{"description":"实验创建于2023/2/7","graph":{"edges":[{"to_node_id":"-344:input_ds","from_node_id":"-76:data"},{"to_node_id":"-76:features","from_node_id":"-164:data"},{"to_node_id":"-76:instruments","from_node_id":"287d2cb0-f53c-4101-bdf8-104b137c8601-62:data"},{"to_node_id":"-192:input_data","from_node_id":"-344:sorted_data"},{"to_node_id":"-205:input_data","from_node_id":"-192:left_data"}],"nodes":[{"node_id":"-76","module_id":"BigQuantSpace.use_datasource.use_datasource-v2","parameters":[{"name":"datasource_id","value":"market_value_CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"2020-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2021-12-30","type":"Literal","bound_global_parameter":null},{"name":"before_start_days","value":"90","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-76"},{"name":"features","node_id":"-76"}],"output_ports":[{"name":"data","node_id":"-76"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-164","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"market_cap\nmarket_cap_float","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-164"}],"output_ports":[{"name":"data","node_id":"-164"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"287d2cb0-f53c-4101-bdf8-104b137c8601-62","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2015-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2018-10-28","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":"0","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"287d2cb0-f53c-4101-bdf8-104b137c8601-62"}],"output_ports":[{"name":"data","node_id":"287d2cb0-f53c-4101-bdf8-104b137c8601-62"}],"cacheable":false,"seq_num":3,"comment":"预测数据，用于回测和模拟","comment_collapsed":true},{"node_id":"-344","module_id":"BigQuantSpace.sort.sort-v5","parameters":[{"name":"sort_by","value":"market_cap","type":"Literal","bound_global_parameter":null},{"name":"group_by","value":"date","type":"Literal","bound_global_parameter":null},{"name":"keep_columns","value":"--","type":"Literal","bound_global_parameter":null},{"name":"ascending","value":"True","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_ds","node_id":"-344"},{"name":"sort_by_ds","node_id":"-344"}],"output_ports":[{"name":"sorted_data","node_id":"-344"}],"cacheable":true,"seq_num":4,"comment":"","comment_collapsed":true},{"node_id":"-192","module_id":"BigQuantSpace.chinaa_stock_filter.chinaa_stock_filter-v1","parameters":[{"name":"index_constituent_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%8150%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%8150%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B2%AA%E6%B7%B1300%22%2C%22displayValue%22%3A%22%E6%B2%AA%E6%B7%B1300%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81500%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81500%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81800%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81800%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%81180%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%81180%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81100%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81100%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B7%B1%E8%AF%81100%22%2C%22displayValue%22%3A%22%E6%B7%B1%E8%AF%81100%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%811000%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%811000%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"board_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B7%B1%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22displayValue%22%3A%22%E6%B7%B1%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%88%9B%E4%B8%9A%E6%9D%BF%22%2C%22displayValue%22%3A%22%E5%88%9B%E4%B8%9A%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E7%A7%91%E5%88%9B%E6%9D%BF%22%2C%22displayValue%22%3A%22%E7%A7%91%E5%88%9B%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%2C%7B%2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Node='-76' Position='667,-49,200,200'/><node_position Node='-164' Position='845,-127,200,200'/><node_position Node='287d2cb0-f53c-4101-bdf8-104b137c8601-62' Position='540,-124,200,200'/><node_position Node='-344' Position='668.9823608398438,38.167171478271484,200,200'/><node_position Node='-192' Position='661.216552734375,129.4539337158203,200,200'/><node_position Node='-205' Position='663.5628051757812,213.91917419433594,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}

# 本代码由可视化策略环境自动生成 2023年2月7日 11:06
# 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。


m2 = M.input_features.v1(
    features="""market_cap
market_cap_float"""
)

m3 = M.instruments.v2(
    start_date='2015-01-01',
    end_date='2018-10-28',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0,
    m_cached=False
)

m1 = M.use_datasource.v2(
    instruments=m3.data,
    features=m2.data,
    datasource_id='market_value_CN_STOCK_A',
    start_date='2020-01-01',
    end_date='2021-12-30',
    before_start_days=90
)

m4 = M.sort.v5(
    input_ds=m1.data,
    sort_by='market_cap',
    group_by='date',
    keep_columns='--',
    ascending=True
)

m5 = M.chinaa_stock_filter.v1(
    input_data=m4.sorted_data,
    index_constituent_cond=['全部'],
    board_cond=['全部'],
    industry_cond=['全部'],
    st_cond=['ST', '*ST', '暂停上市'],
    delist_cond=['退市'],
    output_left_data=True
)

m6 = M.aa.v5(
    input_data=m5.left_data,
    day_number=365
)

[2023-02-07 10:24:34.220305] INFO: moduleinvoker: input_features.v1 开始运行..

[2023-02-07 10:24:34.233040] INFO: moduleinvoker: 命中缓存

[2023-02-07 10:24:34.235191] INFO: moduleinvoker: input_features.v1 运行完成[0.014908s].

[2023-02-07 10:24:34.242673] INFO: moduleinvoker: instruments.v2 开始运行..

[2023-02-07 10:24:34.314048] INFO: moduleinvoker: instruments.v2 运行完成[0.071369s].

[2023-02-07 10:24:34.321226] INFO: moduleinvoker: use_datasource.v2 开始运行..

[2023-02-07 10:24:37.491756] INFO: moduleinvoker: use_datasource.v2 运行完成[3.170523s].

[2023-02-07 10:24:37.513874] INFO: moduleinvoker: sort.v5 开始运行..

[2023-02-07 10:24:49.453083] INFO: moduleinvoker: sort.v5 运行完成[11.939193s].

[2023-02-07 10:24:49.469633] INFO: moduleinvoker: chinaa_stock_filter.v1 开始运行..

[2023-02-07 10:25:09.297086] INFO: A股股票过滤: 过滤 /data, 152/3084134/3084286

[2023-02-07 10:25:09.302269] INFO: A股股票过滤: 过滤完成, 152 + 3084134

[2023-02-07 10:25:09.377015] INFO: moduleinvoker: chinaa_stock_filter.v1 运行完成[19.907343s].

[2023-02-07 10:25:09.408120] INFO: moduleinvoker: aa.v5 开始运行..

[2023-02-07 10:25:41.135952] INFO: moduleinvoker: aa.v5 运行完成[31.727831s].