{"description":"实验创建于2020/2/14","graph":{"edges":[{"to_node_id":"-263:features","from_node_id":"-125:data"},{"to_node_id":"-125:features_ds","from_node_id":"-117:data"}],"nodes":[{"node_id":"-125","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"\n# #号开始的表示注释，注释需单独一行\n# 多个特征，每行一个，可以包含基础特征和衍生特征，特征须为本平台特征\npe_ttm_0","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-125"}],"output_ports":[{"name":"data","node_id":"-125"}],"cacheable":true,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-117","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2019-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2019-12-31","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"000725.SZA\n000100.SZA\n000063.SZA\n002465.SZA\n600031.SHA\n601766.SHA\n002456.SZA\n600703.SHA\n002023.SZA\n601989.SHA\n600522.SHA\n002463.SZA\n002236.SZA\n002384.SZA\n002129.SZA\n000977.SZA\n300274.SZA\n002475.SZA\n000425.SZA\n600104.SHA\n000338.SZA\n600435.SHA\n600487.SHA\n600499.SHA\n002415.SZA\n002202.SZA\n002340.SZA\n600118.SHA\n300014.SZA\n000157.SZA\n000625.SZA\n601012.SHA\n600879.SHA\n300433.SZA\n600438.SHA\n002185.SZA\n600183.SHA\n002008.SZA\n300266.SZA\n000988.SZA\n600406.SHA\n603185.SHA\n300123.SZA\n600089.SHA\n300408.SZA\n600316.SHA\n601138.SHA\n601058.SHA\n603712.SHA\n002531.SZA\n002600.SZA\n000066.SZA\n002544.SZA\n600884.SHA\n300316.SZA\n300171.SZA\n000547.SZA\n000050.SZA\n002594.SZA\n002179.SZA\n000768.SZA\n000901.SZA\n600584.SHA\n600875.SHA\n601877.SHA\n002025.SZA\n603019.SHA\n300390.SZA\n002414.SZA\n002241.SZA\n601633.SHA\n002056.SZA\n600660.SHA\n600460.SHA\n002074.SZA\n600741.SHA\n600150.SHA\n601100.SHA\n600482.SHA\n600418.SHA\n300008.SZA\n000519.SZA\n601727.SHA\n002353.SZA\n300382.SZA\n300124.SZA\n300450.SZA\n300207.SZA\n601179.SHA\n600372.SHA\n002850.SZA\n002625.SZA\n000887.SZA\n002938.SZA\n002152.SZA\n300114.SZA\n601231.SHA\n300001.SZA\n300073.SZA\n000818.SZA\n603678.SHA\n600893.SHA\n002138.SZA\n002935.SZA\n002049.SZA\n600765.SHA\n600760.SHA\n000800.SZA\n300750.SZA\n002371.SZA\n603986.SHA\n600745.SHA\n002444.SZA\n300024.SZA\n002430.SZA\n600862.SHA\n002459.SZA\n300593.SZA\n603596.SHA\n600038.SHA\n002156.SZA\n000738.SZA\n300726.SZA\n002268.SZA\n300308.SZA\n300034.SZA\n300376.SZA\n000733.SZA\n300373.SZA\n300724.SZA\n300118.SZA\n002916.SZA\n002028.SZA\n600732.SHA\n600456.SHA\n300568.SZA\n600562.SHA\n300037.SZA\n600885.SHA\n603026.SHA\n002487.SZA\n002389.SZA\n600517.SHA\n002189.SZA\n300395.SZA\n002747.SZA\n002097.SZA\n601238.SHA\n300455.SZA\n002709.SZA\n600699.SHA\n000682.SZA\n000821.SZA\n603160.SHA\n300065.SZA\n300358.SZA\n300438.SZA\n603501.SHA\n002920.SZA\n600563.SHA\n601966.SHA\n600184.SHA\n002829.SZA\n002698.SZA\n300423.SZA\n300223.SZA\n002851.SZA\n002180.SZA\n300699.SZA\n603659.SHA\n601799.SHA\n603338.SHA\n300628.SZA\n300397.SZA\n300581.SZA\n600764.SHA\n300604.SZA\n300751.SZA\n300276.SZA\n603806.SHA\n002812.SZA\n002906.SZA\n601689.SHA\n600990.SHA\n300474.SZA\n002841.SZA\n300696.SZA\n603218.SHA\n300661.SZA\n300516.SZA","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-117"}],"output_ports":[{"name":"data","node_id":"-117"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-263","module_id":"BigQuantSpace.factorlens.factorlens-v2","parameters":[{"name":"title","value":"因子分析: {factor_name}","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"2019-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2019-12-31","type":"Literal","bound_global_parameter":null},{"name":"rebalance_period","value":22,"type":"Literal","bound_global_parameter":null},{"name":"delay_rebalance_days","value":0,"type":"Literal","bound_global_parameter":null},{"name":"rebalance_price","value":"close_0","type":"Literal","bound_global_parameter":null},{"name":"stock_pool","value":"全市场","type":"Literal","bound_global_parameter":null},{"name":"quantile_count","value":5,"type":"Literal","bound_global_parameter":null},{"name":"commission_rate","value":0.0016,"type":"Literal","bound_global_parameter":null},{"name":"returns_calculation_method","value":"累乘","type":"Literal","bound_global_parameter":null},{"name":"benchmark","value":"无","type":"Literal","bound_global_parameter":null},{"name":"drop_new_stocks","value":60,"type":"Literal","bound_global_parameter":null},{"name":"drop_price_limit_stocks","value":"False","type":"Literal","bound_global_parameter":null},{"name":"drop_st_stocks","value":"False","type":"Literal","bound_global_parameter":null},{"name":"drop_suspended_stocks","value":"False","type":"Literal","bound_global_parameter":null},{"name":"cutoutliers","value":"True","type":"Literal","bound_global_parameter":null},{"name":"normalization","value":"True","type":"Literal","bound_global_parameter":null},{"name":"neutralization","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E8%A1%8C%E4%B8%9A%22%2C%22displayValue%22%3A%22%E8%A1%8C%E4%B8%9A%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%B8%82%E5%80%BC%22%2C%22displayValue%22%3A%22%E5%B8%82%E5%80%BC%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"metrics","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%A8%E7%8E%B0%E6%A6%82%E8%A7%88%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%A8%E7%8E%B0%E6%A6%82%E8%A7%88%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E5%88%86%E5%B8%83%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E5%88%86%E5%B8%83%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%8C%E4%B8%9A%E5%88%86%E5%B8%83%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E8%A1%8C%E4%B8%9A%E5%88%86%E5%B8%83%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E5%B8%82%E5%80%BC%E5%88%86%E5%B8%83%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E5%B8%82%E5%80%BC%E5%88%86%E5%B8%83%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22IC%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22IC%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%B9%B0%E5%85%A5%E4%BF%A1%E5%8F%B7%E9%87%8D%E5%90%88%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E4%B9%B0%E5%85%A5%E4%BF%A1%E5%8F%B7%E9%87%8D%E5%90%88%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E4%BC%B0%E5%80%BC%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E4%BC%B0%E5%80%BC%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E6%8B%A5%E6%8C%A4%E5%BA%A6%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E6%8B%A5%E6%8C%A4%E5%BA%A6%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%9B%A0%E5%AD%90%E5%80%BC%E6%9C%80%E5%A4%A7%2F%E6%9C%80%E5%B0%8F%E8%82%A1%E7%A5%A8%22%2C%22displayValue%22%3A%22%E5%9B%A0%E5%AD%90%E5%80%BC%E6%9C%80%E5%A4%A7%2F%E6%9C%80%E5%B0%8F%E8%82%A1%E7%A5%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E8%A1%A8%E8%BE%BE%E5%BC%8F%E5%9B%A0%E5%AD%90%E5%80%BC%22%2C%22displayValue%22%3A%22%E8%A1%A8%E8%BE%BE%E5%BC%8F%E5%9B%A0%E5%AD%90%E5%80%BC%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E5%A4%9A%E5%9B%A0%E5%AD%90%E7%9B%B8%E5%85%B3%E6%80%A7%E5%88%86%E6%9E%90%22%2C%22displayValue%22%3A%22%E5%A4%9A%E5%9B%A0%E5%AD%90%E7%9B%B8%E5%85%B3%E6%80%A7%E5%88%86%E6%9E%90%22%2C%22selected%22%3Atrue%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"factor_coverage","value":0.5,"type":"Literal","bound_global_parameter":null},{"name":"user_data_merge","value":"left","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features","node_id":"-263"},{"name":"user_factor_data","node_id":"-263"}],"output_ports":[{"name":"data","node_id":"-263"},{"name":"save_data","node_id":"-263"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-125' Position='109,41,200,200'/><node_position Node='-117' Position='116,-68,200,200'/><node_position Node='-263' Position='98,162,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}

