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[2020-07-30 18:39:09.223465] INFO: moduleinvoker: instruments.v2 开始运行..
[2020-07-30 18:39:09.237122] INFO: moduleinvoker: 命中缓存
[2020-07-30 18:39:09.238185] INFO: moduleinvoker: instruments.v2 运行完成[0.01478s].
[2020-07-30 18:39:09.242948] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2020-07-30 18:39:09.251391] INFO: moduleinvoker: 命中缓存
[2020-07-30 18:39:09.255586] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.012629s].
[2020-07-30 18:39:09.261370] INFO: moduleinvoker: input_features.v1 开始运行..
[2020-07-30 18:39:09.357977] INFO: moduleinvoker: input_features.v1 运行完成[0.096591s].
[2020-07-30 18:39:09.380535] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2020-07-30 18:39:12.447322] INFO: 基础特征抽取: 年份 2010, 特征行数=431567
[2020-07-30 18:39:14.894940] INFO: 基础特征抽取: 年份 2011, 特征行数=511455
[2020-07-30 18:39:17.501589] INFO: 基础特征抽取: 年份 2012, 特征行数=565675
[2020-07-30 18:39:19.999806] INFO: 基础特征抽取: 年份 2013, 特征行数=564168
[2020-07-30 18:39:22.582413] INFO: 基础特征抽取: 年份 2014, 特征行数=569948
[2020-07-30 18:39:23.567671] INFO: 基础特征抽取: 年份 2015, 特征行数=0
[2020-07-30 18:39:25.850571] INFO: 基础特征抽取: 总行数: 2642813
[2020-07-30 18:39:25.854320] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[16.473797s].
[2020-07-30 18:39:25.859549] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2020-07-30 18:39:26.729478] INFO: derived_feature_extractor: /y_2010, 431567
[2020-07-30 18:39:27.023357] INFO: derived_feature_extractor: /y_2011, 511455
[2020-07-30 18:39:27.389830] INFO: derived_feature_extractor: /y_2012, 565675
[2020-07-30 18:39:27.770486] INFO: derived_feature_extractor: /y_2013, 564168
[2020-07-30 18:39:28.089769] INFO: derived_feature_extractor: /y_2014, 569948
[2020-07-30 18:39:29.625087] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[3.765514s].
[2020-07-30 18:39:29.632738] INFO: moduleinvoker: join.v3 开始运行..
[2020-07-30 18:39:31.666327] INFO: join: /y_2010, 行数=431028/431567, 耗时=1.294331s
[2020-07-30 18:39:32.937329] INFO: join: /y_2011, 行数=510922/511455, 耗时=1.252637s
[2020-07-30 18:39:34.415246] INFO: join: /y_2012, 行数=564582/565675, 耗时=1.465173s
[2020-07-30 18:39:35.839017] INFO: join: /y_2013, 行数=563132/564168, 耗时=1.408407s
[2020-07-30 18:39:37.288698] INFO: join: /y_2014, 行数=555191/569948, 耗时=1.433424s
[2020-07-30 18:39:39.711423] INFO: join: 最终行数: 2624855
[2020-07-30 18:39:39.767501] INFO: moduleinvoker: join.v3 运行完成[10.134757s].
[2020-07-30 18:39:39.772174] INFO: moduleinvoker: dropnan.v1 开始运行..
[2020-07-30 18:39:40.235634] INFO: dropnan: /y_2010, 200312/431028
[2020-07-30 18:39:40.610472] INFO: dropnan: /y_2011, 241169/510922
[2020-07-30 18:39:41.143342] INFO: dropnan: /y_2012, 557352/564582
[2020-07-30 18:39:41.660535] INFO: dropnan: /y_2013, 562976/563132
[2020-07-30 18:39:42.227904] INFO: dropnan: /y_2014, 551365/555191
[2020-07-30 18:39:46.125139] INFO: dropnan: 行数: 2113174/2624855
[2020-07-30 18:39:46.156661] INFO: moduleinvoker: dropnan.v1 运行完成[6.384462s].
[2020-07-30 18:39:46.161926] INFO: moduleinvoker: stock_ranker_train.v6 开始运行..
