (high_0 - close_0)))',
    'alpha_026 = (-1 * ts_max(correlation(ts_rank(volume_0, 5), ts_rank(high_0, 5), 5), 3))',
    'alpha_027 = where((0.5 < rank((sum(correlation(rank(volume_0), rank(((high_0+low_0+open_0+close_0)*0.25)), 6), 2) / 2.0))), (-1 * 1), 1)',
    'alpha_028 = scale(((correlation(mean(volume_0,20), low_0, 5) + ((high_0 + low_0) / 2)) - close_0))',
    'alpha_029 = (min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1 * rank(delta((close_0 - 1),5))))), 2), 1))))), 1), 5) + ts_rank(delay((-1 * (close_0/shift(close_0,1)-1)), 6), 5))',
    'alpha_030 = div(((1.0 - rank(((sign((close_0 - delay(close_0, 1))) + sign((delay(close_0, 1) - delay(close_0, 2)))) +sign((delay(close_0, 2) - delay(close_0, 3)))))) * sum(volume_0, 5)), sum(volume_0, 20))',
    'alpha_031 = ((rank(rank(rank(decay_linear((-1 * rank(rank(delta(close_0, 10)))), 10)))) + rank((-1 *delta(close_0, 3)))) + sign(scale(correlation(mean(volume_0,20), low_0, 12))))',
    'alpha_032 = (scale(((sum(close_0, 7) / 7) - close_0)) + (20 * scale(correlation(((high_0+low_0+open_0+close_0)*0.25), delay(close_0, 5),230))))',
    'alpha_033 = rank((-1 * ((1 - (open_0 / close_0))**1)))',
    'alpha_034 = rank(((1 - rank(div(std((close_0/shift(close_0,1)-1), 2), std((close_0/shift(close_0,1)-1), 5)))) + (1 - rank(delta(close_0, 1)))))',
    'alpha_035 = ((ts_rank(volume_0, 32) * (1 - ts_rank(((close_0 + high_0) - low_0), 16))) * (1 -ts_rank((close_0/shift(close_0,1)-1), 32)))',
    'alpha_036 = (((((2.21 * rank(correlation((close_0 - open_0), delay(volume_0, 1), 15))) + (0.7 * rank((open_0- close_0)))) + (0.73 * rank(ts_rank(delay((-1 * (close_0/shift(close_0,1)-1)), 6), 5)))) + rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20), 6)))) + (0.6 * rank((((sum(close_0, 200) / 200) - open_0) * (close_0 - open_0)))))',
    'alpha_037 = (rank(correlation(delay((open_0 - close_0), 1), close_0, 200)) + rank((open_0 - close_0)))',
    'alpha_038 = ((-1 * rank(ts_rank(close_0, 10))) * rank((close_0 / open_0)))',
    'alpha_039 = ((-1 * rank((delta(close_0, 7) * (1 - rank(decay_linear(div(volume_0, mean(volume_0,20)), 9)))))) * (1 +rank(sum((close_0/shift(close_0,1)-1), 250))))',
    'alpha_040 = ((-1 * rank(std(high_0, 10))) * correlation(high_0, volume_0, 10))',
    'alpha_041 = (((high_0 * low_0)**0.5) - ((high_0+low_0+open_0+close_0)*0.25))',
    'alpha_042 = div(rank((((high_0+low_0+open_0+close_0)*0.25) - close_0)), rank((((high_0+low_0+open_0+close_0)*0.25) + close_0)))',
    'alpha_043 = (ts_rank(div(volume_0, mean(volume_0,20)), 20) * ts_rank((-1 * delta(close_0, 7)), 8))',
    'alpha_044 = (-1 * correlation(high_0, rank(volume_0), 5))',
    'alpha_045 = (-1 * ((rank((sum(delay(close_0, 5), 20) / 20)) * correlation(close_0, volume_0, 2)) *rank(correlation(sum(close_0, 5), sum(close_0, 20), 2))))',
    'alpha_046 = where((0.25 < (((delay(close_0, 20) - delay(close_0, 10)) / 10) - ((delay(close_0, 10) - close_0) / 10))), (-1 * 1), where(((((delay(close_0, 20) - delay(close_0, 10)) / 10) - ((delay(close_0, 10) - close_0) / 10)) < 0), 1, ((-1 * 1) * (close_0 - delay(close_0, 1)))))',
    'alpha_047 = ((div((rank((1 / close_0)) * volume_0), mean(volume_0,20)) * ((high_0 * rank((high_0 - close_0))) / (sum(high_0, 5) /5))) - rank((((high_0+low_0+open_0+close_0)*0.25) - delay(((high_0+low_0+open_0+close_0)*0.25), 5))))',
    'alpha_049 = where(((((delay(close_0, 20) - delay(close_0, 10)) / 10) - ((delay(close_0, 10) - close_0) / 10)) < (-1 *0.1)), 1, ((-1 * 1) * (close_0 - delay(close_0, 1))))',
    'alpha_050 = (-1 * ts_max(rank(correlation(rank(volume_0), rank(((high_0+low_0+open_0+close_0)*0.25)), 5)), 5))',
    'alpha_051 = where(((((delay(close_0, 20) - delay(close_0, 10)) / 10) - ((delay(close_0, 10) - close_0) / 10)) < (-1 *0.05)), 1, ((-1 * 1) * (close_0 - delay(close_0, 1))))',
    'alpha_052 = ((((-1 * ts_min(low_0, 5)) + delay(ts_min(low_0, 5), 5)) * rank(((sum((close_0/shift(close_0,1)-1), 240) -sum((close_0/shift(close_0,1)-1), 20)) / 220))) * ts_rank(volume_0, 5))',
    'alpha_053 = (-1 * delta(div(((close_0 - low_0) - (high_0 - close_0)), (close_0 - low_0)), 9))',
    'alpha_054 = div((-1 * ((low_0 - close_0) * (open_0**5))), ((low_0 - high_0) * (close_0**5)))',
    'alpha_055 = (-1 * correlation(rank(div((close_0 - ts_min(low_0, 12)), (ts_max(high_0, 12) - ts_min(low_0,12)))), rank(volume_0), 6))',
    'alpha_056 = (0 - (1 * (rank(div(sum((close_0/shift(close_0,1)-1), 10), sum(sum((close_0/shift(close_0,1)-1), 2), 3))) * rank(((close_0/shift(close_0,1)-1) * market_cap_0)))))',
    'alpha_057 = (0 - (1 * div((close_0 - ((high_0+low_0+open_0+close_0)*0.25)), decay_linear(rank(ts_argmax(close_0, 30)), 2))))',
    'alpha_060 = (0 - (1 * ((2 * scale(rank((div(((close_0 - low_0) - (high_0 - close_0)), (high_0 - low_0)) * volume_0)))) -scale(rank(ts_argmax(close_0, 10))))))',
    # 'alpha_061 = where(rank((((high_0+low_0+open_0+close_0)*0.25) - ts_min(((high_0+low_0+open_0+close_0)*0.25), 16.1219))) < rank(correlation(((high_0+low_0+open_0+close_0)*0.25), mean(volume_0,180), 17.9282)), 1, -1)',
    # 'alpha_062 = ((rank(correlation(((high_0+low_0+open_0+close_0)*0.25), sum(mean(volume_0,20), 22.4101), 9.91009)) < rank(((rank(open_0) +rank(open_0)) < (rank(((high_0 + low_0) / 2)) + rank(high_0))))) * -1)',
    # 'alpha_064 = (where(rank(correlation(sum(((open_0 * 0.178404) + (low_0 * (1 - 0.178404))), 12.7054),sum(mean(volume_0,120), 12.7054), 16.6208)) < rank(delta(((((high_0 + low_0) / 2) * 0.178404) + (((high_0+low_0+open_0+close_0)*0.25) * (1 -0.178404))), 3.69741)), 1, -1) * -1)',
    # 'alpha_065 = (where(rank(correlation(((open_0 * 0.00817205) + (((high_0+low_0+open_0+close_0)*0.25) * (1 - 0.00817205))), sum(mean(volume_0,60),8.6911), 6.40374)) < rank((open_0 - ts_min(open_0, 13.635))), 1, -1) * -1)',
    # 'alpha_066 = ((rank(decay_linear(delta(((high_0+low_0+open_0+close_0)*0.25), 3.51013), 7.23052)) + ts_rank(decay_linear(div((((low_0* 0.96633) + (low_0 * (1 - 0.96633))) - ((high_0+low_0+open_0+close_0)*0.25)), (open_0 - ((high_0 + low_0) / 2))), 11.4157), 6.72611)) * -1)',
