滚动训练模块的使用问题

策略分享
标签: #<Tag:0x00007fc4d0591928>

(lanchaiye) #1
克隆策略

    {"Description":"实验创建于2017/8/26","Summary":"","Graph":{"EdgesInternal":[{"DestinationInputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-15:instruments","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-8:data"},{"DestinationInputPortId":"-215:instruments","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-8:data"},{"DestinationInputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-53:data1","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-15:data"},{"DestinationInputPortId":"-215:features","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-24:data"},{"DestinationInputPortId":"-222:features","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-24:data"},{"DestinationInputPortId":"-231:features","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-24:data"},{"DestinationInputPortId":"-238:features","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-24:data"},{"DestinationInputPortId":"-607:features","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-24:data"},{"DestinationInputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-84:input_data","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-53:data"},{"DestinationInputPortId":"-189:data1","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-60:predictions"},{"DestinationInputPortId":"-231:instruments","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-62:data"},{"DestinationInputPortId":"-250:instruments","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-62:data"},{"DestinationInputPortId":"-312:input_1","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-62:data"},{"DestinationInputPortId":"-607:training_ds","SourceOutputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-84:data"},{"DestinationInputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-60:data","SourceOutputPortId":"-86:data"},{"DestinationInputPortId":"-222:input_data","SourceOutputPortId":"-215:data"},{"DestinationInputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-53:data2","SourceOutputPortId":"-222:data"},{"DestinationInputPortId":"-238:input_data","SourceOutputPortId":"-231:data"},{"DestinationInputPortId":"-86:input_data","SourceOutputPortId":"-238:data"},{"DestinationInputPortId":"287d2cb0-f53c-4101-bdf8-104b137c8601-60:model","SourceOutputPortId":"-607:model"},{"DestinationInputPortId":"-312:input_2","SourceOutputPortId":"-184:data"},{"DestinationInputPortId":"-189:data2","SourceOutputPortId":"-312:data_1"},{"DestinationInputPortId":"-250:options_data","SourceOutputPortId":"-189:data"}],"ModuleNodes":[{"Id":"287d2cb0-f53c-4101-bdf8-104b137c8601-8","ModuleId":"BigQuantSpace.instruments.instruments-v2","ModuleParameters":[{"Name":"start_date","Value":"2010-01-01","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"2011-01-01","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"market","Value":"CN_STOCK_A","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_list","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"max_count","Value":"0","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"rolling_conf","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-8"}],"OutputPortsInternal":[{"Name":"data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-8","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":1,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"287d2cb0-f53c-4101-bdf8-104b137c8601-15","ModuleId":"BigQuantSpace.advanced_auto_labeler.advanced_auto_labeler-v2","ModuleParameters":[{"Name":"label_expr","Value":"# #号开始的表示注释\n# 0. 每行一个,顺序执行,从第二个开始,可以使用label字段\n# 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html\n# 添加benchmark_前缀,可使用对应的benchmark数据\n# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_\n\n# 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)\nshift(close, -5) / shift(open, -1)\n\n# 极值处理:用1%和99%分位的值做clip\nclip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))\n\n# 将分数映射到分类,这里使用20个分类\nall_wbins(label, 20)\n\n# 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)\nwhere(shift(high, -1) == shift(low, -1), NaN, label)\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"benchmark","Value":"000300.SHA","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"drop_na_label","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"cast_label_int","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"user_functions","Value":"","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"instruments","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-15"}],"OutputPortsInternal":[{"Name":"data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-15","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":2,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"287d2cb0-f53c-4101-bdf8-104b137c8601-24","ModuleId":"BigQuantSpace.input_features.input_features-v1","ModuleParameters":[{"Name":"features","Value":"# #号开始的表示注释\n# 多个特征,每行一个,可以包含基础特征和衍生特征\nreturn_5","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features_ds","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-24"}],"OutputPortsInternal":[{"Name":"data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-24","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":3,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"287d2cb0-f53c-4101-bdf8-104b137c8601-53","ModuleId":"BigQuantSpace.join.join-v3","ModuleParameters":[{"Name":"on","Value":"date,instrument","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"how","Value":"inner","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"sort","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"data1","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-53"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"data2","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-53"}],"OutputPortsInternal":[{"Name":"data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-53","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":7,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"287d2cb0-f53c-4101-bdf8-104b137c8601-60","ModuleId":"BigQuantSpace.stock_ranker_predict.stock_ranker_predict-v5","ModuleParameters":[{"Name":"m_lazy_run","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"model","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-60"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-60"}],"OutputPortsInternal":[{"Name":"predictions","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-60","OutputType":null},{"Name":"m_lazy_run","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-60","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":8,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"287d2cb0-f53c-4101-bdf8-104b137c8601-62","ModuleId":"BigQuantSpace.instruments.instruments-v2","ModuleParameters":[{"Name":"start_date","Value":"2012-01-01","ValueType":"Literal","LinkedGlobalParameter":"交易日期"},{"Name":"end_date","Value":"2012-05-01","ValueType":"Literal","LinkedGlobalParameter":"交易日期"},{"Name":"market","Value":"CN_STOCK_A","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_list","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"max_count","Value":"0","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"rolling_conf","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-62"}],"OutputPortsInternal":[{"Name":"data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-62","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":9,"IsPartOfPartialRun":null,"Comment":"预测数据,用于回测和模拟","CommentCollapsed":false},{"Id":"287d2cb0-f53c-4101-bdf8-104b137c8601-84","ModuleId":"BigQuantSpace.dropnan.dropnan-v1","ModuleParameters":[],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-84"}],"OutputPortsInternal":[{"Name":"data","NodeId":"287d2cb0-f53c-4101-bdf8-104b137c8601-84","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":13,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-86","ModuleId":"BigQuantSpace.dropnan.dropnan-v1","ModuleParameters":[],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_data","NodeId":"-86"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-86","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":14,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-215","ModuleId":"BigQuantSpace.general_feature_extractor.general_feature_extractor-v7","ModuleParameters":[{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"before_start_days","Value":0,"ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"instruments","NodeId":"-215"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-215"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-215","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":15,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-222","ModuleId":"BigQuantSpace.derived_feature_extractor.derived_feature_extractor-v3","ModuleParameters":[{"Name":"date_col","Value":"date","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_col","Value":"instrument","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"drop_na","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"remove_extra_columns","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"user_functions","Value":"","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_data","NodeId":"-222"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-222"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-222","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":16,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-231","ModuleId":"BigQuantSpace.general_feature_extractor.general_feature_extractor-v7","ModuleParameters":[{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"before_start_days","Value":0,"ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"instruments","NodeId":"-231"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-231"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-231","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":17,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-238","ModuleId":"BigQuantSpace.derived_feature_extractor.derived_feature_extractor-v3","ModuleParameters":[{"Name":"date_col","Value":"date","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"instrument_col","Value":"instrument","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"drop_na","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"remove_extra_columns","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"user_functions","Value":"","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_data","NodeId":"-238"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-238"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-238","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":18,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-250","ModuleId":"BigQuantSpace.trade.trade-v4","ModuleParameters":[{"Name":"start_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"end_date","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"initialize","Value":"# 回测引擎:初始化函数,只执行一次\ndef bigquant_run(context):\n # 加载预测数据\n context.ranker_prediction = context.options['data'].read_df()\n\n # 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\n context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5))\n # 预测数据,通过options传入进来,使用 read_df 函数,加载到内存 (DataFrame)\n # 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\n stock_count = 5\n # 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, ..]\n context.stock_weights = T.norm([1 / math.log(i + 2) for i in range(0, stock_count)])\n # 设置每只股票占用的最大资金比例\n context.max_cash_per_instrument = 0.2\n context.options['hold_days'] = 5\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"handle_data","Value":"# 回测引擎:每日数据处理函数,每天执行一次\ndef bigquant_run(context, data):\n # 按日期过滤得到今日的预测数据\n ranker_prediction = context.ranker_prediction[\n context.ranker_prediction.date == data.current_dt.strftime('%Y-%m-%d')]\n print(\"ranker_prediction\",ranker_prediction)\n \n # 1. 资金分配\n # 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\n # 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)\n is_staging = context.trading_day_index < context.options['hold_days'] # 是否在建仓期间(前 hold_days 天)\n cash_avg = context.portfolio.portfolio_value / context.options['hold_days']\n cash_for_buy = min(context.portfolio.cash, (1 if is_staging else 1.5) * cash_avg)\n cash_for_sell = cash_avg - (context.portfolio.cash - cash_for_buy)\n positions = {e.symbol: p.amount * p.last_sale_price\n for e, p in context.portfolio.positions.items()}\n\n # 2. 生成卖出订单: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\n if not is_staging and cash_for_sell > 0:\n equities = {e.symbol: e for e, p in context.portfolio.positions.items()}\n instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(\n lambda x: x in equities)])))\n\n for instrument in instruments:\n context.order_target(context.symbol(instrument), 0)\n cash_for_sell -= positions[instrument]\n if cash_for_sell <= 0:\n break\n\n # 3. 生成买入订单:按机器学习算法预测的排序,买入前面的stock_count只股票\n buy_cash_weights = context.stock_weights\n buy_instruments = list(ranker_prediction.instrument[:len(buy_cash_weights)])\n max_cash_per_instrument = context.portfolio.portfolio_value * context.max_cash_per_instrument\n for i, instrument in enumerate(buy_instruments):\n cash = cash_for_buy * buy_cash_weights[i]\n if cash > max_cash_per_instrument - positions.get(instrument, 0):\n # 确保股票持仓量不会超过每次股票最大的占用资金量\n cash = max_cash_per_instrument - positions.get(instrument, 0)\n if cash > 0:\n context.order_value(context.symbol(instrument), cash)\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"prepare","Value":"# 回测引擎:准备数据,只执行一次\ndef bigquant_run(context):\n pass\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"before_trading_start","Value":"","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"volume_limit","Value":0.025,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"order_price_field_buy","Value":"open","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"order_price_field_sell","Value":"close","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"capital_base","Value":1000000,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"auto_cancel_non_tradable_orders","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"data_frequency","Value":"daily","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"price_type","Value":"真实价格","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"product_type","Value":"股票","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"plot_charts","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"backtest_only","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"benchmark","Value":"000300.SHA","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"instruments","NodeId":"-250"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"options_data","NodeId":"-250"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"history_ds","NodeId":"-250"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"benchmark_ds","NodeId":"-250"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"trading_calendar","NodeId":"-250"}],"OutputPortsInternal":[{"Name":"raw_perf","NodeId":"-250","OutputType":null}],"UsePreviousResults":false,"moduleIdForCode":19,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-607","ModuleId":"BigQuantSpace.stock_ranker_train.stock_ranker_train-v6","ModuleParameters":[{"Name":"learning_algorithm","Value":"排序","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"number_of_leaves","Value":30,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"minimum_docs_per_leaf","Value":1000,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"number_of_trees","Value":20,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"learning_rate","Value":0.1,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"max_bins","Value":1023,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"feature_fraction","Value":1,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"data_row_fraction","Value":1,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"ndcg_discount_base","Value":1,"ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"m_lazy_run","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"training_ds","NodeId":"-607"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features","NodeId":"-607"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"test_ds","NodeId":"-607"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"base_model","NodeId":"-607"}],"OutputPortsInternal":[{"Name":"model","NodeId":"-607","OutputType":null},{"Name":"feature_gains","NodeId":"-607","OutputType":null},{"Name":"m_lazy_run","NodeId":"-607","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":4,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-184","ModuleId":"BigQuantSpace.input_features.input_features-v1","ModuleParameters":[{"Name":"features","Value":"\n# #号开始的表示注释,注释需单独一行\n# 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\nbm_0 = where(close/shift(close,5)-1<-0.05,1,0)","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"features_ds","NodeId":"-184"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-184","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":5,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-312","ModuleId":"BigQuantSpace.index_feature_extract.index_feature_extract-v3","ModuleParameters":[{"Name":"before_days","Value":"100","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"index","Value":"000300.HIX","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_1","NodeId":"-312"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_2","NodeId":"-312"}],"OutputPortsInternal":[{"Name":"data_1","NodeId":"-312","OutputType":null},{"Name":"data_2","NodeId":"-312","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":6,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-189","ModuleId":"BigQuantSpace.join.join-v3","ModuleParameters":[{"Name":"on","Value":"date","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"how","Value":"left","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"sort","Value":"False","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"data1","NodeId":"-189"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"data2","NodeId":"-189"}],"OutputPortsInternal":[{"Name":"data","NodeId":"-189","OutputType":null}],"UsePreviousResults":true,"moduleIdForCode":10,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true},{"Id":"-2930","ModuleId":"BigQuantSpace.hyper_rolling_train.hyper_rolling_train-v1","ModuleParameters":[{"Name":"run","Value":"def bigquant_run(\n bq_graph,\n inputs,\n trading_days_market='CN', # 使用那个市场的交易日历, TODO\n train_instruments_mid='m1', # 训练数据 证券代码列表 模块id\n test_instruments_mid='m9', # 测试数据 证券代码列表 模块id\n predict_mid='m8', # 预测 模块id\n trade_mid='m19', # 回测 模块id\n start_date='2014-01-01', # 数据开始日期\n end_date=T.live_run_param('trading_date', '2014-08-01'), # 数据结束日期\n train_update_days=100, # 更新周期,按交易日计算,每多少天更新一次\n train_update_days_for_live=None, #模拟实盘模式下的更新周期,按交易日计算,每多少天更新一次。如果需要在模拟实盘阶段使用不同的模型更新周期,可以设置这个参数\n train_data_min_days=100, # 最小数据天数,按交易日计算,所以第一个滚动的结束日期是 从开始日期到开始日期+最小数据天数\n train_data_max_days=100, # 最大数据天数,按交易日计算,0,表示没有限制,否则每一个滚动的开始日期=max(此滚动的结束日期-最大数据天数, 开始日期\n rolling_count_for_live=1, #实盘模式下滚动次数,模拟实盘模式下,取最后多少次滚动。一般在模拟实盘模式下,只用到最后一次滚动训练的模型,这里可以设置为1;如果你的滚动训练数据时间段很短,以至于期间可能没有训练数据,这里可以设置大一点。0表示没有限制\n):\n def merge_datasources(input_1):\n df_list = [ds[0].read_df().set_index('date').ix[ds[1]:].reset_index() for ds in input_1]\n df = pd.concat(df_list)\n instrument_data = {\n 'start_date': df['date'].min().strftime('%Y-%m-%d'),\n 'end_date': df['date'].max().strftime('%Y-%m-%d'),\n 'instruments': list(set(df['instrument'])),\n }\n return Outputs(data=DataSource.write_df(df), instrument_data=DataSource.write_pickle(instrument_data))\n\n def gen_rolling_dates(trading_days_market, start_date, end_date, train_update_days, train_update_days_for_live, train_data_min_days, train_data_max_days, rolling_count_for_live):\n # 是否实盘模式\n tdays = list(D.trading_days(market=trading_days_market, start_date=start_date, end_date=end_date)['date'])\n is_live_run = T.live_run_param('trading_date', None) is not None\n\n if is_live_run and train_update_days_for_live:\n train_update_days = train_update_days_for_live\n\n rollings = []\n train_end_date = train_data_min_days\n while train_end_date < len(tdays):\n if train_data_max_days is not None and train_data_max_days > 0:\n train_start_date = max(train_end_date - train_data_max_days, 0)\n else:\n train_start_date = 0\n rollings.append({\n 'train_start_date': tdays[train_start_date].strftime('%Y-%m-%d'),\n 'train_end_date': tdays[train_end_date - 1].strftime('%Y-%m-%d'),\n 'test_start_date': tdays[train_end_date].strftime('%Y-%m-%d'),\n 'test_end_date': tdays[min(train_end_date + train_update_days, len(tdays)) - 1].strftime('%Y-%m-%d'),\n })\n train_end_date += train_update_days\n\n if not rollings:\n raise Exception('没有滚动需要执行,请检查配置')\n\n if is_live_run and rolling_count_for_live:\n rollings = rollings[-rolling_count_for_live:]\n\n return rollings\n\n g = bq_graph\n\n rolling_dates = gen_rolling_dates(\n trading_days_market, start_date, end_date, train_update_days, train_update_days_for_live, train_data_min_days, train_data_max_days, rolling_count_for_live)\n\n # 训练和预测\n results = []\n for rolling in rolling_dates:\n parameters = {}\n # 先禁用回测\n parameters[trade_mid + '.__enabled__'] = False\n parameters[train_instruments_mid + '.start_date'] = rolling['train_start_date']\n parameters[train_instruments_mid + '.end_date'] = rolling['train_end_date']\n parameters[test_instruments_mid + '.start_date'] = rolling['test_start_date']\n parameters[test_instruments_mid + '.end_date'] = rolling['test_end_date']\n # print('------ rolling_train:', parameters)\n results.append(g.run(parameters))\n\n # 合并预测结果并回测\n mx = M.cached.v3(run=merge_datasources, input_1=[[result[predict_mid].predictions, result[test_instruments_mid].data.read_pickle()['start_date']] for result in results])\n parameters = {}\n parameters['*.__enabled__'] = False\n parameters[trade_mid + '.__enabled__'] = True\n parameters[trade_mid + '.instruments'] = mx.instrument_data\n parameters[trade_mid + '.options_data'] = mx.data\n\n trade = g.run(parameters)\n\n return {'rollings': results, 'trade': trade}\n","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"run_now","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null},{"Name":"bq_graph","Value":"True","ValueType":"Literal","LinkedGlobalParameter":null}],"InputPortsInternal":[{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"bq_graph_port","NodeId":"-2930"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_1","NodeId":"-2930"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_2","NodeId":"-2930"},{"DataSourceId":null,"TrainedModelId":null,"TransformModuleId":null,"Name":"input_3","NodeId":"-2930"}],"OutputPortsInternal":[{"Name":"result","NodeId":"-2930","OutputType":null}],"UsePreviousResults":false,"moduleIdForCode":11,"IsPartOfPartialRun":null,"Comment":"","CommentCollapsed":true}],"SerializedClientData":"<?xml version='1.0' encoding='utf-16'?><DataV1 xmlns:xsd='http://www.w3.org/2001/XMLSchema' xmlns:xsi='http://www.w3.org/2001/XMLSchema-instance'><Meta /><NodePositions><NodePosition Node='287d2cb0-f53c-4101-bdf8-104b137c8601-8' Position='211,64,200,200'/><NodePosition Node='287d2cb0-f53c-4101-bdf8-104b137c8601-15' Position='70,183,200,200'/><NodePosition Node='287d2cb0-f53c-4101-bdf8-104b137c8601-24' Position='765,21,200,200'/><NodePosition Node='287d2cb0-f53c-4101-bdf8-104b137c8601-53' Position='249,375,200,200'/><NodePosition Node='287d2cb0-f53c-4101-bdf8-104b137c8601-60' Position='906,647,200,200'/><NodePosition Node='287d2cb0-f53c-4101-bdf8-104b137c8601-62' Position='1074,127,200,200'/><NodePosition Node='287d2cb0-f53c-4101-bdf8-104b137c8601-84' Position='376,467,200,200'/><NodePosition Node='-86' Position='1078,418,200,200'/><NodePosition Node='-215' Position='381,188,200,200'/><NodePosition Node='-222' Position='385,280,200,200'/><NodePosition Node='-231' Position='1078,236,200,200'/><NodePosition Node='-238' Position='1081,327,200,200'/><NodePosition Node='-250' Position='1078,790,200,200'/><NodePosition Node='-607' Position='638,561,200,200'/><NodePosition Node='-184' Position='1500,373,200,200'/><NodePosition Node='-312' Position='1496,513,200,200'/><NodePosition Node='-189' Position='1156,715,200,200'/><NodePosition Node='-2930' Position='543,652,200,200'/></NodePositions><NodeGroups /></DataV1>"},"IsDraft":true,"ParentExperimentId":null,"WebService":{"IsWebServiceExperiment":false,"Inputs":[],"Outputs":[],"Parameters":[{"Name":"交易日期","Value":"","ParameterDefinition":{"Name":"交易日期","FriendlyName":"交易日期","DefaultValue":"","ParameterType":"String","HasDefaultValue":true,"IsOptional":true,"ParameterRules":[],"HasRules":false,"MarkupType":0,"CredentialDescriptor":null}}],"WebServiceGroupId":null,"SerializedClientData":"<?xml version='1.0' encoding='utf-16'?><DataV1 xmlns:xsd='http://www.w3.org/2001/XMLSchema' xmlns:xsi='http://www.w3.org/2001/XMLSchema-instance'><Meta /><NodePositions></NodePositions><NodeGroups /></DataV1>"},"DisableNodesUpdate":false,"Category":"user","Tags":[],"IsPartialRun":true}
    In [8]:
    # 本代码由可视化策略环境自动生成 2020年3月24日 24:11
    # 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 m19_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 = 0.2
        context.options['hold_days'] = 5
    
    # 回测引擎:每日数据处理函数,每天执行一次
    def m19_handle_data_bigquant_run(context, data):
        # 按日期过滤得到今日的预测数据
        ranker_prediction = context.ranker_prediction[
            context.ranker_prediction.date == data.current_dt.strftime('%Y-%m-%d')]
        print("ranker_prediction",ranker_prediction)
       
        # 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)
        positions = {e.symbol: p.amount * p.last_sale_price
                     for e, p in context.portfolio.positions.items()}
    
        # 2. 生成卖出订单: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:
            equities = {e.symbol: e for e, p in context.portfolio.positions.items()}
            instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(
                    lambda x: x in equities)])))
    
            for instrument in instruments:
                context.order_target(context.symbol(instrument), 0)
                cash_for_sell -= positions[instrument]
                if cash_for_sell <= 0:
                    break
    
        # 3. 生成买入订单:按机器学习算法预测的排序,买入前面的stock_count只股票
        buy_cash_weights = context.stock_weights
        buy_instruments = list(ranker_prediction.instrument[: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 m19_prepare_bigquant_run(context):
        pass
    
    
    g = T.Graph({
    
        'm1': 'M.instruments.v2',
        'm1.start_date': '2010-01-01',
        'm1.end_date': '2011-01-01',
        'm1.market': 'CN_STOCK_A',
        'm1.instrument_list': '',
        'm1.max_count': 0,
    
        'm2': 'M.advanced_auto_labeler.v2',
        'm2.instruments': T.Graph.OutputPort('m1.data'),
        'm2.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
    #   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 <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)
    """,
        'm2.start_date': '',
        'm2.end_date': '',
        'm2.benchmark': '000300.SHA',
        'm2.drop_na_label': True,
        'm2.cast_label_int': True,
    
        '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
    return_5""",
    
        'm15': 'M.general_feature_extractor.v7',
        'm15.instruments': T.Graph.OutputPort('m1.data'),
        'm15.features': T.Graph.OutputPort('m3.data'),
        'm15.start_date': '',
        'm15.end_date': '',
        'm15.before_start_days': 0,
    
        'm16': 'M.derived_feature_extractor.v3',
        'm16.input_data': T.Graph.OutputPort('m15.data'),
        'm16.features': T.Graph.OutputPort('m3.data'),
        'm16.date_col': 'date',
        'm16.instrument_col': 'instrument',
        'm16.drop_na': False,
        'm16.remove_extra_columns': False,
    
        'm7': 'M.join.v3',
        'm7.data1': T.Graph.OutputPort('m2.data'),
        'm7.data2': T.Graph.OutputPort('m16.data'),
        'm7.on': 'date,instrument',
        'm7.how': 'inner',
        'm7.sort': False,
    
        'm13': 'M.dropnan.v1',
        'm13.input_data': T.Graph.OutputPort('m7.data'),
    
        'm4': 'M.stock_ranker_train.v6',
        'm4.training_ds': T.Graph.OutputPort('m13.data'),
        'm4.features': T.Graph.OutputPort('m3.data'),
        'm4.learning_algorithm': '排序',
        'm4.number_of_leaves': 30,
        'm4.minimum_docs_per_leaf': 1000,
        'm4.number_of_trees': 20,
        'm4.learning_rate': 0.1,
        'm4.max_bins': 1023,
        'm4.feature_fraction': 1,
        'm4.data_row_fraction': 1,
        'm4.ndcg_discount_base': 1,
        'm4.m_lazy_run': False,
    
        'm9': 'M.instruments.v2',
        'm9.start_date': T.live_run_param('trading_date', '2012-01-01'),
        'm9.end_date': T.live_run_param('trading_date', '2012-05-01'),
        'm9.market': 'CN_STOCK_A',
        'm9.instrument_list': '',
        'm9.max_count': 0,
    
