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克隆策略
In [58]:
# m4.data.read()
In [57]:
# df = m4.data.read()
# len(df[df.fs_eps_yoy_0.isnull()])
In [56]:
# df2 = m9.data.read()
# len(df[df2.fs_eps_yoy_0.isnull()])
In [55]:
# df[df2.fs_eps_yoy_0.isnull()]

    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    In [54]:
    # 本代码由可视化策略环境自动生成 2022年11月21日 16:15
    # 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='2019-01-01',
        end_date='2019-03-01',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    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
    fs_eps_yoy_0
    ps_ttm_0
    industry_sw_level1_0
    volume_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={}
    )
    
    m9 = M.fill_nan.v8(
        input_1=m4.data,
        columns_input=['fs_eps_yoy_0'],
        group_key=['date','industry_sw_level1_0'],
        method='使用中位数填充',
        fillnum=0.0
    )
    
    m8 = M.filter.v3(
        input_data=m9.data,
        expr='industry_sw_level1_0!=0',
        output_left_data=False
    )
    
    m6 = M.select_columns.v3(
        input_ds=m4.data,
        columns='date,instrument,volume_0',
        reverse_select=False
    )
    
    m7 = M.period_resample.v1(
        input_1=m6.data,
        resample_period='M',
        how_key='sum'
    )
    
    m12 = M.select_columns.v3(
        input_ds=m4.data,
        columns='date,instrument,fs_eps_yoy_0',
        reverse_select=False
    )
    
    m13 = M.period_resample.v1(
        input_1=m12.data,
        resample_period='M',
        how_key='last'
    )
    
    m11 = M.join.v3(
        data1=m7.data_1,
        data2=m13.data_1,
        on='date,instrument',
        how='inner',
        sort=False
    )
    
    ---------------------------------------------------------------------------
    TypeError                                 Traceback (most recent call last)
    TypeError: resample() got an unexpected keyword argument 'how'
    
    During handling of the above exception, another exception occurred:
    
    TypeError                                 Traceback (most recent call last)
    <ipython-input-54-61b75698876b> in <module>
         46 )
         47 
    ---> 48 m7 = M.period_resample.v1(
         49     input_1=m6.data,
         50     resample_period='M',
    
    TypeError: resample() got an unexpected keyword argument 'how'