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    In [14]:
    # 本代码由可视化策略环境自动生成 2022年8月22日 22:29
# 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='2010-01-01',
    end_date='2015-01-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m5 = M.auto_labeler_on_datasource.v1(
    input_data=m1.data,
    label_expr="""# #号开始的表示注释
# 0. 每行一个，顺序执行，从第二个开始，可以使用label字段
# 1. 可用数据字段见 https://bigquant.com/docs/develop/datasource/deprecated/history_data.html
# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/develop/bigexpr/usage.html>`_

# 计算收益：5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
shift(close, -5) / shift(open, -1)

# 极值处理：用1%和99%分位的值做clip
clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))

# 将分数映射到分类，这里使用20个分类
all_wbins(label, 20)

# 过滤掉一字涨停的情况 (设置label为NaN，在后续处理和训练中会忽略NaN的label)
where(shift(high, -1) == shift(low, -1), NaN, label)
""",
    drop_na_label=False,
    cast_label_int=False,
    date_col='date',
    instrument_col='instrument',
    user_functions={},
    m_cached=False
)

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
log(market_cap_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={}
)

    ---------------------------------------------------------------------------
HDF5ExtError                              Traceback (most recent call last)
HDF5ExtError: HDF5 error back trace

  File "H5F.c", line 509, in H5Fopen
    unable to open file
  File "H5Fint.c", line 1400, in H5F__open
    unable to open file
  File "H5Fint.c", line 1700, in H5F_open
    unable to read superblock
  File "H5Fsuper.c", line 411, in H5F__super_read
    file signature not found

End of HDF5 error back trace

Unable to open/create file '/var/app/data/bigquant/datasource/user/v3/d/45/d45ac8d8e23b4f95857806918c5f2ccaT'

During handling of the above exception, another exception occurred:

Exception                                 Traceback (most recent call last)
<ipython-input-14-9c7e54dd4352> in <module>
     11 )
     12 
---> 13 m5 = M.auto_labeler_on_datasource.v1(
     14     input_data=m1.data,
     15     label_expr="""# #号开始的表示注释

Exception: 缓存文件异常 d45ac8d8e23b4f95857806918c5f2ccaT , 请取消当前模块缓存/重新写入数据后重试!
    In [ ]: