克隆策略

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    In [25]:
    # 本代码由可视化策略环境自动生成 2021年7月15日13:45
# 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='2021-01-01',
    end_date='2021-02-15',
    market='CN_STOCK_A',
    instrument_list="""000001.SZA
000002.SZA""",
    max_count=0
)

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
lowv=ts_min(low_0,9)
highv=ts_max(high_0,9)
rsv=ta_ema((close_0-lowv)/(highv-lowv)*100,3)
k=ta_ema(rsv,3)
d=ta_ma(k,3)


"""
)

m15 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=30
)

m16 = M.derived_feature_extractor.v3(
    input_data=m15.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False
)