        'm17': 'M.general_feature_extractor.v7',
        'm17.instruments': T.Graph.OutputPort('m9.data'),
        'm17.features': T.Graph.OutputPort('m3.data'),
        'm17.start_date': '',
        'm17.end_date': '',
        'm17.before_start_days': 0,
    
        'm18': 'M.derived_feature_extractor.v3',
        'm18.input_data': T.Graph.OutputPort('m17.data'),
        'm18.features': T.Graph.OutputPort('m3.data'),
        'm18.date_col': 'date',
        'm18.instrument_col': 'instrument',
        'm18.drop_na': False,
        'm18.remove_extra_columns': False,
    
        'm14': 'M.dropnan.v1',
        'm14.input_data': T.Graph.OutputPort('m18.data'),
    
        'm8': 'M.stock_ranker_predict.v5',
        'm8.model': T.Graph.OutputPort('m4.model'),
        'm8.data': T.Graph.OutputPort('m14.data'),
        'm8.m_lazy_run': False,
    
        'm5': 'M.input_features.v1',
        'm5.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)""",
    
        'm6': 'M.index_feature_extract.v3',
        'm6.input_1': T.Graph.OutputPort('m9.data'),
        'm6.input_2': T.Graph.OutputPort('m5.data'),
        'm6.before_days': 100,
        'm6.index': '000300.HIX',
    
        'm10': 'M.join.v3',
        'm10.data1': T.Graph.OutputPort('m8.predictions'),
        'm10.data2': T.Graph.OutputPort('m6.data_1'),
        'm10.on': 'date',
        'm10.how': 'left',
        'm10.sort': False,
    
        'm19': 'M.trade.v4',
        'm19.instruments': T.Graph.OutputPort('m9.data'),
        'm19.options_data': T.Graph.OutputPort('m10.data'),
        'm19.start_date': '',
        'm19.end_date': '',
        'm19.initialize': m19_initialize_bigquant_run,
        'm19.handle_data': m19_handle_data_bigquant_run,
        'm19.prepare': m19_prepare_bigquant_run,
        'm19.volume_limit': 0.025,
        'm19.order_price_field_buy': 'open',
        'm19.order_price_field_sell': 'close',
        'm19.capital_base': 1000000,
        'm19.auto_cancel_non_tradable_orders': True,
        'm19.data_frequency': 'daily',
        'm19.price_type': '真实价格',
        'm19.product_type': '股票',
        'm19.plot_charts': True,
        'm19.backtest_only': False,
        'm19.benchmark': '000300.SHA',
    })
    
    # g.run({})
    
    
    def m11_run_bigquant_run(
        bq_graph,
        inputs,
        trading_days_market='CN', # 使用那个市场的交易日历, TODO
        train_instruments_mid='m1', # 训练数据 证券代码列表 模块id
        test_instruments_mid='m9', # 测试数据 证券代码列表 模块id
        predict_mid='m8', # 预测 模块id
        trade_mid='m19', # 回测 模块id
        start_date='2014-01-01', # 数据开始日期
        end_date=T.live_run_param('trading_date', '2014-08-01'), # 数据结束日期
        train_update_days=100, # 更新周期,按交易日计算,每多少天更新一次
        train_update_days_for_live=None, #模拟实盘模式下的更新周期,按交易日计算,每多少天更新一次。如果需要在模拟实盘阶段使用不同的模型更新周期,可以设置这个参数
        train_data_min_days=100, # 最小数据天数,按交易日计算,所以第一个滚动的结束日期是 从开始日期到开始日期+最小数据天数
        train_data_max_days=100, # 最大数据天数,按交易日计算,0,表示没有限制,否则每一个滚动的开始日期=max(此滚动的结束日期-最大数据天数, 开始日期
        rolling_count_for_live=1, #实盘模式下滚动次数,模拟实盘模式下,取最后多少次滚动。一般在模拟实盘模式下,只用到最后一次滚动训练的模型,这里可以设置为1;如果你的滚动训练数据时间段很短,以至于期间可能没有训练数据,这里可以设置大一点。0表示没有限制
    ):
        def merge_datasources(input_1):
            df_list = [ds[0].read_df().set_index('date').ix[ds[1]:].reset_index() for ds in input_1]
            df = pd.concat(df_list)
            instrument_data = {
                'start_date': df['date'].min().strftime('%Y-%m-%d'),
                'end_date': df['date'].max().strftime('%Y-%m-%d'),
                'instruments': list(set(df['instrument'])),
            }
            return Outputs(data=DataSource.write_df(df), instrument_data=DataSource.write_pickle(instrument_data))
    
        def gen_rolling_dates(trading_days_market, start_date, end_date, train_update_days, train_update_days_for_live, train_data_min_days, train_data_max_days, rolling_count_for_live):
            # 是否实盘模式
            tdays = list(D.trading_days(market=trading_days_market, start_date=start_date, end_date=end_date)['date'])
            is_live_run = T.live_run_param('trading_date', None) is not None
    
            if is_live_run and train_update_days_for_live:
                train_update_days = train_update_days_for_live
    
            rollings = []
            train_end_date = train_data_min_days
            while train_end_date < len(tdays):
                if train_data_max_days is not None and train_data_max_days > 0:
                    train_start_date = max(train_end_date - train_data_max_days, 0)
                else:
                    train_start_date = 0
                rollings.append({
                    'train_start_date': tdays[train_start_date].strftime('%Y-%m-%d'),
                    'train_end_date': tdays[train_end_date - 1].strftime('%Y-%m-%d'),
                    'test_start_date': tdays[train_end_date].strftime('%Y-%m-%d'),
                    'test_end_date': tdays[min(train_end_date + train_update_days, len(tdays)) - 1].strftime('%Y-%m-%d'),
                })
                train_end_date += train_update_days
    
            if not rollings:
                raise Exception('没有滚动需要执行,请检查配置')
    
            if is_live_run and rolling_count_for_live:
                rollings = rollings[-rolling_count_for_live:]
    
            return rollings
    
        g = bq_graph
    
        rolling_dates = gen_rolling_dates(
            trading_days_market, start_date, end_date, train_update_days, train_update_days_for_live, train_data_min_days, train_data_max_days, rolling_count_for_live)
    
        # 训练和预测
        results = []
        for rolling in rolling_dates:
            parameters = {}
            # 先禁用回测
            parameters[trade_mid + '.__enabled__'] = False
            parameters[train_instruments_mid + '.start_date'] = rolling['train_start_date']
            parameters[train_instruments_mid + '.end_date'] = rolling['train_end_date']
            parameters[test_instruments_mid + '.start_date'] = rolling['test_start_date']
            parameters[test_instruments_mid + '.end_date'] = rolling['test_end_date']
            # print('------ rolling_train:', parameters)
            results.append(g.run(parameters))
    
        # 合并预测结果并回测
        mx = M.cached.v3(run=merge_datasources, input_1=[[result[predict_mid].predictions, result[test_instruments_mid].data.read_pickle()['start_date']] for result in results])
        parameters = {}
        parameters['*.__enabled__'] = False
        parameters[trade_mid + '.__enabled__'] = True
        parameters[trade_mid + '.instruments'] = mx.instrument_data
        parameters[trade_mid + '.options_data'] = mx.data
    
        trade = g.run(parameters)
    
        return {'rollings': results, 'trade': trade}
    
    
    m11 = M.hyper_rolling_train.v1(
        run=m11_run_bigquant_run,
        run_now=True,
        bq_graph=g
    )
    
    设置测试数据集,查看训练迭代过程的NDCG
    bigcharts-data-start/{"__type":"tabs","__id":"bigchart-c38742ec4fc94420bb33f6926038740d"}/bigcharts-data-end
    ranker_prediction            date  instrument     score  position
    0    2014-06-04  000537.SZA  0.608519         1
    1    2014-06-04  002455.SZA  0.608519         2
    2    2014-06-04  600606.SHA  0.608519         3
    3    2014-06-04  600185.SHA  0.606825         4
    4    2014-06-04  002235.SZA  0.602660         5
    5    2014-06-04  002388.SZA  0.602660         6
    6    2014-06-04  000532.SZA  0.596834         7
    7    2014-06-04  300043.SZA  0.596834         8
    8    2014-06-04  000421.SZA  0.569879         9
    9    2014-06-04  002187.SZA  0.569879        10
    10   2014-06-04  002539.SZA  0.569879        11
    11   2014-06-04  601599.SHA  0.569879        12
    12   2014-06-04  300189.SZA  0.537305        13
    13   2014-06-04  300124.SZA  0.525379        14
    14   2014-06-04  002143.SZA  0.515964        15
    15   2014-06-04  002191.SZA  0.510184        16
    16   2014-06-04  002518.SZA  0.510184        17
    17   2014-06-04  600333.SHA  0.510184        18
    18   2014-06-04  600770.SHA  0.510184        19
    19   2014-06-04  600835.SHA  0.510184        20
    20   2014-06-04  002626.SZA  0.508947        21
    21   2014-06-04  000428.SZA  0.506094        22
    22   2014-06-04  000673.SZA  0.483848        23
    23   2014-06-04  002231.SZA  0.483848        24
    24   2014-06-04  002234.SZA  0.483848        25
    25   2014-06-04  600189.SHA  0.483848        26
    26   2014-06-04  300044.SZA  0.481362        27
    27   2014-06-04  600371.SHA  0.481362        28
    28   2014-06-04  300029.SZA  0.476227        29
    29   2014-06-04  000859.SZA  0.475570        30
    ...         ...         ...       ...       ...
    2282 2014-06-04  300045.SZA  0.060925      2283
    2283 2014-06-04  300049.SZA  0.060925      2284
    2284 2014-06-04  300209.SZA  0.060925      2285
    2285 2014-06-04  300224.SZA  0.060925      2286
    2286 2014-06-04  300313.SZA  0.060925      2287
    2287 2014-06-04  600275.SHA  0.060925      2288
    2288 2014-06-04  600297.SHA  0.060925      2289
    2289 2014-06-04  600581.SHA  0.060925      2290
    2290 2014-06-04  600584.SHA  0.060925      2291
    2291 2014-06-04  601890.SHA  0.060925      2292
    2292 2014-06-04  000426.SZA  0.039440      2293
    2293 2014-06-04  000550.SZA  0.039440      2294
    2294 2014-06-04  000911.SZA  0.039440      2295
    2295 2014-06-04  002112.SZA  0.039440      2296
    2296 2014-06-04  002643.SZA  0.039440      2297
    2297 2014-06-04  300121.SZA  0.039440      2298
    2298 2014-06-04  300331.SZA  0.039440      2299
    2299 2014-06-04  300363.SZA  0.039440      2300
    2300 2014-06-04  000971.SZA  0.032594      2301
    2301 2014-06-04  002268.SZA  0.026623      2302
    2302 2014-06-04  002307.SZA -0.126834      2303
    2303 2014-06-04  300282.SZA -0.126834      2304
    2304 2014-06-04  300302.SZA -0.126834      2305
    2305 2014-06-04  600525.SHA -0.126834      2306
    2306 2014-06-04  002619.SZA -0.208280      2307
    2307 2014-06-04  002700.SZA -0.208280      2308
    2308 2014-06-04  300065.SZA -0.208280      2309
    2309 2014-06-04  300191.SZA -0.208280      2310
    2310 2014-06-04  600074.SHA -0.208280      2311
    2311 2014-06-04  600756.SHA -0.208280      2312
    
    [2312 rows x 4 columns]
    ranker_prediction            date  instrument     score  position
    2312 2014-06-05  600765.SHA  0.608519         1
    2313 2014-06-05  600793.SHA  0.602660         2
    2314 2014-06-05  600545.SHA  0.596834         3
    2315 2014-06-05  002626.SZA  0.569879         4
    2316 2014-06-05  600189.SHA  0.569879         5
    2317 2014-06-05  600367.SHA  0.569879         6
    2318 2014-06-05  600310.SHA  0.540967         7
    2319 2014-06-05  002231.SZA  0.508947         8
    2320 2014-06-05  000793.SZA  0.483848         9
    2321 2014-06-05  000428.SZA  0.481362        10
    2322 2014-06-05  002407.SZA  0.481362        11
    2323 2014-06-05  300029.SZA  0.481362        12
    2324 2014-06-05  600371.SHA  0.481362        13
    2325 2014-06-05  000543.SZA  0.475570        14
    2326 2014-06-05  000915.SZA  0.475570        15
    2327 2014-06-05  002417.SZA  0.475570        16
    2328 2014-06-05  300366.SZA  0.475570        17
    2329 2014-06-05  600131.SHA  0.475570        18
    2330 2014-06-05  600235.SHA  0.475570        19
    2331 2014-06-05  601328.SHA  0.475570        20
    2332 2014-06-05  300373.SZA  0.466422        21
    2333 2014-06-05  600340.SHA  0.466422        22
    2334 2014-06-05  000801.SZA  0.465391        23
    2335 2014-06-05  600158.SHA  0.465391        24
    2336 2014-06-05  002234.SZA  0.457091        25
    2337 2014-06-05  002299.SZA  0.457091        26
    2338 2014-06-05  300124.SZA  0.457091        27
    2339 2014-06-05  000626.SZA  0.455968        28
    2340 2014-06-05  000856.SZA  0.455968        29
    2341 2014-06-05  002020.SZA  0.455968        30
    ...         ...         ...       ...       ...
    4585 2014-06-05  300201.SZA  0.053606      2274
    4586 2014-06-05  300359.SZA  0.053606      2275
    4587 2014-06-05  300379.SZA  0.053606      2276
    4588 2014-06-05  600343.SHA  0.053606      2277
    4589 2014-06-05  002023.SZA  0.039440      2278
    4590 2014-06-05  002177.SZA  0.039440      2279
    4591 2014-06-05  002279.SZA  0.039440      2280
    4592 2014-06-05  002307.SZA  0.039440      2281
    4593 2014-06-05  002400.SZA  0.039440      2282
    4594 2014-06-05  300177.SZA  0.039440      2283
    4595 2014-06-05  600386.SHA  0.039440      2284
    4596 2014-06-05  600410.SHA  0.039440      2285
    4597 2014-06-05  600536.SHA  0.039440      2286
    4598 2014-06-05  600876.SHA  0.039440      2287
    4599 2014-06-05  600877.SHA  0.039440      2288
    4600 2014-06-05  002424.SZA  0.032594      2289
    4601 2014-06-05  300175.SZA  0.032594      2290
    4602 2014-06-05  600129.SHA  0.032594      2291
    4603 2014-06-05  002465.SZA  0.026623      2292
    4604 2014-06-05  000703.SZA -0.126834      2293
    4605 2014-06-05  300121.SZA -0.126834      2294
    4606 2014-06-05  300302.SZA -0.126834      2295
    4607 2014-06-05  000622.SZA -0.208280      2296
    4608 2014-06-05  002619.SZA -0.208280      2297
    4609 2014-06-05  002700.SZA -0.208280      2298
    4610 2014-06-05  300065.SZA -0.208280      2299
    4611 2014-06-05  300141.SZA -0.208280      2300
    4612 2014-06-05  300191.SZA -0.208280      2301
    4613 2014-06-05  600074.SHA -0.208280      2302
    4614 2014-06-05  600756.SHA -0.208280      2303
    
    [2303 rows x 4 columns]
    
    ranker_prediction            date  instrument     score  position
    4615 2014-06-06  002234.SZA  0.596834         1
    4616 2014-06-06  600340.SHA  0.596834         2
    4617 2014-06-06  002027.SZA  0.583146         3
    4618 2014-06-06  002555.SZA  0.569879         4
    4619 2014-06-06  002714.SZA  0.569879         5
    4620 2014-06-06  600681.SHA  0.569879         6
    4621 2014-06-06  600185.SHA  0.547938         7
    4622 2014-06-06  300228.SZA  0.537305         8
    4623 2014-06-06  600112.SHA  0.537305         9
    4624 2014-06-06  300226.SZA  0.515964        10
    4625 2014-06-06  300029.SZA  0.514258        11
    4626 2014-06-06  300044.SZA  0.514258        12
    4627 2014-06-06  000607.SZA  0.510184        13
    4628 2014-06-06  000965.SZA  0.510184        14
    4629 2014-06-06  600597.SHA  0.510184        15
    4630 2014-06-06  600811.SHA  0.510184        16
    4631 2014-06-06  002626.SZA  0.508947        17
    4632 2014-06-06  002214.SZA  0.506094        18
    4633 2014-06-06  000801.SZA  0.497492        19
    4634 2014-06-06  000155.SZA  0.483848        20
    4635 2014-06-06  002590.SZA  0.483848        21
    4636 2014-06-06  300124.SZA  0.483848        22
    4637 2014-06-06  000428.SZA  0.481362        23
    4638 2014-06-06  002198.SZA  0.481362        24
    4639 2014-06-06  002407.SZA  0.481362        25
    4640 2014-06-06  600371.SHA  0.481362        26
    4641 2014-06-06  000955.SZA  0.475570        27
    4642 2014-06-06  600196.SHA  0.475570        28
    4643 2014-06-06  600251.SHA  0.475570        29
    4644 2014-06-06  600886.SHA  0.475570        30
    ...         ...         ...       ...       ...
    6888 2014-06-06  002619.SZA  0.087576      2274
    6889 2014-06-06  000554.SZA  0.084747      2275
    6890 2014-06-06  300027.SZA  0.084747      2276
    6891 2014-06-06  300346.SZA  0.084747      2277
    6892 2014-06-06  002204.SZA  0.082430      2278
    6893 2014-06-06  000513.SZA  0.060925      2279
    6894 2014-06-06  000550.SZA  0.060925      2280
    6895 2014-06-06  002219.SZA  0.060925      2281
    6896 2014-06-06  002346.SZA  0.060925      2282
    6897 2014-06-06  300104.SZA  0.060925      2283
    6898 2014-06-06  300319.SZA  0.060925      2284
    6899 2014-06-06  300321.SZA  0.060925      2285
    6900 2014-06-06  600339.SHA  0.060925      2286
    6901 2014-06-06  600566.SHA  0.060925      2287
    6902 2014-06-06  600234.SHA  0.053606      2288
    6903 2014-06-06  002132.SZA  0.039440      2289
    6904 2014-06-06  300113.SZA  0.039440      2290
    6905 2014-06-06  300164.SZA  0.039440      2291
    6906 2014-06-06  300013.SZA  0.032594      2292
    6907 2014-06-06  300129.SZA  0.032594      2293
    6908 2014-06-06  002606.SZA  0.026623      2294
    6909 2014-06-06  002281.SZA  0.016412      2295
    6910 2014-06-06  300156.SZA  0.016412      2296
    6911 2014-06-06  300215.SZA  0.016412      2297
    6912 2014-06-06  000622.SZA -0.126834      2298
    6913 2014-06-06  300141.SZA -0.126834      2299
    6914 2014-06-06  300191.SZA -0.126834      2300
    6915 2014-06-06  002700.SZA -0.208280      2301
    6916 2014-06-06  300121.SZA -0.208280      2302
    6917 2014-06-06  600074.SHA -0.208280      2303
    
    [2303 rows x 4 columns]
    ranker_prediction            date  instrument     score  position
    6918 2014-06-09  002301.SZA  0.608519         1
    6919 2014-06-09  300159.SZA  0.608519         2
    6920 2014-06-09  600289.SHA  0.608519         3
    6921 2014-06-09  002351.SZA  0.602660         4
    6922 2014-06-09  002405.SZA  0.602660         5
    6923 2014-06-09  002708.SZA  0.602660         6
    6924 2014-06-09  002364.SZA  0.583146         7
    6925 2014-06-09  600623.SHA  0.569879         8
    6926 2014-06-09  000972.SZA  0.547938         9
    6927 2014-06-09  600425.SHA  0.547938        10
    6928 2014-06-09  000793.SZA  0.546005        11
    6929 2014-06-09  002723.SZA  0.546005        12
    6930 2014-06-09  300223.SZA  0.537305        13
    6931 2014-06-09  600887.SHA  0.537305        14
    6932 2014-06-09  300226.SZA  0.525379        15
    6933 2014-06-09  300029.SZA  0.514258        16
    6934 2014-06-09  002314.SZA  0.510184        17
    6935 2014-06-09  002713.SZA  0.510184        18
    6936 2014-06-09  002725.SZA  0.510184        19
    6937 2014-06-09  600588.SHA  0.510184        20
    6938 2014-06-09  600843.SHA  0.510184        21
    6939 2014-06-09  002460.SZA  0.508947        22
    6940 2014-06-09  002214.SZA  0.497492        23
    6941 2014-06-09  002370.SZA  0.483848        24
    6942 2014-06-09  000428.SZA  0.481362        25
    6943 2014-06-09  002198.SZA  0.481362        26
    6944 2014-06-09  002407.SZA  0.481362        27
    6945 2014-06-09  600371.SHA  0.481362        28
    6946 2014-06-09  000801.SZA  0.476227        29
    6947 2014-06-09  000672.SZA  0.475570        30
    ...         ...         ...       ...       ...
    9189 2014-06-09  002266.SZA  0.060925      2272
    9190 2014-06-09  300021.SZA  0.060925      2273
    9191 2014-06-09  300342.SZA  0.060925      2274
    9192 2014-06-09  600499.SHA  0.060925      2275
    9193 2014-06-09  601890.SHA  0.060925      2276
    9194 2014-06-09  000418.SZA  0.039440      2277
    9195 2014-06-09  000554.SZA  0.039440      2278
    9196 2014-06-09  000595.SZA  0.039440      2279
    9197 2014-06-09  000761.SZA  0.039440      2280
    9198 2014-06-09  002207.SZA  0.039440      2281
    9199 2014-06-09  002213.SZA  0.039440      2282
    9200 2014-06-09  002281.SZA  0.039440      2283
    9201 2014-06-09  600433.SHA  0.039440      2284
    9202 2014-06-09  600601.SHA  0.039440      2285
    9203 2014-06-09  600603.SHA  0.039440      2286
    9204 2014-06-09  600980.SHA  0.039440      2287
    9205 2014-06-09  600984.SHA  0.039440      2288
    9206 2014-06-09  002577.SZA  0.032594      2289
    9207 2014-06-09  600275.SHA  0.026623      2290
    9208 2014-06-09  002181.SZA  0.016412      2291
    9209 2014-06-09  300027.SZA  0.016412      2292
    9210 2014-06-09  002180.SZA -0.126834      2293
    9211 2014-06-09  300052.SZA -0.126834      2294
    9212 2014-06-09  300141.SZA -0.126834      2295
    9213 2014-06-09  300191.SZA -0.126834      2296
    9214 2014-06-09  600877.SHA -0.126834      2297
    9215 2014-06-09  300121.SZA -0.208280      2298
    9216 2014-06-09  300359.SZA -0.208280      2299
    9217 2014-06-09  600074.SHA -0.208280      2300
    9218 2014-06-09  600234.SHA -0.208280      2301
    
