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# 本代码由可视化策略环境自动生成 2022年12月29日 17:30
# 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.instruments.v2(
    start_date='2020-01-01',
    end_date='2022-11-30',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m3 = M.input_features.v1(
    features="""close_0
open_0
high_0
low_0
amount_0
volume_0"""
)

m4 = M.general_feature_extractor.v7(
    instruments=m2.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m5 = M.derived_feature_extractor.v3(
    input_data=m4.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m1 = M.genetic_algorithm.v1(
    instruments=m2.data,
    feature_datas=m5.data,
    market='CN_STOCK_A',
    freq='daily',
    all_start_date='',
    all_end_date='',
    short_date_range_ratio=0.7,
    return_field='wap_3_vwap_buy',
    rebalance_period=20,
    train_test_ratio=0.75,
    train_validate_ratio=0.75,
    mtime=2,
    init_ind_num=20,
    ngen=5,
    fitness_func='longshort_sharpe',
    train_fitness=1.5,
    test_fitness=1,
    ir_type='ir',
    cxpb=0.5,
    mutpb=0.3,
    mutspb=0.3,
    mutnrpb=0.3,
    constant='1,11',
    pool_processes_limit=10,
    m_cached=False
)