    # 'alpha_068 = (where(ts_rank(correlation(rank(high_0), rank(mean(volume_0,15)), 8.91644), 13.9333) <rank(delta(((close_0 * 0.518371) + (low_0 * (1 - 0.518371))), 1.06157)), 1, -1) * -1)',
    # 'alpha_071 = max(ts_rank(decay_linear(correlation(ts_rank(close_0, 3.43976), ts_rank(mean(volume_0,180),12.0647), 18.0175), 4.20501), 15.6948), ts_rank(decay_linear((rank(((low_0 + open_0) - (((high_0+low_0+open_0+close_0)*0.25) +((high_0+low_0+open_0+close_0)*0.25))))**2), 16.4662), 4.4388))',
    # 'alpha_072 = div(rank(decay_linear(correlation(((high_0 + low_0) / 2), mean(volume_0,40), 8.93345), 10.1519)), rank(decay_linear(correlation(ts_rank(((high_0+low_0+open_0+close_0)*0.25), 3.72469), ts_rank(volume_0, 18.5188), 6.86671),2.95011)))',
    # 'alpha_073 = (max(rank(decay_linear(delta(((high_0+low_0+open_0+close_0)*0.25), 4.72775), 2.91864)),ts_rank(decay_linear((div(delta(((open_0 * 0.147155) + (low_0 * (1 - 0.147155))), 2.03608), ((open_0 *0.147155) + (low_0 * (1 - 0.147155)))) * -1), 3.33829), 16.7411)) * -1)',
    # 'alpha_074 = (where(rank(correlation(close_0, sum(mean(volume_0,30), 37.4843), 15.1365)) <rank(correlation(rank(((high_0 * 0.0261661) + (((high_0+low_0+open_0+close_0)*0.25) * (1 - 0.0261661)))), rank(volume_0), 11.4791)), 1, -1)* -1)',
    # 'alpha_075 = where(rank(correlation(((high_0+low_0+open_0+close_0)*0.25), volume_0, 4.24304)) < rank(correlation(rank(low_0), rank(mean(volume_0,50)),12.4413)), 1, -1)',
    # 'alpha_077 = min(rank(decay_linear(((((high_0 + low_0) / 2) + high_0) - (((high_0+low_0+open_0+close_0)*0.25) + high_0)), 20.0451)),rank(decay_linear(correlation(((high_0 + low_0) / 2), mean(volume_0,40), 3.1614), 5.64125)))',
    # 'alpha_078 = (rank(correlation(sum(((low_0 * 0.352233) + (((high_0+low_0+open_0+close_0)*0.25) * (1 - 0.352233))), 19.7428),sum(mean(volume_0,40), 19.7428), 6.83313))**rank(correlation(rank(((high_0+low_0+open_0+close_0)*0.25)), rank(volume_0), 5.77492)))',
    # 'alpha_081 = (where(rank(log(product(rank((rank(correlation(((high_0+low_0+open_0+close_0)*0.25), sum(mean(volume_0,10), 49.6054),8.47743))**4)), 14.9655))) < rank(correlation(rank(((high_0+low_0+open_0+close_0)*0.25)), rank(volume_0), 5.07914)), 1, -1) * -1)',
    'alpha_083 = div((rank(delay(div((high_0 - low_0), (sum(close_0, 5) / 5)), 2)) * rank(rank(volume_0))), div(((high_0 -low_0) / (sum(close_0, 5) / 5)), (((high_0+low_0+open_0+close_0)*0.25) - close_0)))',
    # 'alpha_084 = signedpower(ts_rank((((high_0+low_0+open_0+close_0)*0.25) - ts_max(((high_0+low_0+open_0+close_0)*0.25), 15.3217)), 20.7127), delta(close_0,4.96796))',
    # 'alpha_085 = (rank(correlation(((high_0 * 0.876703) + (close_0 * (1 - 0.876703))), mean(volume_0,30),9.61331))**rank(correlation(ts_rank(((high_0 + low_0) / 2), 3.70596), ts_rank(volume_0, 10.1595),7.11408)))',
    # 'alpha_086 = (where(ts_rank(correlation(close_0, sum(mean(volume_0,20), 14.7444), 6.00049), 20.4195) < rank(((open_0+ close_0) - (((high_0+low_0+open_0+close_0)*0.25) + open_0))), 1, -1) * -1)',
    # 'alpha_088 = min(rank(decay_linear(((rank(open_0) + rank(low_0)) - (rank(high_0) + rank(close_0))),8.06882)), ts_rank(decay_linear(correlation(ts_rank(close_0, 8.44728), ts_rank(mean(volume_0,60),20.6966), 8.01266), 6.65053), 2.61957))',
    # 'alpha_092 = min(ts_rank(decay_linear(where((((high_0 + low_0) / 2) + close_0) < (low_0 + open_0), 1, -1), 14.7221),18.8683), ts_rank(decay_linear(correlation(rank(low_0), rank(mean(volume_0,30)), 7.58555), 6.94024),6.80584))',
    # 'alpha_094 = ((rank((((high_0+low_0+open_0+close_0)*0.25) - ts_min(((high_0+low_0+open_0+close_0)*0.25), 11.5783)))**ts_rank(correlation(ts_rank(((high_0+low_0+open_0+close_0)*0.25),19.6462), ts_rank(mean(volume_0,60), 4.02992), 18.0926), 2.70756)) * -1)',
    # 'alpha_095 = where(rank((open_0 - ts_min(open_0, 12.4105))) < ts_rank((rank(correlation(sum(((high_0 + low_0)/ 2), 19.1351), sum(mean(volume_0,40), 19.1351), 12.8742))**5), 11.7584), 1, -1)',
    # 'alpha_096 = (max(ts_rank(decay_linear(correlation(rank(((high_0+low_0+open_0+close_0)*0.25)), rank(volume_0), 3.83878),4.16783), 8.38151), ts_rank(decay_linear(ts_argmax(correlation(ts_rank(close_0, 7.45404),ts_rank(mean(volume_0,60), 4.13242), 3.65459), 12.6556), 14.0365), 13.4143)) * -1)',
    # 'alpha_098 = (rank(decay_linear(correlation(((high_0+low_0+open_0+close_0)*0.25), sum(mean(volume_0,5), 26.4719), 4.58418), 7.18088)) -rank(decay_linear(ts_rank(ts_argmin(correlation(rank(open_0), rank(mean(volume_0,15)), 20.8187), 8.62571),6.95668), 8.07206)))',
    # 'alpha_099 = (where(rank(correlation(sum(((high_0 + low_0) / 2), 19.8975), sum(mean(volume_0,60), 19.8975), 8.8136)) <rank(correlation(low_0, volume_0, 6.28259)), 1, -1) * -1)',
    'alpha_101 = div((close_0 - open_0), ((high_0 - low_0) + 0.001))'] 
    alphalist=[]
    for j in range(searchtime):
        rlist=[random.randint(0,len(alist)-1) for i in range(random.randint(0,maxfactorlen))]
        str='avg_turn_15/turn_0\nmf_net_amount_xl_0\nalpha4=close_0*avg_turn_0+close_1*avg_turn_1+close_2*avg_turn_2\n'
        str=''
        for i in rlist:
            str=str+alist[i].replace(' ','')+'\n'
        alphalist.append(str)
    # 在这里设置需要调优的参数备选
    #param_grid['m3.features'] = ['avg_turn_15/turn_0\nmf_net_amount_xl_0\nalpha4=close_0*avg_turn_0+close_1*avg_turn_1+close_2*avg_turn_2\nalpha20=(((-1 * rank((open_0 - delay(high_0, 1)))) * rank((open_0 - delay(close_0, 1)))) * rank((open_0 - delay(low_0, 1))))\nalpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1) < 0), std((close_0/shift(close_0,1)-1), 20), close_0), 2), 5)) -0.5)\nalpha_002=(-1 * correlation(rank(delta(log(volume_0), 2)), rank(div((close_0 - open_0), open_0)), 6))\nalpha_003=(-1 * correlation(rank(open_0), rank(volume_0), 10))', 'close_2/close_0\nclose_3/close_0']
    param_grid['m3.features'] =alphalist
    # param_grid['m6.number_of_trees'] = [5, 10, 20]

