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\n}\n","type":"Literal","bound_global_parameter":null},{"name":"n_gpus","value":"0","type":"Literal","bound_global_parameter":null},{"name":"verbose","value":"2:每个epoch输出一行记录","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_model","node_id":"-1098"},{"name":"training_data","node_id":"-1098"},{"name":"validation_data","node_id":"-1098"}],"output_ports":[{"name":"data","node_id":"-1098"}],"cacheable":false,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-1540","module_id":"BigQuantSpace.dl_model_predict.dl_model_predict-v1","parameters":[{"name":"batch_size","value":"1024","type":"Literal","bound_global_parameter":null},{"name":"n_gpus","value":0,"type":"Literal","bound_global_parameter":null},{"name":"verbose","value":"2:每个epoch输出一行记录","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"trained_model","node_id":"-1540"},{"name":"input_data","node_id":"-1540"}],"output_ports":[{"name":"data","node_id":"-1540"}],"cacheable":true,"seq_num":11,"comment":"","comment_collapsed":true},{"node_id":"-2431","module_id":"BigQuantSpace.cached.cached-v3","parameters":[{"name":"run","value":"# Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端\ndef bigquant_run(input_1, input_2, input_3):\n # 示例代码如下。在这里编写您的代码\n pred_label = input_1.read_pickle()\n df = input_2.read_df()\n df = pd.DataFrame({'pred_label':pred_label[:,0], 'instrument':df.instrument, 'date':df.date})\n df.sort_values(['date','pred_label'],inplace=True, ascending=[True,False])\n return Outputs(data_1=DataSource.write_df(df), data_2=None, data_3=None)\n","type":"Literal","bound_global_parameter":null},{"name":"post_run","value":"# 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。\ndef bigquant_run(outputs):\n return outputs\n","type":"Literal","bound_global_parameter":null},{"name":"input_ports","value":"","type":"Literal","bound_global_parameter":null},{"name":"params","value":"{}","type":"Literal","bound_global_parameter":null},{"name":"output_ports","value":"","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_1","node_id":"-2431"},{"name":"input_2","node_id":"-2431"},{"name":"input_3","node_id":"-2431"}],"output_ports":[{"name":"data_1","node_id":"-2431"},{"name":"data_2","node_id":"-2431"},{"name":"data_3","node_id":"-2431"}],"cacheable":true,"seq_num":24,"comment":"","comment_collapsed":true},{"node_id":"-243","module_id":"BigQuantSpace.dl_convert_to_bin.dl_convert_to_bin-v2","parameters":[{"name":"window_size","value":1,"type":"Literal","bound_global_parameter":null},{"name":"feature_clip","value":"3","type":"Literal","bound_global_parameter":null},{"name":"flatten","value":"True","type":"Literal","bound_global_parameter":null},{"name":"window_along_col","value":"instrument","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-243"},{"name":"features","node_id":"-243"}],"output_ports":[{"name":"data","node_id":"-243"}],"cacheable":true,"seq_num":26,"comment":"","comment_collapsed":true},{"node_id":"-251","module_id":"BigQuantSpace.dl_convert_to_bin.dl_convert_to_bin-v2","parameters":[{"name":"window_size","value":1,"type":"Literal","bound_global_parameter":null},{"name":"feature_clip","value":"3","type":"Literal","bound_global_parameter":null},{"name":"flatten","value":"True","type":"Literal","bound_global_parameter":null},{"name":"window_along_col","value":"instrument","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-251"},{"name":"features","node_id":"-251"}],"output_ports":[{"name":"data","node_id":"-251"}],"cacheable":true,"seq_num":27,"comment":"","comment_collapsed":true},{"node_id":"-436","module_id":"BigQuantSpace.cached.cached-v3","parameters":[{"name":"run","value":"# 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[2021-10-31 13:45:36.468403] INFO: moduleinvoker: instruments.v2 开始运行..
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[2021-10-31 13:45:36.635404] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-31 13:45:36.642322] INFO: moduleinvoker: 命中缓存
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[2021-10-31 13:45:36.679381] INFO: moduleinvoker: instruments.v2 开始运行..
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[2021-10-31 13:45:36.702334] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
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[2021-10-31 13:45:36.717792] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-31 13:45:36.724317] INFO: moduleinvoker: 命中缓存
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[2021-10-31 13:45:36.732658] INFO: moduleinvoker: standardlize.v8 开始运行..
