9月24日Meetup 模板案例：
是否可以构造出一个描述 当日股票5分钟内上涨速度的因子? 或者3日内主力增仓幅度的因子?
克隆策略
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# 本代码由可视化策略环境自动生成 2020年9月24日 16:23
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。
m1 = M.use_datasource.v1(
datasource_id='bar5m_CN_STOCK_A',
start_date='2020-01-01',
end_date='2020-01-31'
)
m3 = M.input_features.v1(
features="""
# #号开始的表示注释，注释需单独一行
# 多个特征，每行一个，可以包含基础特征和衍生特征，特征须为本平台特征
zf = close/shift(close,1)-1"""
)
m2 = M.derived_feature_extractor.v3(
input_data=m1.data,
features=m3.data,
date_col='date',
instrument_col='instrument',
drop_na=False,
remove_extra_columns=False,
user_functions={}
)
日志 3 条，错误日志
0 条
[2020-09-24 16:22:37.776015] INFO: moduleinvoker: use_datasource.v1 开始运行..
[2020-09-24 16:22:37.910993] INFO: moduleinvoker: 命中缓存
[2020-09-24 16:22:37.912452] INFO: moduleinvoker: use_datasource.v1 运行完成[0.136458s].
In [16]:
m1.data.read().head(2)
Out[16]:
In [18]:
df = m2.data.read()
df[df.instrument=='600185.SHA']
Out[18]: