{"description":"实验创建于2020/3/18","graph":{"edges":[{"to_node_id":"-319:input_2","from_node_id":"-305:data"},{"to_node_id":"-319:input_1","from_node_id":"-309:data"},{"to_node_id":"-1893:instruments","from_node_id":"-309:data"},{"to_node_id":"-345:data1","from_node_id":"-319:data_1"},{"to_node_id":"-336:features","from_node_id":"-331:data"},{"to_node_id":"-1893:features","from_node_id":"-331:data"},{"to_node_id":"-345:data2","from_node_id":"-336:data"},{"to_node_id":"-365:input_data","from_node_id":"-345:data"},{"to_node_id":"-365:features","from_node_id":"-360:data"},{"to_node_id":"-2042:input_data","from_node_id":"-365:data"},{"to_node_id":"-336:input_data","from_node_id":"-1893:data"},{"to_node_id":"-2014:features","from_node_id":"-2037:data"},{"to_node_id":"-2014:user_factor_data","from_node_id":"-2042:data"}],"nodes":[{"node_id":"-305","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\nbm_ret=close/shift(close,1)-1","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-305"}],"output_ports":[{"name":"data","node_id":"-305"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-309","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2019-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2019-03-01","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":"-309"}],"output_ports":[{"name":"data","node_id":"-309"}],"cacheable":true,"seq_num":3,"comment":"","comment_collapsed":true},{"node_id":"-319","module_id":"BigQuantSpace.index_feature_extract.index_feature_extract-v3","parameters":[{"name":"before_days","value":100,"type":"Literal","bound_global_parameter":null},{"name":"index","value":"000001.HIX","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_1","node_id":"-319"},{"name":"input_2","node_id":"-319"}],"output_ports":[{"name":"data_1","node_id":"-319"},{"name":"data_2","node_id":"-319"}],"cacheable":true,"seq_num":4,"comment":"","comment_collapsed":true},{"node_id":"-331","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"\n# 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-1","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-331"}],"output_ports":[{"name":"data","node_id":"-331"}],"cacheable":true,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-336","module_id":"BigQuantSpace.derived_feature_extractor.derived_feature_extractor-v3","parameters":[{"name":"date_col","value":"date","type":"Literal","bound_global_parameter":null},{"name":"instrument_col","value":"instrument","type":"Literal","bound_global_parameter":null},{"name":"drop_na","value":"True","type":"Literal","bound_global_parameter":null},{"name":"remove_extra_columns","value":"False","type":"Literal","bound_global_parameter":null},{"name":"user_functions","value":"{}","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-336"},{"name":"features","node_id":"-336"}],"output_ports":[{"name":"data","node_id":"-336"}],"cacheable":true,"seq_num":6,"comment":"","comment_collapsed":true},{"node_id":"-345","module_id":"BigQuantSpace.join.join-v3","parameters":[{"name":"on","value":"date","type":"Literal","bound_global_parameter":null},{"name":"how","value":"inner","type":"Literal","bound_global_parameter":null},{"name":"sort","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"data1","node_id":"-345"},{"name":"data2","node_id":"-345"}],"output_ports":[{"name":"data","node_id":"-345"}],"cacheable":true,"seq_num":7,"comment":"","comment_collapsed":true},{"node_id":"-360","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# 