复制链接
克隆策略

    {"description":"实验创建于2021/12/9","graph":{"edges":[{"to_node_id":"-119:input_ds","from_node_id":"-105:data"},{"to_node_id":"-127:input_data","from_node_id":"-119:sorted_data"},{"to_node_id":"-133:input_data","from_node_id":"-127:data"},{"to_node_id":"-137:input_data","from_node_id":"-133:data"},{"to_node_id":"-388:input_data","from_node_id":"-137:data"}],"nodes":[{"node_id":"-105","module_id":"BigQuantSpace.use_datasource.use_datasource-v1","parameters":[{"name":"datasource_id","value":"bar1d_CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"2021-11-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2021-12-08","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-105"},{"name":"features","node_id":"-105"}],"output_ports":[{"name":"data","node_id":"-105"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-119","module_id":"BigQuantSpace.sort.sort-v5","parameters":[{"name":"sort_by","value":"high","type":"Literal","bound_global_parameter":null},{"name":"group_by","value":"date,instrument","type":"Literal","bound_global_parameter":null},{"name":"keep_columns","value":"--","type":"Literal","bound_global_parameter":null},{"name":"ascending","value":"True","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_ds","node_id":"-119"},{"name":"sort_by_ds","node_id":"-119"}],"output_ports":[{"name":"sorted_data","node_id":"-119"}],"cacheable":true,"seq_num":4,"comment":"","comment_collapsed":true},{"node_id":"-127","module_id":"BigQuantSpace.winsorize.winsorize-v6","parameters":[{"name":"columns_input","value":"open\nvolume","type":"Literal","bound_global_parameter":null},{"name":"median_deviate","value":"5","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-127"},{"name":"features","node_id":"-127"}],"output_ports":[{"name":"data","node_id":"-127"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-133","module_id":"BigQuantSpace.dropnan.dropnan-v2","parameters":[],"input_ports":[{"name":"input_data","node_id":"-133"},{"name":"features","node_id":"-133"}],"output_ports":[{"name":"data","node_id":"-133"}],"cacheable":true,"seq_num":3,"comment":"","comment_collapsed":true},{"node_id":"-137","module_id":"BigQuantSpace.filter.filter-v3","parameters":[{"name":"expr","value":"adjust_factor>1000","type":"Literal","bound_global_parameter":null},{"name":"output_left_data","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-137"}],"output_ports":[{"name":"data","node_id":"-137"},{"name":"left_data","node_id":"-137"}],"cacheable":true,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-388","module_id":"BigQuantSpace.chinaa_stock_filter.chinaa_stock_filter-v1","parameters":[{"name":"index_constituent_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%8150%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%8150%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B2%AA%E6%B7%B1300%22%2C%22displayValue%22%3A%22%E6%B2%AA%E6%B7%B1300%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81500%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81500%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81800%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81800%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%81180%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%81180%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%B8%AD%E8%AF%81100%22%2C%22displayValue%22%3A%22%E4%B8%AD%E8%AF%81100%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B7%B1%E8%AF%81100%22%2C%22displayValue%22%3A%22%E6%B7%B1%E8%AF%81100%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"board_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%B8%8A%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22displayValue%22%3A%22%E4%B8%8A%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B7%B1%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22displayValue%22%3A%22%E6%B7%B1%E8%AF%81%E4%B8%BB%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%88%9B%E4%B8%9A%E6%9D%BF%22%2C%22displayValue%22%3A%22%E5%88%9B%E4%B8%9A%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E7%A7%91%E5%88%9B%E6%9D%BF%22%2C%22displayValue%22%3A%22%E7%A7%91%E5%88%9B%E6%9D%BF%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"industry_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E4%BA%A4%E9%80%9A%E8%BF%90%E8%BE%93%22%2C%22displayValue%22%3A%22%E4%BA%A4%E9%80%9A%E8%BF%90%E8%BE%93%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%BC%91%E9%97%B2%E6%9C%8D%E5%8A%A1%22%2C%22displayValue%22%3A%22%E4%BC%91%E9%97%B2%E6%9C%8D%E5%8A%A1%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E4%BC%A0%E5%AA%92%2F%E4%BF%A1%E6%81%AF%E6%9C%8D%E5%8A%A1%22%2C%22displayValue%22%3A%22%E4%BC%A0%E5%AA%92%2F%E4%BF%A1%E6%81%AF%E6%9C%8D%E5%8A%A1%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%85%AC%E7%94%A8%E4%BA%8B%E4%B8%9A%22%2C%22displayValue%22%3A%22%E5%85%AC%E7%94%A8%E4%BA%8B%E4%B8%9A%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%86%9C%E6%9E%97%E7%89%A7%E6%B8%94%22%2C%22displayValue%22%3A%22%E5%86%9C%E6%9E%97%E7%89%A7%E6%B8%94%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%8C%96%E5%B7%A5%22%2C%22displayValue%22%3A%22%E5%8C%96%E5%B7%A5%