    [2301 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    9219  2014-06-10  300159.SZA  0.583146         1
    9220  2014-06-10  002590.SZA  0.569879         2
    9221  2014-06-10  600432.SHA  0.569879         3
    9222  2014-06-10  002177.SZA  0.540967         4
    9223  2014-06-10  600681.SHA  0.540967         5
    9224  2014-06-10  300228.SZA  0.537305         6
    9225  2014-06-10  600780.SHA  0.514258         7
    9226  2014-06-10  300226.SZA  0.508947         8
    9227  2014-06-10  600371.SHA  0.508947         9
    9228  2014-06-10  002214.SZA  0.483848        10
    9229  2014-06-10  300044.SZA  0.483848        11
    9230  2014-06-10  000428.SZA  0.481362        12
    9231  2014-06-10  002198.SZA  0.481362        13
    9232  2014-06-10  002407.SZA  0.481362        14
    9233  2014-06-10  002460.SZA  0.481362        15
    9234  2014-06-10  600782.SHA  0.481362        16
    9235  2014-06-10  000589.SZA  0.475570        17
    9236  2014-06-10  002290.SZA  0.475570        18
    9237  2014-06-10  002318.SZA  0.475570        19
    9238  2014-06-10  002464.SZA  0.475570        20
    9239  2014-06-10  600211.SHA  0.475570        21
    9240  2014-06-10  600423.SHA  0.475570        22
    9241  2014-06-10  600483.SHA  0.475570        23
    9242  2014-06-10  601137.SHA  0.475570        24
    9243  2014-06-10  000972.SZA  0.466422        25
    9244  2014-06-10  600596.SHA  0.466422        26
    9245  2014-06-10  300331.SZA  0.455968        27
    9246  2014-06-10  600382.SHA  0.455968        28
    9247  2014-06-10  600439.SHA  0.455968        29
    9248  2014-06-10  600523.SHA  0.455968        30
    ...          ...         ...       ...       ...
    11496 2014-06-10  002602.SZA  0.060925      2278
    11497 2014-06-10  002669.SZA  0.060925      2279
    11498 2014-06-10  300024.SZA  0.060925      2280
    11499 2014-06-10  300115.SZA  0.060925      2281
    11500 2014-06-10  300162.SZA  0.060925      2282
    11501 2014-06-10  000712.SZA  0.039440      2283
    11502 2014-06-10  000939.SZA  0.039440      2284
    11503 2014-06-10  002143.SZA  0.039440      2285
    11504 2014-06-10  002382.SZA  0.039440      2286
    11505 2014-06-10  300220.SZA  0.039440      2287
    11506 2014-06-10  300240.SZA  0.039440      2288
    11507 2014-06-10  300248.SZA  0.039440      2289
    11508 2014-06-10  300324.SZA  0.039440      2290
    11509 2014-06-10  600339.SHA  0.039440      2291
    11510 2014-06-10  002421.SZA  0.032594      2292
    11511 2014-06-10  300194.SZA  0.032594      2293
    11512 2014-06-10  600393.SHA  0.032594      2294
    11513 2014-06-10  300074.SZA  0.026623      2295
    11514 2014-06-10  600733.SHA  0.026623      2296
    11515 2014-06-10  300233.SZA  0.016412      2297
    11516 2014-06-10  600037.SHA  0.016412      2298
    11517 2014-06-10  002180.SZA -0.126834      2299
    11518 2014-06-10  002280.SZA -0.126834      2300
    11519 2014-06-10  300052.SZA -0.126834      2301
    11520 2014-06-10  300359.SZA -0.126834      2302
    11521 2014-06-10  600074.SHA -0.126834      2303
    11522 2014-06-10  600877.SHA -0.126834      2304
    11523 2014-06-10  300121.SZA -0.208280      2305
    11524 2014-06-10  300278.SZA -0.208280      2306
    11525 2014-06-10  600234.SHA -0.208280      2307
    
    [2307 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    11526 2014-06-11  000570.SZA  0.569879         1
    11527 2014-06-11  600596.SHA  0.540967         2
    11528 2014-06-11  000626.SZA  0.537305         3
    11529 2014-06-11  300196.SZA  0.537305         4
    11530 2014-06-11  601519.SHA  0.537305         5
    11531 2014-06-11  002460.SZA  0.514258         6
    11532 2014-06-11  600662.SHA  0.510184         7
    11533 2014-06-11  000045.SZA  0.497492         8
    11534 2014-06-11  002099.SZA  0.497492         9
    11535 2014-06-11  000428.SZA  0.481362        10
    11536 2014-06-11  002198.SZA  0.481362        11
    11537 2014-06-11  002407.SZA  0.476227        12
    11538 2014-06-11  000589.SZA  0.475570        13
    11539 2014-06-11  600131.SHA  0.475570        14
    11540 2014-06-11  002370.SZA  0.470945        15
    11541 2014-06-11  300102.SZA  0.470945        16
    11542 2014-06-11  002246.SZA  0.466422        17
    11543 2014-06-11  002405.SZA  0.466422        18
    11544 2014-06-11  000801.SZA  0.465391        19
    11545 2014-06-11  300208.SZA  0.465391        20
    11546 2014-06-11  300226.SZA  0.457091        21
    11547 2014-06-11  002016.SZA  0.455968        22
    11548 2014-06-11  002219.SZA  0.455968        23
    11549 2014-06-11  300011.SZA  0.455968        24
    11550 2014-06-11  600171.SHA  0.455968        25
    11551 2014-06-11  600602.SHA  0.455968        26
    11552 2014-06-11  600858.SHA  0.455968        27
    11553 2014-06-11  600782.SHA  0.443221        28
    11554 2014-06-11  000039.SZA  0.441652        29
    11555 2014-06-11  000717.SZA  0.441652        30
    ...          ...         ...       ...       ...
    13800 2014-06-11  600566.SHA  0.053606      2275
    13801 2014-06-11  000418.SZA  0.039440      2276
    13802 2014-06-11  000851.SZA  0.039440      2277
    13803 2014-06-11  002015.SZA  0.039440      2278
    13804 2014-06-11  002101.SZA  0.039440      2279
    13805 2014-06-11  002136.SZA  0.039440      2280
    13806 2014-06-11  002207.SZA  0.039440      2281
    13807 2014-06-11  002397.SZA  0.039440      2282
    13808 2014-06-11  300065.SZA  0.039440      2283
    13809 2014-06-11  300164.SZA  0.039440      2284
    13810 2014-06-11  300220.SZA  0.039440      2285
    13811 2014-06-11  600074.SHA  0.039440      2286
    13812 2014-06-11  600343.SHA  0.039440      2287
    13813 2014-06-11  600771.SHA  0.039440      2288
    13814 2014-06-11  000541.SZA  0.032594      2289
    13815 2014-06-11  300326.SZA  0.032594      2290
    13816 2014-06-11  600603.SHA  0.032594      2291
    13817 2014-06-11  300343.SZA  0.026623      2292
    13818 2014-06-11  300362.SZA  0.026623      2293
    13819 2014-06-11  600420.SHA  0.026623      2294
    13820 2014-06-11  603128.SHA  0.026623      2295
    13821 2014-06-11  002280.SZA -0.126834      2296
    13822 2014-06-11  300042.SZA -0.126834      2297
    13823 2014-06-11  300052.SZA -0.126834      2298
    13824 2014-06-11  300121.SZA -0.126834      2299
    13825 2014-06-11  002180.SZA -0.208280      2300
    13826 2014-06-11  300276.SZA -0.208280      2301
    13827 2014-06-11  300278.SZA -0.208280      2302
    13828 2014-06-11  600234.SHA -0.208280      2303
    13829 2014-06-11  600525.SHA -0.208280      2304
    
    [2304 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    13830 2014-06-12  002370.SZA  0.606825         1
    13831 2014-06-12  002407.SZA  0.606825         2
    13832 2014-06-12  600827.SHA  0.602660         3
    13833 2014-06-12  002346.SZA  0.596834         4
    13834 2014-06-12  601519.SHA  0.547938         5
    13835 2014-06-12  300134.SZA  0.546005         6
    13836 2014-06-12  002305.SZA  0.525379         7
    13837 2014-06-12  002198.SZA  0.514258         8
    13838 2014-06-12  300029.SZA  0.514258         9
    13839 2014-06-12  300368.SZA  0.510184        10
    13840 2014-06-12  300237.SZA  0.483848        11
    13841 2014-06-12  000045.SZA  0.481362        12
    13842 2014-06-12  000589.SZA  0.475570        13
    13843 2014-06-12  000780.SZA  0.475570        14
    13844 2014-06-12  000839.SZA  0.475570        15
    13845 2014-06-12  002681.SZA  0.475570        16
    13846 2014-06-12  300125.SZA  0.475570        17
    13847 2014-06-12  300159.SZA  0.475570        18
    13848 2014-06-12  300238.SZA  0.475570        19
    13849 2014-06-12  600113.SHA  0.475570        20
    13850 2014-06-12  600161.SHA  0.475570        21
    13851 2014-06-12  600365.SHA  0.475570        22
    13852 2014-06-12  601390.SHA  0.475570        23
    13853 2014-06-12  002236.SZA  0.457194        24
    13854 2014-06-12  002246.SZA  0.457091        25
    13855 2014-06-12  300102.SZA  0.457091        26
    13856 2014-06-12  300226.SZA  0.457091        27
    13857 2014-06-12  000554.SZA  0.455968        28
    13858 2014-06-12  300383.SZA  0.455968        29
    13859 2014-06-12  600766.SHA  0.455968        30
    ...          ...         ...       ...       ...
    16099 2014-06-12  601999.SHA  0.039440      2270
    16100 2014-06-12  300036.SZA  0.032594      2271
    16101 2014-06-12  002052.SZA  0.026623      2272
    16102 2014-06-12  002345.SZA  0.016412      2273
    16103 2014-06-12  002698.SZA  0.016412      2274
    16104 2014-06-12  600072.SHA  0.016412      2275
    16105 2014-06-12  600560.SHA  0.016412      2276
    16106 2014-06-12  002040.SZA -0.126834      2277
    16107 2014-06-12  002138.SZA -0.126834      2278
    16108 2014-06-12  300216.SZA -0.126834      2279
    16109 2014-06-12  300220.SZA -0.126834      2280
    16110 2014-06-12  300280.SZA -0.126834      2281
    16111 2014-06-12  300299.SZA -0.126834      2282
    16112 2014-06-12  600136.SHA -0.126834      2283
    16113 2014-06-12  600149.SHA -0.126834      2284
    16114 2014-06-12  600155.SHA -0.126834      2285
    16115 2014-06-12  600446.SHA -0.126834      2286
    16116 2014-06-12  600756.SHA -0.126834      2287
    16117 2014-06-12  600961.SHA -0.126834      2288
    16118 2014-06-12  002113.SZA -0.208280      2289
    16119 2014-06-12  002143.SZA -0.208280      2290
    16120 2014-06-12  002180.SZA -0.208280      2291
    16121 2014-06-12  002190.SZA -0.208280      2292
    16122 2014-06-12  002280.SZA -0.208280      2293
    16123 2014-06-12  300112.SZA -0.208280      2294
    16124 2014-06-12  300276.SZA -0.208280      2295
    16125 2014-06-12  300278.SZA -0.208280      2296
    16126 2014-06-12  600234.SHA -0.208280      2297
    16127 2014-06-12  600317.SHA -0.208280      2298
    16128 2014-06-12  601677.SHA -0.208280      2299
    
    [2299 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    16129 2014-06-13  600573.SHA  0.606825         1
    16130 2014-06-13  600827.SHA  0.583146         2
    16131 2014-06-13  000159.SZA  0.569879         3
    16132 2014-06-13  300146.SZA  0.515964         4
    16133 2014-06-13  000045.SZA  0.514258         5
    16134 2014-06-13  002198.SZA  0.514258         6
    16135 2014-06-13  000622.SZA  0.481362         7
    16136 2014-06-13  600520.SHA  0.481362         8
    16137 2014-06-13  000739.SZA  0.475570         9
    16138 2014-06-13  002012.SZA  0.475570        10
    16139 2014-06-13  002265.SZA  0.475570        11
    16140 2014-06-13  002398.SZA  0.475570        12
    16141 2014-06-13  002417.SZA  0.475570        13
    16142 2014-06-13  601688.SHA  0.475570        14
    16143 2014-06-13  600623.SHA  0.457194        15
    16144 2014-06-13  300237.SZA  0.457091        16
    16145 2014-06-13  601519.SHA  0.457091        17
    16146 2014-06-13  002251.SZA  0.455968        18
    16147 2014-06-13  002346.SZA  0.455968        19
    16148 2014-06-13  600077.SHA  0.455968        20
    16149 2014-06-13  002099.SZA  0.445117        21
    16150 2014-06-13  001696.SZA  0.441652        22
    16151 2014-06-13  002035.SZA  0.441652        23
    16152 2014-06-13  002213.SZA  0.441652        24
    16153 2014-06-13  002493.SZA  0.441652        25
    16154 2014-06-13  600121.SHA  0.441652        26
    16155 2014-06-13  600268.SHA  0.441652        27
    16156 2014-06-13  600326.SHA  0.441652        28
    16157 2014-06-13  600408.SHA  0.441652        29
    16158 2014-06-13  600488.SHA  0.441652        30
    ...          ...         ...       ...       ...
    18393 2014-06-13  300024.SZA  0.039440      2265
    18394 2014-06-13  300126.SZA  0.039440      2266
    18395 2014-06-13  300200.SZA  0.039440      2267
    18396 2014-06-13  600375.SHA  0.039440      2268
    18397 2014-06-13  600683.SHA  0.039440      2269
    18398 2014-06-13  600765.SHA  0.039440      2270
    18399 2014-06-13  600876.SHA  0.039440      2271
    18400 2014-06-13  600967.SHA  0.039440      2272
    18401 2014-06-13  000819.SZA  0.032594      2273
    18402 2014-06-13  300350.SZA  0.032594      2274
    18403 2014-06-13  300250.SZA  0.016412      2275
    18404 2014-06-13  600587.SHA  0.016412      2276
    18405 2014-06-13  002138.SZA -0.126834      2277
    18406 2014-06-13  002280.SZA -0.126834      2278
    18407 2014-06-13  002397.SZA -0.126834      2279
    18408 2014-06-13  300312.SZA -0.126834      2280
    18409 2014-06-13  300329.SZA -0.126834      2281
    18410 2014-06-13  600155.SHA -0.126834      2282
    18411 2014-06-13  600234.SHA -0.126834      2283
    18412 2014-06-13  600961.SHA -0.126834      2284
    18413 2014-06-13  002113.SZA -0.208280      2285
    18414 2014-06-13  002180.SZA -0.208280      2286
    18415 2014-06-13  002190.SZA -0.208280      2287
    18416 2014-06-13  300220.SZA -0.208280      2288
    18417 2014-06-13  300276.SZA -0.208280      2289
    18418 2014-06-13  300278.SZA -0.208280      2290
    18419 2014-06-13  600136.SHA -0.208280      2291
    18420 2014-06-13  600317.SHA -0.208280      2292
    18421 2014-06-13  600756.SHA -0.208280      2293
    18422 2014-06-13  601677.SHA -0.208280      2294
    
    [2294 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    18423 2014-06-16  300049.SZA  0.602660         1
    18424 2014-06-16  300102.SZA  0.602660         2
    18425 2014-06-16  601519.SHA  0.583146         3
    18426 2014-06-16  300219.SZA  0.546005         4
    18427 2014-06-16  300146.SZA  0.525379         5
    18428 2014-06-16  600520.SHA  0.514258         6
    18429 2014-06-16  002305.SZA  0.497492         7
    18430 2014-06-16  000622.SZA  0.481362         8
    18431 2014-06-16  000045.SZA  0.476227         9
    18432 2014-06-16  000540.SZA  0.475570        10
    18433 2014-06-16  002295.SZA  0.475570        11
    18434 2014-06-16  002412.SZA  0.475570        12
    18435 2014-06-16  600359.SHA  0.475570        13
    18436 2014-06-16  600423.SHA  0.475570        14
    18437 2014-06-16  600649.SHA  0.475570        15
    18438 2014-06-16  600717.SHA  0.475570        16
    18439 2014-06-16  600983.SHA  0.475570        17
    18440 2014-06-16  002041.SZA  0.457091        18
    18441 2014-06-16  600827.SHA  0.457091        19
    18442 2014-06-16  000048.SZA  0.455968        20
    18443 2014-06-16  002240.SZA  0.455968        21
    18444 2014-06-16  300134.SZA  0.455968        22
    18445 2014-06-16  600708.SHA  0.451307        23
    18446 2014-06-16  002099.SZA  0.445117        24
    18447 2014-06-16  000033.SZA  0.441652        25
    18448 2014-06-16  000620.SZA  0.441652        26
    18449 2014-06-16  002035.SZA  0.441652        27
    18450 2014-06-16  600277.SHA  0.441652        28
    18451 2014-06-16  600854.SHA  0.441652        29
    18452 2014-06-16  601929.SHA  0.441652        30
    ...          ...         ...       ...       ...
    20689 2014-06-16  300170.SZA  0.039440      2267
    20690 2014-06-16  300177.SZA  0.039440      2268
    20691 2014-06-16  600132.SHA  0.039440      2269
    20692 2014-06-16  600273.SHA  0.039440      2270
    20693 2014-06-16  002104.SZA  0.032594      2271
    20694 2014-06-16  002585.SZA  0.032594      2272
    20695 2014-06-16  300033.SZA  0.032594      2273
    20696 2014-06-16  600990.SHA  0.032594      2274
    20697 2014-06-16  000034.SZA  0.026623      2275
    20698 2014-06-16  002112.SZA  0.026623      2276
    20699 2014-06-16  002609.SZA  0.026623      2277
    20700 2014-06-16  600399.SHA  0.026623      2278
    20701 2014-06-16  300264.SZA  0.016412      2279
    20702 2014-06-16  300310.SZA  0.016412      2280
    20703 2014-06-16  002067.SZA -0.126834      2281
    20704 2014-06-16  002180.SZA -0.126834      2282
    20705 2014-06-16  002529.SZA -0.126834      2283
    20706 2014-06-16  300279.SZA -0.126834      2284
    20707 2014-06-16  600476.SHA -0.126834      2285
    20708 2014-06-16  600756.SHA -0.126834      2286
    20709 2014-06-16  002113.SZA -0.208280      2287
    20710 2014-06-16  002190.SZA -0.208280      2288
    20711 2014-06-16  002397.SZA -0.208280      2289
    20712 2014-06-16  300220.SZA -0.208280      2290
    20713 2014-06-16  300278.SZA -0.208280      2291
    20714 2014-06-16  300329.SZA -0.208280      2292
    20715 2014-06-16  600136.SHA -0.208280      2293
    20716 2014-06-16  600317.SHA -0.208280      2294
    20717 2014-06-16  600506.SHA -0.208280      2295
    20718 2014-06-16  601677.SHA -0.208280      2296
    
    [2296 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    20719 2014-06-17  600058.SHA  0.608519         1
    20720 2014-06-17  300102.SZA  0.602660         2
    20721 2014-06-17  000692.SZA  0.596834         3
    20722 2014-06-17  300146.SZA  0.546005         4
    20723 2014-06-17  600573.SHA  0.537305         5
    20724 2014-06-17  002030.SZA  0.510184         6
    20725 2014-06-17  600287.SHA  0.510184         7
    20726 2014-06-17  300219.SZA  0.506094         8
    20727 2014-06-17  000045.SZA  0.481362         9
    20728 2014-06-17  600520.SHA  0.481362        10
    20729 2014-06-17  600708.SHA  0.481362        11
    20730 2014-06-17  000587.SZA  0.475570        12
    20731 2014-06-17  000926.SZA  0.475570        13
    20732 2014-06-17  300041.SZA  0.475570        14
    20733 2014-06-17  300255.SZA  0.475570        15
    20734 2014-06-17  600031.SHA  0.475570        16
    20735 2014-06-17  600215.SHA  0.475570        17
    20736 2014-06-17  600366.SHA  0.475570        18
    20737 2014-06-17  600674.SHA  0.475570        19
    20738 2014-06-17  300003.SZA  0.457194        20
    20739 2014-06-17  002229.SZA  0.457091        21
    20740 2014-06-17  300049.SZA  0.457091        22
    20741 2014-06-17  601519.SHA  0.457091        23
    20742 2014-06-17  002696.SZA  0.455968        24
    20743 2014-06-17  600890.SHA  0.455968        25
    20744 2014-06-17  600982.SHA  0.455968        26
    20745 2014-06-17  601908.SHA  0.455968        27
    20746 2014-06-17  002041.SZA  0.451307        28
    20747 2014-06-17  000661.SZA  0.445117        29
    20748 2014-06-17  000622.SZA  0.441926        30
    ...          ...         ...       ...       ...
    22996 2014-06-17  002604.SZA  0.032594      2278
    22997 2014-06-17  300187.SZA  0.032594      2279
    22998 2014-06-17  300333.SZA  0.032594      2280
    22999 2014-06-17  300352.SZA  0.032594      2281
    23000 2014-06-17  600330.SHA  0.032594      2282
    23001 2014-06-17  000510.SZA  0.026623      2283
    23002 2014-06-17  000906.SZA  0.026623      2284
    23003 2014-06-17  000426.SZA  0.016412      2285
    23004 2014-06-17  002636.SZA  0.016412      2286
    23005 2014-06-17  002130.SZA -0.126834      2287
    23006 2014-06-17  002397.SZA -0.126834      2288
    23007 2014-06-17  002529.SZA -0.126834      2289
    23008 2014-06-17  300220.SZA -0.126834      2290
    23009 2014-06-17  300278.SZA -0.126834      2291
    23010 2014-06-17  300312.SZA -0.126834      2292
    23011 2014-06-17  600732.SHA -0.126834      2293
    23012 2014-06-17  000505.SZA -0.208280      2294
    23013 2014-06-17  002067.SZA -0.208280      2295
    23014 2014-06-17  002113.SZA -0.208280      2296
    23015 2014-06-17  002190.SZA -0.208280      2297
    23016 2014-06-17  002474.SZA -0.208280      2298
    23017 2014-06-17  002602.SZA -0.208280      2299
    23018 2014-06-17  300329.SZA -0.208280      2300
    23019 2014-06-17  600136.SHA -0.208280      2301
    23020 2014-06-17  600317.SHA -0.208280      2302
    23021 2014-06-17  600410.SHA -0.208280      2303
    23022 2014-06-17  600506.SHA -0.208280      2304
    23023 2014-06-17  600756.SHA -0.208280      2305
    23024 2014-06-17  600889.SHA -0.208280      2306
    23025 2014-06-17  601677.SHA -0.208280      2307
    
    [2307 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    23026 2014-06-18  002285.SZA  0.608519         1
    23027 2014-06-18  002701.SZA  0.608519         2
    23028 2014-06-18  600573.SHA  0.608519         3
    23029 2014-06-18  002009.SZA  0.602660         4
    23030 2014-06-18  002229.SZA  0.602660         5
    23031 2014-06-18  600857.SHA  0.602660         6
    23032 2014-06-18  002041.SZA  0.601388         7
    23033 2014-06-18  002300.SZA  0.569879         8
    23034 2014-06-18  300256.SZA  0.569879         9
    23035 2014-06-18  600287.SHA  0.569879        10
    23036 2014-06-18  600760.SHA  0.569879        11
    23037 2014-06-18  600827.SHA  0.569879        12
    23038 2014-06-18  002040.SZA  0.547938        13
    23039 2014-06-18  300076.SZA  0.546005        14
    23040 2014-06-18  600158.SHA  0.546005        15
    23041 2014-06-18  600833.SHA  0.537305        16
    23042 2014-06-18  000739.SZA  0.510184        17
    23043 2014-06-18  002453.SZA  0.510184        18
    23044 2014-06-18  300103.SZA  0.510184        19
    23045 2014-06-18  601700.SHA  0.510184        20
    23046 2014-06-18  300234.SZA  0.508947        21
    23047 2014-06-18  300146.SZA  0.506094        22
    23048 2014-06-18  000661.SZA  0.483848        23
    23049 2014-06-18  000045.SZA  0.481362        24
    23050 2014-06-18  600520.SHA  0.481362        25
    23051 2014-06-18  600708.SHA  0.481362        26
    23052 2014-06-18  002668.SZA  0.475570        27
    23053 2014-06-18  002714.SZA  0.475570        28
    23054 2014-06-18  300296.SZA  0.475570        29
    23055 2014-06-18  600467.SHA  0.475570        30
    ...          ...         ...       ...       ...
    25300 2014-06-18  300286.SZA  0.060925      2275
    25301 2014-06-18  600893.SHA  0.060925      2276
    25302 2014-06-18  600980.SHA  0.060925      2277
    25303 2014-06-18  002319.SZA  0.053606      2278
    25304 2014-06-18  002479.SZA  0.053606      2279
    25305 2014-06-18  603308.SHA  0.053606      2280
    25306 2014-06-18  002141.SZA  0.039440      2281
    25307 2014-06-18  300016.SZA  0.039440      2282
    25308 2014-06-18  300084.SZA  0.039440      2283
    25309 2014-06-18  300094.SZA  0.039440      2284
    25310 2014-06-18  300226.SZA  0.039440      2285
    25311 2014-06-18  600225.SHA  0.039440      2286
    25312 2014-06-18  601231.SHA  0.039440      2287
    25313 2014-06-18  300179.SZA  0.032594      2288
    25314 2014-06-18  002611.SZA  0.026623      2289
    25315 2014-06-18  000693.SZA -0.126834      2290
    25316 2014-06-18  000697.SZA -0.126834      2291
    25317 2014-06-18  002279.SZA -0.126834      2292
    25318 2014-06-18  002491.SZA -0.126834      2293
    25319 2014-06-18  002602.SZA -0.126834      2294
    25320 2014-06-18  300053.SZA -0.126834      2295
    25321 2014-06-18  600317.SHA -0.126834      2296
    25322 2014-06-18  600410.SHA -0.126834      2297
    25323 2014-06-18  600506.SHA -0.126834      2298
    25324 2014-06-18  600516.SHA -0.126834      2299
    25325 2014-06-18  002067.SZA -0.208280      2300
    25326 2014-06-18  002190.SZA -0.208280      2301
    25327 2014-06-18  300329.SZA -0.208280      2302
    25328 2014-06-18  600136.SHA -0.208280      2303
    25329 2014-06-18  601677.SHA -0.208280      2304
    