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{factor_name}","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"2019-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2019-12-31","type":"Literal","bound_global_parameter":null},{"name":"rebalance_period","value":"5","type":"Literal","bound_global_parameter":null},{"name":"delay_rebalance_days","value":0,"type":"Literal","bound_global_parameter":null},{"name":"rebalance_price","value":"close_0","type":"Literal","bound_global_parameter":null},{"name":"stock_pool","value":"全市场","type":"Literal","bound_global_parameter":null},{"name":"quantile_count","value":5,"type":"Literal","bound_global_parameter":null},{"name":"commission_rate","value":0.0016,"type":"Literal","bound_global_parameter":null},{"name":"returns_calculation_method","value":"累乘","type":"Literal","bound_global_parameter":null},{"name":"benchmark","value":"无","type":"Literal","bound_global_parameter":null},{"name":"drop_new_stocks","value":60,"type":"Literal","bound_global_parameter":null},{"name":"drop_price_limit_stocks","value":"True","type":"Literal","bound_global_parameter":null},{"name":"drop_st_stocks","value":"True","type":"Literal","bound_global_parameter":null},{"name":"drop_suspended_stocks","value":"True","type":"Literal","bound_global_parameter":null},{"name":"normalization","value":"True","type":"Literal","bound_global_parameter":null},{"name":"neutralization","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E8%A1%8C%E4%B8%9A%22%2C%22displayValue%22%3A%22%E8%A1%8C%E4%B8%9A%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%B8%82%E5%80%BC%22%2C%22displayValue%22%3A%22%E5%B8%82%E5%80%BC%22%2C%22selected%22%3Atrue%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"metrics","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%A8%E7%8E%B0%E6%A6%82%E8%A7%88%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%A8%E7%8E%B0%E6%A6%82%E8%A7%88%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E5%88%86%E5%B8%83%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E5%88%86%E5%B8%83%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%8C%E4%B8%9A%E5%88%86%E5%B8%83%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%8C%E4%B8%9A%E5%88%86%E5%B8%83%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E5%B8%82%E5%80%BC%E5%88%86%E5%B8%83%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E5%B8%82%E5%80%BC%E5%88%86%E5%B8%83%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22IC%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22IC%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%B9%B0%E5%85%A5%E4%BF%A1%E5%8F%B7%E9%87%8D%E5%90%88%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E4%B9%B0%E5%85%A5%E4%BF%A1%E5%8F%B7%E9%87%8D%E5%90%88%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E4%BC%B0%E5%80%BC%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E4%BC%B0%E5%80%BC%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E6%8B%A5%E6%8C%A4%E5%BA%A6%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E6%8B%A5%E6%8C%A4%E5%BA%A6%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E5%80%BC%E6%9C%80%E5%A4%A7%2F%E6%9C%80%E5%B0%8F%E8%82%A1%E7%A5%A8%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E5%80%BC%E6%9C%80%E5%A4%A7%2F%E6%9C%80%E5%B0%8F%E8%82%A1%E7%A5%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E8%A1%A8%E8%BE%BE%E5%BC%8F%E5%9B%A0%E5%AD%90%E5%80%BC%22%2C%22displayValue%22%3A%22%E8%A1%A8%E8%BE%BE%E5%BC%8F%E5%9B%A0%E5%AD%90%E5%80%BC%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%A4%9A%E5%9B%A0%E5%AD%90%E7%9B%B8%E5%85%B3%E6%80%A7%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E5%A4%9A%E5%9B%A0%E5%AD%90%E7%9B%B8%E5%85%B3%E6%80%A7%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"factor_coverage","value":0.5,"type":"Literal","bound_global_parameter":null},{"name":"user_data_merge","value":"left","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features","node_id":"-2014"},{"name":"user_factor_data","node_id":"-2014"}],"output_ports":[{"name":"data","node_id":"-2014"}],"cacheable":true,"seq_num":10,"comment":"","comment_collapsed":true},{"node_id":"-2037","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"\n# 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# 本代码由可视化策略环境自动生成 2021年8月19日 09:18
# 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。