    return param_grid

def m63_scoring_bigquant_run(result):
    #score = result.get('m63').read_raw_perf()['sharpe'].tail(1)[0]#算法夏普指数
    score = result.get('m63').read_raw_perf()['algorithm_period_return'][-1] #算法收益率
    #print(score)
    return {'score': score}


m19 = M.hyper_parameter_search.v1(
    param_grid_builder=m19_param_grid_builder_bigquant_run,
    scoring=m63_scoring_bigquant_run,
    search_algorithm='网格搜索',
    search_iterations=10,
    workers=1,
    worker_distributed_run=True,
    worker_silent=True,
    run_now=True,
    bq_graph=g
)
Fitting 1 folds for each of 100 candidates, totalling 100 fits
[Parallel(n_jobs=1)]: Using backend SequentialBackend with 1 concurrent workers.
[CV 1/1; 1/100] START m3.features=alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))

[CV 1/1; 1/100] END m3.features=alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
; score: (test=4.955) total time= 3.9min
[Parallel(n_jobs=1)]: Done   1 out of   1 | elapsed:  3.9min remaining:    0.0s
[CV 1/1; 2/100] START m3.features=alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))

[CV 1/1; 2/100] END m3.features=alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
; score: (test=4.607) total time= 3.7min
[Parallel(n_jobs=1)]: Done   2 out of   2 | elapsed:  7.6min remaining:    0.0s
[CV 1/1; 3/100] START m3.features=alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))

[CV 1/1; 3/100] END m3.features=alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
; score: (test=5.317) total time= 3.0min
[Parallel(n_jobs=1)]: Done   3 out of   3 | elapsed: 10.6min remaining:    0.0s
[CV 1/1; 4/100] START m3.features=alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))

[CV 1/1; 4/100] END m3.features=alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
; score: (test=4.646) total time= 3.5min
[Parallel(n_jobs=1)]: Done   4 out of   4 | elapsed: 14.2min remaining:    0.0s
[CV 1/1; 5/100] START m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))

[CV 1/1; 5/100] END m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
; score: (test=2.904) total time= 2.7min
[Parallel(n_jobs=1)]: Done   5 out of   5 | elapsed: 16.9min remaining:    0.0s
[CV 1/1; 6/100] START m3.features=alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))

[CV 1/1; 6/100] END m3.features=alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
; score: (test=2.625) total time= 3.0min
[Parallel(n_jobs=1)]: Done   6 out of   6 | elapsed: 19.9min remaining:    0.0s
[CV 1/1; 7/100] START m3.features=alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))

[CV 1/1; 7/100] END m3.features=alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
; score: (test=4.616) total time= 3.2min
[Parallel(n_jobs=1)]: Done   7 out of   7 | elapsed: 23.1min remaining:    0.0s
[CV 1/1; 8/100] START m3.features=alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))

[CV 1/1; 8/100] END m3.features=alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
; score: (test=4.355) total time= 3.2min
[Parallel(n_jobs=1)]: Done   8 out of   8 | elapsed: 26.3min remaining:    0.0s
[CV 1/1; 9/100] START m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))

[CV 1/1; 9/100] END m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
; score: (test=2.757) total time= 3.4min
[Parallel(n_jobs=1)]: Done   9 out of   9 | elapsed: 29.7min remaining:    0.0s
[CV 1/1; 10/100] START m3.features=alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))

[CV 1/1; 10/100] END m3.features=alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
; score: (test=6.787) total time= 3.4min
[Parallel(n_jobs=1)]: Done  10 out of  10 | elapsed: 33.1min remaining:    0.0s
[CV 1/1; 11/100] START m3.features=alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))

[CV 1/1; 11/100] END m3.features=alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
; score: (test=5.664) total time= 3.7min
[Parallel(n_jobs=1)]: Done  11 out of  11 | elapsed: 36.8min remaining:    0.0s
[CV 1/1; 12/100] START m3.features=alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))