    [2304 rows x 4 columns]
    
    ranker_prediction             date  instrument     score  position
    25330 2014-06-19  000921.SZA  0.608519         1
    25331 2014-06-19  000997.SZA  0.608519         2
    25332 2014-06-19  002539.SZA  0.608519         3
    25333 2014-06-19  600309.SHA  0.608519         4
    25334 2014-06-19  000159.SZA  0.606825         5
    25335 2014-06-19  300159.SZA  0.606825         6
    25336 2014-06-19  600272.SHA  0.606825         7
    25337 2014-06-19  002196.SZA  0.602660         8
    25338 2014-06-19  002285.SZA  0.602660         9
    25339 2014-06-19  002432.SZA  0.602660        10
    25340 2014-06-19  300130.SZA  0.602660        11
    25341 2014-06-19  300141.SZA  0.602660        12
    25342 2014-06-19  300216.SZA  0.602660        13
    25343 2014-06-19  300283.SZA  0.602660        14
    25344 2014-06-19  300354.SZA  0.602660        15
    25345 2014-06-19  600386.SHA  0.602660        16
    25346 2014-06-19  600425.SHA  0.602660        17
    25347 2014-06-19  002052.SZA  0.601388        18
    25348 2014-06-19  002229.SZA  0.601388        19
    25349 2014-06-19  300148.SZA  0.601388        20
    25350 2014-06-19  300247.SZA  0.601388        21
    25351 2014-06-19  600234.SHA  0.601388        22
    25352 2014-06-19  001696.SZA  0.583146        23
    25353 2014-06-19  002071.SZA  0.583146        24
    25354 2014-06-19  300234.SZA  0.583146        25
    25355 2014-06-19  000070.SZA  0.569879        26
    25356 2014-06-19  000955.SZA  0.569879        27
    25357 2014-06-19  002180.SZA  0.569879        28
    25358 2014-06-19  002281.SZA  0.569879        29
    25359 2014-06-19  002510.SZA  0.569879        30
    ...          ...         ...       ...       ...
    27604 2014-06-19  600477.SHA  0.096380      2275
    27605 2014-06-19  601118.SHA  0.096380      2276
    27606 2014-06-19  300339.SZA  0.095273      2277
    27607 2014-06-19  600747.SHA  0.087576      2278
    27608 2014-06-19  002160.SZA  0.084747      2279
    27609 2014-06-19  002454.SZA  0.084747      2280
    27610 2014-06-19  002230.SZA  0.082430      2281
    27611 2014-06-19  000524.SZA  0.060925      2282
    27612 2014-06-19  002313.SZA  0.060925      2283
    27613 2014-06-19  600139.SHA  0.060925      2284
    27614 2014-06-19  600146.SHA  0.060925      2285
    27615 2014-06-19  600183.SHA  0.060925      2286
    27616 2014-06-19  600580.SHA  0.060925      2287
    27617 2014-06-19  002562.SZA  0.053606      2288
    27618 2014-06-19  300073.SZA  0.053606      2289
    27619 2014-06-19  002175.SZA  0.039440      2290
    27620 2014-06-19  002602.SZA  0.039440      2291
    27621 2014-06-19  300001.SZA  0.039440      2292
    27622 2014-06-19  300213.SZA  0.039440      2293
    27623 2014-06-19  601958.SHA  0.039440      2294
    27624 2014-06-19  002479.SZA  0.032594      2295
    27625 2014-06-19  600961.SHA  0.032594      2296
    27626 2014-06-19  600132.SHA  0.026623      2297
    27627 2014-06-19  000657.SZA  0.016412      2298
    27628 2014-06-19  002491.SZA -0.126834      2299
    27629 2014-06-19  600506.SHA -0.126834      2300
    27630 2014-06-19  603308.SHA -0.126834      2301
    27631 2014-06-19  002067.SZA -0.208280      2302
    27632 2014-06-19  300329.SZA -0.208280      2303
    27633 2014-06-19  600516.SHA -0.208280      2304
    
    [2304 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    27634 2014-06-20  000413.SZA  0.608519         1
    27635 2014-06-20  000793.SZA  0.608519         2
    27636 2014-06-20  002603.SZA  0.608519         3
    27637 2014-06-20  002650.SZA  0.608519         4
    27638 2014-06-20  300092.SZA  0.608519         5
    27639 2014-06-20  600571.SHA  0.608519         6
    27640 2014-06-20  000933.SZA  0.606825         7
    27641 2014-06-20  300354.SZA  0.606825         8
    27642 2014-06-20  600652.SHA  0.606825         9
    27643 2014-06-20  002143.SZA  0.602660        10
    27644 2014-06-20  002306.SZA  0.602660        11
    27645 2014-06-20  300307.SZA  0.602660        12
    27646 2014-06-20  600371.SHA  0.602660        13
    27647 2014-06-20  600545.SHA  0.602660        14
    27648 2014-06-20  600582.SHA  0.602660        15
    27649 2014-06-20  600760.SHA  0.602660        16
    27650 2014-06-20  600588.SHA  0.601388        17
    27651 2014-06-20  000024.SZA  0.596834        18
    27652 2014-06-20  000982.SZA  0.596834        19
    27653 2014-06-20  002451.SZA  0.596834        20
    27654 2014-06-20  300245.SZA  0.596834        21
    27655 2014-06-20  002095.SZA  0.569879        22
    27656 2014-06-20  002531.SZA  0.569879        23
    27657 2014-06-20  300256.SZA  0.547938        24
    27658 2014-06-20  600771.SHA  0.547938        25
    27659 2014-06-20  002052.SZA  0.546005        26
    27660 2014-06-20  002445.SZA  0.546005        27
    27661 2014-06-20  002071.SZA  0.540967        28
    27662 2014-06-20  002427.SZA  0.540967        29
    27663 2014-06-20  002713.SZA  0.540967        30
    ...          ...         ...       ...       ...
    29914 2014-06-20  600503.SHA  0.060925      2281
    29915 2014-06-20  600980.SHA  0.060925      2282
    29916 2014-06-20  000697.SZA  0.053606      2283
    29917 2014-06-20  000990.SZA  0.053606      2284
    29918 2014-06-20  300016.SZA  0.053606      2285
    29919 2014-06-20  600790.SHA  0.053606      2286
    29920 2014-06-20  000511.SZA  0.039440      2287
    29921 2014-06-20  000657.SZA  0.039440      2288
    29922 2014-06-20  000715.SZA  0.039440      2289
    29923 2014-06-20  002070.SZA  0.039440      2290
    29924 2014-06-20  002073.SZA  0.039440      2291
    29925 2014-06-20  002141.SZA  0.039440      2292
    29926 2014-06-20  002492.SZA  0.039440      2293
    29927 2014-06-20  300370.SZA  0.039440      2294
    29928 2014-06-20  600146.SHA  0.039440      2295
    29929 2014-06-20  603699.SHA  0.039440      2296
    29930 2014-06-20  300008.SZA  0.026623      2297
    29931 2014-06-20  000505.SZA -0.126834      2298
    29932 2014-06-20  002562.SZA -0.126834      2299
    29933 2014-06-20  300053.SZA -0.126834      2300
    29934 2014-06-20  600052.SHA -0.126834      2301
    29935 2014-06-20  600071.SHA -0.126834      2302
    29936 2014-06-20  600217.SHA -0.126834      2303
    29937 2014-06-20  600516.SHA -0.126834      2304
    29938 2014-06-20  600751.SHA -0.126834      2305
    29939 2014-06-20  600889.SHA -0.126834      2306
    29940 2014-06-20  603308.SHA -0.126834      2307
    29941 2014-06-20  002067.SZA -0.208280      2308
    29942 2014-06-20  002195.SZA -0.208280      2309
    29943 2014-06-20  002491.SZA -0.208280      2310
    
    [2310 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    29944 2014-06-23  300092.SZA  0.608519         1
    29945 2014-06-23  300178.SZA  0.608519         2
    29946 2014-06-23  601677.SHA  0.608519         3
    29947 2014-06-23  002053.SZA  0.602660         4
    29948 2014-06-23  002401.SZA  0.602660         5
    29949 2014-06-23  300097.SZA  0.602660         6
    29950 2014-06-23  300163.SZA  0.602660         7
    29951 2014-06-23  600158.SHA  0.602660         8
    29952 2014-06-23  600582.SHA  0.601388         9
    29953 2014-06-23  000516.SZA  0.596834        10
    29954 2014-06-23  001696.SZA  0.583146        11
    29955 2014-06-23  002307.SZA  0.583146        12
    29956 2014-06-23  002700.SZA  0.583146        13
    29957 2014-06-23  002229.SZA  0.569879        14
    29958 2014-06-23  002265.SZA  0.569879        15
    29959 2014-06-23  002531.SZA  0.569879        16
    29960 2014-06-23  300218.SZA  0.569879        17
    29961 2014-06-23  600401.SHA  0.569879        18
    29962 2014-06-23  600550.SHA  0.569879        19
    29963 2014-06-23  002181.SZA  0.547938        20
    29964 2014-06-23  002270.SZA  0.547938        21
    29965 2014-06-23  600280.SHA  0.547938        22
    29966 2014-06-23  002052.SZA  0.546005        23
    29967 2014-06-23  000902.SZA  0.540967        24
    29968 2014-06-23  002199.SZA  0.540967        25
    29969 2014-06-23  300014.SZA  0.540967        26
    29970 2014-06-23  300148.SZA  0.540967        27
    29971 2014-06-23  300307.SZA  0.540967        28
    29972 2014-06-23  600960.SHA  0.540967        29
    29973 2014-06-23  000687.SZA  0.537305        30
    ...          ...         ...       ...       ...
    32218 2014-06-23  600331.SHA  0.053606      2275
    32219 2014-06-23  002190.SZA  0.039440      2276
    32220 2014-06-23  002716.SZA  0.039440      2277
    32221 2014-06-23  300348.SZA  0.039440      2278
    32222 2014-06-23  300368.SZA  0.039440      2279
    32223 2014-06-23  600285.SHA  0.039440      2280
    32224 2014-06-23  600645.SHA  0.039440      2281
    32225 2014-06-23  600699.SHA  0.039440      2282
    32226 2014-06-23  601011.SHA  0.039440      2283
    32227 2014-06-23  300306.SZA  0.032594      2284
    32228 2014-06-23  300363.SZA  0.032594      2285
    32229 2014-06-23  600101.SHA  0.032594      2286
    32230 2014-06-23  002464.SZA  0.026623      2287
    32231 2014-06-23  002326.SZA  0.016412      2288
    32232 2014-06-23  601231.SHA  0.016412      2289
    32233 2014-06-23  000965.SZA -0.126834      2290
    32234 2014-06-23  002491.SZA -0.126834      2291
    32235 2014-06-23  300053.SZA -0.126834      2292
    32236 2014-06-23  300084.SZA -0.126834      2293
    32237 2014-06-23  600217.SHA -0.126834      2294
    32238 2014-06-23  600516.SHA -0.126834      2295
    32239 2014-06-23  600751.SHA -0.126834      2296
    32240 2014-06-23  002067.SZA -0.208280      2297
    32241 2014-06-23  002113.SZA -0.208280      2298
    32242 2014-06-23  002195.SZA -0.208280      2299
    32243 2014-06-23  300342.SZA -0.208280      2300
    32244 2014-06-23  300359.SZA -0.208280      2301
    32245 2014-06-23  600052.SHA -0.208280      2302
    32246 2014-06-23  600071.SHA -0.208280      2303
    32247 2014-06-23  600661.SHA -0.208280      2304
    
    [2304 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    32248 2014-06-24  000538.SZA  0.608519         1
    32249 2014-06-24  002519.SZA  0.608519         2
    32250 2014-06-24  002590.SZA  0.608519         3
    32251 2014-06-24  300205.SZA  0.608519         4
    32252 2014-06-24  600676.SHA  0.608519         5
    32253 2014-06-24  002052.SZA  0.606825         6
    32254 2014-06-24  300191.SZA  0.606825         7
    32255 2014-06-24  300324.SZA  0.606825         8
    32256 2014-06-24  000413.SZA  0.602660         9
    32257 2014-06-24  002063.SZA  0.602660        10
    32258 2014-06-24  002577.SZA  0.602660        11
    32259 2014-06-24  002246.SZA  0.601388        12
    32260 2014-06-24  002071.SZA  0.569879        13
    32261 2014-06-24  002603.SZA  0.569879        14
    32262 2014-06-24  300155.SZA  0.569879        15
    32263 2014-06-24  600662.SHA  0.569879        16
    32264 2014-06-24  601001.SHA  0.569879        17
    32265 2014-06-24  002191.SZA  0.546005        18
    32266 2014-06-24  000045.SZA  0.510184        19
    32267 2014-06-24  002395.SZA  0.510184        20
    32268 2014-06-24  002402.SZA  0.510184        21
    32269 2014-06-24  002510.SZA  0.510184        22
    32270 2014-06-24  002711.SZA  0.510184        23
    32271 2014-06-24  300058.SZA  0.510184        24
    32272 2014-06-24  300067.SZA  0.510184        25
    32273 2014-06-24  300148.SZA  0.510184        26
    32274 2014-06-24  300279.SZA  0.510184        27
    32275 2014-06-24  600770.SHA  0.510184        28
    32276 2014-06-24  002635.SZA  0.508947        29
    32277 2014-06-24  300118.SZA  0.508947        30
    ...          ...         ...       ...       ...
    34527 2014-06-24  603399.SHA  0.060925      2280
    34528 2014-06-24  002425.SZA  0.053606      2281
    34529 2014-06-24  002611.SZA  0.053606      2282
    34530 2014-06-24  300301.SZA  0.053606      2283
    34531 2014-06-24  000033.SZA  0.039440      2284
    34532 2014-06-24  000710.SZA  0.039440      2285
    34533 2014-06-24  002175.SZA  0.039440      2286
    34534 2014-06-24  002190.SZA  0.039440      2287
    34535 2014-06-24  002373.SZA  0.039440      2288
    34536 2014-06-24  300091.SZA  0.039440      2289
    34537 2014-06-24  300339.SZA  0.039440      2290
    34538 2014-06-24  600776.SHA  0.039440      2291
    34539 2014-06-24  000788.SZA  0.032594      2292
    34540 2014-06-24  002509.SZA  0.032594      2293
    34541 2014-06-24  300318.SZA  0.032594      2294
    34542 2014-06-24  600312.SHA  0.016412      2295
    34543 2014-06-24  000060.SZA -0.126834      2296
    34544 2014-06-24  000509.SZA -0.126834      2297
    34545 2014-06-24  002366.SZA -0.126834      2298
    34546 2014-06-24  600217.SHA -0.126834      2299
    34547 2014-06-24  600661.SHA -0.126834      2300
    34548 2014-06-24  000505.SZA -0.208280      2301
    34549 2014-06-24  002067.SZA -0.208280      2302
    34550 2014-06-24  002113.SZA -0.208280      2303
    34551 2014-06-24  002114.SZA -0.208280      2304
    34552 2014-06-24  002195.SZA -0.208280      2305
    34553 2014-06-24  002633.SZA -0.208280      2306
    34554 2014-06-24  300342.SZA -0.208280      2307
    34555 2014-06-24  600052.SHA -0.208280      2308
    34556 2014-06-24  600516.SHA -0.208280      2309
    
    [2309 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    34557 2014-06-25  000977.SZA  0.608519         1
    34558 2014-06-25  002024.SZA  0.608519         2
    34559 2014-06-25  002402.SZA  0.608519         3
    34560 2014-06-25  300129.SZA  0.608519         4
    34561 2014-06-25  300354.SZA  0.608519         5
    34562 2014-06-25  600835.SHA  0.608519         6
    34563 2014-06-25  300043.SZA  0.606825         7
    34564 2014-06-25  002027.SZA  0.602660         8
    34565 2014-06-25  600261.SHA  0.602660         9
    34566 2014-06-25  600386.SHA  0.602660        10
    34567 2014-06-25  600410.SHA  0.602660        11
    34568 2014-06-25  600662.SHA  0.602660        12
    34569 2014-06-25  600797.SHA  0.602660        13
    34570 2014-06-25  600601.SHA  0.596834        14
    34571 2014-06-25  002401.SZA  0.583146        15
    34572 2014-06-25  300033.SZA  0.583146        16
    34573 2014-06-25  002198.SZA  0.569879        17
    34574 2014-06-25  002701.SZA  0.569879        18
    34575 2014-06-25  600371.SHA  0.569879        19
    34576 2014-06-25  002700.SZA  0.547938        20
    34577 2014-06-25  601700.SHA  0.546005        21
    34578 2014-06-25  002642.SZA  0.537305        22
    34579 2014-06-25  600877.SHA  0.525379        23
    34580 2014-06-25  002617.SZA  0.515964        24
    34581 2014-06-25  600180.SHA  0.515964        25
    34582 2014-06-25  300028.SZA  0.514258        26
    34583 2014-06-25  300302.SZA  0.514258        27
    34584 2014-06-25  600171.SHA  0.514258        28
    34585 2014-06-25  600716.SHA  0.514258        29
    34586 2014-06-25  300141.SZA  0.510184        30
    ...          ...         ...       ...       ...
    36826 2014-06-25  600779.SHA  0.060925      2270
    36827 2014-06-25  601118.SHA  0.060925      2271
    36828 2014-06-25  600555.SHA  0.053606      2272
    36829 2014-06-25  002089.SZA  0.039440      2273
    36830 2014-06-25  002367.SZA  0.039440      2274
    36831 2014-06-25  002373.SZA  0.039440      2275
    36832 2014-06-25  002718.SZA  0.039440      2276
    36833 2014-06-25  300046.SZA  0.039440      2277
    36834 2014-06-25  300217.SZA  0.039440      2278
    36835 2014-06-25  300301.SZA  0.039440      2279
    36836 2014-06-25  600312.SHA  0.039440      2280
    36837 2014-06-25  600497.SHA  0.039440      2281
    36838 2014-06-25  002156.SZA  0.032594      2282
    36839 2014-06-25  002667.SZA  0.032594      2283
    36840 2014-06-25  300220.SZA  0.016412      2284
    36841 2014-06-25  000060.SZA -0.126834      2285
    36842 2014-06-25  000509.SZA -0.126834      2286
    36843 2014-06-25  300333.SZA -0.126834      2287
    36844 2014-06-25  300359.SZA -0.126834      2288
    36845 2014-06-25  000505.SZA -0.208280      2289
    36846 2014-06-25  000812.SZA -0.208280      2290
    36847 2014-06-25  002067.SZA -0.208280      2291
    36848 2014-06-25  002113.SZA -0.208280      2292
    36849 2014-06-25  002114.SZA -0.208280      2293
    36850 2014-06-25  002192.SZA -0.208280      2294
    36851 2014-06-25  002366.SZA -0.208280      2295
    36852 2014-06-25  002633.SZA -0.208280      2296
    36853 2014-06-25  600052.SHA -0.208280      2297
    36854 2014-06-25  600071.SHA -0.208280      2298
    36855 2014-06-25  600661.SHA -0.208280      2299
    
    [2299 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    36856 2014-06-26  300315.SZA  0.608519         1
    36857 2014-06-26  601515.SHA  0.569879         2
    36858 2014-06-26  600656.SHA  0.547938         3
    36859 2014-06-26  000510.SZA  0.514258         4
    36860 2014-06-26  600171.SHA  0.514258         5
    36861 2014-06-26  600716.SHA  0.506094         6
    36862 2014-06-26  000995.SZA  0.483848         7
    36863 2014-06-26  300014.SZA  0.483848         8
    36864 2014-06-26  002312.SZA  0.481362         9
    36865 2014-06-26  002363.SZA  0.481362        10
    36866 2014-06-26  000627.SZA  0.475570        11
    36867 2014-06-26  000831.SZA  0.475570        12
    36868 2014-06-26  000969.SZA  0.475570        13
    36869 2014-06-26  600088.SHA  0.475570        14
    36870 2014-06-26  600475.SHA  0.475570        15
    36871 2014-06-26  600811.SHA  0.475570        16
    36872 2014-06-26  600866.SHA  0.475570        17
    36873 2014-06-26  300302.SZA  0.466422        18
    36874 2014-06-26  002471.SZA  0.457091        19
    36875 2014-06-26  601798.SHA  0.457091        20
    36876 2014-06-26  000524.SZA  0.455968        21
    36877 2014-06-26  002012.SZA  0.455968        22
    36878 2014-06-26  002260.SZA  0.455968        23
    36879 2014-06-26  002045.SZA  0.445117        24
    36880 2014-06-26  600397.SHA  0.445117        25
    36881 2014-06-26  600432.SHA  0.445117        26
    36882 2014-06-26  002276.SZA  0.441926        27
    36883 2014-06-26  300168.SZA  0.441926        28
    36884 2014-06-26  600536.SHA  0.441926        29
    36885 2014-06-26  002088.SZA  0.441652        30
    ...          ...         ...       ...       ...
    39123 2014-06-26  300378.SZA  0.039440      2268
    39124 2014-06-26  600779.SHA  0.039440      2269
    39125 2014-06-26  603555.SHA  0.039440      2270
    39126 2014-06-26  002022.SZA  0.026623      2271
    39127 2014-06-26  000886.SZA  0.016412      2272
    39128 2014-06-26  002669.SZA  0.016412      2273
    39129 2014-06-26  000060.SZA -0.126834      2274
    39130 2014-06-26  002113.SZA -0.126834      2275
    39131 2014-06-26  002190.SZA -0.126834      2276
    39132 2014-06-26  002559.SZA -0.126834      2277
    39133 2014-06-26  300333.SZA -0.126834      2278
    39134 2014-06-26  300367.SZA -0.126834      2279
    39135 2014-06-26  600285.SHA -0.126834      2280
    39136 2014-06-26  000505.SZA -0.208280      2281
    39137 2014-06-26  000509.SZA -0.208280      2282
    39138 2014-06-26  000812.SZA -0.208280      2283
    39139 2014-06-26  002067.SZA -0.208280      2284
    39140 2014-06-26  002114.SZA -0.208280      2285
    39141 2014-06-26  002192.SZA -0.208280      2286
    39142 2014-06-26  002366.SZA -0.208280      2287
    39143 2014-06-26  002425.SZA -0.208280      2288
    39144 2014-06-26  002552.SZA -0.208280      2289
    39145 2014-06-26  002633.SZA -0.208280      2290
    39146 2014-06-26  300235.SZA -0.208280      2291
    39147 2014-06-26  300342.SZA -0.208280      2292
    39148 2014-06-26  300359.SZA -0.208280      2293
    39149 2014-06-26  300375.SZA -0.208280      2294
    39150 2014-06-26  600052.SHA -0.208280      2295
    39151 2014-06-26  600071.SHA -0.208280      2296
    39152 2014-06-26  600661.SHA -0.208280      2297
    
