复制链接
克隆策略

    {"description":"实验创建于2017/8/26","graph":{"edges":[{"to_node_id":"-6679:input_ds","from_node_id":"-6687:data"},{"to_node_id":"-6695:features","from_node_id":"-6690:data"},{"to_node_id":"-6710:features","from_node_id":"-6690:data"},{"to_node_id":"-6710:input_data","from_node_id":"-6695:data"},{"to_node_id":"-6695:instruments","from_node_id":"-6701:data"},{"to_node_id":"-6687:input_data","from_node_id":"-6710:data"}],"nodes":[{"node_id":"-6679","module_id":"BigQuantSpace.Tplot.Tplot-v1","parameters":[{"name":"x","value":"date","type":"Literal","bound_global_parameter":null},{"name":"y","value":"bm_nxindex,close,bm_1","type":"Literal","bound_global_parameter":null},{"name":"title","value":"沪深300指数","type":"Literal","bound_global_parameter":null},{"name":"chart_type","value":"spline","type":"Literal","bound_global_parameter":null},{"name":"chart_options","value":"{'chart':{'height': 500}}","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_ds","node_id":"-6679"}],"output_ports":[],"cacheable":true,"seq_num":25,"comment":"绘制开盘价折线图","comment_collapsed":true},{"node_id":"-6687","module_id":"BigQuantSpace.dropnan.dropnan-v1","parameters":[],"input_ports":[{"name":"input_data","node_id":"-6687"}],"output_ports":[{"name":"data","node_id":"-6687"}],"cacheable":true,"seq_num":26,"comment":"","comment_collapsed":true},{"node_id":"-6690","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"# #号开始的表示注释\n# 多个特征，每行一个，可以包含基础特征和衍生特征\n\nclose\namount\ndaybenifit = close / shift(close, 1) - 1\ndaybenifit_n = std(daybenifit,250)\nturn_n = mean(turn,250)\nbm_nxindex = 100000 * daybenifit_n / turn_n \n","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-6690"}],"output_ports":[{"name":"data","node_id":"-6690"}],"cacheable":true,"seq_num":27,"comment":"","comment_collapsed":true},{"node_id":"-6695","module_id":"BigQuantSpace.use_datasource.use_datasource-v1","parameters":[{"name":"datasource_id","value":"bar1d_index_CN_STOCK_A","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}],"input_ports":[{"name":"instruments","node_id":"-6695"},{"name":"features","node_id":"-6695"}],"output_ports":[{"name":"data","node_id":"-6695"}],"cacheable":true,"seq_num":28,"comment":"","comment_collapsed":true},{"node_id":"-6701","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2004-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2022-04-02","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"000300.HIX","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":"0","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-6701"}],"output_ports":[{"name":"data","node_id":"-6701"}],"cacheable":true,"seq_num":29,"comment":"","comment_collapsed":true},{"node_id":"-6710","module_id":"BigQuantSpace.derived_feature_extractor.derived_feature_extractor-v3","parameters":[{"name":"date_col","value":"date","type":"Literal","bound_global_parameter":null},{"name":"instrument_col","value":"instrument","type":"Literal","bound_global_parameter":null},{"name":"drop_na","value":"False","type":"Literal","bound_global_parameter":null},{"name":"remove_extra_columns","value":"False","type":"Literal","bound_global_parameter":null},{"name":"user_functions","value":"","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-6710"},{"name":"features","node_id":"-6710"}],"output_ports":[{"name":"data","node_id":"-6710"}],"cacheable":true,"seq_num":30,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-6679' Position='177,380,200,200'/><node_position Node='-6687' Position='177,298,200,200'/><node_position Node='-6690' Position='276,46,200,200'/><node_position Node='-6695' Position='156,145,200,200'/><node_position Node='-6701' Position='185,-65,200,200'/><node_position Node='-6710' Position='167,220,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [4]:
    # 本代码由可视化策略环境自动生成 2022年4月6日11:22
# 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。


m27 = M.input_features.v1(
    features="""# #号开始的表示注释
# 多个特征，每行一个，可以包含基础特征和衍生特征

close
amount
daybenifit = close / shift(close, 1) - 1
daybenifit_n = std(daybenifit,250)
turn_n = mean(turn,250)
bm_nxindex = 100000 * daybenifit_n / turn_n 
"""
)

m29 = M.instruments.v2(
    start_date='2004-01-01',
    end_date='2022-04-02',
    market='CN_STOCK_A',
    instrument_list='000300.HIX',
    max_count=0
)

m28 = M.use_datasource.v1(
    instruments=m29.data,
    features=m27.data,
    datasource_id='bar1d_index_CN_STOCK_A',
    start_date='',
    end_date=''
)

m30 = M.derived_feature_extractor.v3(
    input_data=m28.data,
    features=m27.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False
)

m26 = M.dropnan.v1(
    input_data=m30.data
)

m25 = M.Tplot.v1(
    input_ds=m26.data,
    x='date',
    y='bm_nxindex,close,bm_1',
    title='沪深300指数',
    chart_type='spline',
    chart_options={'chart':{'height': 500}}
)