复制链接
克隆策略

    {"description":"实验创建于2022/3/25","graph":{"edges":[{"to_node_id":"-584:instruments","from_node_id":"-496:data"},{"to_node_id":"-584:features","from_node_id":"-579:data"}],"nodes":[{"node_id":"-496","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2022-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2022-03-25","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":"-496"}],"output_ports":[{"name":"data","node_id":"-496"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-579","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"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\nreturn_5\nreturn_10\nreturn_20\navg_amount_0/avg_amount_5\navg_amount_5/avg_amount_20\nrank_avg_amount_0/rank_avg_amount_5\nrank_avg_amount_5/rank_avg_amount_10\nrank_return_0\nrank_return_5\nrank_return_10\nrank_return_0/rank_return_5\nrank_return_5/rank_return_10\npe_ttm_0\n","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-579"}],"output_ports":[{"name":"data","node_id":"-579"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-584","module_id":"BigQuantSpace.general_feature_extractor.general_feature_extractor-v7","parameters":[{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"before_start_days","value":90,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-584"},{"name":"features","node_id":"-584"}],"output_ports":[{"name":"data","node_id":"-584"}],"cacheable":true,"seq_num":3,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-496' Position='232,131,200,200'/><node_position Node='-579' Position='539.3046875,127.70458316802979,200,200'/><node_position Node='-584' Position='330.2579040527344,299.88482666015625,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [1]:
    # 本代码由可视化策略环境自动生成 2022年3月25日 14:31
    # 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
    
    
    m1 = M.instruments.v2(
        start_date='2022-01-01',
        end_date='2022-03-25',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    m2 = 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
    return_5
    return_10
    return_20
    avg_amount_0/avg_amount_5
    avg_amount_5/avg_amount_20
    rank_avg_amount_0/rank_avg_amount_5
    rank_avg_amount_5/rank_avg_amount_10
    rank_return_0
    rank_return_5
    rank_return_10
    rank_return_0/rank_return_5
    rank_return_5/rank_return_10
    pe_ttm_0
    """
    )
    
    m3 = M.general_feature_extractor.v7(
        instruments=m1.data,
        features=m2.data,
        start_date='',
        end_date='',
        before_start_days=90
    )
    
    ---------------------------------------------------------------------------
    AttributeError                            Traceback (most recent call last)
    <ipython-input-1-43a3bc30c032> in <module>
          3 
          4 
    ----> 5 m1 = M.instruments.v2(
          6     start_date='2022-01-01',
          7     end_date='2022-03-25',
    
    AttributeError: 'NoneType' object has no attribute 'list_date'