克隆策略

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    In [2]:
    # 本代码由可视化策略环境自动生成 2021年1月14日 16:08
# 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='2015-01-01',
    end_date='2015-02-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m2 = M.input_features.v1(
    features="""# 国泰君安 Count(a, n)，过去5天close_0 > close_1 的天数
conditions = where(close_0 > close_1, 1, 0)
count_ = sum(conditions, 5)


# # 国泰君安 Regbeta(a, b, n)，return_0 对 close_0 的回归系数
regbeta = ta_beta(return_0, close_0, 5)


# 国泰君安 Regresi(a, b, n) （与ta_beta中的n相对应）
regresi = return_0 - regbeta * close_0"""
)

m3 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m2.data,
    start_date='',
    end_date='',
    before_start_days=90
)

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