{"description":"实验创建于2017/8/26","graph":{"edges":[{"to_node_id":"-76:instruments","from_node_id":"-68:data"}],"nodes":[{"node_id":"-68","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2021-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2021-12-08","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":"-68"}],"output_ports":[{"name":"data","node_id":"-68"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-76","module_id":"BigQuantSpace.advanced_auto_labeler.advanced_auto_labeler-v2","parameters":[{"name":"label_expr","value":"# #号开始的表示注释\n# 0. 每行一个，顺序执行，从第二个开始，可以使用label字段\n# 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html\n# 添加benchmark_前缀，可使用对应的benchmark数据\n# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_\n\n# 计算收益：5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)\nshift(close, -5) / shift(open, -1)\n\n# 极值处理：用1%和99%分位的值做clip\nclip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))\n\n# 将分数映射到分类，这里使用20个分类\nall_wbins(label, 20)\n\n# 过滤掉一字涨停的情况 (设置label为NaN，在后续处理和训练中会忽略NaN的label)\nwhere(shift(high, -1) == shift(low, -1), NaN, label)\n","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"benchmark","value":"000300.SHA","type":"Literal","bound_global_parameter":null},{"name":"drop_na_label","value":"True","type":"Literal","bound_global_parameter":null},{"name":"cast_label_int","value":"True","type":"Literal","bound_global_parameter":null},{"name":"user_functions","value":"{}","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-76"}],"output_ports":[{"name":"data","node_id":"-76"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-68' Position='-85.5556755065918,-416.4991760253906,200,200'/><node_position Node='-76' Position='-14.85906982421875,-285.2054748535156,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}

# 本代码由可视化策略环境自动生成 2021年12月10日 17:44
# 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='2021-12-08',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m2 = M.advanced_auto_labeler.v2(
    instruments=m1.data,
    label_expr="""# #号开始的表示注释
# 0. 每行一个，顺序执行，从第二个开始，可以使用label字段
# 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html
#   添加benchmark_前缀，可使用对应的benchmark数据
# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_

# 计算收益：5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
shift(close, -5) / shift(open, -1)

# 极值处理：用1%和99%分位的值做clip
clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))

# 将分数映射到分类，这里使用20个分类
all_wbins(label, 20)

# 过滤掉一字涨停的情况 (设置label为NaN，在后续处理和训练中会忽略NaN的label)
where(shift(high, -1) == shift(low, -1), NaN, label)
""",
    start_date='',
    end_date='',
    benchmark='000300.SHA',
    drop_na_label=True,
    cast_label_int=True,
    user_functions={}
)

[2021-12-10 17:44:26.196213] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-12-10 17:44:26.217658] INFO: moduleinvoker: 命中缓存

[2021-12-10 17:44:26.219773] INFO: moduleinvoker: instruments.v2 运行完成[0.023583s].

[2021-12-10 17:44:26.241973] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..

[2021-12-10 17:44:27.746844] INFO: 自动标注(股票): 加载历史数据: 982400 行

[2021-12-10 17:44:27.763358] INFO: 自动标注(股票): 开始标注 ..

[2021-12-10 17:44:29.644056] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[3.402039s].