[CV 1/1; 12/100] END m3.features=alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
; score: (test=5.343) total time= 3.2min
[Parallel(n_jobs=1)]: Done  12 out of  12 | elapsed: 40.0min remaining:    0.0s
[CV 1/1; 13/100] START m3.features=alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))

[CV 1/1; 13/100] END m3.features=alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
; score: (test=4.251) total time= 3.9min
[Parallel(n_jobs=1)]: Done  13 out of  13 | elapsed: 43.8min remaining:    0.0s
[CV 1/1; 14/100] START m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))

[CV 1/1; 14/100] END m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
; score: (test=6.915) total time= 3.0min
[Parallel(n_jobs=1)]: Done  14 out of  14 | elapsed: 46.9min remaining:    0.0s
[CV 1/1; 15/100] START m3.features=alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))

[CV 1/1; 15/100] END m3.features=alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
; score: (test=4.653) total time= 3.4min
[Parallel(n_jobs=1)]: Done  15 out of  15 | elapsed: 50.2min remaining:    0.0s
[CV 1/1; 16/100] START m3.features=alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))

[CV 1/1; 16/100] END m3.features=alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
; score: (test=4.257) total time= 3.4min
[Parallel(n_jobs=1)]: Done  16 out of  16 | elapsed: 53.6min remaining:    0.0s
[CV 1/1; 17/100] START m3.features=alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))

[CV 1/1; 17/100] END m3.features=alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
; score: (test=3.468) total time= 3.9min
[Parallel(n_jobs=1)]: Done  17 out of  17 | elapsed: 57.5min remaining:    0.0s
[CV 1/1; 18/100] START m3.features=alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))

[CV 1/1; 18/100] END m3.features=alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
; score: (test=4.774) total time= 3.4min
[Parallel(n_jobs=1)]: Done  18 out of  18 | elapsed: 60.9min remaining:    0.0s
[CV 1/1; 19/100] START m3.features=alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_006=(-1*correlation(open_0,volume_0,10))

[CV 1/1; 19/100] END m3.features=alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_006=(-1*correlation(open_0,volume_0,10))
; score: (test=4.810) total time= 3.0min
[Parallel(n_jobs=1)]: Done  19 out of  19 | elapsed: 63.9min remaining:    0.0s
[CV 1/1; 20/100] START m3.features=alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))

[CV 1/1; 20/100] END m3.features=alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
; score: (test=3.626) total time= 4.4min
[Parallel(n_jobs=1)]: Done  20 out of  20 | elapsed: 68.3min remaining:    0.0s
[CV 1/1; 21/100] START m3.features=alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))

[CV 1/1; 21/100] END m3.features=alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
; score: (test=2.781) total time= 3.0min
[Parallel(n_jobs=1)]: Done  21 out of  21 | elapsed: 71.3min remaining:    0.0s
[CV 1/1; 22/100] START m3.features=alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))

[CV 1/1; 22/100] END m3.features=alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
; score: (test=4.196) total time= 3.9min
[Parallel(n_jobs=1)]: Done  22 out of  22 | elapsed: 75.2min remaining:    0.0s
[CV 1/1; 23/100] START m3.features=alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)

[CV 1/1; 23/100] END m3.features=alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
; score: (test=5.299) total time= 3.5min
[Parallel(n_jobs=1)]: Done  23 out of  23 | elapsed: 78.7min remaining:    0.0s
[CV 1/1; 24/100] START m3.features=alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))

[CV 1/1; 24/100] END m3.features=alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
; score: (test=4.490) total time= 3.0min
[Parallel(n_jobs=1)]: Done  24 out of  24 | elapsed: 81.7min remaining:    0.0s
[CV 1/1; 25/100] START m3.features=alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))

[CV 1/1; 25/100] END m3.features=alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
; score: (test=2.877) total time= 3.5min
[Parallel(n_jobs=1)]: Done  25 out of  25 | elapsed: 85.3min remaining:    0.0s
[CV 1/1; 26/100] START m3.features=alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))

[CV 1/1; 26/100] END m3.features=alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
; score: (test=5.912) total time= 3.4min
[Parallel(n_jobs=1)]: Done  26 out of  26 | elapsed: 88.6min remaining:    0.0s
[CV 1/1; 27/100] START m3.features=alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))

[CV 1/1; 27/100] END m3.features=alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
; score: (test=4.453) total time= 3.4min
[Parallel(n_jobs=1)]: Done  27 out of  27 | elapsed: 92.0min remaining:    0.0s
[CV 1/1; 28/100] START m3.features=alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))

[CV 1/1; 28/100] END m3.features=alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
; score: (test=5.863) total time= 3.4min
[Parallel(n_jobs=1)]: Done  28 out of  28 | elapsed: 95.4min remaining:    0.0s
[CV 1/1; 29/100] START m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))

[CV 1/1; 29/100] END m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
; score: (test=6.413) total time= 3.2min
[Parallel(n_jobs=1)]: Done  29 out of  29 | elapsed: 98.6min remaining:    0.0s
[CV 1/1; 30/100] START m3.features=alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))

[CV 1/1; 30/100] END m3.features=alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
; score: (test=5.645) total time= 3.8min
[Parallel(n_jobs=1)]: Done  30 out of  30 | elapsed: 102.4min remaining:    0.0s
[CV 1/1; 31/100] START m3.features=alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))

[CV 1/1; 31/100] END m3.features=alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
; score: (test=5.346) total time= 3.4min
[Parallel(n_jobs=1)]: Done  31 out of  31 | elapsed: 105.8min remaining:    0.0s
[CV 1/1; 32/100] START m3.features=alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))

[CV 1/1; 32/100] END m3.features=alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
; score: (test=4.441) total time= 3.1min
[Parallel(n_jobs=1)]: Done  32 out of  32 | elapsed: 108.9min remaining:    0.0s
[CV 1/1; 33/100] START m3.features=alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))

[CV 1/1; 33/100] END m3.features=alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
; score: (test=3.284) total time= 3.4min
[Parallel(n_jobs=1)]: Done  33 out of  33 | elapsed: 112.3min remaining:    0.0s
[CV 1/1; 34/100] START m3.features=alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)

[CV 1/1; 34/100] END m3.features=alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
; score: (test=4.072) total time= 3.4min
[Parallel(n_jobs=1)]: Done  34 out of  34 | elapsed: 115.7min remaining:    0.0s
[CV 1/1; 35/100] START m3.features=alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))

[CV 1/1; 35/100] END m3.features=alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
; score: (test=4.292) total time= 4.1min
[Parallel(n_jobs=1)]: Done  35 out of  35 | elapsed: 119.8min remaining:    0.0s
[CV 1/1; 36/100] START m3.features=alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))

[CV 1/1; 36/100] END m3.features=alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
; score: (test=4.486) total time= 4.0min
[Parallel(n_jobs=1)]: Done  36 out of  36 | elapsed: 123.8min remaining:    0.0s
[CV 1/1; 37/100] START m3.features=alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))

