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# 本代码由可视化策略环境自动生成 2022年4月21日 19:45
# 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。


def SBDLX3(df,close_0):
    Z1=ts_max(close_0,10)
    Z2=shift(Z1,1)
    Z3=mean(Z2,2)
    return Z3
  

# 因为这俩表达式是我们新自定义的表达式，因此需要声明，以便在输入特征列表可使用
m16_user_functions_bigquant_run = {
    'SBDLX3':SBDLX3,
}

m1 = M.instruments.v2(
    start_date='2021-10-01',
    end_date='2021-12-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m3 = M.input_features.v1(
    features=""" 
close_0
SBDLX3"""
)

m15 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=40
)

m16 = M.derived_feature_extractor.v3(
    input_data=m15.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions=m16_user_functions_bigquant_run
)

[2022-04-21 19:44:52.071924] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-04-21 19:44:52.080629] INFO: moduleinvoker: 命中缓存

[2022-04-21 19:44:52.082303] INFO: moduleinvoker: instruments.v2 运行完成[0.010389s].

[2022-04-21 19:44:52.086104] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-04-21 19:44:52.114930] INFO: moduleinvoker: input_features.v1 运行完成[0.028817s].

[2022-04-21 19:44:52.127601] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2022-04-21 19:44:52.162072] WARNING: bigdatasource: cannot find filed [SBDLX3] table in field_table_map!

[2022-04-21 19:44:53.680461] WARNING: bigdatasource: unknown fields: ['SBDLX3']

[2022-04-21 19:44:53.862781] INFO: 基础特征抽取: 年份 2021, 特征行数=297653

[2022-04-21 19:44:53.895258] INFO: 基础特征抽取: 总行数: 297653

[2022-04-21 19:44:53.906806] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[1.779218s].

[2022-04-21 19:44:53.915303] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-04-21 19:44:54.375579] WARNING: derived_feature_extractor: 特征 SBDLX3，找不到依赖的列：SBDLX3

[2022-04-21 19:44:54.386904] INFO: derived_feature_extractor: 提取失败 SBDLX3: Unknown SBDLX3

[2022-04-21 19:44:54.823510] INFO: derived_feature_extractor: /y_2021, 297653

[2022-04-21 19:44:54.899593] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.984285s].