克隆策略
In [12]:
tmp = m6.data.read_df()
tmp[(tmp.instrument == "000001.SZA")&(tmp.date == "2020-12-15") ]
Out[12]:
date instrument volume_1 volume_2 volume_1/volume_2
1 2020-12-15 000001.SZA 83599174 88779387 0.941651
In [13]:
tmp = m5.data.read_df()
tmp[(tmp.instrument == "000001.SZA")&(tmp.date == "2020-12-15") ]
Out[13]:
date instrument volume_1 volume_2 volume_1/volume_2
1 2020-12-15 000001.SZA 83599174 88779387 NaN

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    In [10]:
    # 本代码由可视化策略环境自动生成 2021年9月3日 17:07
    # 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。
    
    
    m8 = M.instruments.v2(
        start_date='2021-02-02',
        end_date='2021-09-02',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    m9 = M.input_features.v1(
        features='volume_1/volume_2'
    )
    
    m7 = M.general_feature_extractor.v7(
        instruments=m8.data,
        features=m9.data,
        start_date='',
        end_date='',
        before_start_days=50
    )
    
    m6 = M.derived_feature_extractor.v3(
        input_data=m7.data,
        features=m9.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=True,
        remove_extra_columns=False
    )
    
    m5 = M.standardlize.v8(
        input_1=m6.data,
        input_2=m9.data,
        columns_input=''
    )