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# 本代码由可视化策略环境自动生成 2020年9月24日 16:23
# 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.use_datasource.v1(
    datasource_id='bar5m_CN_STOCK_A',
    start_date='2020-01-01',
    end_date='2020-01-31'
)

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
zf = close/shift(close,1)-1"""
)

m2 = M.derived_feature_extractor.v3(
    input_data=m1.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

[2020-09-24 16:22:37.776015] INFO: moduleinvoker: use_datasource.v1 开始运行..

[2020-09-24 16:22:37.910993] INFO: moduleinvoker: 命中缓存

[2020-09-24 16:22:37.912452] INFO: moduleinvoker: use_datasource.v1 运行完成[0.136458s].