[2020-07-30 18:39:47.225376] INFO: StockRanker: 特征预处理 ..
[2020-07-30 18:39:49.267795] INFO: StockRanker: prepare data: training ..
[2020-07-30 18:39:52.364415] INFO: StockRanker: sort ..
[2020-07-30 18:40:12.018677] INFO: StockRanker训练: fc64549a 准备训练: 2113174 行数
[2020-07-30 18:40:12.020283] INFO: StockRanker训练: AI模型训练,将在2113174*11=2324.49万数据上对模型训练进行20轮迭代训练。预计将需要8~15分钟。请耐心等待。
[2020-07-30 18:40:12.021515] WARNING: StockRanker训练: 成为高级会员/超级会员,将获得200%~1000%的加速 [url="https://bigquant.com/account/big_member/?from=lab1" style="display: inline-block;padding: 5px 7px;border-radius: 2px;background: #F0BC41;color: white"]快速开通会员[/url]
[2020-07-30 18:40:12.054715] INFO: StockRanker训练: 正在训练 ..
[2020-07-30 18:40:12.095419] INFO: StockRanker训练: 任务状态: Pending
[2020-07-30 18:40:22.136275] INFO: StockRanker训练: 任务状态: Running
[2020-07-30 18:40:42.337764] INFO: StockRanker训练: 00:00:13.4389871, finished iteration 1
[2020-07-30 18:40:52.399493] INFO: StockRanker训练: 00:00:23.4535002, finished iteration 2
[2020-07-30 18:41:02.438659] INFO: StockRanker训练: 00:00:34.7762182, finished iteration 3
[2020-07-30 18:41:12.488548] INFO: StockRanker训练: 00:00:46.5118424, finished iteration 4
[2020-07-30 18:41:22.540733] INFO: StockRanker训练: 00:00:57.4951693, finished iteration 5
[2020-07-30 18:41:32.586142] INFO: StockRanker训练: 00:01:08.6299272, finished iteration 6
[2020-07-30 18:41:42.623960] INFO: StockRanker训练: 00:01:20.5663047, finished iteration 7
[2020-07-30 18:42:02.756354] INFO: StockRanker训练: 00:01:35.1288222, finished iteration 8
[2020-07-30 18:42:12.788298] INFO: StockRanker训练: 00:01:50.7326573, finished iteration 9
[2020-07-30 18:42:32.875568] INFO: StockRanker训练: 00:02:06.2042341, finished iteration 10
[2020-07-30 18:42:52.987275] INFO: StockRanker训练: 00:02:21.7435542, finished iteration 11
[2020-07-30 18:43:03.041697] INFO: StockRanker训练: 00:02:36.4534654, finished iteration 12
[2020-07-30 18:43:23.124763] INFO: StockRanker训练: 00:02:52.1551400, finished iteration 13
[2020-07-30 18:43:33.173840] INFO: StockRanker训练: 00:03:07.4007136, finished iteration 14
[2020-07-30 18:43:53.259508] INFO: StockRanker训练: 00:03:21.7893389, finished iteration 15
[2020-07-30 18:44:03.312747] INFO: StockRanker训练: 00:03:38.5203827, finished iteration 16
[2020-07-30 18:44:23.389059] INFO: StockRanker训练: 00:03:56.1165938, finished iteration 17
[2020-07-30 18:44:43.513499] INFO: StockRanker训练: 00:04:13.8561432, finished iteration 18
[2020-07-30 18:45:03.606350] INFO: StockRanker训练: 00:04:31.8298465, finished iteration 19
[2020-07-30 18:45:13.639400] INFO: StockRanker训练: 00:04:49.2162548, finished iteration 20
[2020-07-30 18:45:13.640585] INFO: StockRanker训练: 任务状态: Succeeded
[2020-07-30 18:45:14.339917] INFO: moduleinvoker: stock_ranker_train.v6 运行完成[328.177984s].
[2020-07-30 18:45:14.341631] INFO: moduleinvoker: instruments.v2 开始运行..
[2020-07-30 18:45:14.486191] INFO: moduleinvoker: instruments.v2 运行完成[0.144537s].