    [2297 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    39153 2014-06-27  600261.SHA  0.569879         1
    39154 2014-06-27  600397.SHA  0.510184         2
    39155 2014-06-27  002312.SZA  0.476227         3
    39156 2014-06-27  002377.SZA  0.475570         4
    39157 2014-06-27  600058.SHA  0.475570         5
    39158 2014-06-27  300168.SZA  0.457091         6
    39159 2014-06-27  600889.SHA  0.455968         7
    39160 2014-06-27  601798.SHA  0.443221         8
    39161 2014-06-27  600592.SHA  0.441652         9
    39162 2014-06-27  600617.SHA  0.441652        10
    39163 2014-06-27  000088.SZA  0.412560        11
    39164 2014-06-27  000655.SZA  0.412560        12
    39165 2014-06-27  002414.SZA  0.412560        13
    39166 2014-06-27  300072.SZA  0.412560        14
    39167 2014-06-27  300164.SZA  0.412560        15
    39168 2014-06-27  600689.SHA  0.412560        16
    39169 2014-06-27  600768.SHA  0.412560        17
    39170 2014-06-27  601011.SHA  0.412560        18
    39171 2014-06-27  601117.SHA  0.404351        19
    39172 2014-06-27  600171.SHA  0.403589        20
    39173 2014-06-27  600731.SHA  0.394614        21
    39174 2014-06-27  000153.SZA  0.371548        22
    39175 2014-06-27  002013.SZA  0.371548        23
    39176 2014-06-27  002157.SZA  0.371548        24
    39177 2014-06-27  002173.SZA  0.371548        25
    39178 2014-06-27  002215.SZA  0.371548        26
    39179 2014-06-27  002445.SZA  0.371548        27
    39180 2014-06-27  002465.SZA  0.371548        28
    39181 2014-06-27  002486.SZA  0.371548        29
    39182 2014-06-27  002487.SZA  0.371548        30
    ...          ...         ...       ...       ...
    41423 2014-06-27  600677.SHA -0.126834      2271
    41424 2014-06-27  000509.SZA -0.208280      2272
    41425 2014-06-27  000812.SZA -0.208280      2273
    41426 2014-06-27  002067.SZA -0.208280      2274
    41427 2014-06-27  002093.SZA -0.208280      2275
    41428 2014-06-27  002114.SZA -0.208280      2276
    41429 2014-06-27  002190.SZA -0.208280      2277
    41430 2014-06-27  002192.SZA -0.208280      2278
    41431 2014-06-27  002366.SZA -0.208280      2279
    41432 2014-06-27  002552.SZA -0.208280      2280
    41433 2014-06-27  002559.SZA -0.208280      2281
    41434 2014-06-27  002633.SZA -0.208280      2282
    41435 2014-06-27  002709.SZA -0.208280      2283
    41436 2014-06-27  300046.SZA -0.208280      2284
    41437 2014-06-27  300084.SZA -0.208280      2285
    41438 2014-06-27  300229.SZA -0.208280      2286
    41439 2014-06-27  300235.SZA -0.208280      2287
    41440 2014-06-27  300324.SZA -0.208280      2288
    41441 2014-06-27  300329.SZA -0.208280      2289
    41442 2014-06-27  300333.SZA -0.208280      2290
    41443 2014-06-27  300359.SZA -0.208280      2291
    41444 2014-06-27  300366.SZA -0.208280      2292
    41445 2014-06-27  300367.SZA -0.208280      2293
    41446 2014-06-27  300375.SZA -0.208280      2294
    41447 2014-06-27  300376.SZA -0.208280      2295
    41448 2014-06-27  300380.SZA -0.208280      2296
    41449 2014-06-27  600052.SHA -0.208280      2297
    41450 2014-06-27  600071.SHA -0.208280      2298
    41451 2014-06-27  600285.SHA -0.208280      2299
    41452 2014-06-27  600790.SHA -0.208280      2300
    
    [2300 rows x 4 columns]
    
    ranker_prediction             date  instrument     score  position
    41453 2014-06-30  000938.SZA  0.608519         1
    41454 2014-06-30  600397.SHA  0.602660         2
    41455 2014-06-30  002312.SZA  0.481362         3
    41456 2014-06-30  000062.SZA  0.475570         4
    41457 2014-06-30  000587.SZA  0.475570         5
    41458 2014-06-30  002369.SZA  0.475570         6
    41459 2014-06-30  601117.SHA  0.475570         7
    41460 2014-06-30  601390.SHA  0.475570         8
    41461 2014-06-30  600132.SHA  0.465391         9
    41462 2014-06-30  002264.SZA  0.457091        10
    41463 2014-06-30  600171.SHA  0.457091        11
    41464 2014-06-30  000761.SZA  0.445117        12
    41465 2014-06-30  601798.SHA  0.445117        13
    41466 2014-06-30  002203.SZA  0.441926        14
    41467 2014-06-30  600889.SHA  0.441926        15
    41468 2014-06-30  002065.SZA  0.441652        16
    41469 2014-06-30  002363.SZA  0.441652        17
    41470 2014-06-30  002528.SZA  0.441652        18
    41471 2014-06-30  600617.SHA  0.441652        19
    41472 2014-06-30  000628.SZA  0.412560        20
    41473 2014-06-30  000898.SZA  0.412560        21
    41474 2014-06-30  002031.SZA  0.412560        22
    41475 2014-06-30  002034.SZA  0.412560        23
    41476 2014-06-30  002042.SZA  0.412560        24
    41477 2014-06-30  002308.SZA  0.412560        25
    41478 2014-06-30  002574.SZA  0.412560        26
    41479 2014-06-30  300259.SZA  0.412560        27
    41480 2014-06-30  300275.SZA  0.412560        28
    41481 2014-06-30  600185.SHA  0.412560        29
    41482 2014-06-30  000793.SZA  0.371548        30
    ...          ...         ...       ...       ...
    43717 2014-06-30  600343.SHA -0.126834      2265
    43718 2014-06-30  600390.SHA -0.126834      2266
    43719 2014-06-30  000509.SZA -0.208280      2267
    43720 2014-06-30  000721.SZA -0.208280      2268
    43721 2014-06-30  000812.SZA -0.208280      2269
    43722 2014-06-30  002067.SZA -0.208280      2270
    43723 2014-06-30  002093.SZA -0.208280      2271
    43724 2014-06-30  002114.SZA -0.208280      2272
    43725 2014-06-30  002190.SZA -0.208280      2273
    43726 2014-06-30  002192.SZA -0.208280      2274
    43727 2014-06-30  002366.SZA -0.208280      2275
    43728 2014-06-30  002520.SZA -0.208280      2276
    43729 2014-06-30  002552.SZA -0.208280      2277
    43730 2014-06-30  002559.SZA -0.208280      2278
    43731 2014-06-30  002633.SZA -0.208280      2279
    43732 2014-06-30  300046.SZA -0.208280      2280
    43733 2014-06-30  300235.SZA -0.208280      2281
    43734 2014-06-30  300269.SZA -0.208280      2282
    43735 2014-06-30  300288.SZA -0.208280      2283
    43736 2014-06-30  300324.SZA -0.208280      2284
    43737 2014-06-30  300329.SZA -0.208280      2285
    43738 2014-06-30  300333.SZA -0.208280      2286
    43739 2014-06-30  300359.SZA -0.208280      2287
    43740 2014-06-30  300375.SZA -0.208280      2288
    43741 2014-06-30  300380.SZA -0.208280      2289
    43742 2014-06-30  300383.SZA -0.208280      2290
    43743 2014-06-30  600052.SHA -0.208280      2291
    43744 2014-06-30  600285.SHA -0.208280      2292
    43745 2014-06-30  600677.SHA -0.208280      2293
    43746 2014-06-30  600790.SHA -0.208280      2294
    
    [2294 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    43747 2014-07-01  600889.SHA  0.510184         1
    43748 2014-07-01  002312.SZA  0.508947         2
    43749 2014-07-01  300088.SZA  0.476227         3
    43750 2014-07-01  002237.SZA  0.475570         4
    43751 2014-07-01  600028.SHA  0.475570         5
    43752 2014-07-01  600433.SHA  0.475570         6
    43753 2014-07-01  600837.SHA  0.475570         7
    43754 2014-07-01  000938.SZA  0.457194         8
    43755 2014-07-01  002063.SZA  0.455968         9
    43756 2014-07-01  002203.SZA  0.445117        10
    43757 2014-07-01  002264.SZA  0.445117        11
    43758 2014-07-01  002272.SZA  0.441652        12
    43759 2014-07-01  600654.SHA  0.441652        13
    43760 2014-07-01  000534.SZA  0.412560        14
    43761 2014-07-01  002008.SZA  0.412560        15
    43762 2014-07-01  002020.SZA  0.412560        16
    43763 2014-07-01  002056.SZA  0.412560        17
    43764 2014-07-01  002070.SZA  0.412560        18
    43765 2014-07-01  002458.SZA  0.412560        19
    43766 2014-07-01  002491.SZA  0.412560        20
    43767 2014-07-01  002682.SZA  0.412560        21
    43768 2014-07-01  300216.SZA  0.412560        22
    43769 2014-07-01  600292.SHA  0.412560        23
    43770 2014-07-01  600329.SHA  0.412560        24
    43771 2014-07-01  600711.SHA  0.404351        25
    43772 2014-07-01  601798.SHA  0.403589        26
    43773 2014-07-01  000507.SZA  0.371548        27
    43774 2014-07-01  002033.SZA  0.371548        28
    43775 2014-07-01  002308.SZA  0.371548        29
    43776 2014-07-01  002332.SZA  0.371548        30
    ...          ...         ...       ...       ...
    46018 2014-07-01  600790.SHA -0.126834      2272
    46019 2014-07-01  600855.SHA -0.126834      2273
    46020 2014-07-01  601012.SHA -0.126834      2274
    46021 2014-07-01  601880.SHA -0.126834      2275
    46022 2014-07-01  000509.SZA -0.208280      2276
    46023 2014-07-01  000721.SZA -0.208280      2277
    46024 2014-07-01  000812.SZA -0.208280      2278
    46025 2014-07-01  000821.SZA -0.208280      2279
    46026 2014-07-01  000881.SZA -0.208280      2280
    46027 2014-07-01  000901.SZA -0.208280      2281
    46028 2014-07-01  002067.SZA -0.208280      2282
    46029 2014-07-01  002093.SZA -0.208280      2283
    46030 2014-07-01  002114.SZA -0.208280      2284
    46031 2014-07-01  002190.SZA -0.208280      2285
    46032 2014-07-01  002192.SZA -0.208280      2286
    46033 2014-07-01  002366.SZA -0.208280      2287
    46034 2014-07-01  002552.SZA -0.208280      2288
    46035 2014-07-01  002559.SZA -0.208280      2289
    46036 2014-07-01  002633.SZA -0.208280      2290
    46037 2014-07-01  300288.SZA -0.208280      2291
    46038 2014-07-01  300333.SZA -0.208280      2292
    46039 2014-07-01  300375.SZA -0.208280      2293
    46040 2014-07-01  300380.SZA -0.208280      2294
    46041 2014-07-01  600052.SHA -0.208280      2295
    46042 2014-07-01  600071.SHA -0.208280      2296
    46043 2014-07-01  600103.SHA -0.208280      2297
    46044 2014-07-01  600285.SHA -0.208280      2298
    46045 2014-07-01  600330.SHA -0.208280      2299
    46046 2014-07-01  600390.SHA -0.208280      2300
    46047 2014-07-01  600677.SHA -0.208280      2301
    
    [2301 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    46048 2014-07-02  002353.SZA  0.583146         1
    46049 2014-07-02  600228.SHA  0.546005         2
    46050 2014-07-02  002264.SZA  0.515964         3
    46051 2014-07-02  002602.SZA  0.508947         4
    46052 2014-07-02  300088.SZA  0.481362         5
    46053 2014-07-02  000563.SZA  0.475570         6
    46054 2014-07-02  000623.SZA  0.475570         7
    46055 2014-07-02  002652.SZA  0.475570         8
    46056 2014-07-02  600028.SHA  0.475570         9
    46057 2014-07-02  600036.SHA  0.475570        10
    46058 2014-07-02  601328.SHA  0.475570        11
    46059 2014-07-02  002359.SZA  0.455968        12
    46060 2014-07-02  600661.SHA  0.455968        13
    46061 2014-07-02  601798.SHA  0.441926        14
    46062 2014-07-02  000062.SZA  0.441652        15
    46063 2014-07-02  000758.SZA  0.441652        16
    46064 2014-07-02  002197.SZA  0.441652        17
    46065 2014-07-02  002572.SZA  0.441652        18
    46066 2014-07-02  002598.SZA  0.441652        19
    46067 2014-07-02  300128.SZA  0.441652        20
    46068 2014-07-02  300251.SZA  0.441652        21
    46069 2014-07-02  600322.SHA  0.441652        22
    46070 2014-07-02  000025.SZA  0.412560        23
    46071 2014-07-02  000603.SZA  0.412560        24
    46072 2014-07-02  000837.SZA  0.412560        25
    46073 2014-07-02  002103.SZA  0.412560        26
    46074 2014-07-02  002274.SZA  0.412560        27
    46075 2014-07-02  002303.SZA  0.412560        28
    46076 2014-07-02  002706.SZA  0.412560        29
    46077 2014-07-02  600109.SHA  0.412560        30
    ...          ...         ...       ...       ...
    48324 2014-07-02  600510.SHA -0.126834      2277
    48325 2014-07-02  600513.SHA -0.126834      2278
    48326 2014-07-02  600686.SHA -0.126834      2279
    48327 2014-07-02  600877.SHA -0.126834      2280
    48328 2014-07-02  000509.SZA -0.208280      2281
    48329 2014-07-02  000559.SZA -0.208280      2282
    48330 2014-07-02  000721.SZA -0.208280      2283
    48331 2014-07-02  000810.SZA -0.208280      2284
    48332 2014-07-02  000812.SZA -0.208280      2285
    48333 2014-07-02  000821.SZA -0.208280      2286
    48334 2014-07-02  000881.SZA -0.208280      2287
    48335 2014-07-02  000901.SZA -0.208280      2288
    48336 2014-07-02  000958.SZA -0.208280      2289
    48337 2014-07-02  002192.SZA -0.208280      2290
    48338 2014-07-02  002338.SZA -0.208280      2291
    48339 2014-07-02  002366.SZA -0.208280      2292
    48340 2014-07-02  002559.SZA -0.208280      2293
    48341 2014-07-02  002579.SZA -0.208280      2294
    48342 2014-07-02  002633.SZA -0.208280      2295
    48343 2014-07-02  300235.SZA -0.208280      2296
    48344 2014-07-02  300288.SZA -0.208280      2297
    48345 2014-07-02  300375.SZA -0.208280      2298
    48346 2014-07-02  300380.SZA -0.208280      2299
    48347 2014-07-02  600052.SHA -0.208280      2300
    48348 2014-07-02  600071.SHA -0.208280      2301
    48349 2014-07-02  600184.SHA -0.208280      2302
    48350 2014-07-02  600285.SHA -0.208280      2303
    48351 2014-07-02  600390.SHA -0.208280      2304
    48352 2014-07-02  600855.SHA -0.208280      2305
    48353 2014-07-02  601880.SHA -0.208280      2306
    
    [2306 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    48354 2014-07-03  002264.SZA  0.601388         1
    48355 2014-07-03  300088.SZA  0.508947         2
    48356 2014-07-03  600228.SHA  0.497492         3
    48357 2014-07-03  601390.SHA  0.475570         4
    48358 2014-07-03  601988.SHA  0.475570         5
    48359 2014-07-03  002272.SZA  0.441652         6
    48360 2014-07-03  300252.SZA  0.441652         7
    48361 2014-07-03  000058.SZA  0.412560         8
    48362 2014-07-03  000859.SZA  0.412560         9
    48363 2014-07-03  000997.SZA  0.412560        10
    48364 2014-07-03  002472.SZA  0.412560        11
    48365 2014-07-03  002637.SZA  0.412560        12
    48366 2014-07-03  300022.SZA  0.412560        13
    48367 2014-07-03  300076.SZA  0.412560        14
    48368 2014-07-03  600108.SHA  0.412560        15
    48369 2014-07-03  600883.SHA  0.412560        16
    48370 2014-07-03  601216.SHA  0.412560        17
    48371 2014-07-03  002658.SZA  0.404351        18
    48372 2014-07-03  000545.SZA  0.371548        19
    48373 2014-07-03  000582.SZA  0.371548        20
    48374 2014-07-03  000613.SZA  0.371548        21
    48375 2014-07-03  000633.SZA  0.371548        22
    48376 2014-07-03  000779.SZA  0.371548        23
    48377 2014-07-03  000829.SZA  0.371548        24
    48378 2014-07-03  002026.SZA  0.371548        25
    48379 2014-07-03  002150.SZA  0.371548        26
    48380 2014-07-03  002438.SZA  0.371548        27
    48381 2014-07-03  002596.SZA  0.371548        28
    48382 2014-07-03  002686.SZA  0.371548        29
    48383 2014-07-03  002722.SZA  0.371548        30
    ...          ...         ...       ...       ...
    50621 2014-07-03  600184.SHA -0.126834      2268
    50622 2014-07-03  600285.SHA -0.126834      2269
    50623 2014-07-03  600680.SHA -0.126834      2270
    50624 2014-07-03  600746.SHA -0.126834      2271
    50625 2014-07-03  600855.SHA -0.126834      2272
    50626 2014-07-03  600877.SHA -0.126834      2273
    50627 2014-07-03  000559.SZA -0.208280      2274
    50628 2014-07-03  000721.SZA -0.208280      2275
    50629 2014-07-03  000810.SZA -0.208280      2276
    50630 2014-07-03  000821.SZA -0.208280      2277
    50631 2014-07-03  000881.SZA -0.208280      2278
    50632 2014-07-03  000901.SZA -0.208280      2279
    50633 2014-07-03  000958.SZA -0.208280      2280
    50634 2014-07-03  000973.SZA -0.208280      2281
    50635 2014-07-03  002192.SZA -0.208280      2282
    50636 2014-07-03  002338.SZA -0.208280      2283
    50637 2014-07-03  002579.SZA -0.208280      2284
    50638 2014-07-03  002633.SZA -0.208280      2285
    50639 2014-07-03  300113.SZA -0.208280      2286
    50640 2014-07-03  300134.SZA -0.208280      2287
    50641 2014-07-03  300185.SZA -0.208280      2288
    50642 2014-07-03  300288.SZA -0.208280      2289
    50643 2014-07-03  300348.SZA -0.208280      2290
    50644 2014-07-03  300380.SZA -0.208280      2291
    50645 2014-07-03  600017.SHA -0.208280      2292
    50646 2014-07-03  600071.SHA -0.208280      2293
    50647 2014-07-03  600103.SHA -0.208280      2294
    50648 2014-07-03  600390.SHA -0.208280      2295
    50649 2014-07-03  600455.SHA -0.208280      2296
    50650 2014-07-03  601880.SHA -0.208280      2297
    
    [2297 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    50651 2014-07-04  000966.SZA  0.475570         1
    50652 2014-07-04  002251.SZA  0.475570         2
    50653 2014-07-04  300103.SZA  0.475570         3
    50654 2014-07-04  300200.SZA  0.475570         4
    50655 2014-07-04  600133.SHA  0.475570         5
    50656 2014-07-04  600489.SHA  0.475570         6
    50657 2014-07-04  600837.SHA  0.475570         7
    50658 2014-07-04  601601.SHA  0.475570         8
    50659 2014-07-04  601988.SHA  0.475570         9
    50660 2014-07-04  300256.SZA  0.455968        10
    50661 2014-07-04  300263.SZA  0.455968        11
    50662 2014-07-04  600323.SHA  0.455968        12
    50663 2014-07-04  002232.SZA  0.441652        13
    50664 2014-07-04  002272.SZA  0.441652        14
    50665 2014-07-04  300068.SZA  0.441652        15
    50666 2014-07-04  600446.SHA  0.441652        16
    50667 2014-07-04  600476.SHA  0.441652        17
    50668 2014-07-04  600563.SHA  0.441652        18
    50669 2014-07-04  000507.SZA  0.412560        19
    50670 2014-07-04  002055.SZA  0.412560        20
    50671 2014-07-04  002258.SZA  0.412560        21
    50672 2014-07-04  002325.SZA  0.412560        22
    50673 2014-07-04  002501.SZA  0.412560        23
    50674 2014-07-04  002655.SZA  0.412560        24
    50675 2014-07-04  600161.SHA  0.412560        25
    50676 2014-07-04  600428.SHA  0.412560        26
    50677 2014-07-04  600822.SHA  0.412560        27
    50678 2014-07-04  600883.SHA  0.412560        28
    50679 2014-07-04  600678.SHA  0.404351        29
    50680 2014-07-04  300088.SZA  0.394557        30
    ...          ...         ...       ...       ...
    52915 2014-07-04  002338.SZA -0.126834      2265
    52916 2014-07-04  002548.SZA -0.126834      2266
    52917 2014-07-04  002589.SZA -0.126834      2267
    52918 2014-07-04  300014.SZA -0.126834      2268
    52919 2014-07-04  300113.SZA -0.126834      2269
    52920 2014-07-04  300126.SZA -0.126834      2270
    52921 2014-07-04  300267.SZA -0.126834      2271
    52922 2014-07-04  300348.SZA -0.126834      2272
    52923 2014-07-04  600070.SHA -0.126834      2273
    52924 2014-07-04  600103.SHA -0.126834      2274
    52925 2014-07-04  600184.SHA -0.126834      2275
    52926 2014-07-04  600391.SHA -0.126834      2276
    52927 2014-07-04  600746.SHA -0.126834      2277
    52928 2014-07-04  600877.SHA -0.126834      2278
    52929 2014-07-04  000559.SZA -0.208280      2279
    52930 2014-07-04  000821.SZA -0.208280      2280
    52931 2014-07-04  000901.SZA -0.208280      2281
    52932 2014-07-04  000958.SZA -0.208280      2282
    52933 2014-07-04  002070.SZA -0.208280      2283
    52934 2014-07-04  002579.SZA -0.208280      2284
    52935 2014-07-04  002626.SZA -0.208280      2285
    52936 2014-07-04  002726.SZA -0.208280      2286
    52937 2014-07-04  300134.SZA -0.208280      2287
    52938 2014-07-04  300272.SZA -0.208280      2288
    52939 2014-07-04  300288.SZA -0.208280      2289
    52940 2014-07-04  300385.SZA -0.208280      2290
    52941 2014-07-04  300386.SZA -0.208280      2291
    52942 2014-07-04  600071.SHA -0.208280      2292
    52943 2014-07-04  600390.SHA -0.208280      2293
    52944 2014-07-04  601880.SHA -0.208280      2294
    
    [2294 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    52945 2014-07-07  002161.SZA  0.608519         1
    52946 2014-07-07  300020.SZA  0.602660         2
    52947 2014-07-07  603555.SHA  0.569879         3
    52948 2014-07-07  000554.SZA  0.537305         4
    52949 2014-07-07  002373.SZA  0.506094         5
    52950 2014-07-07  300088.SZA  0.481362         6
    52951 2014-07-07  600228.SHA  0.481362         7
    52952 2014-07-07  002431.SZA  0.475570         8
    52953 2014-07-07  002634.SZA  0.475570         9
    52954 2014-07-07  002692.SZA  0.475570        10
    52955 2014-07-07  300112.SZA  0.475570        11
    52956 2014-07-07  600084.SHA  0.475570        12
    52957 2014-07-07  601117.SHA  0.475570        13
    52958 2014-07-07  300037.SZA  0.466422        14
    52959 2014-07-07  300367.SZA  0.466422        15
    52960 2014-07-07  000505.SZA  0.465391        16
    52961 2014-07-07  300090.SZA  0.457194        17
    52962 2014-07-07  300058.SZA  0.457091        18
    52963 2014-07-07  300164.SZA  0.455968        19
    52964 2014-07-07  300285.SZA  0.455968        20
    52965 2014-07-07  300376.SZA  0.455968        21
    52966 2014-07-07  600261.SHA  0.455968        22
    52967 2014-07-07  600606.SHA  0.455968        23
    52968 2014-07-07  002067.SZA  0.451307        24
    52969 2014-07-07  002400.SZA  0.451307        25
    52970 2014-07-07  002195.SZA  0.445117        26
    52971 2014-07-07  002695.SZA  0.441652        27
    52972 2014-07-07  300326.SZA  0.441652        28
    52973 2014-07-07  300362.SZA  0.441652        29
    52974 2014-07-07  600749.SHA  0.441652        30
    ...          ...         ...       ...       ...
    55211 2014-07-07  600151.SHA  0.016412      2267
    55212 2014-07-07  600351.SHA  0.016412      2268
    55213 2014-07-07  000559.SZA -0.126834      2269
    55214 2014-07-07  002131.SZA -0.126834      2270
    55215 2014-07-07  002190.SZA -0.126834      2271
    55216 2014-07-07  002338.SZA -0.126834      2272
    55217 2014-07-07  002548.SZA -0.126834      2273
    55218 2014-07-07  002611.SZA -0.126834      2274
    55219 2014-07-07  002626.SZA -0.126834      2275
    55220 2014-07-07  300113.SZA -0.126834      2276
    55221 2014-07-07  300156.SZA -0.126834      2277
    55222 2014-07-07  300281.SZA -0.126834      2278
    55223 2014-07-07  600184.SHA -0.126834      2279
    55224 2014-07-07  600485.SHA -0.126834      2280
    55225 2014-07-07  600568.SHA -0.126834      2281
    55226 2014-07-07  600877.SHA -0.126834      2282
    55227 2014-07-07  000821.SZA -0.208280      2283
    55228 2014-07-07  000901.SZA -0.208280      2284
    55229 2014-07-07  000958.SZA -0.208280      2285
    55230 2014-07-07  002030.SZA -0.208280      2286
    55231 2014-07-07  002366.SZA -0.208280      2287
    55232 2014-07-07  002579.SZA -0.208280      2288
    55233 2014-07-07  002589.SZA -0.208280      2289
    55234 2014-07-07  300126.SZA -0.208280      2290
    55235 2014-07-07  300134.SZA -0.208280      2291
    55236 2014-07-07  300272.SZA -0.208280      2292
    55237 2014-07-07  300288.SZA -0.208280      2293
    55238 2014-07-07  300385.SZA -0.208280      2294
    55239 2014-07-07  300386.SZA -0.208280      2295
    55240 2014-07-07  600391.SHA -0.208280      2296
    