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
bm_ret=close/shift(close,1)-1"""
)

m3 = M.instruments.v2(
    start_date='2019-01-01',
    end_date='2019-03-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m4 = M.index_feature_extract.v3(
    input_1=m3.data,
    input_2=m2.data,
    before_days=100,
    index='000001.HIX'
)

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
ret=return_0 -1"""
)

m1 = M.general_feature_extractor.v7(
    instruments=m3.data,
    features=m5.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m6 = M.derived_feature_extractor.v3(
    input_data=m1.data,
    features=m5.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=True,
    remove_extra_columns=False,
    user_functions={}
)

m7 = M.join.v3(
    data1=m4.data_1,
    data2=m6.data,
    on='date',
    how='inner',
    sort=False
)

m9 = 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
relative_ret=ret-bm_ret"""
)

m8 = M.derived_feature_extractor.v3(
    input_data=m7.data,
    features=m9.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m12 = M.filter.v3(
    input_data=m8.data,
    expr='["date","instrument","relative_ret"]',
    output_left_data=False
)

m11 = 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
relative_ret"""
)

m10 = M.factorlens.v1(
    features=m11.data,
    user_factor_data=m12.data,
    title='因子分析: {factor_name}',
    start_date='2019-01-01',
    end_date='2019-12-31',
    rebalance_period=5,
    delay_rebalance_days=0,
    rebalance_price='close_0',
    stock_pool='全市场',
    quantile_count=5,
    commission_rate=0.0016,
    returns_calculation_method='累乘',
    benchmark='无',
    drop_new_stocks=60,
    drop_price_limit_stocks=True,
    drop_st_stocks=True,
    drop_suspended_stocks=True,
    normalization=True,
    neutralization=['行业', '市值'],
    metrics=['因子表现概览', '因子分布', '因子行业分布', '因子市值分布', 'IC分析', '买入信号重合分析', '因子估值分析', '因子拥挤度分析', '因子值最大/最小股票', '表达式因子值', '多因子相关性分析'],
    factor_coverage=0.5,
    user_data_merge='left'
)

[2021-08-19 09:16:45.613914] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-08-19 09:16:45.621593] INFO: moduleinvoker: 命中缓存

[2021-08-19 09:16:45.623107] INFO: moduleinvoker: input_features.v1 运行完成[0.009205s].

[2021-08-19 09:16:45.625642] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-08-19 09:16:45.851134] INFO: moduleinvoker: instruments.v2 运行完成[0.225488s].

[2021-08-19 09:16:45.855608] INFO: moduleinvoker: index_feature_extract.v3 开始运行..

[2021-08-19 09:16:46.282291] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-08-19 09:16:46.335379] INFO: derived_feature_extractor: 提取完成 bm_ret=close/shift(close,1)-1, 0.002s

[2021-08-19 09:16:46.373193] INFO: derived_feature_extractor: /data, 102

[2021-08-19 09:16:46.419156] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.136857s].

[2021-08-19 09:16:46.592347] INFO: moduleinvoker: index_feature_extract.v3 运行完成[0.73673s].

[2021-08-19 09:16:46.594725] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-08-19 09:16:46.600082] INFO: moduleinvoker: 命中缓存

[2021-08-19 09:16:46.601267] INFO: moduleinvoker: input_features.v1 运行完成[0.006543s].

[2021-08-19 09:16:46.608320] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2021-08-19 09:16:47.283490] INFO: 基础特征抽取: 年份 2018, 特征行数=210561

[2021-08-19 09:16:47.968882] INFO: 基础特征抽取: 年份 2019, 特征行数=135421

[2021-08-19 09:16:48.003664] INFO: 基础特征抽取: 总行数: 345982

[2021-08-19 09:16:48.015874] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[1.407541s].

[2021-08-19 09:16:48.019021] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-08-19 09:16:49.062226] INFO: derived_feature_extractor: 提取完成 ret=return_0 -1, 0.002s

[2021-08-19 09:16:49.697072] INFO: derived_feature_extractor: /y_2018, 210561

[2021-08-19 09:16:50.253409] INFO: derived_feature_extractor: /y_2019, 135421

[2021-08-19 09:16:50.388494] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[2.369457s].

[2021-08-19 09:16:50.391859] INFO: moduleinvoker: join.v3 开始运行..

[2021-08-19 09:16:51.298943] INFO: join: /y_2018, 行数=210542/210542, 耗时=0.769175s

[2021-08-19 09:16:51.783373] INFO: join: /y_2019, 行数=135398/135398, 耗时=0.470002s

[2021-08-19 09:16:51.831452] INFO: join: 最终行数: 345940

[2021-08-19 09:16:51.838162] INFO: moduleinvoker: join.v3 运行完成[1.446299s].

[2021-08-19 09:16:51.840177] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-08-19 09:16:51.845918] INFO: moduleinvoker: 命中缓存

[2021-08-19 09:16:51.847040] INFO: moduleinvoker: input_features.v1 运行完成[0.006866s].

