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# 本代码由可视化策略环境自动生成 2021年12月20日 18:41
# 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.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
return_5
"""
)

m3 = M.instruments.v2(
    start_date='2021-01-01',
    end_date='2021-10-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m4 = M.general_feature_extractor.v7(
    instruments=m3.data,
    features=m2.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m1 = M.betaindex_build.v1(
    input_1=m4.data,
    factor_name='return_5',
    factor_direction=1,
    rebalance_days=1,
    cost=0.0008,
    stock_num=1
)

[2021-12-20 18:35:01.324100] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-12-20 18:35:01.381272] INFO: moduleinvoker: 命中缓存

[2021-12-20 18:35:01.384090] INFO: moduleinvoker: input_features.v1 运行完成[0.060016s].

[2021-12-20 18:35:01.474096] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-12-20 18:35:01.568975] INFO: moduleinvoker: 命中缓存

[2021-12-20 18:35:01.576647] INFO: moduleinvoker: instruments.v2 运行完成[0.102546s].

[2021-12-20 18:35:01.661035] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2021-12-20 18:35:01.706207] INFO: moduleinvoker: 命中缓存

[2021-12-20 18:35:01.709011] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.048009s].

[2021-12-20 18:35:01.721715] INFO: moduleinvoker: betaindex_build.v1 开始运行..

[2021-12-20 18:36:12.175227] INFO: moduleinvoker: betaindex_build.v1 运行完成[70.453506s].