[CV 1/1; 37/100] END m3.features=alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
; score: (test=4.696) total time= 3.2min
[Parallel(n_jobs=1)]: Done  37 out of  37 | elapsed: 127.0min remaining:    0.0s
[CV 1/1; 38/100] START m3.features=alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))

[CV 1/1; 38/100] END m3.features=alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
; score: (test=5.235) total time= 4.1min
[Parallel(n_jobs=1)]: Done  38 out of  38 | elapsed: 131.1min remaining:    0.0s
[CV 1/1; 39/100] START m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))

[CV 1/1; 39/100] END m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
; score: (test=3.591) total time= 5.1min
[Parallel(n_jobs=1)]: Done  39 out of  39 | elapsed: 136.3min remaining:    0.0s
[CV 1/1; 40/100] START m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))

[CV 1/1; 40/100] END m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
; score: (test=4.945) total time= 4.8min
[Parallel(n_jobs=1)]: Done  40 out of  40 | elapsed: 141.1min remaining:    0.0s
[CV 1/1; 41/100] START m3.features=alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))

[CV 1/1; 41/100] END m3.features=alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
; score: (test=3.355) total time= 4.4min
[Parallel(n_jobs=1)]: Done  41 out of  41 | elapsed: 145.5min remaining:    0.0s
[CV 1/1; 42/100] START m3.features=alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))

[CV 1/1; 42/100] END m3.features=alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
; score: (test=4.159) total time= 5.6min
[Parallel(n_jobs=1)]: Done  42 out of  42 | elapsed: 151.1min remaining:    0.0s
[CV 1/1; 43/100] START m3.features=alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))

[CV 1/1; 43/100] END m3.features=alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
; score: (test=5.992) total time= 4.1min
[Parallel(n_jobs=1)]: Done  43 out of  43 | elapsed: 155.2min remaining:    0.0s
[CV 1/1; 44/100] START m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))

[CV 1/1; 44/100] END m3.features=alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
; score: (test=2.695) total time= 3.9min
[Parallel(n_jobs=1)]: Done  44 out of  44 | elapsed: 159.1min remaining:    0.0s
[CV 1/1; 45/100] START m3.features=alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))

[CV 1/1; 45/100] END m3.features=alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
; score: (test=4.319) total time= 3.7min
[Parallel(n_jobs=1)]: Done  45 out of  45 | elapsed: 162.8min remaining:    0.0s
[CV 1/1; 46/100] START m3.features=alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))

[CV 1/1; 46/100] END m3.features=alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
; score: (test=5.095) total time= 4.2min
[Parallel(n_jobs=1)]: Done  46 out of  46 | elapsed: 167.0min remaining:    0.0s
[CV 1/1; 47/100] START m3.features=alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))

[CV 1/1; 47/100] END m3.features=alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
; score: (test=5.840) total time= 3.4min
[Parallel(n_jobs=1)]: Done  47 out of  47 | elapsed: 170.4min remaining:    0.0s
[CV 1/1; 48/100] START m3.features=alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))

[CV 1/1; 48/100] END m3.features=alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
; score: (test=6.163) total time= 3.2min
[Parallel(n_jobs=1)]: Done  48 out of  48 | elapsed: 173.6min remaining:    0.0s
[CV 1/1; 49/100] START m3.features=alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))

[CV 1/1; 49/100] END m3.features=alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
; score: (test=4.158) total time= 3.0min
[Parallel(n_jobs=1)]: Done  49 out of  49 | elapsed: 176.6min remaining:    0.0s
[CV 1/1; 50/100] START m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))

[CV 1/1; 50/100] END m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
; score: (test=4.617) total time= 3.0min
[Parallel(n_jobs=1)]: Done  50 out of  50 | elapsed: 179.7min remaining:    0.0s
[CV 1/1; 51/100] START m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))

[CV 1/1; 51/100] END m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
; score: (test=4.621) total time= 3.2min
[Parallel(n_jobs=1)]: Done  51 out of  51 | elapsed: 182.9min remaining:    0.0s
[CV 1/1; 52/100] START m3.features=alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))

[CV 1/1; 52/100] END m3.features=alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
; score: (test=3.676) total time= 3.0min
[Parallel(n_jobs=1)]: Done  52 out of  52 | elapsed: 185.9min remaining:    0.0s
[CV 1/1; 53/100] START m3.features=alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))

[CV 1/1; 53/100] END m3.features=alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
; score: (test=3.206) total time= 2.9min
[Parallel(n_jobs=1)]: Done  53 out of  53 | elapsed: 188.8min remaining:    0.0s
[CV 1/1; 54/100] START m3.features=alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))

[CV 1/1; 54/100] END m3.features=alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
; score: (test=5.679) total time= 4.4min
[Parallel(n_jobs=1)]: Done  54 out of  54 | elapsed: 193.1min remaining:    0.0s
[CV 1/1; 55/100] START m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))

[CV 1/1; 55/100] END m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
; score: (test=3.827) total time= 3.0min
[Parallel(n_jobs=1)]: Done  55 out of  55 | elapsed: 196.2min remaining:    0.0s
[CV 1/1; 56/100] START m3.features=alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))

[CV 1/1; 56/100] END m3.features=alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
; score: (test=4.747) total time= 3.2min
[Parallel(n_jobs=1)]: Done  56 out of  56 | elapsed: 199.4min remaining:    0.0s
[CV 1/1; 57/100] START m3.features=alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))

[CV 1/1; 57/100] END m3.features=alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
; score: (test=2.886) total time= 3.2min
[Parallel(n_jobs=1)]: Done  57 out of  57 | elapsed: 202.6min remaining:    0.0s
[CV 1/1; 58/100] START m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))

[CV 1/1; 58/100] END m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
; score: (test=4.826) total time= 3.2min
[Parallel(n_jobs=1)]: Done  58 out of  58 | elapsed: 205.8min remaining:    0.0s
[CV 1/1; 59/100] START m3.features=alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))

[CV 1/1; 59/100] END m3.features=alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
; score: (test=3.655) total time= 2.9min
[Parallel(n_jobs=1)]: Done  59 out of  59 | elapsed: 208.7min remaining:    0.0s
[CV 1/1; 60/100] START m3.features=.............................................
[CV 1/1; 60/100] END ...........................m3.features=; total time= 2.2min
[Parallel(n_jobs=1)]: Done  60 out of  60 | elapsed: 210.9min remaining:    0.0s
[CV 1/1; 61/100] START m3.features=alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))

[CV 1/1; 61/100] END m3.features=alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
; score: (test=5.465) total time= 3.0min
[Parallel(n_jobs=1)]: Done  61 out of  61 | elapsed: 213.9min remaining:    0.0s
[CV 1/1; 62/100] START m3.features=alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)

[CV 1/1; 62/100] END m3.features=alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
; score: (test=6.087) total time= 3.2min
[Parallel(n_jobs=1)]: Done  62 out of  62 | elapsed: 217.1min remaining:    0.0s
[CV 1/1; 63/100] START m3.features=alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))

