{"description":"实验创建于2017/8/26","graph":{"edges":[{"to_node_id":"-1353:input_data_1","from_node_id":"-1266:data"},{"to_node_id":"-1345:instruments","from_node_id":"-1332:data"},{"to_node_id":"-1345:features","from_node_id":"-1340:data"},{"to_node_id":"-1353:input_data_2","from_node_id":"-1345:data"}],"nodes":[{"node_id":"-1266","module_id":"BigQuantSpace.datahub_load_datasource.datahub_load_datasource-v1","parameters":[{"name":"table","value":"dividend_send_CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"2020-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2020-12-31","type":"Literal","bound_global_parameter":null},{"name":"instruments","value":"000001.SZA\n000002.SZA\n000005.SZA","type":"Literal","bound_global_parameter":null},{"name":"fields","value":"dividend_yield","type":"Literal","bound_global_parameter":null}],"input_ports":[],"output_ports":[{"name":"data","node_id":"-1266"}],"cacheable":false,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-1332","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2020-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2020-12-31","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"000001.SZA\n000002.SZA\n000005.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":"-1332"}],"output_ports":[{"name":"data","node_id":"-1332"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-1340","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\nreturn_5\nreturn_10\nreturn_20\navg_amount_0/avg_amount_5\navg_amount_5/avg_amount_20\nrank_avg_amount_0/rank_avg_amount_5\nrank_avg_amount_5/rank_avg_amount_10\nrank_return_0\nrank_return_5\nrank_return_10\nrank_return_0/rank_return_5\nrank_return_5/rank_return_10\npe_ttm_0\n","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-1340"}],"output_ports":[{"name":"data","node_id":"-1340"}],"cacheable":true,"seq_num":3,"comment":"","comment_collapsed":true},{"node_id":"-1345","module_id":"BigQuantSpace.general_feature_extractor.general_feature_extractor-v7","parameters":[{"name":"start_date","value":"2020-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2020-12-31","type":"Literal","bound_global_parameter":null},{"name":"before_start_days","value":90,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-1345"},{"name":"features","node_id":"-1345"}],"output_ports":[{"name":"data","node_id":"-1345"}],"cacheable":true,"seq_num":4,"comment":"","comment_collapsed":true},{"node_id":"-1353","module_id":"BigQuantSpace.concat.concat-v3","parameters":[],"input_ports":[{"name":"input_data_1","node_id":"-1353"},{"name":"input_data_2","node_id":"-1353"},{"name":"input_data_3","node_id":"-1353"}],"output_ports":[{"name":"data","node_id":"-1353"}],"cacheable":true,"seq_num":5,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-1266' Position='936,561,200,200'/><node_position Node='-1332' Position='1126,427,200,200'/><node_position Node='-1340' Position='1451,425,200,200'/><node_position Node='-1345' Position='1311,557,200,200'/><node_position Node='-1353' Position='1126,679.9702758789062,200,200'/></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7月26日 10:53
# 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.datahub_load_datasource.v1(
    table='dividend_send_CN_STOCK_A',
    start_date='2020-01-01',
    end_date='2020-12-31',
    instruments="""000001.SZA
000002.SZA
000005.SZA""",
    fields='dividend_yield'
)

m2 = M.instruments.v2(
    start_date='2020-01-01',
    end_date='2020-12-31',
    market='CN_STOCK_A',
    instrument_list="""000001.SZA
000002.SZA
000005.SZA""",
    max_count=0
)

m3 = M.input_features.v1(
    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
return_5
return_10
return_20
avg_amount_0/avg_amount_5
avg_amount_5/avg_amount_20
rank_avg_amount_0/rank_avg_amount_5
rank_avg_amount_5/rank_avg_amount_10
rank_return_0
rank_return_5
rank_return_10
rank_return_0/rank_return_5
rank_return_5/rank_return_10
pe_ttm_0
"""
)

m4 = M.general_feature_extractor.v7(
    instruments=m2.data,
    features=m3.data,
    start_date='2020-01-01',
    end_date='2020-12-31',
    before_start_days=90
)

m5 = M.concat.v3(
    input_data_1=m1.data,
    input_data_2=m4.data
)

[2021-07-26 10:49:08.075614] INFO: 读取数据(DataSource): 读取数据 dividend_send_CN_STOCK_A, count: 2

[2021-07-26 10:49:08.195081] INFO: 读取数据(DataSource): ds: DataSource(48bea0af8dd7411390764c680cc3aeb2T)

[2021-07-26 10:49:08.196907] INFO: moduleinvoker: datahub_load_datasource.v1 运行完成[0.272058s].

[2021-07-26 10:49:08.200551] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-07-26 10:49:08.226689] INFO: moduleinvoker: instruments.v2 运行完成[0.026135s].

[2021-07-26 10:49:08.250603] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-07-26 10:49:08.258682] INFO: moduleinvoker: 命中缓存

[2021-07-26 10:49:08.260301] INFO: moduleinvoker: input_features.v1 运行完成[0.009709s].

[2021-07-26 10:49:08.655255] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2021-07-26 10:49:11.117566] INFO: 基础特征抽取: 年份 2019, 特征行数=183

[2021-07-26 10:49:14.005049] INFO: 基础特征抽取: 年份 2020, 特征行数=729

[2021-07-26 10:49:14.960108] INFO: 基础特征抽取: 总行数: 912

[2021-07-26 10:49:14.970839] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[6.315627s].

[2021-07-26 10:49:15.141316] INFO: moduleinvoker: concat.v3 开始运行..

[2021-07-26 10:49:15.193308] INFO: concat: 合并: /y_2020, 行数=729

[2021-07-26 10:49:15.223534] INFO: concat: 合并: /data, 行数=2

[2021-07-26 10:49:15.273804] INFO: concat: 合并: /y_2019, 行数=183

[2021-07-26 10:49:15.356728] INFO: moduleinvoker: concat.v3 运行完成[0.215398s].