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# 本代码由可视化策略环境自动生成 2022年8月25日 22:41
# 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。


m2 = M.instruments.v2(
    start_date='2022-01-01',
    end_date='2022-08-20',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m3 = M.input_features.v1(
    features="""close_0
"""
)

m4 = M.general_feature_extractor.v7(
    instruments=m2.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=30
)

m5 = M.derived_feature_extractor.v3(
    input_data=m4.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m1 = M.genetic_algorithm.v1(
    instruments=m2.data,
    feature_datas=m5.data,
    all_start_date='',
    all_end_date='',
    short_date_range_ratio=0.7,
    return_field='wap_3_vwap_buy',
    rebalance_period=1,
    train_test_ratio=0.75,
    train_validate_ratio=0.75,
    mtime=10,
    init_ind_num=10,
    ngen=3,
    fitness_func='long_return',
    train_fitness=0.16,
    test_fitness=0.1,
    ir_type='ir',
    cxpb=0.5,
    mutpb=0.3,
    mutspb=0.3,
    mutnrpb=0.3,
    constant='1,11',
    pool_processes_limit=5
)

[2022-08-25 22:33:21.816617] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-08-25 22:33:21.988736] INFO: moduleinvoker: 命中缓存

[2022-08-25 22:33:21.991177] INFO: moduleinvoker: instruments.v2 运行完成[0.174579s].

[2022-08-25 22:33:22.000154] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-08-25 22:33:22.016824] INFO: moduleinvoker: 命中缓存

[2022-08-25 22:33:22.019964] INFO: moduleinvoker: input_features.v1 运行完成[0.019829s].

[2022-08-25 22:33:22.039137] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2022-08-25 22:33:25.643223] INFO: 基础特征抽取: 年份 2021, 特征行数=102307

[2022-08-25 22:33:27.445698] INFO: 基础特征抽取: 年份 2022, 特征行数=729288

[2022-08-25 22:33:27.502932] INFO: 基础特征抽取: 总行数: 831595

[2022-08-25 22:33:27.512828] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[5.473703s].

[2022-08-25 22:33:27.528328] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-08-25 22:33:29.497219] INFO: derived_feature_extractor: /y_2021, 102307

[2022-08-25 22:33:30.860193] INFO: derived_feature_extractor: /y_2022, 729288

[2022-08-25 22:33:31.031194] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[3.502851s].

[2022-08-25 22:33:31.188522] INFO: moduleinvoker: genetic_algorithm.v1 开始运行..

[2022-08-25 22:33:31.598832] INFO: 遗传规划: loading data from 2022-01-01 to 2022-06-12...

[2022-08-25 22:33:43.748816] INFO: 遗传规划: loaded data from 2022-01-01 to 2022-06-12 successfully

[2022-08-25 22:33:43.811660] INFO: 遗传规划: loading data from 2022-01-01 to 2022-08-20...

[2022-08-25 22:33:58.904974] INFO: 遗传规划: loaded data from 2022-01-01 to 2022-08-20 successfully

[2022-08-25 22:33:58.921098] INFO: 遗传规划: 初始化toolbox ...

[2022-08-25 22:33:58.935323] ERROR: moduleinvoker: module name: genetic_algorithm, module version: v1, trackeback: TypeError: issubclass() arg 2 must be a class or tuple of classes

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-4-6378abb9ee2a> in <module>
     34 )
     35 
---> 36 m1 = M.genetic_algorithm.v1(
     37     instruments=m2.data,
     38     feature_datas=m5.data,

TypeError: issubclass() arg 2 must be a class or tuple of classes