    [2296 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    55241 2014-07-08  000509.SZA  0.602660         1
    55242 2014-07-08  300058.SZA  0.602660         2
    55243 2014-07-08  600506.SHA  0.537305         3
    55244 2014-07-08  300088.SZA  0.515964         4
    55245 2014-07-08  300083.SZA  0.497492         5
    55246 2014-07-08  600228.SHA  0.481362         6
    55247 2014-07-08  000860.SZA  0.475570         7
    55248 2014-07-08  000869.SZA  0.475570         8
    55249 2014-07-08  600423.SHA  0.475570         9
    55250 2014-07-08  601099.SHA  0.475570        10
    55251 2014-07-08  601818.SHA  0.475570        11
    55252 2014-07-08  002678.SZA  0.455968        12
    55253 2014-07-08  600690.SHA  0.455968        13
    55254 2014-07-08  002093.SZA  0.445117        14
    55255 2014-07-08  002113.SZA  0.445117        15
    55256 2014-07-08  300130.SZA  0.445117        16
    55257 2014-07-08  002067.SZA  0.441926        17
    55258 2014-07-08  002373.SZA  0.441926        18
    55259 2014-07-08  600587.SHA  0.441926        19
    55260 2014-07-08  000716.SZA  0.441652        20
    55261 2014-07-08  000728.SZA  0.441652        21
    55262 2014-07-08  002539.SZA  0.441652        22
    55263 2014-07-08  300194.SZA  0.441652        23
    55264 2014-07-08  600284.SHA  0.441652        24
    55265 2014-07-08  002006.SZA  0.412560        25
    55266 2014-07-08  002690.SZA  0.412560        26
    55267 2014-07-08  600363.SHA  0.412560        27
    55268 2014-07-08  600748.SHA  0.412560        28
    55269 2014-07-08  600802.SHA  0.412560        29
    55270 2014-07-08  601299.SHA  0.412560        30
    ...          ...         ...       ...       ...
    57508 2014-07-08  002444.SZA  0.026623      2268
    57509 2014-07-08  300018.SZA  0.026623      2269
    57510 2014-07-08  000065.SZA  0.016412      2270
    57511 2014-07-08  000861.SZA  0.016412      2271
    57512 2014-07-08  300006.SZA  0.016412      2272
    57513 2014-07-08  000150.SZA -0.126834      2273
    57514 2014-07-08  000511.SZA -0.126834      2274
    57515 2014-07-08  002019.SZA -0.126834      2275
    57516 2014-07-08  002030.SZA -0.126834      2276
    57517 2014-07-08  002589.SZA -0.126834      2277
    57518 2014-07-08  002611.SZA -0.126834      2278
    57519 2014-07-08  300126.SZA -0.126834      2279
    57520 2014-07-08  300134.SZA -0.126834      2280
    57521 2014-07-08  300281.SZA -0.126834      2281
    57522 2014-07-08  600391.SHA -0.126834      2282
    57523 2014-07-08  600435.SHA -0.126834      2283
    57524 2014-07-08  000559.SZA -0.208280      2284
    57525 2014-07-08  000821.SZA -0.208280      2285
    57526 2014-07-08  000901.SZA -0.208280      2286
    57527 2014-07-08  002366.SZA -0.208280      2287
    57528 2014-07-08  002407.SZA -0.208280      2288
    57529 2014-07-08  002579.SZA -0.208280      2289
    57530 2014-07-08  002726.SZA -0.208280      2290
    57531 2014-07-08  300156.SZA -0.208280      2291
    57532 2014-07-08  300272.SZA -0.208280      2292
    57533 2014-07-08  300288.SZA -0.208280      2293
    57534 2014-07-08  300385.SZA -0.208280      2294
    57535 2014-07-08  300386.SZA -0.208280      2295
    57536 2014-07-08  600070.SHA -0.208280      2296
    57537 2014-07-08  603006.SHA -0.208280      2297
    
    [2297 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    57538 2014-07-09  002417.SZA  0.608519         1
    57539 2014-07-09  002093.SZA  0.602660         2
    57540 2014-07-09  002236.SZA  0.602660         3
    57541 2014-07-09  002065.SZA  0.601388         4
    57542 2014-07-09  300071.SZA  0.601388         5
    57543 2014-07-09  300236.SZA  0.583146         6
    57544 2014-07-09  000895.SZA  0.569879         7
    57545 2014-07-09  300058.SZA  0.569879         8
    57546 2014-07-09  300191.SZA  0.569879         9
    57547 2014-07-09  300223.SZA  0.569879        10
    57548 2014-07-09  300378.SZA  0.569879        11
    57549 2014-07-09  603555.SHA  0.569879        12
    57550 2014-07-09  002242.SZA  0.546005        13
    57551 2014-07-09  300279.SZA  0.546005        14
    57552 2014-07-09  300083.SZA  0.514258        15
    57553 2014-07-09  002038.SZA  0.510184        16
    57554 2014-07-09  300070.SZA  0.510184        17
    57555 2014-07-09  300336.SZA  0.510184        18
    57556 2014-07-09  600880.SHA  0.510184        19
    57557 2014-07-09  000721.SZA  0.508947        20
    57558 2014-07-09  002400.SZA  0.508947        21
    57559 2014-07-09  603167.SHA  0.483848        22
    57560 2014-07-09  002067.SZA  0.481362        23
    57561 2014-07-09  600228.SHA  0.481362        24
    57562 2014-07-09  000417.SZA  0.475570        25
    57563 2014-07-09  000635.SZA  0.475570        26
    57564 2014-07-09  000950.SZA  0.475570        27
    57565 2014-07-09  000969.SZA  0.475570        28
    57566 2014-07-09  002075.SZA  0.475570        29
    57567 2014-07-09  002205.SZA  0.475570        30
    ...          ...         ...       ...       ...
    59806 2014-07-09  002605.SZA  0.039440      2269
    59807 2014-07-09  300134.SZA  0.039440      2270
    59808 2014-07-09  600480.SHA  0.039440      2271
    59809 2014-07-09  600877.SHA  0.039440      2272
    59810 2014-07-09  601777.SHA  0.039440      2273
    59811 2014-07-09  000990.SZA  0.016412      2274
    59812 2014-07-09  300035.SZA  0.016412      2275
    59813 2014-07-09  600879.SHA  0.016412      2276
    59814 2014-07-09  000777.SZA -0.126834      2277
    59815 2014-07-09  002019.SZA -0.126834      2278
    59816 2014-07-09  002589.SZA -0.126834      2279
    59817 2014-07-09  002611.SZA -0.126834      2280
    59818 2014-07-09  300156.SZA -0.126834      2281
    59819 2014-07-09  600539.SHA -0.126834      2282
    59820 2014-07-09  000150.SZA -0.208280      2283
    59821 2014-07-09  000821.SZA -0.208280      2284
    59822 2014-07-09  000901.SZA -0.208280      2285
    59823 2014-07-09  002366.SZA -0.208280      2286
    59824 2014-07-09  002407.SZA -0.208280      2287
    59825 2014-07-09  002633.SZA -0.208280      2288
    59826 2014-07-09  002726.SZA -0.208280      2289
    59827 2014-07-09  300093.SZA -0.208280      2290
    59828 2014-07-09  300272.SZA -0.208280      2291
    59829 2014-07-09  300385.SZA -0.208280      2292
    59830 2014-07-09  300386.SZA -0.208280      2293
    59831 2014-07-09  600070.SHA -0.208280      2294
    59832 2014-07-09  600435.SHA -0.208280      2295
    59833 2014-07-09  600568.SHA -0.208280      2296
    59834 2014-07-09  603006.SHA -0.208280      2297
    59835 2014-07-09  603328.SHA -0.208280      2298
    
    [2298 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    59836 2014-07-10  002387.SZA  0.608519         1
    59837 2014-07-10  300286.SZA  0.608519         2
    59838 2014-07-10  300198.SZA  0.602660         3
    59839 2014-07-10  300219.SZA  0.602660         4
    59840 2014-07-10  600390.SHA  0.602660         5
    59841 2014-07-10  600703.SHA  0.602660         6
    59842 2014-07-10  300223.SZA  0.583146         7
    59843 2014-07-10  000509.SZA  0.569879         8
    59844 2014-07-10  002093.SZA  0.569879         9
    59845 2014-07-10  002307.SZA  0.569879        10
    59846 2014-07-10  600158.SHA  0.569879        11
    59847 2014-07-10  601880.SHA  0.569879        12
    59848 2014-07-10  300070.SZA  0.547938        13
    59849 2014-07-10  300168.SZA  0.547938        14
    59850 2014-07-10  300236.SZA  0.537305        15
    59851 2014-07-10  600103.SHA  0.525379        16
    59852 2014-07-10  002236.SZA  0.515964        17
    59853 2014-07-10  002400.SZA  0.514258        18
    59854 2014-07-10  300083.SZA  0.514258        19
    59855 2014-07-10  000607.SZA  0.510184        20
    59856 2014-07-10  300262.SZA  0.510184        21
    59857 2014-07-10  300058.SZA  0.508947        22
    59858 2014-07-10  002358.SZA  0.506094        23
    59859 2014-07-10  300075.SZA  0.497492        24
    59860 2014-07-10  002063.SZA  0.483848        25
    59861 2014-07-10  002067.SZA  0.483848        26
    59862 2014-07-10  300071.SZA  0.483848        27
    59863 2014-07-10  300088.SZA  0.483848        28
    59864 2014-07-10  300303.SZA  0.483848        29
    59865 2014-07-10  000721.SZA  0.481362        30
    ...          ...         ...       ...       ...
    62106 2014-07-10  000777.SZA -0.126834      2271
    62107 2014-07-10  002019.SZA -0.126834      2272
    62108 2014-07-10  002204.SZA -0.126834      2273
    62109 2014-07-10  002407.SZA -0.126834      2274
    62110 2014-07-10  002589.SZA -0.126834      2275
    62111 2014-07-10  300156.SZA -0.126834      2276
    62112 2014-07-10  600070.SHA -0.126834      2277
    62113 2014-07-10  600399.SHA -0.126834      2278
    62114 2014-07-10  600485.SHA -0.126834      2279
    62115 2014-07-10  601777.SHA -0.126834      2280
    62116 2014-07-10  603328.SHA -0.126834      2281
    62117 2014-07-10  000150.SZA -0.208280      2282
    62118 2014-07-10  000531.SZA -0.208280      2283
    62119 2014-07-10  000790.SZA -0.208280      2284
    62120 2014-07-10  000901.SZA -0.208280      2285
    62121 2014-07-10  002212.SZA -0.208280      2286
    62122 2014-07-10  002366.SZA -0.208280      2287
    62123 2014-07-10  002629.SZA -0.208280      2288
    62124 2014-07-10  002633.SZA -0.208280      2289
    62125 2014-07-10  002726.SZA -0.208280      2290
    62126 2014-07-10  002727.SZA -0.208280      2291
    62127 2014-07-10  300093.SZA -0.208280      2292
    62128 2014-07-10  300385.SZA -0.208280      2293
    62129 2014-07-10  300386.SZA -0.208280      2294
    62130 2014-07-10  300387.SZA -0.208280      2295
    62131 2014-07-10  600435.SHA -0.208280      2296
    62132 2014-07-10  600513.SHA -0.208280      2297
    62133 2014-07-10  600539.SHA -0.208280      2298
    62134 2014-07-10  600568.SHA -0.208280      2299
    62135 2014-07-10  603168.SHA -0.208280      2300
    
    [2300 rows x 4 columns]
    
    ranker_prediction             date  instrument     score  position
    62136 2014-07-11  002241.SZA  0.608519         1
    62137 2014-07-11  002508.SZA  0.608519         2
    62138 2014-07-11  300182.SZA  0.602660         3
    62139 2014-07-11  300216.SZA  0.602660         4
    62140 2014-07-11  300255.SZA  0.602660         5
    62141 2014-07-11  600613.SHA  0.602660         6
    62142 2014-07-11  600703.SHA  0.602660         7
    62143 2014-07-11  600872.SHA  0.602660         8
    62144 2014-07-11  002415.SZA  0.596834         9
    62145 2014-07-11  300113.SZA  0.583146        10
    62146 2014-07-11  300219.SZA  0.583146        11
    62147 2014-07-11  002279.SZA  0.569879        12
    62148 2014-07-11  002362.SZA  0.569879        13
    62149 2014-07-11  601965.SHA  0.569879        14
    62150 2014-07-11  002180.SZA  0.547938        15
    62151 2014-07-11  300070.SZA  0.547938        16
    62152 2014-07-11  300077.SZA  0.546005        17
    62153 2014-07-11  300168.SZA  0.515964        18
    62154 2014-07-11  300071.SZA  0.514258        19
    62155 2014-07-11  300083.SZA  0.514258        20
    62156 2014-07-11  600587.SHA  0.514258        21
    62157 2014-07-11  601880.SHA  0.514258        22
    62158 2014-07-11  002008.SZA  0.510184        23
    62159 2014-07-11  002396.SZA  0.510184        24
    62160 2014-07-11  002410.SZA  0.510184        25
    62161 2014-07-11  300030.SZA  0.510184        26
    62162 2014-07-11  300357.SZA  0.510184        27
    62163 2014-07-11  300373.SZA  0.510184        28
    62164 2014-07-11  300241.SZA  0.508947        29
    62165 2014-07-11  600228.SHA  0.508947        30
    ...          ...         ...       ...       ...
    64403 2014-07-11  600355.SHA  0.026623      2268
    64404 2014-07-11  600784.SHA  0.026623      2269
    64405 2014-07-11  000531.SZA -0.126834      2270
    64406 2014-07-11  000777.SZA -0.126834      2271
    64407 2014-07-11  002285.SZA -0.126834      2272
    64408 2014-07-11  002401.SZA -0.126834      2273
    64409 2014-07-11  002407.SZA -0.126834      2274
    64410 2014-07-11  300166.SZA -0.126834      2275
    64411 2014-07-11  600539.SHA -0.126834      2276
    64412 2014-07-11  601777.SHA -0.126834      2277
    64413 2014-07-11  000150.SZA -0.208280      2278
    64414 2014-07-11  000901.SZA -0.208280      2279
    64415 2014-07-11  002190.SZA -0.208280      2280
    64416 2014-07-11  002212.SZA -0.208280      2281
    64417 2014-07-11  002366.SZA -0.208280      2282
    64418 2014-07-11  002425.SZA -0.208280      2283
    64419 2014-07-11  002629.SZA -0.208280      2284
    64420 2014-07-11  002633.SZA -0.208280      2285
    64421 2014-07-11  002726.SZA -0.208280      2286
    64422 2014-07-11  002727.SZA -0.208280      2287
    64423 2014-07-11  300093.SZA -0.208280      2288
    64424 2014-07-11  300385.SZA -0.208280      2289
    64425 2014-07-11  300386.SZA -0.208280      2290
    64426 2014-07-11  300387.SZA -0.208280      2291
    64427 2014-07-11  600399.SHA -0.208280      2292
    64428 2014-07-11  600435.SHA -0.208280      2293
    64429 2014-07-11  600501.SHA -0.208280      2294
    64430 2014-07-11  600568.SHA -0.208280      2295
    64431 2014-07-11  603006.SHA -0.208280      2296
    64432 2014-07-11  603168.SHA -0.208280      2297
    
    [2297 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    64433 2014-07-14  600425.SHA  0.608519         1
    64434 2014-07-14  002279.SZA  0.606825         2
    64435 2014-07-14  002148.SZA  0.602660         3
    64436 2014-07-14  600703.SHA  0.602660         4
    64437 2014-07-14  300059.SZA  0.596834         5
    64438 2014-07-14  300303.SZA  0.596834         6
    64439 2014-07-14  300104.SZA  0.569879         7
    64440 2014-07-14  300012.SZA  0.547938         8
    64441 2014-07-14  300115.SZA  0.546005         9
    64442 2014-07-14  300220.SZA  0.540967        10
    64443 2014-07-14  300020.SZA  0.537305        11
    64444 2014-07-14  300083.SZA  0.514258        12
    64445 2014-07-14  300216.SZA  0.514258        13
    64446 2014-07-14  300287.SZA  0.514258        14
    64447 2014-07-14  002067.SZA  0.510184        15
    64448 2014-07-14  002197.SZA  0.510184        16
    64449 2014-07-14  600536.SHA  0.510184        17
    64450 2014-07-14  600872.SHA  0.510184        18
    64451 2014-07-14  300348.SZA  0.508947        19
    64452 2014-07-14  002063.SZA  0.506094        20
    64453 2014-07-14  300363.SZA  0.506094        21
    64454 2014-07-14  600587.SHA  0.506094        22
    64455 2014-07-14  300168.SZA  0.483848        23
    64456 2014-07-14  002390.SZA  0.481362        24
    64457 2014-07-14  600182.SHA  0.475570        25
    64458 2014-07-14  601377.SHA  0.475570        26
    64459 2014-07-14  601727.SHA  0.475570        27
    64460 2014-07-14  002602.SZA  0.466422        28
    64461 2014-07-14  600332.SHA  0.465391        29
    64462 2014-07-14  002236.SZA  0.457091        30
    ...          ...         ...       ...       ...
    66698 2014-07-14  002407.SZA -0.126834      2266
    66699 2014-07-14  002423.SZA -0.126834      2267
    66700 2014-07-14  002519.SZA -0.126834      2268
    66701 2014-07-14  600169.SHA -0.126834      2269
    66702 2014-07-14  600405.SHA -0.126834      2270
    66703 2014-07-14  600501.SHA -0.126834      2271
    66704 2014-07-14  600539.SHA -0.126834      2272
    66705 2014-07-14  600758.SHA -0.126834      2273
    66706 2014-07-14  600850.SHA -0.126834      2274
    66707 2014-07-14  601567.SHA -0.126834      2275
    66708 2014-07-14  601777.SHA -0.126834      2276
    66709 2014-07-14  000150.SZA -0.208280      2277
    66710 2014-07-14  002212.SZA -0.208280      2278
    66711 2014-07-14  002366.SZA -0.208280      2279
    66712 2014-07-14  002401.SZA -0.208280      2280
    66713 2014-07-14  002629.SZA -0.208280      2281
    66714 2014-07-14  002633.SZA -0.208280      2282
    66715 2014-07-14  002727.SZA -0.208280      2283
    66716 2014-07-14  300033.SZA -0.208280      2284
    66717 2014-07-14  300093.SZA -0.208280      2285
    66718 2014-07-14  300166.SZA -0.208280      2286
    66719 2014-07-14  300385.SZA -0.208280      2287
    66720 2014-07-14  300386.SZA -0.208280      2288
    66721 2014-07-14  300387.SZA -0.208280      2289
    66722 2014-07-14  600071.SHA -0.208280      2290
    66723 2014-07-14  600152.SHA -0.208280      2291
    66724 2014-07-14  600399.SHA -0.208280      2292
    66725 2014-07-14  600418.SHA -0.208280      2293
    66726 2014-07-14  603006.SHA -0.208280      2294
    66727 2014-07-14  603168.SHA -0.208280      2295
    
    [2295 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    66728 2014-07-15  300324.SZA  0.608519         1
    66729 2014-07-15  600667.SHA  0.608519         2
    66730 2014-07-15  600843.SHA  0.606825         3
    66731 2014-07-15  300012.SZA  0.602660         4
    66732 2014-07-15  300083.SZA  0.601388         5
    66733 2014-07-15  002015.SZA  0.569879         6
    66734 2014-07-15  300348.SZA  0.569879         7
    66735 2014-07-15  300302.SZA  0.547938         8
    66736 2014-07-15  300312.SZA  0.540967         9
    66737 2014-07-15  300220.SZA  0.537305        10
    66738 2014-07-15  300216.SZA  0.525379        11
    66739 2014-07-15  300363.SZA  0.514258        12
    66740 2014-07-15  603328.SHA  0.514258        13
    66741 2014-07-15  000509.SZA  0.510184        14
    66742 2014-07-15  002005.SZA  0.510184        15
    66743 2014-07-15  300086.SZA  0.510184        16
    66744 2014-07-15  300263.SZA  0.510184        17
    66745 2014-07-15  002174.SZA  0.508947        18
    66746 2014-07-15  300287.SZA  0.508947        19
    66747 2014-07-15  300043.SZA  0.506094        20
    66748 2014-07-15  300065.SZA  0.506094        21
    66749 2014-07-15  300329.SZA  0.506094        22
    66750 2014-07-15  300017.SZA  0.497492        23
    66751 2014-07-15  300096.SZA  0.497492        24
    66752 2014-07-15  000821.SZA  0.483848        25
    66753 2014-07-15  002063.SZA  0.483848        26
    66754 2014-07-15  002067.SZA  0.483848        27
    66755 2014-07-15  002439.SZA  0.483848        28
    66756 2014-07-15  300168.SZA  0.483848        29
    66757 2014-07-15  000089.SZA  0.475570        30
    ...          ...         ...       ...       ...
    68997 2014-07-15  000930.SZA -0.126834      2270
    68998 2014-07-15  002062.SZA -0.126834      2271
    68999 2014-07-15  002099.SZA -0.126834      2272
    69000 2014-07-15  002108.SZA -0.126834      2273
    69001 2014-07-15  002225.SZA -0.126834      2274
    69002 2014-07-15  002285.SZA -0.126834      2275
    69003 2014-07-15  300033.SZA -0.126834      2276
    69004 2014-07-15  600303.SHA -0.126834      2277
    69005 2014-07-15  600501.SHA -0.126834      2278
    69006 2014-07-15  601313.SHA -0.126834      2279
    69007 2014-07-15  601777.SHA -0.126834      2280
    69008 2014-07-15  000670.SZA -0.208280      2281
    69009 2014-07-15  000868.SZA -0.208280      2282
    69010 2014-07-15  002149.SZA -0.208280      2283
    69011 2014-07-15  002212.SZA -0.208280      2284
    69012 2014-07-15  002366.SZA -0.208280      2285
    69013 2014-07-15  002401.SZA -0.208280      2286
    69014 2014-07-15  002629.SZA -0.208280      2287
    69015 2014-07-15  002633.SZA -0.208280      2288
    69016 2014-07-15  002727.SZA -0.208280      2289
    69017 2014-07-15  300093.SZA -0.208280      2290
    69018 2014-07-15  300386.SZA -0.208280      2291
    69019 2014-07-15  300387.SZA -0.208280      2292
    69020 2014-07-15  600152.SHA -0.208280      2293
    69021 2014-07-15  600399.SHA -0.208280      2294
    69022 2014-07-15  600405.SHA -0.208280      2295
    69023 2014-07-15  600758.SHA -0.208280      2296
    69024 2014-07-15  600850.SHA -0.208280      2297
    69025 2014-07-15  603006.SHA -0.208280      2298
    69026 2014-07-15  603168.SHA -0.208280      2299
    