[2021-08-19 09:16:51.849547] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-08-19 09:16:52.899419] INFO: derived_feature_extractor: 提取完成 relative_ret=ret-bm_ret, 0.002s

[2021-08-19 09:16:53.554243] INFO: derived_feature_extractor: /y_2018, 210542

[2021-08-19 09:16:54.102143] INFO: derived_feature_extractor: /y_2019, 135398

[2021-08-19 09:16:54.217978] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[2.368409s].

[2021-08-19 09:16:54.221280] INFO: moduleinvoker: filter.v3 开始运行..

[2021-08-19 09:16:54.233791] INFO: filter: 使用表达式 ["date","instrument","relative_ret"] 过滤

[2021-08-19 09:16:54.440447] INFO: filter: 过滤 /y_2018, 210542/0/210542

[2021-08-19 09:16:54.583768] INFO: filter: 过滤 /y_2019, 135398/0/135398

[2021-08-19 09:16:54.607634] INFO: moduleinvoker: filter.v3 运行完成[0.386349s].

[2021-08-19 09:16:54.609961] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-08-19 09:16:54.615721] INFO: moduleinvoker: 命中缓存

[2021-08-19 09:16:54.616928] INFO: moduleinvoker: input_features.v1 运行完成[0.006969s].

[2021-08-19 09:16:54.619774] INFO: moduleinvoker: factorlens.v1 开始运行..

[2021-08-19 09:16:54.793259] INFO: 因子分析: batch_process start

[2021-08-19 09:16:54.794940] INFO: 因子分析: load_instruments 2019-01-01, 2019-12-31

[2021-08-19 09:16:56.098647] INFO: 因子分析: load_instruments, 3775 rows.

[2021-08-19 09:16:56.100314] INFO: 因子分析: load_benchmark_data 2019-01-01, 2019-12-31

[2021-08-19 09:16:56.212733] INFO: 因子分析: load_benchmark_data, 732 rows.

[2021-08-19 09:16:56.214315] INFO: 因子分析: StockPool.before_load_general_feature_data

[2021-08-19 09:16:56.215413] INFO: 因子分析: UserDataMerge.before_load_general_feature_data

[2021-08-19 09:16:56.216437] INFO: 因子分析: DropSTStocks.before_load_general_feature_data

[2021-08-19 09:16:56.217445] INFO: 因子分析: DropNewStocks.before_load_general_feature_data

[2021-08-19 09:16:56.218457] INFO: 因子分析: Neutralization.before_load_general_feature_data

[2021-08-19 09:16:56.219664] INFO: 因子分析: DelayRebalanceDays.before_load_general_feature_data

[2021-08-19 09:16:56.220730] INFO: 因子分析: RebalancePeriod.before_load_general_feature_data

[2021-08-19 09:16:56.221749] INFO: 因子分析: RebalancePrice.before_load_general_feature_data

[2021-08-19 09:16:56.223170] INFO: 因子分析: FactorCoverage.before_load_general_feature_data

[2021-08-19 09:16:56.224187] INFO: 因子分析: Industry.before_load_general_feature_data

[2021-08-19 09:16:56.225192] INFO: 因子分析: PBRatio.before_load_general_feature_data

[2021-08-19 09:16:56.226195] INFO: 因子分析: Turnover.before_load_general_feature_data

[2021-08-19 09:16:56.227192] INFO: 因子分析: MarketCap.before_load_general_feature_data

[2021-08-19 09:16:56.228915] INFO: 因子分析: load_general_feature_data, load data

[2021-08-19 09:17:22.474529] INFO: 因子分析: RebalancePeriod.after_load_general_feature_data

[2021-08-19 09:17:22.528968] INFO: 因子分析: RebalancePeriodsReturns.after_load_general_feature_data

[2021-08-19 09:17:42.902584] INFO: 因子分析: RebalancePrice.after_load_general_feature_data

[2021-08-19 09:17:42.904173] INFO: 因子分析: load_general_feature_data, 1701263 rows.

[2021-08-19 09:17:42.905834] INFO: 因子分析: load_derived_feature_data, 1701263 rows, 24 columns.