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%8C%BB%E8%8D%AF%E7%94%9F%E7%89%A9%22%2C%22displayValue%22%3A%22%E5%8C%BB%E8%8D%AF%E7%94%9F%E7%89%A9%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%95%86%E4%B8%9A%E8%B4%B8%E6%98%93%22%2C%22displayValue%22%3A%22%E5%95%86%E4%B8%9A%E8%B4%B8%E6%98%93%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%9B%BD%E9%98%B2%E5%86%9B%E5%B7%A5%22%2C%22displayValue%22%3A%22%E5%9B%BD%E9%98%B2%E5%86%9B%E5%B7%A5%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%AE%B6%E7%94%A8%E7%94%B5%E5%99%A8%22%2C%22displayValue%22%3A%22%E5%AE%B6%E7%94%A8%E7%94%B5%E5%99%A8%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%BB%BA%E7%AD%91%E6%9D%90%E6%96%99%2F%E5%BB%BA%E7%AD%91%E5%BB%BA%E6%9D%90%22%2C%22displayValue%22%3A%22%E5%BB%BA%E7%AD%91%E6%9D%90%E6%96%99%2F%E5%BB%BA%E7%AD%91%E5%BB%BA%E6%9D%90%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E5%BB%BA%E7%AD%91%E8%A3%85%E9%A5%B0%22%2C%22displayValue%22%3A%22%E5%BB%BA%E7%AD%91%E8%A3%85%E9%A5%B0%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%88%BF%E5%9C%B0%E4%BA%A7%22%2C%22displayValue%22%3A%22%E6%88%BF%E5%9C%B0%E4%BA%A7%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%9C%89%E8%89%B2%E9%87%91%E5%B1%9E%22%2C%22displayValue%22%3A%22%E6%9C%89%E8%89%B2%E9%87%91%E5%B1%9E%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%9C%BA%E6%A2%B0%E8%AE%BE%E5%A4%87%22%2C%22displayValue%22%3A%22%E6%9C%BA%E6%A2%B0%E8%AE%BE%E5%A4%87%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%B1%BD%E8%BD%A6%2F%E4%BA%A4%E8%BF%90%E8%AE%BE%E5%A4%87%22%2C%22displayValue%22%3A%22%E6%B1%BD%E8%BD%A6%2F%E4%BA%A4%E8%BF%90%E8%AE%BE%E5%A4%87%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E7%94%B5%E5%AD%90%22%2C%22displayValue%22%3A%22%E7%94%B5%E5%AD%90%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E7%94%B5%E6%B0%94%E8%AE%BE%E5%A4%87%22%2C%22displayValue%22%3A%22%E7%94%B5%E6%B0%94%E8%AE%BE%E5%A4%87%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E7%BA%BA%E7%BB%87%E6%9C%8D%E8%A3%85%22%2C%22displayValue%22%3A%22%E7%BA%BA%E7%BB%87%E6%9C%8D%E8%A3%85%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E7%BB%BC%E5%90%88%22%2C%22displayValue%22%3A%22%E7%BB%BC%E5%90%88%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E8%AE%A1%E7%AE%97%E6%9C%BA%22%2C%22displayValue%22%3A%22%E8%AE%A1%E7%AE%97%E6%9C%BA%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E8%BD%BB%E5%B7%A5%E5%88%B6%E9%80%A0%22%2C%22displayValue%22%3A%22%E8%BD%BB%E5%B7%A5%E5%88%B6%E9%80%A0%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E9%80%9A%E4%BF%A1%22%2C%22displayValue%22%3A%22%E9%80%9A%E4%BF%A1%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E9%87%87%E6%8E%98%22%2C%22displayValue%22%3A%22%E9%87%87%E6%8E%98%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E9%92%A2%E9%93%81%22%2C%22displayValue%22%3A%22%E9%92%A2%E9%93%81%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E9%93%B6%E8%A1%8C%22%2C%22displayValue%22%3A%22%E9%93%B6%E8%A1%8C%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E9%9D%9E%E9%93%B6%E9%87%91%E8%9E%8D%22%2C%22displayValue%22%3A%22%E9%9D%9E%E9%93%B6%E9%87%91%E8%9E%8D%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E9%A3%9F%E5%93%81%E9%A5%AE%E6%96%99%22%2C%22displayValue%22%3A%22%E9%A3%9F%E5%93%81%E9%A5%AE%E6%96%99%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"st_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E6%AD%A3%E5%B8%B8%22%2C%22displayValue%22%3A%22%E6%AD%A3%E5%B8%B8%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22ST%22%2C%22displayValue%22%3A%22ST%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22*ST%22%2C%22displayValue%22%3A%22*ST%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E6%9A%82%E5%81%9C%E4%B8%8A%E5%B8%82%22%2C%22displayValue%22%3A%22%E6%9A%82%E5%81%9C%E4%B8%8A%E5%B8%82%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"delist_cond","value":"%7B%22enumItems%22%3A%5B%7B%22value%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22displayValue%22%3A%22%E5%85%A8%E9%83%A8%22%2C%22selected%22%3Atrue%7D%2C%7B%22value%22%3A%22%E9%80%80%E5%B8%82%22%2C%22displayValue%22%3A%22%E9%80%80%E5%B8%82%22%2C%22selected%22%3Afalse%7D%2C%7B%22value%22%3A%22%E9%9D%9E%E9%80%80%E5%B8%82%22%2C%22displayValue%22%3A%22%E9%9D%9E%E9%80%80%E5%B8%82%22%2C%22selected%22%3Afalse%7D%5D%7D","type":"Literal","bound_global_parameter":null},{"name":"output_left_data","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-388"}],"output_ports":[{"name":"data","node_id":"-388"},{"name":"left_data","node_id":"-388"}],"cacheable":true,"seq_num":6,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-105' Position='517,108,200,200'/><node_position Node='-119' Position='566.2677001953125,182.30908203125,200,200'/><node_position Node='-127' Position='568.13818359375,269.3678283691406,200,200'/><node_position Node='-133' Position='579.3063354492188,339.1117248535156,200,200'/><node_position Node='-137' Position='582.0863647460938,415.97723388671875,200,200'/><node_position Node='-388' Position='592.07080078125,478.50177001953125,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [1]:
    # 本代码由可视化策略环境自动生成 2021年12月10日 18:36
# 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。


