请教A股股票过滤模块的报错是什么原因

策略分享
标签: #<Tag:0x00007f25964e76f0>

(smallsnow) #1

https://i.bigquant.com/user/smallsnow/lab/share/%E3%80%905%E3%80%91%E5%8F%AF%E8%A7%86%E5%8C%96%E7%AD%96%E7%95%A5-%E7%A9%BA%E7%99%BDSQL.ipynb?_t=1550397115931


(iQuant) #2

您好,收到您的提问,已提交给策略工程师,我们会尽快为您解答。


(达达) #3

这个模块需要选择类别,如果什么都不过滤则不需要此模块
image
另外抽取数据不需要自定义模块,可以如下搭建流程,在A股股票过滤模块中的ST股票选项中选择“正常“,通过数据过滤模块过滤上市日期

克隆策略

    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    In [4]:
    # 本代码由可视化策略环境自动生成 2019年2月18日 10:53
    # 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。
    
    
    m1 = M.input_features.v1(
        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
    list_days_0
    """
    )
    
    m3 = M.instruments.v2(
        start_date='2015-01-01',
        end_date='2016-01-01',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    m2 = M.general_feature_extractor.v7(
        instruments=m3.data,
        features=m1.data,
        start_date='',
        end_date='',
        before_start_days=90
    )
    
    m4 = M.chinaa_stock_filter.v1(
        input_data=m2.data,
        index_constituent_cond=['全部'],
        board_cond=['全部'],
        industry_cond=['全部'],
        st_cond=['正常'],
        output_left_data=True
    )
    
    m5 = M.filter.v3(
        input_data=m4.data,
        expr='list_days_0>120',
        output_left_data=False
    )
    
    [2019-02-18 10:52:31.167147] INFO: bigquant: input_features.v1 开始运行..
    [2019-02-18 10:52:31.174461] INFO: bigquant: input_features.v1 运行完成[0.007325s].
    [2019-02-18 10:52:31.177103] INFO: bigquant: instruments.v2 开始运行..
    [2019-02-18 10:52:31.180825] INFO: bigquant: 命中缓存
    [2019-02-18 10:52:31.181560] INFO: bigquant: instruments.v2 运行完成[0.004465s].
    [2019-02-18 10:52:31.186995] INFO: bigquant: general_feature_extractor.v7 开始运行..
    [2019-02-18 10:52:37.050529] INFO: 基础特征抽取: 年份 2014, 特征行数=141569
    [2019-02-18 10:52:57.833406] INFO: 基础特征抽取: 年份 2015, 特征行数=569698
    [2019-02-18 10:53:15.531644] INFO: 基础特征抽取: 年份 2016, 特征行数=0
    [2019-02-18 10:53:15.555796] INFO: 基础特征抽取: 总行数: 711267
    [2019-02-18 10:53:15.558543] INFO: bigquant: general_feature_extractor.v7 运行完成[44.371522s].
    [2019-02-18 10:53:15.562052] INFO: bigquant: chinaa_stock_filter.v1 开始运行..
    [2019-02-18 10:53:17.106708] INFO: A股股票过滤: 过滤 /y_2014, 139553/2016/141569
    [2019-02-18 10:53:19.021343] INFO: A股股票过滤: 过滤 /y_2015, 561179/8519/569698
    [2019-02-18 10:53:19.023470] INFO: A股股票过滤: 过滤完成, 700732 + 10535
    [2019-02-18 10:53:19.040422] INFO: bigquant: chinaa_stock_filter.v1 运行完成[3.478392s].
    [2019-02-18 10:53:19.050073] INFO: bigquant: filter.v3 开始运行..
    [2019-02-18 10:53:19.057464] INFO: filter: 使用表达式 list_days_0>120 过滤
    [2019-02-18 10:53:19.238953] INFO: filter: 过滤 /y_2014, 136876/0/139553
    [2019-02-18 10:53:19.596391] INFO: filter: 过滤 /y_2015, 543381/0/561179
    [2019-02-18 10:53:19.621657] INFO: bigquant: filter.v3 运行完成[0.571621s].
    

    (smallsnow) #4

    谢谢工程师的指导,另外我好像应该发到新手原地,不好意思