[2020-07-30 18:45:14.492704] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2020-07-30 18:45:18.271323] INFO: 基础特征抽取: 年份 2018, 特征行数=816987
[2020-07-30 18:45:22.333868] INFO: 基础特征抽取: 年份 2019, 特征行数=884862
[2020-07-30 18:45:24.597047] INFO: 基础特征抽取: 年份 2020, 特征行数=497411
[2020-07-30 18:45:25.519879] INFO: 基础特征抽取: 总行数: 2199260
[2020-07-30 18:45:25.531179] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[11.038474s].
[2020-07-30 18:45:25.532755] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2020-07-30 18:45:27.055116] INFO: derived_feature_extractor: /y_2018, 816987
[2020-07-30 18:45:28.002683] INFO: derived_feature_extractor: /y_2019, 884862
[2020-07-30 18:45:28.635315] INFO: derived_feature_extractor: /y_2020, 497411
[2020-07-30 18:45:29.767146] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[4.234378s].
[2020-07-30 18:45:29.769033] INFO: moduleinvoker: dropnan.v1 开始运行..
[2020-07-30 18:45:30.551791] INFO: dropnan: /y_2018, 811701/816987
[2020-07-30 18:45:31.318479] INFO: dropnan: /y_2019, 877078/884862
[2020-07-30 18:45:31.709662] INFO: dropnan: /y_2020, 482527/497411
[2020-07-30 18:45:32.779224] INFO: dropnan: 行数: 2171306/2199260
[2020-07-30 18:45:32.786217] INFO: moduleinvoker: dropnan.v1 运行完成[3.017159s].
[2020-07-30 18:45:32.789478] INFO: moduleinvoker: stock_ranker_predict.v5 开始运行..
[2020-07-30 18:45:33.356347] INFO: StockRanker预测: /y_2018 ..
[2020-07-30 18:45:34.731972] INFO: StockRanker预测: /y_2019 ..
[2020-07-30 18:45:36.014458] INFO: StockRanker预测: /y_2020 ..
[2020-07-30 18:45:41.067575] INFO: moduleinvoker: stock_ranker_predict.v5 运行完成[8.278074s].
[2020-07-30 18:45:42.109837] INFO: moduleinvoker: backtest.v8 开始运行..
[2020-07-30 18:45:42.115085] INFO: backtest: biglearning backtest:V8.4.2
[2020-07-30 18:45:42.116138] INFO: backtest: product_type:stock by specified
[2020-07-30 18:45:42.230657] INFO: moduleinvoker: cached.v2 开始运行..
[2020-07-30 18:45:59.212806] INFO: backtest: 读取股票行情完成:3305639
[2020-07-30 18:46:05.936470] INFO: moduleinvoker: cached.v2 运行完成[23.7058s].
[2020-07-30 18:46:07.868715] INFO: algo: TradingAlgorithm V1.6.8
[2020-07-30 18:46:09.778167] INFO: algo: trading transform...
[2020-07-30 18:46:22.523446] INFO: Performance: Simulated 618 trading days out of 618.
[2020-07-30 18:46:22.524640] INFO: Performance: first open: 2018-01-02 09:30:00+00:00
[2020-07-30 18:46:22.525727] INFO: Performance: last close: 2020-07-20 15:00:00+00:00
[2020-07-30 18:46:34.543192] INFO: moduleinvoker: backtest.v8 运行完成[52.433355s].
[2020-07-30 18:46:34.544641] INFO: moduleinvoker: trade.v4 运行完成[53.467444s].
bigcharts-data-start/{"__type":"tabs","__id":"bigchart-6cdc134c30f2498b8e64a46ea2bfa08d"}/bigcharts-data-end
- 收益率-88.95%
- 年化收益率-59.27%
- 基准收益率16.11%
- 阿尔法-0.92
- 贝塔0.48
- 夏普比率-3.45
- 胜率0.48
- 盈亏比0.59
- 收益波动率25.89%
- 信息比率-0.23
- 最大回撤89.07%
bigcharts-data-start/{"__type":"tabs","__id":"bigchart-26e5c06e9a754f3bb63491028d08a5e4"}/bigcharts-data-end