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# 本代码由可视化策略环境自动生成 2022年5月20日 16:14
# 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='2018-01-01',
    end_date='2020-12-31',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m3 = M.input_features.v1(
    features="""# 当天涨/跌停 即为TRUE ,否则为FALSE
up_limit_bool = where(price_limit_status_0==3 , True, False)
down_limit_bool = where(price_limit_status_0==1, True, False)
return_0
price_limit_status_1"""
)

m15 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=90
)

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
)

[2022-05-20 16:12:01.428431] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-05-20 16:12:01.453053] INFO: moduleinvoker: 命中缓存

[2022-05-20 16:12:01.455658] INFO: moduleinvoker: instruments.v2 运行完成[0.027248s].

[2022-05-20 16:12:01.462919] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-05-20 16:12:01.470676] INFO: moduleinvoker: 命中缓存

[2022-05-20 16:12:01.472508] INFO: moduleinvoker: input_features.v1 运行完成[0.009624s].

[2022-05-20 16:12:01.500573] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2022-05-20 16:12:01.507875] INFO: moduleinvoker: 命中缓存

[2022-05-20 16:12:01.510071] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.00953s].

[2022-05-20 16:12:01.522510] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-05-20 16:12:01.530189] INFO: moduleinvoker: 命中缓存

[2022-05-20 16:12:01.532406] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.009898s].