# 本代码由可视化策略环境自动生成 2023年4月11日 15:33
# 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='2019-01-01',
    end_date='2019-12-31',
    market='CN_STOCK_A',
    instrument_list="""000725.SZA
000100.SZA
000063.SZA
002465.SZA
600031.SHA
601766.SHA
002456.SZA
600703.SHA
002023.SZA
601989.SHA
600522.SHA
002463.SZA
002236.SZA
002384.SZA
002129.SZA
000977.SZA
300274.SZA
002475.SZA
000425.SZA
600104.SHA
000338.SZA
600435.SHA
600487.SHA
600499.SHA
002415.SZA
002202.SZA
002340.SZA
600118.SHA
300014.SZA
000157.SZA
000625.SZA
601012.SHA
600879.SHA
300433.SZA
600438.SHA
002185.SZA
600183.SHA
002008.SZA
300266.SZA
000988.SZA
600406.SHA
603185.SHA
300123.SZA
600089.SHA
300408.SZA
600316.SHA
601138.SHA
601058.SHA
603712.SHA
002531.SZA
002600.SZA
000066.SZA
002544.SZA
600884.SHA
300316.SZA
300171.SZA
000547.SZA
000050.SZA
002594.SZA
002179.SZA
000768.SZA
000901.SZA
600584.SHA
600875.SHA
601877.SHA
002025.SZA
603019.SHA
300390.SZA
002414.SZA
002241.SZA
601633.SHA
002056.SZA
600660.SHA
600460.SHA
002074.SZA
600741.SHA
600150.SHA
601100.SHA
600482.SHA
600418.SHA
300008.SZA
000519.SZA
601727.SHA
002353.SZA
300382.SZA
300124.SZA
300450.SZA
300207.SZA
601179.SHA
600372.SHA
002850.SZA
002625.SZA
000887.SZA
002938.SZA
002152.SZA
300114.SZA
601231.SHA
300001.SZA
300073.SZA
000818.SZA
603678.SHA
600893.SHA
002138.SZA
002935.SZA
002049.SZA
600765.SHA
600760.SHA
000800.SZA
300750.SZA
002371.SZA
603986.SHA
600745.SHA
002444.SZA
300024.SZA
002430.SZA
600862.SHA
002459.SZA
300593.SZA
603596.SHA
600038.SHA
002156.SZA
000738.SZA
300726.SZA
002268.SZA
300308.SZA
300034.SZA
300376.SZA
000733.SZA
300373.SZA
300724.SZA
300118.SZA
002916.SZA
002028.SZA
600732.SHA
600456.SHA
300568.SZA
600562.SHA
300037.SZA
600885.SHA
603026.SHA
002487.SZA
002389.SZA
600517.SHA
002189.SZA
300395.SZA
002747.SZA
002097.SZA
601238.SHA
300455.SZA
002709.SZA
600699.SHA
000682.SZA
000821.SZA
603160.SHA
300065.SZA
300358.SZA
300438.SZA
603501.SHA
002920.SZA
600563.SHA
601966.SHA
600184.SHA
002829.SZA
002698.SZA
300423.SZA
300223.SZA
002851.SZA
002180.SZA
300699.SZA
603659.SHA
601799.SHA
603338.SHA
300628.SZA
300397.SZA
300581.SZA
600764.SHA
300604.SZA
300751.SZA
300276.SZA
603806.SHA
002812.SZA
002906.SZA
601689.SHA
600990.SHA
300474.SZA
002841.SZA
300696.SZA
603218.SHA
300661.SZA
300516.SZA""",
    max_count=0
)

