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# 本代码由可视化策略环境自动生成 2021年7月9日11:09
# 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.instruments.v2(
    start_date='2021-06-01',
    end_date='2021-07-01',
    market='CN_STOCK_A',
    instrument_list='000001.SZA',
    max_count=0
)

m3 = M.input_features.v1(
    features="""close_0/mean(close_0,5)
close_0/open_0
open_0/mean(close_0,5)
"""
)

m2 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=0
)

m4 = M.derived_feature_extractor.v3(
    input_data=m2.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=True,
    remove_extra_columns=False,
    user_functions={}
)

m5 = M.dl_convert_to_bin.v2(
    input_data=m4.data,
    features=m3.data,
    window_size=2,
    feature_clip=5,
    flatten=True,
    window_along_col='instrument'
)

m7 = M.dl_convert_to_bin.v2(
    input_data=m4.data,
    features=m3.data,
    window_size=3,
    feature_clip=5,
    flatten=True,
    window_along_col='instrument'
)

m6 = M.dl_convert_to_bin.v2(
    input_data=m4.data,
    features=m3.data,
    window_size=3,
    feature_clip=5,
    flatten=False,
    window_along_col='instrument'
)

[2021-07-08 11:19:27.950136] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-07-08 11:19:27.966034] INFO: moduleinvoker: 命中缓存

[2021-07-08 11:19:27.968438] INFO: moduleinvoker: instruments.v2 运行完成[0.018314s].

[2021-07-08 11:19:27.973663] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-07-08 11:19:27.981254] INFO: moduleinvoker: 命中缓存

[2021-07-08 11:19:27.983511] INFO: moduleinvoker: input_features.v1 运行完成[0.009743s].

[2021-07-08 11:19:28.021560] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2021-07-08 11:19:28.027453] INFO: moduleinvoker: 命中缓存

[2021-07-08 11:19:28.028720] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.007183s].

[2021-07-08 11:19:28.095616] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-07-08 11:19:28.102308] INFO: moduleinvoker: 命中缓存

[2021-07-08 11:19:28.104209] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.0086s].

[2021-07-08 11:19:28.185565] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..

[2021-07-08 11:19:28.191787] INFO: moduleinvoker: 命中缓存

[2021-07-08 11:19:28.193318] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.007779s].

[2021-07-08 11:19:28.199969] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..

[2021-07-08 11:19:28.207160] INFO: moduleinvoker: 命中缓存

[2021-07-08 11:19:28.209201] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.00925s].

[2021-07-08 11:19:28.217331] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..

[2021-07-08 11:19:28.224940] INFO: moduleinvoker: 命中缓存

[2021-07-08 11:19:28.226897] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.009583s].