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# 本代码由可视化策略环境自动生成 2022年10月27日 11:18
# 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。


m3 = M.input_features.v1(
    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
pe_ttm_0
sig = 0.5*(return_5+pe_ttm_0)
"""
)

m9 = M.instruments.v2(
    start_date='2015-01-01',
    end_date='2017-01-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m17 = M.general_feature_extractor.v7(
    instruments=m9.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=60
)

m18 = M.derived_feature_extractor.v3(
    input_data=m17.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False
)

m14 = M.dropnan.v1(
    input_data=m18.data
)

m1 = M.sort.v5(
    input_ds=m14.data,
    sort_by='sig',
    group_by='date',
    keep_columns='--',
    ascending=False
)

[2022-10-27 11:18:20.389242] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-10-27 11:18:20.401241] INFO: moduleinvoker: 命中缓存

[2022-10-27 11:18:20.404351] INFO: moduleinvoker: input_features.v1 运行完成[0.015112s].

[2022-10-27 11:18:20.413180] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-10-27 11:18:20.423968] INFO: moduleinvoker: 命中缓存

[2022-10-27 11:18:20.426465] INFO: moduleinvoker: instruments.v2 运行完成[0.013294s].

[2022-10-27 11:18:20.449990] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2022-10-27 11:18:20.459682] INFO: moduleinvoker: 命中缓存

[2022-10-27 11:18:20.462440] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.012446s].

[2022-10-27 11:18:20.473972] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-10-27 11:18:20.483250] INFO: moduleinvoker: 命中缓存

[2022-10-27 11:18:20.486181] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.01221s].

[2022-10-27 11:18:20.500439] INFO: moduleinvoker: dropnan.v1 开始运行..

[2022-10-27 11:18:20.509466] INFO: moduleinvoker: 命中缓存

[2022-10-27 11:18:20.512772] INFO: moduleinvoker: dropnan.v1 运行完成[0.012355s].

[2022-10-27 11:18:20.524046] INFO: moduleinvoker: sort.v5 开始运行..

[2022-10-27 11:18:25.796316] INFO: moduleinvoker: sort.v5 运行完成[5.272253s].