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# 本代码由可视化策略环境自动生成 2022年11月24日 18:28
# 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.v2(
    datasource_id='bar1d_CN_FUND',
    start_date='2020-01-01',
    end_date='2021-01-01',
    before_start_days=90
)

m2 = 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
(close - shift(close,5))/shift(close,5)
"""
)

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

[2022-11-24 18:27:35.164172] INFO: moduleinvoker: use_datasource.v2 开始运行..

[2022-11-24 18:27:36.108458] INFO: moduleinvoker: use_datasource.v2 运行完成[0.944298s].

[2022-11-24 18:27:36.115791] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-11-24 18:27:36.165745] INFO: moduleinvoker: input_features.v1 运行完成[0.049964s].

[2022-11-24 18:27:36.184474] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-11-24 18:27:36.894344] INFO: derived_feature_extractor: 提取完成 (close - shift(close,5))/shift(close,5), 0.105s

[2022-11-24 18:27:37.495513] INFO: derived_feature_extractor: /data, 265119

[2022-11-24 18:27:37.685913] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[1.501394s].