经常有小伙伴问怎么调用因子看板的数据,这里给出一个例子,可以看到可以调取看因子的各种分析结果数据,这里仅展示原始因子和处理后的因子数据读取,大家可以参考案例中的字段自行读取研究相关因子分析结果数据。
克隆策略
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In [2]:
# 本代码由可视化策略环境自动生成 2021年1月13日12:00
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
m1 = M.input_features.v1(
features="""# 复制因子看板详情页的因子ID
alpha_36805
alpha_33704"""
)
m2 = M.factorlens_data.v1(
factor_ids=m1.data
)
日志 6 条,错误日志
0 条
[2021-01-13 11:56:12.410188] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-01-13 11:56:12.436768] INFO: moduleinvoker: 命中缓存
[2021-01-13 11:56:12.437923] INFO: moduleinvoker: input_features.v1 运行完成[0.027747s].
[2021-01-13 11:56:12.460455] INFO: moduleinvoker: factorlens_data.v1 开始运行..
[2021-01-13 11:56:12.513480] INFO: moduleinvoker: 命中缓存
[2021-01-13 11:56:12.515230] INFO: moduleinvoker: factorlens_data.v1 运行完成[0.054756s].
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m2.data.read().keys()
Out[3]:
In [7]:
m2.data.read()['alpha_33704'].keys()
Out[7]:
In [13]:
m2.data.read()['alpha_33704']['data'].keys()
Out[13]:
In [15]:
m2.data.read()['alpha_33704']['data']['BasicDescription'].keys()
Out[15]:
In [24]:
# 因子原始数据和处理后数据
m2.data.read()['alpha_33704']['data']['FactorValue'].head(2)
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