{"description":"实验创建于2019/1/21","graph":{"edges":[{"to_node_id":"-228:input_data","from_node_id":"-106:data"},{"to_node_id":"-204:features","from_node_id":"-131:data"},{"to_node_id":"-266:columns_ds","from_node_id":"-131:data"},{"to_node_id":"-106:features","from_node_id":"-150:data"},{"to_node_id":"-242:columns_ds","from_node_id":"-150:data"},{"to_node_id":"-204:instruments","from_node_id":"-154:data"},{"to_node_id":"-106:instruments","from_node_id":"-184:data"},{"to_node_id":"-528:input_data","from_node_id":"-197:data"},{"to_node_id":"-248:input_data","from_node_id":"-204:data"},{"to_node_id":"-242:input_ds","from_node_id":"-228:data"},{"to_node_id":"-197:data1","from_node_id":"-242:data"},{"to_node_id":"-266:input_ds","from_node_id":"-248:data"},{"to_node_id":"-248:features","from_node_id":"-256:data"},{"to_node_id":"-197:data2","from_node_id":"-266:data"},{"to_node_id":"-228:features","from_node_id":"-271:data"},{"to_node_id":"-528:features","from_node_id":"-546:data"}],"nodes":[{"node_id":"-106","module_id":"BigQuantSpace.use_datasource.use_datasource-v1","parameters":[{"name":"datasource_id","value":"bar1d_index_CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"2015-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2018-01-01","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-106"},{"name":"features","node_id":"-106"}],"output_ports":[{"name":"data","node_id":"-106"}],"cacheable":false,"seq_num":1,"comment":"bar1d_index_CN_STOCK_A表中抽取指数close数据","comment_collapsed":false},{"node_id":"-131","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"\n# 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# 本代码由可视化策略环境自动生成 2021年11月25日 18:47
# 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。


m5 = 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
close
open
low
high
adjust_factor"""
)

m3 = 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
close
instrument

"""
)

m6 = M.instruments.v2(
    start_date='2015-01-01',
    end_date='2018-01-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m4 = M.use_datasource.v1(
    instruments=m6.data,
    features=m5.data,
    datasource_id='bar1d_CN_STOCK_A',
    start_date='',
    end_date=''
)

m2 = M.instruments.v2(
    start_date='2015-01-01',
    end_date='2018-01-01',
    market='CN_STOCK_A',
    instrument_list='000300.HIX',
    max_count=0
)

m1 = M.use_datasource.v1(
    instruments=m2.data,
    features=m3.data,
    datasource_id='bar1d_index_CN_STOCK_A',
    start_date='2015-01-01',
    end_date='2018-01-01',
    m_cached=False
)

m12 = 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
stockret=close/shift(close,5)-1"""
)

m11 = M.derived_feature_extractor.v3(
    input_data=m4.data,
    features=m12.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m14 = M.select_columns.v3(
    input_ds=m11.data,
    columns_ds=m5.data,
    columns='',
    reverse_select=True
)

m15 = 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
bmret=close/shift(close,5)-1
"""
)

m7 = M.derived_feature_extractor.v3(
    input_data=m1.data,
    features=m15.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m9 = M.select_columns.v3(
    input_ds=m7.data,
    columns_ds=m3.data,
    columns='instrument,close',
    reverse_select=True
)

m8 = M.join.v3(
    data1=m9.data,
    data2=m14.data,
    on='date',
    how='inner',
    sort=False
)

m18 = 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
relative_ret=stockret-bmret"""
)

m17 = M.derived_feature_extractor.v3(
    input_data=m8.data,
    features=m18.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

[2021-11-25 18:46:33.677934] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-11-25 18:46:33.693524] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:33.696499] INFO: moduleinvoker: input_features.v1 运行完成[0.018628s].

[2021-11-25 18:46:33.704076] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-11-25 18:46:33.714662] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:33.717050] INFO: moduleinvoker: input_features.v1 运行完成[0.013001s].

[2021-11-25 18:46:33.723686] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-11-25 18:46:33.730666] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:33.732720] INFO: moduleinvoker: instruments.v2 运行完成[0.009022s].

[2021-11-25 18:46:33.739711] INFO: moduleinvoker: use_datasource.v1 开始运行..

[2021-11-25 18:46:33.753617] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:33.757001] INFO: moduleinvoker: use_datasource.v1 运行完成[0.017287s].

[2021-11-25 18:46:33.767783] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-11-25 18:46:33.786486] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:33.789918] INFO: moduleinvoker: instruments.v2 运行完成[0.022124s].

[2021-11-25 18:46:33.797769] INFO: moduleinvoker: use_datasource.v1 开始运行..

[2021-11-25 18:46:34.111979] INFO: moduleinvoker: use_datasource.v1 运行完成[0.314222s].

[2021-11-25 18:46:34.119626] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-11-25 18:46:34.126652] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:34.141030] INFO: moduleinvoker: input_features.v1 运行完成[0.021388s].

[2021-11-25 18:46:34.183340] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-11-25 18:46:34.202397] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:34.204883] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.021544s].

[2021-11-25 18:46:34.220439] INFO: moduleinvoker: select_columns.v3 开始运行..

[2021-11-25 18:46:34.228562] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:34.230467] INFO: moduleinvoker: select_columns.v3 运行完成[0.010042s].

[2021-11-25 18:46:34.236021] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-11-25 18:46:34.248462] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:34.250463] INFO: moduleinvoker: input_features.v1 运行完成[0.014465s].

[2021-11-25 18:46:34.263481] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-11-25 18:46:34.366004] INFO: derived_feature_extractor: 提取完成 bmret=close/shift(close,5)-1, 0.005s

[2021-11-25 18:46:34.464324] INFO: derived_feature_extractor: /data, 732

[2021-11-25 18:46:34.555130] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.291637s].

[2021-11-25 18:46:34.586130] INFO: moduleinvoker: select_columns.v3 开始运行..

[2021-11-25 18:46:34.775770] INFO: moduleinvoker: select_columns.v3 运行完成[0.189641s].

[2021-11-25 18:46:34.809169] INFO: moduleinvoker: join.v3 开始运行..

[2021-11-25 18:46:42.268237] INFO: join: /data, 行数=2169374/2169374, 耗时=7.347688s

[2021-11-25 18:46:42.362513] INFO: join: 最终行数: 2169374

[2021-11-25 18:46:42.376741] INFO: moduleinvoker: join.v3 运行完成[7.567565s].

[2021-11-25 18:46:42.389417] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-11-25 18:46:42.401646] INFO: moduleinvoker: 命中缓存

[2021-11-25 18:46:42.404571] INFO: moduleinvoker: input_features.v1 运行完成[0.015173s].

[2021-11-25 18:46:42.418038] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-11-25 18:46:49.442317] INFO: derived_feature_extractor: 提取完成 relative_ret=stockret-bmret, 0.011s

[2021-11-25 18:46:55.796149] INFO: derived_feature_extractor: /data, 2169374

[2021-11-25 18:46:56.556881] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[14.138824s].

列： ['instrument', 'close', 'close', 'instrument']
/data: 732