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# 本代码由可视化策略环境自动生成 2019年1月30日 13:58
# 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。


m5 = 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
close_0 / close_1"""
)

m3 = 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
close
instrument

"""
)

m6 = M.instruments.v2(
    start_date='2015-01-01',
    end_date='2018-01-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m9 = M.general_feature_extractor.v7(
    instruments=m6.data,
    features=m5.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m10 = M.derived_feature_extractor.v3(
    input_data=m9.data,
    features=m5.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m2 = M.instruments.v2(
    start_date='2015-01-01',
    end_date='2018-01-01',
    market='CN_STOCK_A',
    instrument_list='000300.HIX',
    max_count=0
)

m1 = M.use_datasource.v1(
    instruments=m2.data,
    features=m3.data,
    datasource_id='bar1d_index_CN_STOCK_A',
    start_date='2015-01-01',
    end_date='2018-01-01',
    m_cached=False
)

m15 = 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
benchmark_5day_ret=close/shift(close,5)-1
"""
)

m7 = M.derived_feature_extractor.v3(
    input_data=m1.data,
    features=m15.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m12 = M.select_columns.v3(
    input_ds=m7.data,
    columns='close,instrument',
    reverse_select=True
)

m8 = M.join.v3(
    data1=m12.data,
    data2=m10.data,
    on='date',
    how='inner',
    sort=False
)

[2019-01-30 13:58:19.496266] INFO: bigquant: input_features.v1 开始运行..
[2019-01-30 13:58:19.501326] INFO: bigquant: 命中缓存
[2019-01-30 13:58:19.502278] INFO: bigquant: input_features.v1 运行完成[0.006026s].
[2019-01-30 13:58:19.504538] INFO: bigquant: input_features.v1 开始运行..
[2019-01-30 13:58:19.508151] INFO: bigquant: 命中缓存
[2019-01-30 13:58:19.508903] INFO: bigquant: input_features.v1 运行完成[0.004367s].
[2019-01-30 13:58:19.510932] INFO: bigquant: instruments.v2 开始运行..
[2019-01-30 13:58:19.514856] INFO: bigquant: 命中缓存
[2019-01-30 13:58:19.515584] INFO: bigquant: instruments.v2 运行完成[0.004649s].
[2019-01-30 13:58:19.520482] INFO: bigquant: general_feature_extractor.v7 开始运行..
[2019-01-30 13:58:19.523959] INFO: bigquant: 命中缓存
[2019-01-30 13:58:19.524703] INFO: bigquant: general_feature_extractor.v7 运行完成[0.004226s].
[2019-01-30 13:58:19.526672] INFO: bigquant: derived_feature_extractor.v3 开始运行..
[2019-01-30 13:58:19.530303] INFO: bigquant: 命中缓存
[2019-01-30 13:58:19.531090] INFO: bigquant: derived_feature_extractor.v3 运行完成[0.004376s].
[2019-01-30 13:58:19.533201] INFO: bigquant: instruments.v2 开始运行..
[2019-01-30 13:58:19.536673] INFO: bigquant: 命中缓存
[2019-01-30 13:58:19.537359] INFO: bigquant: instruments.v2 运行完成[0.00416s].
[2019-01-30 13:58:19.539060] INFO: bigquant: use_datasource.v1 开始运行..
[2019-01-30 13:58:19.722810] INFO: bigquant: use_datasource.v1 运行完成[0.183729s].
[2019-01-30 13:58:19.724923] INFO: bigquant: input_features.v1 开始运行..
[2019-01-30 13:58:19.729072] INFO: bigquant: 命中缓存
[2019-01-30 13:58:19.729812] INFO: bigquant: input_features.v1 运行完成[0.0049s].
[2019-01-30 13:58:19.732027] INFO: bigquant: derived_feature_extractor.v3 开始运行..
[2019-01-30 13:58:19.754411] INFO: derived_feature_extractor: 提取完成 benchmark_5day_ret=close/shift(close,5)-1, 0.004s
[2019-01-30 13:58:19.771802] INFO: derived_feature_extractor: /data, 732
[2019-01-30 13:58:19.791443] INFO: bigquant: derived_feature_extractor.v3 运行完成[0.059401s].
[2019-01-30 13:58:19.794414] INFO: bigquant: select_columns.v3 开始运行..
列： ['close', 'instrument']
/data: 732
[2019-01-30 13:58:19.821147] INFO: bigquant: select_columns.v3 运行完成[0.026711s].
[2019-01-30 13:58:19.823438] INFO: bigquant: join.v3 开始运行..
[2019-01-30 13:58:19.916919] INFO: join: /y_2014, 行数=0/141569, 耗时=0.05523s
[2019-01-30 13:58:20.569672] INFO: join: /y_2015, 行数=569698/569698, 耗时=0.648436s
[2019-01-30 13:58:21.366822] INFO: join: /y_2016, 行数=641546/641546, 耗时=0.751008s
[2019-01-30 13:58:22.057885] INFO: join: /y_2017, 行数=743233/743233, 耗时=0.64183s
[2019-01-30 13:58:22.117354] INFO: join: 最终行数: 1954477
[2019-01-30 13:58:22.119265] INFO: bigquant: join.v3 运行完成[2.295813s].