    [2299 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    69027 2014-07-16  000607.SZA  0.608519         1
    69028 2014-07-16  002669.SZA  0.608519         2
    69029 2014-07-16  300069.SZA  0.608519         3
    69030 2014-07-16  300177.SZA  0.608519         4
    69031 2014-07-16  300247.SZA  0.608519         5
    69032 2014-07-16  600390.SHA  0.608519         6
    69033 2014-07-16  600618.SHA  0.608519         7
    69034 2014-07-16  600661.SHA  0.608519         8
    69035 2014-07-16  600746.SHA  0.608519         9
    69036 2014-07-16  600562.SHA  0.606825        10
    69037 2014-07-16  002067.SZA  0.602660        11
    69038 2014-07-16  002143.SZA  0.602660        12
    69039 2014-07-16  002373.SZA  0.602660        13
    69040 2014-07-16  002396.SZA  0.602660        14
    69041 2014-07-16  002484.SZA  0.602660        15
    69042 2014-07-16  300059.SZA  0.602660        16
    69043 2014-07-16  300183.SZA  0.602660        17
    69044 2014-07-16  300264.SZA  0.602660        18
    69045 2014-07-16  300274.SZA  0.602660        19
    69046 2014-07-16  300312.SZA  0.602660        20
    69047 2014-07-16  600536.SHA  0.602660        21
    69048 2014-07-16  600756.SHA  0.602660        22
    69049 2014-07-16  603328.SHA  0.602660        23
    69050 2014-07-16  000721.SZA  0.601388        24
    69051 2014-07-16  000821.SZA  0.601388        25
    69052 2014-07-16  300333.SZA  0.601388        26
    69053 2014-07-16  300339.SZA  0.601388        27
    69054 2014-07-16  300352.SZA  0.601388        28
    69055 2014-07-16  002446.SZA  0.583146        29
    69056 2014-07-16  300014.SZA  0.583146        30
    ...          ...         ...       ...       ...
    71297 2014-07-16  600303.SHA  0.039440      2271
    71298 2014-07-16  600485.SHA  0.039440      2272
    71299 2014-07-16  600846.SHA  0.039440      2273
    71300 2014-07-16  603008.SHA  0.039440      2274
    71301 2014-07-16  000531.SZA  0.026623      2275
    71302 2014-07-16  002285.SZA -0.126834      2276
    71303 2014-07-16  300387.SZA -0.126834      2277
    71304 2014-07-16  600056.SHA -0.126834      2278
    71305 2014-07-16  600399.SHA -0.126834      2279
    71306 2014-07-16  600737.SHA -0.126834      2280
    71307 2014-07-16  600758.SHA -0.126834      2281
    71308 2014-07-16  601313.SHA -0.126834      2282
    71309 2014-07-16  601718.SHA -0.126834      2283
    71310 2014-07-16  000031.SZA -0.208280      2284
    71311 2014-07-16  000670.SZA -0.208280      2285
    71312 2014-07-16  000868.SZA -0.208280      2286
    71313 2014-07-16  000930.SZA -0.208280      2287
    71314 2014-07-16  002066.SZA -0.208280      2288
    71315 2014-07-16  002149.SZA -0.208280      2289
    71316 2014-07-16  002212.SZA -0.208280      2290
    71317 2014-07-16  002401.SZA -0.208280      2291
    71318 2014-07-16  002629.SZA -0.208280      2292
    71319 2014-07-16  002727.SZA -0.208280      2293
    71320 2014-07-16  300093.SZA -0.208280      2294
    71321 2014-07-16  300166.SZA -0.208280      2295
    71322 2014-07-16  300272.SZA -0.208280      2296
    71323 2014-07-16  300386.SZA -0.208280      2297
    71324 2014-07-16  600850.SHA -0.208280      2298
    71325 2014-07-16  603006.SHA -0.208280      2299
    71326 2014-07-16  603168.SHA -0.208280      2300
    
    [2300 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    71327 2014-07-17  000721.SZA  0.608519         1
    71328 2014-07-17  002025.SZA  0.608519         2
    71329 2014-07-17  300217.SZA  0.608519         3
    71330 2014-07-17  300325.SZA  0.608519         4
    71331 2014-07-17  300252.SZA  0.606825         5
    71332 2014-07-17  000633.SZA  0.602660         6
    71333 2014-07-17  000812.SZA  0.602660         7
    71334 2014-07-17  002235.SZA  0.602660         8
    71335 2014-07-17  300094.SZA  0.602660         9
    71336 2014-07-17  300285.SZA  0.602660        10
    71337 2014-07-17  300359.SZA  0.602660        11
    71338 2014-07-17  600562.SHA  0.602660        12
    71339 2014-07-17  603328.SHA  0.602660        13
    71340 2014-07-17  000977.SZA  0.601388        14
    71341 2014-07-17  300096.SZA  0.601388        15
    71342 2014-07-17  300319.SZA  0.601388        16
    71343 2014-07-17  300028.SZA  0.596834        17
    71344 2014-07-17  300008.SZA  0.583146        18
    71345 2014-07-17  000065.SZA  0.569879        19
    71346 2014-07-17  002067.SZA  0.569879        20
    71347 2014-07-17  002375.SZA  0.569879        21
    71348 2014-07-17  002626.SZA  0.569879        22
    71349 2014-07-17  300030.SZA  0.569879        23
    71350 2014-07-17  002405.SZA  0.547938        24
    71351 2014-07-17  002446.SZA  0.547938        25
    71352 2014-07-17  002475.SZA  0.547938        26
    71353 2014-07-17  002491.SZA  0.547938        27
    71354 2014-07-17  002642.SZA  0.547938        28
    71355 2014-07-17  300264.SZA  0.547938        29
    71356 2014-07-17  600790.SHA  0.540967        30
    ...          ...         ...       ...       ...
    73591 2014-07-17  000619.SZA  0.032594      2265
    73592 2014-07-17  600099.SHA  0.032594      2266
    73593 2014-07-17  600456.SHA  0.032594      2267
    73594 2014-07-17  601058.SHA  0.032594      2268
    73595 2014-07-17  000543.SZA  0.026623      2269
    73596 2014-07-17  000739.SZA  0.026623      2270
    73597 2014-07-17  000786.SZA  0.026623      2271
    73598 2014-07-17  002233.SZA  0.026623      2272
    73599 2014-07-17  002706.SZA  0.026623      2273
    73600 2014-07-17  600870.SHA  0.016412      2274
    73601 2014-07-17  000151.SZA -0.126834      2275
    73602 2014-07-17  000930.SZA -0.126834      2276
    73603 2014-07-17  002640.SZA -0.126834      2277
    73604 2014-07-17  002727.SZA -0.126834      2278
    73605 2014-07-17  300093.SZA -0.126834      2279
    73606 2014-07-17  600152.SHA -0.126834      2280
    73607 2014-07-17  000031.SZA -0.208280      2281
    73608 2014-07-17  000670.SZA -0.208280      2282
    73609 2014-07-17  000868.SZA -0.208280      2283
    73610 2014-07-17  002066.SZA -0.208280      2284
    73611 2014-07-17  002149.SZA -0.208280      2285
    73612 2014-07-17  002212.SZA -0.208280      2286
    73613 2014-07-17  002285.SZA -0.208280      2287
    73614 2014-07-17  300272.SZA -0.208280      2288
    73615 2014-07-17  600405.SHA -0.208280      2289
    73616 2014-07-17  600435.SHA -0.208280      2290
    73617 2014-07-17  600850.SHA -0.208280      2291
    73618 2014-07-17  600869.SHA -0.208280      2292
    73619 2014-07-17  603006.SHA -0.208280      2293
    73620 2014-07-17  603168.SHA -0.208280      2294
    
    [2294 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    73621 2014-07-18  000065.SZA  0.608519         1
    73622 2014-07-18  002005.SZA  0.608519         2
    73623 2014-07-18  002534.SZA  0.608519         3
    73624 2014-07-18  300124.SZA  0.608519         4
    73625 2014-07-18  300377.SZA  0.608519         5
    73626 2014-07-18  000531.SZA  0.602660         6
    73627 2014-07-18  002228.SZA  0.602660         7
    73628 2014-07-18  300367.SZA  0.602660         8
    73629 2014-07-18  600756.SHA  0.602660         9
    73630 2014-07-18  300273.SZA  0.601388        10
    73631 2014-07-18  300134.SZA  0.569879        11
    73632 2014-07-18  300168.SZA  0.569879        12
    73633 2014-07-18  300368.SZA  0.569879        13
    73634 2014-07-18  600410.SHA  0.547938        14
    73635 2014-07-18  000633.SZA  0.546005        15
    73636 2014-07-18  300264.SZA  0.546005        16
    73637 2014-07-18  600372.SHA  0.537305        17
    73638 2014-07-18  600746.SHA  0.537305        18
    73639 2014-07-18  300017.SZA  0.525379        19
    73640 2014-07-18  300028.SZA  0.525379        20
    73641 2014-07-18  300235.SZA  0.525379        21
    73642 2014-07-18  000812.SZA  0.515964        22
    73643 2014-07-18  002178.SZA  0.514258        23
    73644 2014-07-18  002190.SZA  0.514258        24
    73645 2014-07-18  002619.SZA  0.514258        25
    73646 2014-07-18  002633.SZA  0.514258        26
    73647 2014-07-18  300096.SZA  0.514258        27
    73648 2014-07-18  300129.SZA  0.514258        28
    73649 2014-07-18  601011.SHA  0.514258        29
    73650 2014-07-18  002025.SZA  0.510184        30
    ...          ...         ...       ...       ...
    75888 2014-07-18  000951.SZA  0.053606      2268
    75889 2014-07-18  000905.SZA  0.039440      2269
    75890 2014-07-18  002204.SZA  0.039440      2270
    75891 2014-07-18  002407.SZA  0.039440      2271
    75892 2014-07-18  600027.SHA  0.039440      2272
    75893 2014-07-18  600057.SHA  0.039440      2273
    75894 2014-07-18  600462.SHA  0.039440      2274
    75895 2014-07-18  600636.SHA  0.039440      2275
    75896 2014-07-18  600966.SHA  0.039440      2276
    75897 2014-07-18  600986.SHA  0.039440      2277
    75898 2014-07-18  000862.SZA  0.026623      2278
    75899 2014-07-18  300324.SZA  0.026623      2279
    75900 2014-07-18  600051.SHA  0.016412      2280
    75901 2014-07-18  002212.SZA -0.126834      2281
    75902 2014-07-18  002686.SZA -0.126834      2282
    75903 2014-07-18  600737.SHA -0.126834      2283
    75904 2014-07-18  600767.SHA -0.126834      2284
    75905 2014-07-18  603168.SHA -0.126834      2285
    75906 2014-07-18  000031.SZA -0.208280      2286
    75907 2014-07-18  000151.SZA -0.208280      2287
    75908 2014-07-18  000670.SZA -0.208280      2288
    75909 2014-07-18  000695.SZA -0.208280      2289
    75910 2014-07-18  000868.SZA -0.208280      2290
    75911 2014-07-18  000930.SZA -0.208280      2291
    75912 2014-07-18  002066.SZA -0.208280      2292
    75913 2014-07-18  002149.SZA -0.208280      2293
    75914 2014-07-18  002640.SZA -0.208280      2294
    75915 2014-07-18  600210.SHA -0.208280      2295
    75916 2014-07-18  600850.SHA -0.208280      2296
    75917 2014-07-18  601918.SHA -0.208280      2297
    
    [2297 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    75918 2014-07-21  002173.SZA  0.608519         1
    75919 2014-07-21  300045.SZA  0.608519         2
    75920 2014-07-21  300077.SZA  0.608519         3
    75921 2014-07-21  300312.SZA  0.608519         4
    75922 2014-07-21  600285.SHA  0.608519         5
    75923 2014-07-21  600851.SHA  0.608519         6
    75924 2014-07-21  300035.SZA  0.606825         7
    75925 2014-07-21  600129.SHA  0.606825         8
    75926 2014-07-21  002148.SZA  0.602660         9
    75927 2014-07-21  002528.SZA  0.602660        10
    75928 2014-07-21  300252.SZA  0.602660        11
    75929 2014-07-21  300259.SZA  0.602660        12
    75930 2014-07-21  300281.SZA  0.602660        13
    75931 2014-07-21  300310.SZA  0.602660        14
    75932 2014-07-21  601098.SHA  0.602660        15
    75933 2014-07-21  002425.SZA  0.601388        16
    75934 2014-07-21  300387.SZA  0.601388        17
    75935 2014-07-21  300191.SZA  0.596834        18
    75936 2014-07-21  600756.SHA  0.596834        19
    75937 2014-07-21  300131.SZA  0.569879        20
    75938 2014-07-21  300209.SZA  0.569879        21
    75939 2014-07-21  300226.SZA  0.569879        22
    75940 2014-07-21  300278.SZA  0.569879        23
    75941 2014-07-21  300304.SZA  0.569879        24
    75942 2014-07-21  600562.SHA  0.569879        25
    75943 2014-07-21  002174.SZA  0.547938        26
    75944 2014-07-21  300365.SZA  0.547938        27
    75945 2014-07-21  000566.SZA  0.540967        28
    75946 2014-07-21  300217.SZA  0.540967        29
    75947 2014-07-21  300363.SZA  0.540967        30
    ...          ...         ...       ...       ...
    78176 2014-07-21  000540.SZA  0.060925      2259
    78177 2014-07-21  002110.SZA  0.060925      2260
    78178 2014-07-21  002298.SZA  0.060925      2261
    78179 2014-07-21  600063.SHA  0.060925      2262
    78180 2014-07-21  600268.SHA  0.060925      2263
    78181 2014-07-21  601567.SHA  0.060925      2264
    78182 2014-07-21  002204.SZA  0.053606      2265
    78183 2014-07-21  002358.SZA  0.053606      2266
    78184 2014-07-21  002714.SZA  0.053606      2267
    78185 2014-07-21  000402.SZA  0.039440      2268
    78186 2014-07-21  002001.SZA  0.039440      2269
    78187 2014-07-21  002245.SZA  0.039440      2270
    78188 2014-07-21  002638.SZA  0.039440      2271
    78189 2014-07-21  600366.SHA  0.039440      2272
    78190 2014-07-21  600983.SHA  0.039440      2273
    78191 2014-07-21  601313.SHA  0.039440      2274
    78192 2014-07-21  600662.SHA  0.016412      2275
    78193 2014-07-21  300140.SZA -0.126834      2276
    78194 2014-07-21  600737.SHA -0.126834      2277
    78195 2014-07-21  600767.SHA -0.126834      2278
    78196 2014-07-21  000031.SZA -0.208280      2279
    78197 2014-07-21  000151.SZA -0.208280      2280
    78198 2014-07-21  000670.SZA -0.208280      2281
    78199 2014-07-21  000695.SZA -0.208280      2282
    78200 2014-07-21  000930.SZA -0.208280      2283
    78201 2014-07-21  002066.SZA -0.208280      2284
    78202 2014-07-21  002149.SZA -0.208280      2285
    78203 2014-07-21  002640.SZA -0.208280      2286
    78204 2014-07-21  600210.SHA -0.208280      2287
    78205 2014-07-21  601918.SHA -0.208280      2288
    
    [2288 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    78206 2014-07-22  002414.SZA  0.608519         1
    78207 2014-07-22  002436.SZA  0.608519         2
    78208 2014-07-22  300045.SZA  0.606825         3
    78209 2014-07-22  002363.SZA  0.602660         4
    78210 2014-07-22  002519.SZA  0.602660         5
    78211 2014-07-22  002619.SZA  0.602660         6
    78212 2014-07-22  002726.SZA  0.602660         7
    78213 2014-07-22  300177.SZA  0.602660         8
    78214 2014-07-22  300277.SZA  0.602660         9
    78215 2014-07-22  300321.SZA  0.602660        10
    78216 2014-07-22  300352.SZA  0.602660        11
    78217 2014-07-22  002190.SZA  0.601388        12
    78218 2014-07-22  002629.SZA  0.601388        13
    78219 2014-07-22  300094.SZA  0.601388        14
    78220 2014-07-22  300307.SZA  0.601388        15
    78221 2014-07-22  600399.SHA  0.601388        16
    78222 2014-07-22  601011.SHA  0.601388        17
    78223 2014-07-22  002535.SZA  0.583146        18
    78224 2014-07-22  300235.SZA  0.583146        19
    78225 2014-07-22  000757.SZA  0.569879        20
    78226 2014-07-22  300099.SZA  0.569879        21
    78227 2014-07-22  300290.SZA  0.569879        22
    78228 2014-07-22  300325.SZA  0.569879        23
    78229 2014-07-22  600184.SHA  0.569879        24
    78230 2014-07-22  002423.SZA  0.546005        25
    78231 2014-07-22  300309.SZA  0.546005        26
    78232 2014-07-22  600677.SHA  0.546005        27
    78233 2014-07-22  300090.SZA  0.540967        28
    78234 2014-07-22  600967.SHA  0.540967        29
    78235 2014-07-22  002548.SZA  0.537305        30
    ...          ...         ...       ...       ...
    80465 2014-07-22  002143.SZA  0.060925      2260
    80466 2014-07-22  002578.SZA  0.060925      2261
    80467 2014-07-22  600099.SHA  0.060925      2262
    80468 2014-07-22  600157.SHA  0.060925      2263
    80469 2014-07-22  600328.SHA  0.060925      2264
    80470 2014-07-22  000402.SZA  0.039440      2265
    80471 2014-07-22  000753.SZA  0.039440      2266
    80472 2014-07-22  002385.SZA  0.039440      2267
    80473 2014-07-22  300044.SZA  0.039440      2268
    80474 2014-07-22  000538.SZA  0.032594      2269
    80475 2014-07-22  002116.SZA  0.032594      2270
    80476 2014-07-22  600490.SHA  0.032594      2271
    80477 2014-07-22  002204.SZA -0.126834      2272
    80478 2014-07-22  002274.SZA -0.126834      2273
    80479 2014-07-22  300140.SZA -0.126834      2274
    80480 2014-07-22  300296.SZA -0.126834      2275
    80481 2014-07-22  600987.SHA -0.126834      2276
    80482 2014-07-22  000031.SZA -0.208280      2277
    80483 2014-07-22  000151.SZA -0.208280      2278
    80484 2014-07-22  000670.SZA -0.208280      2279
    80485 2014-07-22  000695.SZA -0.208280      2280
    80486 2014-07-22  000736.SZA -0.208280      2281
    80487 2014-07-22  002066.SZA -0.208280      2282
    80488 2014-07-22  002149.SZA -0.208280      2283
    80489 2014-07-22  002517.SZA -0.208280      2284
    80490 2014-07-22  002575.SZA -0.208280      2285
    80491 2014-07-22  002640.SZA -0.208280      2286
    80492 2014-07-22  600210.SHA -0.208280      2287
    80493 2014-07-22  600767.SHA -0.208280      2288
    80494 2014-07-22  601918.SHA -0.208280      2289
    
    [2289 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    80495 2014-07-23  000526.SZA  0.608519         1
    80496 2014-07-23  002462.SZA  0.608519         2
    80497 2014-07-23  002528.SZA  0.608519         3
    80498 2014-07-23  002593.SZA  0.608519         4
    80499 2014-07-23  300188.SZA  0.608519         5
    80500 2014-07-23  300216.SZA  0.608519         6
    80501 2014-07-23  000739.SZA  0.606825         7
    80502 2014-07-23  300286.SZA  0.606825         8
    80503 2014-07-23  002609.SZA  0.602660         9
    80504 2014-07-23  300055.SZA  0.602660        10
    80505 2014-07-23  300093.SZA  0.602660        11
    80506 2014-07-23  300195.SZA  0.602660        12
    80507 2014-07-23  300333.SZA  0.602660        13
    80508 2014-07-23  002541.SZA  0.601388        14
    80509 2014-07-23  300129.SZA  0.601388        15
    80510 2014-07-23  300328.SZA  0.601388        16
    80511 2014-07-23  002400.SZA  0.596834        17
    80512 2014-07-23  002552.SZA  0.596834        18
    80513 2014-07-23  300149.SZA  0.596834        19
    80514 2014-07-23  300233.SZA  0.596834        20
    80515 2014-07-23  300061.SZA  0.583146        21
    80516 2014-07-23  300310.SZA  0.583146        22
    80517 2014-07-23  300321.SZA  0.583146        23
    80518 2014-07-23  000906.SZA  0.569879        24
    80519 2014-07-23  002605.SZA  0.569879        25
    80520 2014-07-23  300097.SZA  0.569879        26
    80521 2014-07-23  300131.SZA  0.569879        27
    80522 2014-07-23  300275.SZA  0.569879        28
    80523 2014-07-23  300347.SZA  0.569879        29
    80524 2014-07-23  300372.SZA  0.569879        30
    ...          ...         ...       ...       ...
    82763 2014-07-23  000777.SZA  0.060925      2269
    82764 2014-07-23  002092.SZA  0.060925      2270
    82765 2014-07-23  002385.SZA  0.060925      2271
    82766 2014-07-23  300156.SZA  0.060925      2272
    82767 2014-07-23  600771.SHA  0.060925      2273
    82768 2014-07-23  600803.SHA  0.060925      2274
    82769 2014-07-23  600986.SHA  0.060925      2275
    82770 2014-07-23  601601.SHA  0.060925      2276
    82771 2014-07-23  000059.SZA  0.039440      2277
    82772 2014-07-23  002153.SZA  0.039440      2278
    82773 2014-07-23  600033.SHA  0.039440      2279
    82774 2014-07-23  600823.SHA  0.039440      2280
    82775 2014-07-23  600737.SHA  0.032594      2281
    82776 2014-07-23  601718.SHA  0.026623      2282
    82777 2014-07-23  000632.SZA -0.126834      2283
    82778 2014-07-23  000753.SZA -0.126834      2284
    82779 2014-07-23  002114.SZA -0.126834      2285
    82780 2014-07-23  300001.SZA -0.126834      2286
    82781 2014-07-23  600987.SHA -0.126834      2287
    82782 2014-07-23  000031.SZA -0.208280      2288
    82783 2014-07-23  000151.SZA -0.208280      2289
    82784 2014-07-23  000736.SZA -0.208280      2290
    82785 2014-07-23  002066.SZA -0.208280      2291
    82786 2014-07-23  002149.SZA -0.208280      2292
    82787 2014-07-23  002640.SZA -0.208280      2293
    82788 2014-07-23  600210.SHA -0.208280      2294
    82789 2014-07-23  600268.SHA -0.208280      2295
    82790 2014-07-23  600595.SHA -0.208280      2296
    82791 2014-07-23  600767.SHA -0.208280      2297
    82792 2014-07-23  601918.SHA -0.208280      2298
    
    [2298 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    82793 2014-07-24  002116.SZA  0.608519         1
    82794 2014-07-24  300030.SZA  0.608519         2
    82795 2014-07-24  300072.SZA  0.608519         3
    82796 2014-07-24  600614.SHA  0.608519         4
    82797 2014-07-24  300116.SZA  0.606825         5
    82798 2014-07-24  002117.SZA  0.602660         6
    82799 2014-07-24  002425.SZA  0.602660         7
    82800 2014-07-24  300188.SZA  0.602660         8
    82801 2014-07-24  300191.SZA  0.602660         9
    82802 2014-07-24  300334.SZA  0.602660        10
    82803 2014-07-24  300007.SZA  0.601388        11
    82804 2014-07-24  300229.SZA  0.601388        12
    82805 2014-07-24  300259.SZA  0.601388        13
    82806 2014-07-24  002461.SZA  0.596834        14
    82807 2014-07-24  300021.SZA  0.596834        15
    82808 2014-07-24  300070.SZA  0.596834        16
    82809 2014-07-24  002020.SZA  0.569879        17
    82810 2014-07-24  300327.SZA  0.569879        18
    82811 2014-07-24  300336.SZA  0.569879        19
    82812 2014-07-24  600677.SHA  0.569879        20
    82813 2014-07-24  603328.SHA  0.569879        21
    82814 2014-07-24  300026.SZA  0.547938        22
    82815 2014-07-24  300212.SZA  0.547938        23
    82816 2014-07-24  300076.SZA  0.546005        24
    82817 2014-07-24  000530.SZA  0.537305        25
    82818 2014-07-24  002474.SZA  0.537305        26
    82819 2014-07-24  002660.SZA  0.537305        27
    82820 2014-07-24  002690.SZA  0.537305        28
    82821 2014-07-24  300097.SZA  0.537305        29
    82822 2014-07-24  002520.SZA  0.514258        30
    ...          ...         ...       ...       ...
    85062 2014-07-24  600436.SHA  0.039440      2270
    85063 2014-07-24  600490.SHA  0.039440      2271
    85064 2014-07-24  600773.SHA  0.039440      2272
    85065 2014-07-24  601633.SHA  0.039440      2273
    85066 2014-07-24  000059.SZA  0.032594      2274
    85067 2014-07-24  002601.SZA  0.032594      2275
    85068 2014-07-24  600393.SHA  0.026623      2276
    85069 2014-07-24  600208.SHA  0.016412      2277
    85070 2014-07-24  600559.SHA  0.016412      2278
    85071 2014-07-24  600684.SHA  0.016412      2279
    85072 2014-07-24  603333.SHA  0.016412      2280
    85073 2014-07-24  000682.SZA -0.126834      2281
    85074 2014-07-24  000732.SZA -0.126834      2282
    85075 2014-07-24  002149.SZA -0.126834      2283
    85076 2014-07-24  600268.SHA -0.126834      2284
    85077 2014-07-24  600319.SHA -0.126834      2285
    85078 2014-07-24  600726.SHA -0.126834      2286
    85079 2014-07-24  600767.SHA -0.126834      2287
    85080 2014-07-24  601918.SHA -0.126834      2288
    85081 2014-07-24  000151.SZA -0.208280      2289
    85082 2014-07-24  000592.SZA -0.208280      2290
    85083 2014-07-24  000631.SZA -0.208280      2291
    85084 2014-07-24  000632.SZA -0.208280      2292
    85085 2014-07-24  000736.SZA -0.208280      2293
    85086 2014-07-24  000753.SZA -0.208280      2294
    85087 2014-07-24  002540.SZA -0.208280      2295
    85088 2014-07-24  300001.SZA -0.208280      2296
    85089 2014-07-24  600262.SHA -0.208280      2297
    85090 2014-07-24  600595.SHA -0.208280      2298
    85091 2014-07-24  600869.SHA -0.208280      2299
    
