老师帮忙看下这个策略为啥错了?前面的都能运行,加了一个股票起始过滤就报错

策略分享
新手专区
标签: #<Tag:0x00007fc4ca2db838> #<Tag:0x00007fc4ca2db6f8>

(冰柠檬) #1
克隆策略

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    In [9]:
    # 本代码由可视化策略环境自动生成 2020年3月20日 16:14
    # 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.instruments.v2(
        start_date='2010-01-01',
        end_date='2015-01-01',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    m2 = M.advanced_auto_labeler.v2(
        instruments=m1.data,
        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 {{web_host_url}}docs/data_history_data.html
    #   添加benchmark_前缀,可使用对应的benchmark数据
    # 2. 可用操作符和函数见 `表达式引擎 <{{web_host_url}}docs/big_expr.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)
    """,
        start_date='',
        end_date='',
        benchmark='000300.SHA',
        drop_na_label=True,
        cast_label_int=True
    )
    
    m3 = M.input_features.v1(
        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
    return_5
    return_10
    return_20
    avg_amount_0/avg_amount_5
    avg_amount_5/avg_amount_20
    rank_avg_amount_0/rank_avg_amount_5
    rank_avg_amount_5/rank_avg_amount_10
    rank_return_0
    rank_return_5
    rank_return_10
    rank_return_0/rank_return_5
    rank_return_5/rank_return_10
    pe_ttm_0
    """
    )
    
    m15 = M.general_feature_extractor.v7(
        instruments=m1.data,
        features=m3.data,
        start_date='',
        end_date='',
        before_start_days=0
    )
    
    m4 = M.chinaa_stock_filter.v1(
        input_data=m15.data,
        index_constituent_cond=['全部'],
        board_cond=['全部'],
        industry_cond=['全部'],
        st_cond=['正常'],
        delist_cond=['非退市'],
        output_left_data=False
    )
    
    m16 = M.derived_feature_extractor.v3(
        input_data=m4.data,
        features=m3.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=False,
        remove_extra_columns=False
    )
    
    m7 = M.join.v3(
        data1=m2.data,
        data2=m16.data,
        on='date,instrument',
        how='inner',
        sort=False
    )
    
    m13 = M.dropnan.v1(
        input_data=m7.data
    )
    
    m5 = M.filter_stockcode.v2(
        input_1=m13.data,
        start='688'
    )
    
    ---------------------------------------------------------------------------
    ImportError                               Traceback (most recent call last)
    ImportError: cannot import name 'module'
    
    During handling of the above exception, another exception occurred:
    
    ImportError                               Traceback (most recent call last)
    <ipython-input-9-04b2dae56174> in <module>()
         98 m5 = M.filter_stockcode.v2(
         99     input_1=m13.data,
    --> 100     start='688'
        101 )
    
    ImportError: cannot import name 'module'

    策略报错 帮忙看下 谢谢

    (达达) #2

    我这边没有报错,你再试试看呢


    (冰柠檬) #3

    嗯嗯 谢谢啦 我重启一下开发环境就好了 谢谢老师