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[2021-10-31 13:45:40.943671] INFO: dl_model_train: 准备训练,训练样本个数:3408765,迭代次数:30
[2021-10-31 13:48:06.530291] INFO: dl_model_train: 训练结束,耗时:145.58s
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[2021-10-31 13:48:38.400293] INFO: moduleinvoker: betaindex_build.v1 开始运行..
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Epoch 1/30
3329/3329 - 10s - loss: 0.9891 - mse: 0.9891 - val_loss: 0.9873 - val_mse: 0.9873
Epoch 2/30
3329/3329 - 6s - loss: 0.9858 - mse: 0.9858 - val_loss: 0.9863 - val_mse: 0.9863
Epoch 3/30
3329/3329 - 6s - loss: 0.9848 - mse: 0.9848 - val_loss: 0.9854 - val_mse: 0.9854
Epoch 4/30
3329/3329 - 6s - loss: 0.9841 - mse: 0.9841 - val_loss: 0.9850 - val_mse: 0.9850
Epoch 5/30
3329/3329 - 6s - loss: 0.9833 - mse: 0.9833 - val_loss: 0.9843 - val_mse: 0.9843
Epoch 6/30
3329/3329 - 6s - loss: 0.9826 - mse: 0.9826 - val_loss: 0.9838 - val_mse: 0.9838
Epoch 7/30
3329/3329 - 6s - loss: 0.9821 - mse: 0.9821 - val_loss: 0.9835 - val_mse: 0.9835
Epoch 8/30
3329/3329 - 6s - loss: 0.9815 - mse: 0.9815 - val_loss: 0.9837 - val_mse: 0.9837
Epoch 9/30
3329/3329 - 6s - loss: 0.9812 - mse: 0.9812 - val_loss: 0.9826 - val_mse: 0.9826
Epoch 10/30
3329/3329 - 6s - loss: 0.9806 - mse: 0.9806 - val_loss: 0.9827 - val_mse: 0.9827
Epoch 11/30
3329/3329 - 6s - loss: 0.9802 - mse: 0.9802 - val_loss: 0.9824 - val_mse: 0.9824
Epoch 12/30
3329/3329 - 6s - loss: 0.9797 - mse: 0.9797 - val_loss: 0.9822 - val_mse: 0.9822
Epoch 13/30
3329/3329 - 6s - loss: 0.9795 - mse: 0.9795 - val_loss: 0.9821 - val_mse: 0.9821
Epoch 14/30
3329/3329 - 6s - loss: 0.9792 - mse: 0.9792 - val_loss: 0.9826 - val_mse: 0.9826
Epoch 15/30
3329/3329 - 6s - loss: 0.9789 - mse: 0.9789 - val_loss: 0.9817 - val_mse: 0.9817
Epoch 16/30
3329/3329 - 6s - loss: 0.9785 - mse: 0.9785 - val_loss: 0.9820 - val_mse: 0.9820
Epoch 17/30
3329/3329 - 6s - loss: 0.9782 - mse: 0.9782 - val_loss: 0.9819 - val_mse: 0.9819
Epoch 18/30
3329/3329 - 6s - loss: 0.9778 - mse: 0.9778 - val_loss: 0.9814 - val_mse: 0.9814
Epoch 19/30
3329/3329 - 6s - loss: 0.9773 - mse: 0.9773 - val_loss: 0.9812 - val_mse: 0.9812
Epoch 20/30
3329/3329 - 6s - loss: 0.9772 - mse: 0.9772 - val_loss: 0.9812 - val_mse: 0.9812
Epoch 21/30
3329/3329 - 6s - loss: 0.9769 - mse: 0.9769 - val_loss: 0.9815 - val_mse: 0.9815
Epoch 22/30
3329/3329 - 6s - loss: 0.9767 - mse: 0.9767 - val_loss: 0.9817 - val_mse: 0.9817
Epoch 23/30
3329/3329 - 6s - loss: 0.9765 - mse: 0.9765 - val_loss: 0.9812 - val_mse: 0.9812
Epoch 24/30
3329/3329 - 6s - loss: 0.9763 - mse: 0.9763 - val_loss: 0.9814 - val_mse: 0.9814
3213/3213 - 2s
DataSource(0db16ac44e334c9f871fa00166f787fdT)