This is my code solution to the competition, thanks @zindi for a great competition and congrats to whoever wins the competition(I just won't have enough time to compete)... Maybe it might help someone with feature engineering. It is a pretty hard competition(harder than johnny sins on any given day) but yeah... Here's my code. Good hunting!
https://github.com/wuuthraad-x/Alvin-Smart-Money-Management-Classification-Challenge
after oversampling with SMOTE and using OneVsRestClassifier I got my current score 2.065476186058658
Here's the notebook
https://github.com/wuuthraad-x/Alvin-Smart-Money-Management-Classification-Challenge/blob/main/final_smart_money.ipynb
Thank you very much, this would go a long way.