    [2299 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    85092 2014-07-25  002097.SZA  0.608519         1
    85093 2014-07-25  002615.SZA  0.608519         2
    85094 2014-07-25  300072.SZA  0.608519         3
    85095 2014-07-25  300333.SZA  0.608519         4
    85096 2014-07-25  300043.SZA  0.606825         5
    85097 2014-07-25  000915.SZA  0.602660         6
    85098 2014-07-25  300058.SZA  0.602660         7
    85099 2014-07-25  300263.SZA  0.602660         8
    85100 2014-07-25  300359.SZA  0.602660         9
    85101 2014-07-25  600071.SHA  0.602660        10
    85102 2014-07-25  300386.SZA  0.601388        11
    85103 2014-07-25  002715.SZA  0.596834        12
    85104 2014-07-25  300300.SZA  0.596834        13
    85105 2014-07-25  600523.SHA  0.596834        14
    85106 2014-07-25  002495.SZA  0.569879        15
    85107 2014-07-25  300084.SZA  0.569879        16
    85108 2014-07-25  300116.SZA  0.569879        17
    85109 2014-07-25  300208.SZA  0.569879        18
    85110 2014-07-25  300272.SZA  0.569879        19
    85111 2014-07-25  300328.SZA  0.569879        20
    85112 2014-07-25  300231.SZA  0.547938        21
    85113 2014-07-25  600775.SHA  0.547938        22
    85114 2014-07-25  600081.SHA  0.546005        23
    85115 2014-07-25  300030.SZA  0.540967        24
    85116 2014-07-25  300038.SZA  0.540967        25
    85117 2014-07-25  600680.SHA  0.540967        26
    85118 2014-07-25  600763.SHA  0.537305        27
    85119 2014-07-25  002571.SZA  0.515964        28
    85120 2014-07-25  000670.SZA  0.514258        29
    85121 2014-07-25  002520.SZA  0.514258        30
    ...          ...         ...       ...       ...
    87365 2014-07-25  600340.SHA  0.039440      2274
    87366 2014-07-25  600366.SHA  0.039440      2275
    87367 2014-07-25  600660.SHA  0.039440      2276
    87368 2014-07-25  600767.SHA  0.039440      2277
    87369 2014-07-25  600780.SHA  0.039440      2278
    87370 2014-07-25  601377.SHA  0.039440      2279
    87371 2014-07-25  601677.SHA  0.039440      2280
    87372 2014-07-25  601766.SHA  0.039440      2281
    87373 2014-07-25  601992.SHA  0.039440      2282
    87374 2014-07-25  000068.SZA  0.032594      2283
    87375 2014-07-25  000069.SZA  0.032594      2284
    87376 2014-07-25  000728.SZA  0.032594      2285
    87377 2014-07-25  002340.SZA  0.026623      2286
    87378 2014-07-25  600733.SHA  0.026623      2287
    87379 2014-07-25  601668.SHA  0.026623      2288
    87380 2014-07-25  000555.SZA -0.126834      2289
    87381 2014-07-25  000592.SZA -0.126834      2290
    87382 2014-07-25  000933.SZA -0.126834      2291
    87383 2014-07-25  002204.SZA -0.126834      2292
    87384 2014-07-25  002263.SZA -0.126834      2293
    87385 2014-07-25  000151.SZA -0.208280      2294
    87386 2014-07-25  000631.SZA -0.208280      2295
    87387 2014-07-25  000736.SZA -0.208280      2296
    87388 2014-07-25  000753.SZA -0.208280      2297
    87389 2014-07-25  002114.SZA -0.208280      2298
    87390 2014-07-25  300001.SZA -0.208280      2299
    87391 2014-07-25  600157.SHA -0.208280      2300
    87392 2014-07-25  600319.SHA -0.208280      2301
    87393 2014-07-25  600595.SHA -0.208280      2302
    87394 2014-07-25  600726.SHA -0.208280      2303
    
    [2303 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    87395 2014-07-28  603000.SHA  0.608519         1
    87396 2014-07-28  300327.SZA  0.606825         2
    87397 2014-07-28  000915.SZA  0.583146         3
    87398 2014-07-28  000010.SZA  0.569879         4
    87399 2014-07-28  300147.SZA  0.569879         5
    87400 2014-07-28  600870.SHA  0.537305         6
    87401 2014-07-28  000670.SZA  0.514258         7
    87402 2014-07-28  300055.SZA  0.514258         8
    87403 2014-07-28  300129.SZA  0.510184         9
    87404 2014-07-28  300191.SZA  0.510184        10
    87405 2014-07-28  002520.SZA  0.483848        11
    87406 2014-07-28  300323.SZA  0.481362        12
    87407 2014-07-28  600071.SHA  0.481362        13
    87408 2014-07-28  002387.SZA  0.475570        14
    87409 2014-07-28  002580.SZA  0.475570        15
    87410 2014-07-28  002645.SZA  0.475570        16
    87411 2014-07-28  300169.SZA  0.475570        17
    87412 2014-07-28  600778.SHA  0.475570        18
    87413 2014-07-28  300277.SZA  0.465391        19
    87414 2014-07-28  300300.SZA  0.465391        20
    87415 2014-07-28  300229.SZA  0.457091        21
    87416 2014-07-28  002009.SZA  0.455968        22
    87417 2014-07-28  002587.SZA  0.455968        23
    87418 2014-07-28  002609.SZA  0.455968        24
    87419 2014-07-28  601218.SHA  0.455968        25
    87420 2014-07-28  600355.SHA  0.445117        26
    87421 2014-07-28  600566.SHA  0.445117        27
    87422 2014-07-28  300278.SZA  0.443221        28
    87423 2014-07-28  300025.SZA  0.441926        29
    87424 2014-07-28  300386.SZA  0.441926        30
    ...          ...         ...       ...       ...
    89669 2014-07-28  000031.SZA  0.016412      2275
    89670 2014-07-28  000680.SZA  0.016412      2276
    89671 2014-07-28  600058.SHA  0.016412      2277
    89672 2014-07-28  601688.SHA  0.016412      2278
    89673 2014-07-28  000585.SZA -0.126834      2279
    89674 2014-07-28  000631.SZA -0.126834      2280
    89675 2014-07-28  000736.SZA -0.126834      2281
    89676 2014-07-28  000831.SZA -0.126834      2282
    89677 2014-07-28  000933.SZA -0.126834      2283
    89678 2014-07-28  002246.SZA -0.126834      2284
    89679 2014-07-28  002263.SZA -0.126834      2285
    89680 2014-07-28  300087.SZA -0.126834      2286
    89681 2014-07-28  600259.SHA -0.126834      2287
    89682 2014-07-28  600262.SHA -0.126834      2288
    89683 2014-07-28  600490.SHA -0.126834      2289
    89684 2014-07-28  601188.SHA -0.126834      2290
    89685 2014-07-28  000151.SZA -0.208280      2291
    89686 2014-07-28  000555.SZA -0.208280      2292
    89687 2014-07-28  000592.SZA -0.208280      2293
    89688 2014-07-28  000603.SZA -0.208280      2294
    89689 2014-07-28  000753.SZA -0.208280      2295
    89690 2014-07-28  000783.SZA -0.208280      2296
    89691 2014-07-28  002114.SZA -0.208280      2297
    89692 2014-07-28  300001.SZA -0.208280      2298
    89693 2014-07-28  600157.SHA -0.208280      2299
    89694 2014-07-28  600319.SHA -0.208280      2300
    89695 2014-07-28  600435.SHA -0.208280      2301
    89696 2014-07-28  600531.SHA -0.208280      2302
    89697 2014-07-28  600595.SHA -0.208280      2303
    89698 2014-07-28  603009.SHA -0.208280      2304
    
    [2304 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    89699 2014-07-29  300151.SZA  0.608519         1
    89700 2014-07-29  300025.SZA  0.515964         2
    89701 2014-07-29  000901.SZA  0.510184         3
    89702 2014-07-29  002571.SZA  0.506094         4
    89703 2014-07-29  300127.SZA  0.475570         5
    89704 2014-07-29  300306.SZA  0.475570         6
    89705 2014-07-29  600807.SHA  0.475570         7
    89706 2014-07-29  002520.SZA  0.457091         8
    89707 2014-07-29  300229.SZA  0.457091         9
    89708 2014-07-29  300163.SZA  0.455968        10
    89709 2014-07-29  300323.SZA  0.441926        11
    89710 2014-07-29  002075.SZA  0.441652        12
    89711 2014-07-29  002563.SZA  0.441652        13
    89712 2014-07-29  300210.SZA  0.441652        14
    89713 2014-07-29  300240.SZA  0.441652        15
    89714 2014-07-29  300349.SZA  0.441652        16
    89715 2014-07-29  300081.SZA  0.428910        17
    89716 2014-07-29  000748.SZA  0.412560        18
    89717 2014-07-29  300184.SZA  0.412560        19
    89718 2014-07-29  600209.SHA  0.412560        20
    89719 2014-07-29  600332.SHA  0.412560        21
    89720 2014-07-29  600844.SHA  0.412560        22
    89721 2014-07-29  600850.SHA  0.412560        23
    89722 2014-07-29  600897.SHA  0.412560        24
    89723 2014-07-29  601231.SHA  0.412560        25
    89724 2014-07-29  600776.SHA  0.403589        26
    89725 2014-07-29  000422.SZA  0.371548        27
    89726 2014-07-29  000616.SZA  0.371548        28
    89727 2014-07-29  000656.SZA  0.371548        29
    89728 2014-07-29  002168.SZA  0.371548        30
    ...          ...         ...       ...       ...
    91975 2014-07-29  600726.SHA -0.126834      2277
    91976 2014-07-29  600853.SHA -0.126834      2278
    91977 2014-07-29  600869.SHA -0.126834      2279
    91978 2014-07-29  601188.SHA -0.126834      2280
    91979 2014-07-29  601328.SHA -0.126834      2281
    91980 2014-07-29  603399.SHA -0.126834      2282
    91981 2014-07-29  000050.SZA -0.208280      2283
    91982 2014-07-29  000151.SZA -0.208280      2284
    91983 2014-07-29  000426.SZA -0.208280      2285
    91984 2014-07-29  000555.SZA -0.208280      2286
    91985 2014-07-29  000585.SZA -0.208280      2287
    91986 2014-07-29  000592.SZA -0.208280      2288
    91987 2014-07-29  000603.SZA -0.208280      2289
    91988 2014-07-29  000631.SZA -0.208280      2290
    91989 2014-07-29  000753.SZA -0.208280      2291
    91990 2014-07-29  000783.SZA -0.208280      2292
    91991 2014-07-29  000889.SZA -0.208280      2293
    91992 2014-07-29  002114.SZA -0.208280      2294
    91993 2014-07-29  002246.SZA -0.208280      2295
    91994 2014-07-29  002366.SZA -0.208280      2296
    91995 2014-07-29  002640.SZA -0.208280      2297
    91996 2014-07-29  300001.SZA -0.208280      2298
    91997 2014-07-29  300087.SZA -0.208280      2299
    91998 2014-07-29  600157.SHA -0.208280      2300
    91999 2014-07-29  600259.SHA -0.208280      2301
    92000 2014-07-29  600319.SHA -0.208280      2302
    92001 2014-07-29  600435.SHA -0.208280      2303
    92002 2014-07-29  600531.SHA -0.208280      2304
    92003 2014-07-29  600961.SHA -0.208280      2305
    92004 2014-07-29  603009.SHA -0.208280      2306
    
    [2306 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    92005 2014-07-30  600152.SHA  0.608519         1
    92006 2014-07-30  300151.SZA  0.569879         2
    92007 2014-07-30  002212.SZA  0.508947         3
    92008 2014-07-30  300025.SZA  0.508947         4
    92009 2014-07-30  002575.SZA  0.506094         5
    92010 2014-07-30  002204.SZA  0.481362         6
    92011 2014-07-30  300323.SZA  0.476227         7
    92012 2014-07-30  600776.SHA  0.476227         8
    92013 2014-07-30  000153.SZA  0.475570         9
    92014 2014-07-30  002091.SZA  0.475570        10
    92015 2014-07-30  002234.SZA  0.475570        11
    92016 2014-07-30  002339.SZA  0.475570        12
    92017 2014-07-30  002669.SZA  0.475570        13
    92018 2014-07-30  600198.SHA  0.475570        14
    92019 2014-07-30  600363.SHA  0.475570        15
    92020 2014-07-30  600444.SHA  0.475570        16
    92021 2014-07-30  600593.SHA  0.475570        17
    92022 2014-07-30  600865.SHA  0.475570        18
    92023 2014-07-30  002274.SZA  0.455968        19
    92024 2014-07-30  002595.SZA  0.455968        20
    92025 2014-07-30  002678.SZA  0.455968        21
    92026 2014-07-30  300244.SZA  0.455968        22
    92027 2014-07-30  000736.SZA  0.441652        23
    92028 2014-07-30  002351.SZA  0.441652        24
    92029 2014-07-30  300260.SZA  0.441652        25
    92030 2014-07-30  300293.SZA  0.441652        26
    92031 2014-07-30  000407.SZA  0.412560        27
    92032 2014-07-30  002128.SZA  0.412560        28
    92033 2014-07-30  002180.SZA  0.412560        29
    92034 2014-07-30  300101.SZA  0.412560        30
    ...          ...         ...       ...       ...
    94281 2014-07-30  002366.SZA -0.126834      2277
    94282 2014-07-30  600397.SHA -0.126834      2278
    94283 2014-07-30  600556.SHA -0.126834      2279
    94284 2014-07-30  600562.SHA -0.126834      2280
    94285 2014-07-30  600711.SHA -0.126834      2281
    94286 2014-07-30  600756.SHA -0.126834      2282
    94287 2014-07-30  603399.SHA -0.126834      2283
    94288 2014-07-30  000050.SZA -0.208280      2284
    94289 2014-07-30  000059.SZA -0.208280      2285
    94290 2014-07-30  000555.SZA -0.208280      2286
    94291 2014-07-30  000562.SZA -0.208280      2287
    94292 2014-07-30  000585.SZA -0.208280      2288
    94293 2014-07-30  000603.SZA -0.208280      2289
    94294 2014-07-30  000753.SZA -0.208280      2290
    94295 2014-07-30  000783.SZA -0.208280      2291
    94296 2014-07-30  000807.SZA -0.208280      2292
    94297 2014-07-30  000889.SZA -0.208280      2293
    94298 2014-07-30  002114.SZA -0.208280      2294
    94299 2014-07-30  002246.SZA -0.208280      2295
    94300 2014-07-30  002263.SZA -0.208280      2296
    94301 2014-07-30  002640.SZA -0.208280      2297
    94302 2014-07-30  300001.SZA -0.208280      2298
    94303 2014-07-30  300050.SZA -0.208280      2299
    94304 2014-07-30  300087.SZA -0.208280      2300
    94305 2014-07-30  600157.SHA -0.208280      2301
    94306 2014-07-30  600262.SHA -0.208280      2302
    94307 2014-07-30  600319.SHA -0.208280      2303
    94308 2014-07-30  600490.SHA -0.208280      2304
    94309 2014-07-30  600531.SHA -0.208280      2305
    94310 2014-07-30  603009.SHA -0.208280      2306
    
    [2306 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    94311 2014-07-31  000736.SZA  0.569879         1
    94312 2014-07-31  300323.SZA  0.514258         2
    94313 2014-07-31  002204.SZA  0.481362         3
    94314 2014-07-31  002481.SZA  0.475570         4
    94315 2014-07-31  600093.SHA  0.475570         5
    94316 2014-07-31  600594.SHA  0.475570         6
    94317 2014-07-31  601058.SHA  0.475570         7
    94318 2014-07-31  601799.SHA  0.475570         8
    94319 2014-07-31  600776.SHA  0.457091         9
    94320 2014-07-31  002575.SZA  0.445117        10
    94321 2014-07-31  000906.SZA  0.441652        11
    94322 2014-07-31  600053.SHA  0.441652        12
    94323 2014-07-31  600328.SHA  0.441652        13
    94324 2014-07-31  600630.SHA  0.441652        14
    94325 2014-07-31  600761.SHA  0.441652        15
    94326 2014-07-31  603168.SHA  0.441652        16
    94327 2014-07-31  000777.SZA  0.412560        17
    94328 2014-07-31  000821.SZA  0.412560        18
    94329 2014-07-31  000955.SZA  0.412560        19
    94330 2014-07-31  002228.SZA  0.412560        20
    94331 2014-07-31  002417.SZA  0.412560        21
    94332 2014-07-31  002450.SZA  0.412560        22
    94333 2014-07-31  002520.SZA  0.412560        23
    94334 2014-07-31  300131.SZA  0.412560        24
    94335 2014-07-31  300284.SZA  0.412560        25
    94336 2014-07-31  600018.SHA  0.412560        26
    94337 2014-07-31  600126.SHA  0.412560        27
    94338 2014-07-31  600160.SHA  0.412560        28
    94339 2014-07-31  600373.SHA  0.412560        29
    94340 2014-07-31  600481.SHA  0.412560        30
    ...          ...         ...       ...       ...
    96593 2014-07-31  601328.SHA -0.126834      2283
    96594 2014-07-31  603399.SHA -0.126834      2284
    96595 2014-07-31  000050.SZA -0.208280      2285
    96596 2014-07-31  000059.SZA -0.208280      2286
    96597 2014-07-31  000555.SZA -0.208280      2287
    96598 2014-07-31  000562.SZA -0.208280      2288
    96599 2014-07-31  000585.SZA -0.208280      2289
    96600 2014-07-31  000603.SZA -0.208280      2290
    96601 2014-07-31  000617.SZA -0.208280      2291
    96602 2014-07-31  000688.SZA -0.208280      2292
    96603 2014-07-31  000762.SZA -0.208280      2293
    96604 2014-07-31  000783.SZA -0.208280      2294
    96605 2014-07-31  000807.SZA -0.208280      2295
    96606 2014-07-31  000889.SZA -0.208280      2296
    96607 2014-07-31  002114.SZA -0.208280      2297
    96608 2014-07-31  002246.SZA -0.208280      2298
    96609 2014-07-31  002284.SZA -0.208280      2299
    96610 2014-07-31  002374.SZA -0.208280      2300
    96611 2014-07-31  002640.SZA -0.208280      2301
    96612 2014-07-31  300050.SZA -0.208280      2302
    96613 2014-07-31  300087.SZA -0.208280      2303
    96614 2014-07-31  600133.SHA -0.208280      2304
    96615 2014-07-31  600157.SHA -0.208280      2305
    96616 2014-07-31  600319.SHA -0.208280      2306
    96617 2014-07-31  600490.SHA -0.208280      2307
    96618 2014-07-31  600531.SHA -0.208280      2308
    96619 2014-07-31  600556.SHA -0.208280      2309
    96620 2014-07-31  600711.SHA -0.208280      2310
    96621 2014-07-31  600756.SHA -0.208280      2311
    96622 2014-07-31  603009.SHA -0.208280      2312
    
    [2312 rows x 4 columns]
    ranker_prediction             date  instrument     score  position
    96623 2014-08-01  000024.SZA  0.569879         1
    96624 2014-08-01  300323.SZA  0.514258         2
    96625 2014-08-01  002204.SZA  0.481362         3
    96626 2014-08-01  000088.SZA  0.475570         4
    96627 2014-08-01  002137.SZA  0.475570         5
    96628 2014-08-01  300091.SZA  0.475570         6
    96629 2014-08-01  300304.SZA  0.475570         7
    96630 2014-08-01  600103.SHA  0.475570         8
    96631 2014-08-01  600990.SHA  0.475570         9
    96632 2014-08-01  601616.SHA  0.475570        10
    96633 2014-08-01  603168.SHA  0.457091        11
    96634 2014-08-01  002280.SZA  0.455968        12
    96635 2014-08-01  600776.SHA  0.445117        13
    96636 2014-08-01  600283.SHA  0.441652        14
    96637 2014-08-01  000523.SZA  0.412560        15
    96638 2014-08-01  300093.SZA  0.412560        16
    96639 2014-08-01  300164.SZA  0.412560        17
    96640 2014-08-01  600143.SHA  0.412560        18
    96641 2014-08-01  600375.SHA  0.412560        19
    96642 2014-08-01  600466.SHA  0.412560        20
    96643 2014-08-01  000420.SZA  0.404351        21
    96644 2014-08-01  002069.SZA  0.404351        22
    96645 2014-08-01  600626.SHA  0.404351        23
    96646 2014-08-01  600312.SHA  0.394614        24
    96647 2014-08-01  000668.SZA  0.371548        25
    96648 2014-08-01  000963.SZA  0.371548        26
    96649 2014-08-01  002195.SZA  0.371548        27
    96650 2014-08-01  002376.SZA  0.371548        28
    96651 2014-08-01  002422.SZA  0.371548        29
    96652 2014-08-01  002701.SZA  0.371548        30
    ...          ...         ...       ...       ...
    98902 2014-08-01  002306.SZA -0.126834      2280
    98903 2014-08-01  002693.SZA -0.126834      2281
    98904 2014-08-01  600202.SHA -0.126834      2282
    98905 2014-08-01  600307.SHA -0.126834      2283
    98906 2014-08-01  600338.SHA -0.126834      2284
    98907 2014-08-01  600490.SHA -0.126834      2285
    98908 2014-08-01  600603.SHA -0.126834      2286
    98909 2014-08-01  600756.SHA -0.126834      2287
    98910 2014-08-01  603399.SHA -0.126834      2288
    98911 2014-08-01  000059.SZA -0.208280      2289
    98912 2014-08-01  000562.SZA -0.208280      2290
    98913 2014-08-01  000585.SZA -0.208280      2291
    98914 2014-08-01  000603.SZA -0.208280      2292
    98915 2014-08-01  000688.SZA -0.208280      2293
    98916 2014-08-01  000762.SZA -0.208280      2294
    98917 2014-08-01  000807.SZA -0.208280      2295
    98918 2014-08-01  000889.SZA -0.208280      2296
    98919 2014-08-01  002114.SZA -0.208280      2297
    98920 2014-08-01  002166.SZA -0.208280      2298
    98921 2014-08-01  002246.SZA -0.208280      2299
    98922 2014-08-01  002284.SZA -0.208280      2300
    98923 2014-08-01  002374.SZA -0.208280      2301
    98924 2014-08-01  002640.SZA -0.208280      2302
    98925 2014-08-01  600071.SHA -0.208280      2303
    98926 2014-08-01  600397.SHA -0.208280      2304
    98927 2014-08-01  600531.SHA -0.208280      2305
    98928 2014-08-01  600556.SHA -0.208280      2306
    98929 2014-08-01  600711.SHA -0.208280      2307
    98930 2014-08-01  600714.SHA -0.208280      2308
    98931 2014-08-01  603009.SHA -0.208280      2309
    
    [2309 rows x 4 columns]
    
    • 收益率6.32%
    • 年化收益率43.2%
    • 基准收益率8.35%
    • 阿尔法-0.04
    • 贝塔0.85
    • 夏普比率1.87
    • 胜率0.61
    • 盈亏比1.08
    • 收益波动率18.57%
    • 信息比率-0.04
    • 最大回撤5.38%
    bigcharts-data-start/{"__type":"tabs","__id":"bigchart-7ac8b1b016a645faaeade6e154f489e6"}/bigcharts-data-end

    从指数特征抽取模块抽取bm_0列数据
    我不加滚动训练模块时,在回测模拟模块里可以获取到bm_0列的数据。加入滚动训练模块后在回测模拟模块里就获取不到bm_0列的数据了。为啥。如果想加入滚动训练模块并能获取到bm_0列数据因该怎么做


    (达达) #2

    要检查一下你的滚动模块设置的滚动流程,原来的逻辑是滚动训练期间每次禁止回测模块的使用,然后从头运行到预测模块,现在你添加了m10模块后应该运行到m10作为最后预测的结果数据。所以你的滚动模块中的predict_mid模块应该改为m10。最后实际上是把每次滚动训练的m10模块结果拼接起来再单独运行回测模块。另外建议在连接数据模块后面增加排序模块来保证每天的股票排序准确性。


    (lanchaiye) #4

    谢谢。。