m2 = M.use_datasource.v1(
    datasource_id='bar1d_CN_STOCK_A',
    start_date='2021-11-01',
    end_date='2021-12-08'
)

m4 = M.sort.v5(
    input_ds=m2.data,
    sort_by='high',
    group_by='date,instrument',
    keep_columns='--',
    ascending=True
)

m1 = M.winsorize.v6(
    input_data=m4.sorted_data,
    columns_input="""open
volume""",
    median_deviate=5
)

m3 = M.dropnan.v2(
    input_data=m1.data
)

m5 = M.filter.v3(
    input_data=m3.data,
    expr='adjust_factor>1000',
    output_left_data=False
)

m6 = M.chinaa_stock_filter.v1(
    input_data=m5.data,
    index_constituent_cond=['全部'],
    board_cond=['全部'],
    industry_cond=['全部'],
    st_cond=['全部'],
    delist_cond=['全部'],
    output_left_data=False
)
    In [2]:
    m6.data.read()
    Out[2]:
    turn adjust_factor instrument date open volume low deal_number close high amount
    3012 0.706926 5817.385254 600601.SHA 2021-11-01 2988.992188 15516258.0 14543.463867 2554.0 14834.333008 15067.028320 39459111.0
    3054 0.510729 5951.085938 600651.SHA 2021-11-01 2988.992188 5865298.0 17020.105469 4311.0 17496.191406 17793.746094 17282546.0
    3055 0.800310 5440.222168 600652.SHA 2021-11-01 2988.992188 6664206.0 11533.271484 1023.0 11750.879883 11914.086914 14431426.0
    3056 0.732456 10055.639648 600653.SHA 2021-11-01 2988.992188 14256381.0 19306.828125 9688.0 19507.941406 19709.054688 27609189.0
    3057 1.362319 1506.963745 600654.SHA 2021-11-01 2938.579102 10286100.0 2802.952393 1506.0 2848.161377 2938.579102 19439248.0
    ... ... ... ... ... ... ... ... ... ... ... ...
    127164 0.758197 5817.385254 600601.SHA 2021-12-08 3159.289795 16641597.0 15416.071289 2422.0 15532.418945 15765.114258 44541004.0
    127206 0.438792 5951.085938 600651.SHA 2021-12-08 3159.289795 5039164.0 17496.191406 3171.0 17972.279297 17972.279297 15068324.0
    127207 3.962900 5440.222168 600652.SHA 2021-12-08 3159.289795 32999203.0 15395.829102 6483.0 16320.666992 16375.068359 97465452.0
    127208 1.394743 10055.639648 600653.SHA 2021-12-08 3159.289795 27147000.0 18804.046875 12898.0 19105.716797 19306.828125 51536411.0
    127209 4.335334 1506.963745 600654.SHA 2021-12-08 2938.579102 32733646.0 2938.579102 3576.0 3074.206055 3104.345215 66956368.0

    140 rows × 11 columns