[2021-08-19 09:17:42.907154] INFO: 因子分析: process, relative_ret

[2021-08-19 09:17:42.908359] INFO: 因子分析: calculate_factor, relative_ret

[2021-08-19 09:17:43.161316] INFO: 因子分析: calculate_factor, done

[2021-08-19 09:17:43.253548] INFO: 因子分析: QuantileReturns.before_process

[2021-08-19 09:17:43.255017] INFO: 因子分析: IC.before_process

[2021-08-19 09:17:43.256139] INFO: 因子分析: BasicDescription.before_process

[2021-08-19 09:17:43.257413] INFO: 因子分析: Industry.before_process

[2021-08-19 09:17:43.258662] INFO: 因子分析: RebalanceOverlap.before_process

[2021-08-19 09:17:43.259654] INFO: 因子分析: PBRatio.before_process

[2021-08-19 09:17:43.260611] INFO: 因子分析: Turnover.before_process

[2021-08-19 09:17:43.261818] INFO: 因子分析: Stocks.before_process

[2021-08-19 09:17:43.262887] INFO: 因子分析: MarketCap.before_process

[2021-08-19 09:17:43.263887] INFO: 因子分析: FactorValue.before_process

[2021-08-19 09:17:43.264899] INFO: 因子分析: FactorPairwiseCorrelationMerged.before_process

[2021-08-19 09:17:43.325778] INFO: 因子分析: process metrics, start ..

[2021-08-19 09:17:43.367315] INFO: 因子分析: process, 129173/884867 rows ..

[2021-08-19 09:17:43.368709] INFO: 因子分析: BacktestInterval.process, 0.000s

[2021-08-19 09:17:43.369707] INFO: 因子分析: Benchmark.process, 0.000s

[2021-08-19 09:17:43.370658] INFO: 因子分析: StockPool.process, 0.000s

[2021-08-19 09:17:43.371648] INFO: 因子分析: UserDataMerge.process, 0.000s

[2021-08-19 09:17:43.372615] INFO: 因子分析: DropSTStocks.process, 0.000s

[2021-08-19 09:17:43.373553] INFO: 因子分析: DropPriceLimitStocks.process, 0.000s

[2021-08-19 09:17:43.374533] INFO: 因子分析: DropNewStocks.process, 0.000s

[2021-08-19 09:17:43.375530] INFO: 因子分析: DropSuspendedStocks.process, 0.000s

[2021-08-19 09:17:43.376483] INFO: 因子分析: QuantileCount.process, 0.000s

[2021-08-19 09:17:43.377439] INFO: 因子分析: CommissionRates.process, 0.000s

[2021-08-19 09:17:43.446413] INFO: 因子分析: Normalization.process, 0.068s

[2021-08-19 09:17:44.495592] INFO: 因子分析: Neutralization.process, 1.048s

[2021-08-19 09:17:44.497146] INFO: 因子分析: DelayRebalanceDays.process, 0.000s

[2021-08-19 09:17:59.358562] INFO: 因子分析: RebalancePeriod.process, 14.860s

[2021-08-19 09:17:59.360190] INFO: 因子分析: RebalancePeriodsReturns.process, 0.000s

[2021-08-19 09:17:59.361249] INFO: 因子分析: RebalancePrice.process, 0.000s

[2021-08-19 09:17:59.362211] INFO: 因子分析: ReturnsCalculationMethod.process, 0.000s