[CV 1/1; 63/100] END m3.features=alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
; score: (test=4.305) total time= 4.9min
[Parallel(n_jobs=1)]: Done  63 out of  63 | elapsed: 222.0min remaining:    0.0s
[CV 1/1; 64/100] START m3.features=alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))

[CV 1/1; 64/100] END m3.features=alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
; score: (test=6.096) total time= 3.5min
[Parallel(n_jobs=1)]: Done  64 out of  64 | elapsed: 225.5min remaining:    0.0s
[CV 1/1; 65/100] START m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))

[CV 1/1; 65/100] END m3.features=alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
; score: (test=4.774) total time= 3.9min
[Parallel(n_jobs=1)]: Done  65 out of  65 | elapsed: 229.4min remaining:    0.0s
[CV 1/1; 66/100] START m3.features=alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_006=(-1*correlation(open_0,volume_0,10))

[CV 1/1; 66/100] END m3.features=alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_006=(-1*correlation(open_0,volume_0,10))
; score: (test=2.727) total time= 4.7min
[Parallel(n_jobs=1)]: Done  66 out of  66 | elapsed: 234.1min remaining:    0.0s
[CV 1/1; 67/100] START m3.features=alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))

[CV 1/1; 67/100] END m3.features=alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
; score: (test=4.351) total time= 3.7min
[Parallel(n_jobs=1)]: Done  67 out of  67 | elapsed: 237.8min remaining:    0.0s
[CV 1/1; 68/100] START m3.features=alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))

[CV 1/1; 68/100] END m3.features=alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
; score: (test=3.272) total time= 4.0min
[Parallel(n_jobs=1)]: Done  68 out of  68 | elapsed: 241.9min remaining:    0.0s
[CV 1/1; 69/100] START m3.features=alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))

[CV 1/1; 69/100] END m3.features=alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
; score: (test=3.776) total time= 3.7min
[Parallel(n_jobs=1)]: Done  69 out of  69 | elapsed: 245.6min remaining:    0.0s
[CV 1/1; 70/100] START m3.features=alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))

[CV 1/1; 70/100] END m3.features=alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
; score: (test=3.522) total time= 3.4min
[Parallel(n_jobs=1)]: Done  70 out of  70 | elapsed: 249.0min remaining:    0.0s
[CV 1/1; 71/100] START m3.features=alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))

[CV 1/1; 71/100] END m3.features=alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
; score: (test=5.708) total time= 3.7min
[Parallel(n_jobs=1)]: Done  71 out of  71 | elapsed: 252.6min remaining:    0.0s
[CV 1/1; 72/100] START m3.features=alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))

[CV 1/1; 72/100] END m3.features=alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
; score: (test=6.100) total time= 3.4min
[Parallel(n_jobs=1)]: Done  72 out of  72 | elapsed: 256.0min remaining:    0.0s
[CV 1/1; 73/100] START m3.features=alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))

[CV 1/1; 73/100] END m3.features=alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
; score: (test=5.180) total time= 4.4min
[Parallel(n_jobs=1)]: Done  73 out of  73 | elapsed: 260.4min remaining:    0.0s
[CV 1/1; 74/100] START m3.features=alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))

[CV 1/1; 74/100] END m3.features=alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
; score: (test=3.756) total time= 4.2min
[Parallel(n_jobs=1)]: Done  74 out of  74 | elapsed: 264.6min remaining:    0.0s
[CV 1/1; 75/100] START m3.features=alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))

[CV 1/1; 75/100] END m3.features=alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
; score: (test=3.936) total time= 4.5min
[Parallel(n_jobs=1)]: Done  75 out of  75 | elapsed: 269.1min remaining:    0.0s
[CV 1/1; 76/100] START m3.features=alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))

[CV 1/1; 76/100] END m3.features=alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
; score: (test=6.314) total time= 3.7min
[Parallel(n_jobs=1)]: Done  76 out of  76 | elapsed: 272.8min remaining:    0.0s
[CV 1/1; 77/100] START m3.features=alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))

[CV 1/1; 77/100] END m3.features=alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
; score: (test=4.512) total time= 3.7min
[Parallel(n_jobs=1)]: Done  77 out of  77 | elapsed: 276.5min remaining:    0.0s
[CV 1/1; 78/100] START m3.features=alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))

[CV 1/1; 78/100] END m3.features=alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
; score: (test=4.171) total time= 3.0min
[Parallel(n_jobs=1)]: Done  78 out of  78 | elapsed: 279.5min remaining:    0.0s
[CV 1/1; 79/100] START m3.features=alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))

[CV 1/1; 79/100] END m3.features=alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
; score: (test=4.815) total time= 3.7min
[Parallel(n_jobs=1)]: Done  79 out of  79 | elapsed: 283.2min remaining:    0.0s
[CV 1/1; 80/100] START m3.features=alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))

[CV 1/1; 80/100] END m3.features=alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
; score: (test=2.172) total time= 3.8min
[Parallel(n_jobs=1)]: Done  80 out of  80 | elapsed: 287.0min remaining:    0.0s
[CV 1/1; 81/100] START m3.features=alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))

[CV 1/1; 81/100] END m3.features=alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
; score: (test=5.814) total time= 3.0min
[Parallel(n_jobs=1)]: Done  81 out of  81 | elapsed: 290.0min remaining:    0.0s
[CV 1/1; 82/100] START m3.features=alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))

[CV 1/1; 82/100] END m3.features=alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
; score: (test=3.682) total time= 3.0min
[Parallel(n_jobs=1)]: Done  82 out of  82 | elapsed: 293.1min remaining:    0.0s
[CV 1/1; 83/100] START m3.features=alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))

[CV 1/1; 83/100] END m3.features=alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
; score: (test=3.297) total time= 2.9min
[Parallel(n_jobs=1)]: Done  83 out of  83 | elapsed: 296.0min remaining:    0.0s
[CV 1/1; 84/100] START m3.features=alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))

[CV 1/1; 84/100] END m3.features=alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
; score: (test=3.151) total time= 3.4min
[Parallel(n_jobs=1)]: Done  84 out of  84 | elapsed: 299.3min remaining:    0.0s
[CV 1/1; 85/100] START m3.features=alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))

[CV 1/1; 85/100] END m3.features=alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
; score: (test=5.955) total time= 3.2min
[Parallel(n_jobs=1)]: Done  85 out of  85 | elapsed: 302.5min remaining:    0.0s
[CV 1/1; 86/100] START m3.features=alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))

[CV 1/1; 86/100] END m3.features=alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
; score: (test=4.762) total time= 3.2min
[Parallel(n_jobs=1)]: Done  86 out of  86 | elapsed: 305.7min remaining:    0.0s
[CV 1/1; 87/100] START m3.features=alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))