m5 = M.input_features.v1(
    features_ds=m1.data,
    features="""
# #号开始的表示注释，注释需单独一行
# 多个特征，每行一个，可以包含基础特征和衍生特征，特征须为本平台特征
pe_ttm_0"""
)

m2 = M.factorlens.v2(
    features=m5.data,
    title='因子分析: {factor_name}',
    start_date='2019-01-01',
    end_date='2019-12-31',
    rebalance_period=22,
    delay_rebalance_days=0,
    rebalance_price='close_0',
    stock_pool='全市场',
    quantile_count=5,
    commission_rate=0.0016,
    returns_calculation_method='累乘',
    benchmark='无',
    drop_new_stocks=60,
    drop_price_limit_stocks=False,
    drop_st_stocks=False,
    drop_suspended_stocks=False,
    cutoutliers=True,
    normalization=True,
    neutralization=[],
    metrics=['因子表现概览', '因子分布', '因子行业分布', '因子市值分布', 'IC分析', '买入信号重合分析', '因子估值分析', '因子拥挤度分析', '因子值最大/最小股票', '表达式因子值', '多因子相关性分析'],
    factor_coverage=0.5,
    user_data_merge='left'
)

[2023-04-11 15:33:12.924102] INFO: moduleinvoker: instruments.v2 开始运行..