[2021-08-19 09:17:59.363178] INFO: 因子分析: FactorCoverage.process, 0.000s

[2021-08-19 09:17:59.395045] INFO: 因子分析: QuantileReturns.process, 0.031s

[2021-08-19 09:17:59.516827] INFO: 因子分析: IC.process, 0.120s

[2021-08-19 09:17:59.533032] INFO: 因子分析: BasicDescription.process, 0.015s

[2021-08-19 09:17:59.668198] INFO: 因子分析: Industry.process, 0.134s

[2021-08-19 09:17:59.713162] INFO: 因子分析: RebalanceOverlap.process, 0.044s

[2021-08-19 09:17:59.731002] INFO: 因子分析: PBRatio.process, 0.016s

[2021-08-19 09:17:59.744908] INFO: 因子分析: Turnover.process, 0.013s

[2021-08-19 09:17:59.757096] INFO: 因子分析: Stocks.process, 0.011s

[2021-08-19 09:17:59.793814] INFO: 因子分析: MarketCap.process, 0.035s

[2021-08-19 09:17:59.829907] INFO: 因子分析: FactorValue.process, 0.035s

[2021-08-19 09:17:59.842031] INFO: 因子分析: process metrics, 16.516s

[2021-08-19 09:17:59.846677] INFO: 因子分析: QuantileReturns.after_process

[2021-08-19 09:17:59.847999] INFO: 因子分析: IC.after_process

[2021-08-19 09:17:59.849096] INFO: 因子分析: BasicDescription.after_process

[2021-08-19 09:17:59.850174] INFO: 因子分析: Industry.after_process

[2021-08-19 09:17:59.851119] INFO: 因子分析: RebalanceOverlap.after_process

[2021-08-19 09:17:59.852071] INFO: 因子分析: PBRatio.after_process

[2021-08-19 09:17:59.853011] INFO: 因子分析: Turnover.after_process

[2021-08-19 09:17:59.853950] INFO: 因子分析: Stocks.after_process

[2021-08-19 09:17:59.854886] INFO: 因子分析: MarketCap.after_process

[2021-08-19 09:17:59.855821] INFO: 因子分析: FactorValue.after_process

[2021-08-19 09:17:59.856765] INFO: 因子分析: FactorPairwiseCorrelationMerged.after_process

[2021-08-19 09:17:59.857841] INFO: 因子分析: QuantileReturns.before_merged_process

[2021-08-19 09:17:59.858953] INFO: 因子分析: IC.before_merged_process

[2021-08-19 09:17:59.859898] INFO: 因子分析: BasicDescription.before_merged_process

[2021-08-19 09:17:59.860972] INFO: 因子分析: Industry.before_merged_process

[2021-08-19 09:17:59.861931] INFO: 因子分析: RebalanceOverlap.before_merged_process

[2021-08-19 09:17:59.862992] INFO: 因子分析: PBRatio.before_merged_process

[2021-08-19 09:17:59.864029] INFO: 因子分析: Turnover.before_merged_process

[2021-08-19 09:17:59.865019] INFO: 因子分析: Stocks.before_merged_process

[2021-08-19 09:17:59.865964] INFO: 因子分析: MarketCap.before_merged_process

[2021-08-19 09:17:59.866911] INFO: 因子分析: FactorValue.before_merged_process

[2021-08-19 09:17:59.867872] INFO: 因子分析: FactorPairwiseCorrelationMerged.before_merged_process

[2021-08-19 09:17:59.868916] INFO: 因子分析: QuantileReturns.after_merged_process

[2021-08-19 09:17:59.869884] INFO: 因子分析: IC.after_merged_process

[2021-08-19 09:17:59.870825] INFO: 因子分析: BasicDescription.after_merged_process

[2021-08-19 09:17:59.871771] INFO: 因子分析: Industry.after_merged_process

[2021-08-19 09:17:59.872736] INFO: 因子分析: RebalanceOverlap.after_merged_process

[2021-08-19 09:17:59.873687] INFO: 因子分析: PBRatio.after_merged_process

[2021-08-19 09:17:59.874625] INFO: 因子分析: Turnover.after_merged_process

[2021-08-19 09:17:59.875558] INFO: 因子分析: Stocks.after_merged_process

[2021-08-19 09:17:59.876489] INFO: 因子分析: MarketCap.after_merged_process

[2021-08-19 09:17:59.877448] INFO: 因子分析: FactorValue.after_merged_process

[2021-08-19 09:17:59.878410] INFO: 因子分析: FactorPairwiseCorrelationMerged.after_merged_process

[2021-08-19 09:17:59.879873] INFO: 因子分析: batch_process ended, 65.087s

[2021-08-19 09:17:59.999231] INFO: moduleinvoker: factorlens.v1 运行完成[65.379433s].