[CV 1/1; 87/100] END m3.features=alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
; score: (test=4.957) total time= 3.9min
[Parallel(n_jobs=1)]: Done  87 out of  87 | elapsed: 309.6min remaining:    0.0s
[CV 1/1; 88/100] START m3.features=alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))

[CV 1/1; 88/100] END m3.features=alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
; score: (test=3.503) total time= 3.2min
[Parallel(n_jobs=1)]: Done  88 out of  88 | elapsed: 312.8min remaining:    0.0s
[CV 1/1; 89/100] START m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))

[CV 1/1; 89/100] END m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
; score: (test=2.567) total time= 3.2min
[Parallel(n_jobs=1)]: Done  89 out of  89 | elapsed: 316.0min remaining:    0.0s
[CV 1/1; 90/100] START m3.features=alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))

[CV 1/1; 90/100] END m3.features=alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_020=(((-1*rank((open_0-delay(high_0,1))))*rank((open_0-delay(close_0,1))))*rank((open_0-delay(low_0,1))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
; score: (test=4.536) total time= 3.4min
[Parallel(n_jobs=1)]: Done  90 out of  90 | elapsed: 319.4min remaining:    0.0s
[CV 1/1; 91/100] START m3.features=alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))

[CV 1/1; 91/100] END m3.features=alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_009=where((0<ts_min(delta(close_0,1),5)),delta(close_0,1),where((ts_max(delta(close_0,1),5)<0),delta(close_0,1),(-1*delta(close_0,1))))
alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
; score: (test=5.588) total time= 3.4min
[Parallel(n_jobs=1)]: Done  91 out of  91 | elapsed: 322.7min remaining:    0.0s
[CV 1/1; 92/100] START m3.features=alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))

[CV 1/1; 92/100] END m3.features=alpha_047=((div((rank((1/close_0))*volume_0),mean(volume_0,20))*((high_0*rank((high_0-close_0)))/(sum(high_0,5)/5)))-rank((((high_0+low_0+open_0+close_0)*0.25)-delay(((high_0+low_0+open_0+close_0)*0.25),5))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
; score: (test=4.440) total time= 3.2min
[Parallel(n_jobs=1)]: Done  92 out of  92 | elapsed: 326.0min remaining:    0.0s
[CV 1/1; 93/100] START m3.features=alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))

[CV 1/1; 93/100] END m3.features=alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_003=(-1*correlation(rank(open_0),rank(volume_0),10))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_011=((rank(ts_max((((high_0+low_0+open_0+close_0)*0.25)-close_0),3))+rank(ts_min((((high_0+low_0+open_0+close_0)*0.25)-close_0),3)))*rank(delta(volume_0,3)))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
; score: (test=4.207) total time= 4.5min
[Parallel(n_jobs=1)]: Done  93 out of  93 | elapsed: 330.5min remaining:    0.0s
[CV 1/1; 94/100] START m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))

[CV 1/1; 94/100] END m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_031=((rank(rank(rank(decay_linear((-1*rank(rank(delta(close_0,10)))),10))))+rank((-1*delta(close_0,3))))+sign(scale(correlation(mean(volume_0,20),low_0,12))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_010=rank(where((0<ts_min(delta(close_0,1),4)),delta(close_0,1),where((ts_max(delta(close_0,1),4)<0),delta(close_0,1),(-1*delta(close_0,1)))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
; score: (test=6.021) total time= 3.0min
[Parallel(n_jobs=1)]: Done  94 out of  94 | elapsed: 333.5min remaining:    0.0s
[CV 1/1; 95/100] START m3.features=alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_006=(-1*correlation(open_0,volume_0,10))

[CV 1/1; 95/100] END m3.features=alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_012=(sign(delta(volume_0,1))*(-1*delta(close_0,1)))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_044=(-1*correlation(high_0,rank(volume_0),5))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_021=where((((sum(close_0,8)/8)+std(close_0,8))<(sum(close_0,2)/2)),(-1*1),where(((sum(close_0,2)/2)<((sum(close_0,8)/8)-std(close_0,8))),1,where(((1<div(volume_0,mean(volume_0,20)))|(div(volume_0,mean(volume_0,20))==1)),1,(-1*1))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_005=(rank((open_0-(sum(((high_0+low_0+open_0+close_0)*0.25),10)/10)))*(-1*abs(rank((close_0-((high_0+low_0+open_0+close_0)*0.25))))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_028=scale(((correlation(mean(volume_0,20),low_0,5)+((high_0+low_0)/2))-close_0))
alpha_006=(-1*correlation(open_0,volume_0,10))
; score: (test=4.651) total time= 3.2min
[Parallel(n_jobs=1)]: Done  95 out of  95 | elapsed: 336.7min remaining:    0.0s
[CV 1/1; 96/100] START m3.features=alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))

[CV 1/1; 96/100] END m3.features=alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_006=(-1*correlation(open_0,volume_0,10))
alpha_036=(((((2.21*rank(correlation((close_0-open_0),delay(volume_0,1),15)))+(0.7*rank((open_0-close_0))))+(0.73*rank(ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))))+rank(abs(correlation(((high_0+low_0+open_0+close_0)*0.25),mean(volume_0,20),6))))+(0.6*rank((((sum(close_0,200)/200)-open_0)*(close_0-open_0)))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_050=(-1*ts_max(rank(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),5)),5))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_017=(((-1*rank(ts_rank(close_0,10)))*rank(delta(delta(close_0,1),1)))*rank(ts_rank((div(volume_0,mean(volume_0,20))),5)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_035=((ts_rank(volume_0,32)*(1-ts_rank(((close_0+high_0)-low_0),16)))*(1-ts_rank((close_0/shift(close_0,1)-1),32)))
alpha_037=(rank(correlation(delay((open_0-close_0),1),close_0,200))+rank((open_0-close_0)))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_053=(-1*delta(div(((close_0-low_0)-(high_0-close_0)),(close_0-low_0)),9))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
; score: (test=4.546) total time= 3.4min
[Parallel(n_jobs=1)]: Done  96 out of  96 | elapsed: 340.1min remaining:    0.0s
[CV 1/1; 97/100] START m3.features=alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))

[CV 1/1; 97/100] END m3.features=alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
; score: (test=4.916) total time= 2.9min
[Parallel(n_jobs=1)]: Done  97 out of  97 | elapsed: 343.0min remaining:    0.0s
[CV 1/1; 98/100] START m3.features=alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))