[2023-04-11 15:33:12.933090] INFO: moduleinvoker: 命中缓存

[2023-04-11 15:33:12.935124] INFO: moduleinvoker: instruments.v2 运行完成[0.011028s].

[2023-04-11 15:33:12.939809] INFO: moduleinvoker: input_features.v1 开始运行..

[2023-04-11 15:33:12.978804] INFO: moduleinvoker: input_features.v1 运行完成[0.038977s].

[2023-04-11 15:33:12.991657] INFO: moduleinvoker: factorlens.v2 开始运行..

[2023-04-11 15:33:13.033764] INFO: 因子分析: batch_process start

[2023-04-11 15:33:13.035582] INFO: 因子分析: load_instruments 2019-01-01, 2019-12-31

[2023-04-11 15:33:13.996265] INFO: 因子分析: load_instruments, 3775 rows.

[2023-04-11 15:33:13.998525] INFO: 因子分析: load_benchmark_data 2019-01-01, 2019-12-31

[2023-04-11 15:33:14.035083] INFO: 因子分析: load_benchmark_data, 732 rows.

[2023-04-11 15:33:14.036883] INFO: 因子分析: StockPool.before_load_general_feature_data

[2023-04-11 15:33:14.038539] INFO: 因子分析: UserDataMerge.before_load_general_feature_data

[2023-04-11 15:33:14.039826] INFO: 因子分析: DropSTStocks.before_load_general_feature_data

[2023-04-11 15:33:14.041197] INFO: 因子分析: DropNewStocks.before_load_general_feature_data

[2023-04-11 15:33:14.042749] INFO: 因子分析: Neutralization.before_load_general_feature_data

[2023-04-11 15:33:14.044414] INFO: 因子分析: DelayRebalanceDays.before_load_general_feature_data

[2023-04-11 15:33:14.045889] INFO: 因子分析: RebalancePeriod.before_load_general_feature_data

[2023-04-11 15:33:14.047209] INFO: 因子分析: RebalancePrice.before_load_general_feature_data

[2023-04-11 15:33:14.048471] INFO: 因子分析: FactorCoverage.before_load_general_feature_data

[2023-04-11 15:33:14.049856] INFO: 因子分析: Industry.before_load_general_feature_data

[2023-04-11 15:33:14.051019] INFO: 因子分析: PBRatio.before_load_general_feature_data

[2023-04-11 15:33:14.052165] INFO: 因子分析: Turnover.before_load_general_feature_data

[2023-04-11 15:33:14.053704] INFO: 因子分析: MarketCap.before_load_general_feature_data

[2023-04-11 15:33:14.055342] INFO: 因子分析: load_general_feature_data, load data

[2023-04-11 15:33:14.110624] WARNING: bigdatasource.v6: cannot find filed [end_date] table in field_table_map!

[2023-04-11 15:33:14.126098] WARNING: bigdatasource.v6: cannot find filed [instruments] table in field_table_map!

[2023-04-11 15:33:14.146411] WARNING: bigdatasource.v6: cannot find filed [market] table in field_table_map!

[2023-04-11 15:33:14.159261] WARNING: bigdatasource.v6: cannot find filed [start_date] table in field_table_map!

[2023-04-11 15:33:20.600956] WARNING: bigdatasource.v6: unknown fields: ['market', 'instruments', 'start_date', 'end_date']

[2023-04-11 15:33:22.633824] INFO: 因子分析: RebalancePeriod.after_load_general_feature_data

[2023-04-11 15:33:22.721830] INFO: 因子分析: RebalancePeriodsReturns.after_load_general_feature_data

[2023-04-11 15:33:23.216453] INFO: 因子分析: RebalancePrice.after_load_general_feature_data

[2023-04-11 15:33:23.218342] INFO: 因子分析: load_general_feature_data, 1701263 rows.

[2023-04-11 15:33:23.221139] INFO: 因子分析: load_derived_feature_data, 1701263 rows, 24 columns.

[2023-04-11 15:33:23.226416] INFO: 因子分析: process, end_date

[2023-04-11 15:33:23.228239] INFO: 因子分析: calculate_factor, end_date

[2023-04-11 15:33:23.230557] ERROR: moduleinvoker: module name: factorlens, module version: v2, trackeback: Exception: Unknown end_date

---------------------------------------------------------------------------
Exception                                 Traceback (most recent call last)
<ipython-input-33-ddee701e171c> in <module>
    208 )
    209 
--> 210 m2 = M.factorlens.v2(
    211     features=m5.data,
    212     title='因子分析: {factor_name}',

Exception: Unknown end_date