[CV 1/1; 98/100] END m3.features=alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
alpha_030=div(((1.0-rank(((sign((close_0-delay(close_0,1)))+sign((delay(close_0,1)-delay(close_0,2))))+sign((delay(close_0,2)-delay(close_0,3))))))*sum(volume_0,5)),sum(volume_0,20))
alpha_057=(0-(1*div((close_0-((high_0+low_0+open_0+close_0)*0.25)),decay_linear(rank(ts_argmax(close_0,30)),2))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_101=div((close_0-open_0),((high_0-low_0)+0.001))
alpha_018=(-1*rank(((std(abs((close_0-open_0)),5)+(close_0-open_0))+correlation(close_0,open_0,10))))
alpha_046=where((0.25<(((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))),(-1*1),where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<0),1,((-1*1)*(close_0-delay(close_0,1)))))
alpha_002=(-1*correlation(rank(delta(log(volume_0),2)),rank(div((close_0-open_0),open_0)),6))
alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_004=(-1*ts_rank(rank(low_0),9))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_023=where(((sum(high_0,20)/20)<high_0),(-1*delta(high_0,2)),0)
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_039=((-1*rank((delta(close_0,7)*(1-rank(decay_linear(div(volume_0,mean(volume_0,20)),9))))))*(1+rank(sum((close_0/shift(close_0,1)-1),250))))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_025=rank(((((-1*(close_0/shift(close_0,1)-1))*mean(volume_0,20))*((high_0+low_0+open_0+close_0)*0.25))*(high_0-close_0)))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
; score: (test=7.311) total time= 7.6min
[Parallel(n_jobs=1)]: Done  98 out of  98 | elapsed: 350.5min remaining:    0.0s
[CV 1/1; 99/100] START m3.features=alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))

[CV 1/1; 99/100] END m3.features=alpha_027=where((0.5<rank((sum(correlation(rank(volume_0),rank(((high_0+low_0+open_0+close_0)*0.25)),6),2)/2.0))),(-1*1),1)
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_034=rank(((1-rank(div(std((close_0/shift(close_0,1)-1),2),std((close_0/shift(close_0,1)-1),5))))+(1-rank(delta(close_0,1)))))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_040=((-1*rank(std(high_0,10)))*correlation(high_0,volume_0,10))
alpha_042=div(rank((((high_0+low_0+open_0+close_0)*0.25)-close_0)),rank((((high_0+low_0+open_0+close_0)*0.25)+close_0)))
alpha_051=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.05)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_026=(-1*ts_max(correlation(ts_rank(volume_0,5),ts_rank(high_0,5),5),3))
alpha_033=rank((-1*((1-(open_0/close_0))**1)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_045=(-1*((rank((sum(delay(close_0,5),20)/20))*correlation(close_0,volume_0,2))*rank(correlation(sum(close_0,5),sum(close_0,20),2))))
alpha_007=where((mean(volume_0,20)<volume_0),((-1*ts_rank(abs(delta(close_0,7)),60))*sign(delta(close_0,7))),(-1*1))
alpha_008=(-1*rank(((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5))-delay((sum(open_0,5)*sum((close_0/shift(close_0,1)-1),5)),10))))
alpha_055=(-1*correlation(rank(div((close_0-ts_min(low_0,12)),(ts_max(high_0,12)-ts_min(low_0,12)))),rank(volume_0),6))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_054=div((-1*((low_0-close_0)*(open_0**5))),((low_0-high_0)*(close_0**5)))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_022=(-1*(delta(correlation(high_0,volume_0,5),5)*rank(std(close_0,20))))
; score: (test=3.881) total time= 3.0min
[Parallel(n_jobs=1)]: Done  99 out of  99 | elapsed: 353.6min remaining:    0.0s
[CV 1/1; 100/100] START m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))

[CV 1/1; 100/100] END m3.features=alpha_016=(-1*rank(covariance(rank(high_0),rank(volume_0),5)))
alpha_056=(0-(1*(rank(div(sum((close_0/shift(close_0,1)-1),10),sum(sum((close_0/shift(close_0,1)-1),2),3)))*rank(((close_0/shift(close_0,1)-1)*market_cap_0)))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_052=((((-1*ts_min(low_0,5))+delay(ts_min(low_0,5),5))*rank(((sum((close_0/shift(close_0,1)-1),240)-sum((close_0/shift(close_0,1)-1),20))/220)))*ts_rank(volume_0,5))
alpha_038=((-1*rank(ts_rank(close_0,10)))*rank((close_0/open_0)))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_014=((-1*rank(delta((close_0/shift(close_0,1)-1),3)))*correlation(open_0,volume_0,10))
alpha_060=(0-(1*((2*scale(rank((div(((close_0-low_0)-(high_0-close_0)),(high_0-low_0))*volume_0))))-scale(rank(ts_argmax(close_0,10))))))
alpha_083=div((rank(delay(div((high_0-low_0),(sum(close_0,5)/5)),2))*rank(rank(volume_0))),div(((high_0-low_0)/(sum(close_0,5)/5)),(((high_0+low_0+open_0+close_0)*0.25)-close_0)))
alpha_001=(rank(ts_argmax(signedpower(where(((close_0/shift(close_0,1)-1)<0),std((close_0/shift(close_0,1)-1),20),close_0),2),5))-0.5)
alpha_049=where(((((delay(close_0,20)-delay(close_0,10))/10)-((delay(close_0,10)-close_0)/10))<(-1*0.1)),1,((-1*1)*(close_0-delay(close_0,1))))
alpha_019=((-1*sign(((close_0-delay(close_0,7))+delta(close_0,7))))*(1+rank((1+sum((close_0/shift(close_0,1)-1),250)))))
alpha_013=(-1*rank(covariance(rank(close_0),rank(volume_0),5)))
alpha_043=(ts_rank(div(volume_0,mean(volume_0,20)),20)*ts_rank((-1*delta(close_0,7)),8))
alpha_015=(-1*sum(rank(correlation(rank(high_0),rank(volume_0),3)),3))
alpha_024=where((((delta((sum(close_0,100)/100),100)/delay(close_0,100))<0.05)|((delta((sum(close_0,100)/100),100)/delay(close_0,100))==0.05)),(-1*(close_0-ts_min(close_0,100))),(-1*delta(close_0,3)))
alpha_029=(min(product(rank(rank(scale(log(sum(ts_min(rank(rank((-1*rank(delta((close_0-1),5))))),2),1))))),1),5)+ts_rank(delay((-1*(close_0/shift(close_0,1)-1)),6),5))
alpha_041=(((high_0*low_0)**0.5)-((high_0+low_0+open_0+close_0)*0.25))
alpha_032=(scale(((sum(close_0,7)/7)-close_0))+(20*scale(correlation(((high_0+low_0+open_0+close_0)*0.25),delay(close_0,5),230))))
; score: (test=3.278) total time= 4.0min
[Parallel(n_jobs=1)]: Done 100 out of 100 | elapsed: 357.6min finished
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-1-f96615bb0803> in <module>
   1116 
   1117 
-> 1118 m19 = M.hyper_parameter_search.v1(
   1119     param_grid_builder=m19_param_grid_builder_bigquant_run,
   1120     scoring=m63_scoring_bigquant_run,

TypeError: 'float' object is not subscriptable
In [ ]:
m19.result.best_score_
In [ ]:
#df = M.raw_perf.read_df()
In [ ]:
# 方法二,csv文件方式
df = pd.DataFrame(m19.result.cv_results_)
df.to_csv("results_zz150_2.csv")
In [ ]:
m19.result.best_params_