{"description":"实验创建于1/13/2021","graph":{"edges":[{"to_node_id":"-18:instruments","from_node_id":"-5:data"},{"to_node_id":"-79:instruments","from_node_id":"-5:data"},{"to_node_id":"-25:input_data","from_node_id":"-18:data"},{"to_node_id":"-1616:input_data","from_node_id":"-25:data"},{"to_node_id":"-58:input_ds","from_node_id":"-41:data"},{"to_node_id":"-1423:input_ds","from_node_id":"-41:data"},{"to_node_id":"-1390:input_ds","from_node_id":"-79:data"},{"to_node_id":"-494:data2","from_node_id":"-1390:data"},{"to_node_id":"-41:input_data","from_node_id":"-494:data"},{"to_node_id":"-18:features","from_node_id":"-958:data"},{"to_node_id":"-25:features","from_node_id":"-958:data"},{"to_node_id":"-494:data1","from_node_id":"-1616:data"}],"nodes":[{"node_id":"-5","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2022-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2022-06-28","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-5"}],"output_ports":[{"name":"data","node_id":"-5"}],"cacheable":false,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-18","module_id":"BigQuantSpace.general_feature_extractor.general_feature_extractor-v7","parameters":[{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"before_start_days","value":90,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-18"},{"name":"features","node_id":"-18"}],"output_ports":[{"name":"data","node_id":"-18"}],"cacheable":false,"seq_num":3,"comment":"","comment_collapsed":true},{"node_id":"-25","module_id":"BigQuantSpace.derived_feature_extractor.derived_feature_extractor-v3","parameters":[{"name":"date_col","value":"date","type":"Literal","bound_global_parameter":null},{"name":"instrument_col","value":"instrument","type":"Literal","bound_global_parameter":null},{"name":"drop_na","value":"False","type":"Literal","bound_global_parameter":null},{"name":"remove_extra_columns","value":"False","type":"Literal","bound_global_parameter":null},{"name":"user_functions","value":"{}","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-25"},{"name":"features","node_id":"-25"}],"output_ports":[{"name":"data","node_id":"-25"}],"cacheable":false,"seq_num":4,"comment":"","comment_collapsed":true},{"node_id":"-58","module_id":"BigQuantSpace.sort.sort-v5","parameters":[{"name":"sort_by","value":"ret","type":"Literal","bound_global_parameter":null},{"name":"group_by","value":"date","type":"Literal","bound_global_parameter":null},{"name":"keep_columns","value":"--","type":"Literal","bound_global_parameter":null},{"name":"ascending","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_ds","node_id":"-58"},{"name":"sort_by_ds","node_id":"-58"}],"output_ports":[{"name":"sorted_data","node_id":"-58"}],"cacheable":false,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-41","module_id":"BigQuantSpace.filter.filter-v3","parameters":[{"name":"expr","value":"list_days_0>365 and date=='2022-06-28'","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":"-41"}],"output_ports":[{"name":"data","node_id":"-41"},{"name":"left_data","node_id":"-41"}],"cacheable":false,"seq_num":6,"comment":"","comment_collapsed":true},{"node_id":"-79","module_id":"BigQuantSpace.use_datasource.use_datasource-v1","parameters":[{"name":"datasource_id","value":"basic_info_IndustrySw","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-79"},{"name":"features","node_id":"-79"}],"output_ports":[{"name":"data","node_id":"-79"}],"cacheable":false,"seq_num":7,"comment":"","comment_collapsed":true},{"node_id":"-1390","module_id":"BigQuantSpace.select_columns.select_columns-v3","parameters":[{"name":"columns","value":"code,name","type":"Literal","bound_global_parameter":null},{"name":"reverse_select","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_ds","node_id":"-1390"},{"name":"columns_ds","node_id":"-1390"}],"output_ports":[{"name":"data","node_id":"-1390"}],"cacheable":false,"seq_num":9,"comment":"","comment_collapsed":true},{"node_id":"-494","module_id":"BigQuantSpace.join.join-v3","parameters":[{"name":"on","value":"code","type":"Literal","bound_global_parameter":null},{"name":"how","value":"outer","type":"Literal","bound_global_parameter":null},{"name":"sort","value":"False","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"data1","node_id":"-494"},{"name":"data2","node_id":"-494"}],"output_ports":[{"name":"data","node_id":"-494"}],"cacheable":false,"seq_num":10,"comment":"","comment_collapsed":true},{"node_id":"-958","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"list_days_0\n# 收益\nret = (close_0-close_20)/close_20\n#昨日收益\nret1=(close_0-close_1)/close_1\n#读取申万\ncode=industry_sw_level1_0.astype('str')\n# 涨跌停状态\nprice_limit_status_0\n\n# 是否涨停\nlimit_up = where(price_limit_status_0 == 3, 1, 0)\n\n# 是否跌停\nlimit_down = where(price_limit_status_0 == 1, 1, 0)\n\n# 是否涨幅7%以上\nup_7_10 = where((ret1 > 0.07) & (limit_up==0), 1, 0)\n\n# 其他\nz_other = where(price_limit_status_0 ==2, 1, 0)\n\n# 分行业统计涨停数量\nindustry_limit_up = group_sum(industry_sw_level1_0, limit_up)\n\n# 分行业统计跌停数量\nindustry_limit_down = group_sum(industry_sw_level1_0, limit_down)\n\n# 分行业统计其他数量\nindustry_other= group_sum(industry_sw_level1_0,z_other)\n","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-958"}],"output_ports":[{"name":"data","node_id":"-958"}],"cacheable":false,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-1423","module_id":"BigQuantSpace.sort.sort-v5","parameters":[{"name":"sort_by","value":"ret1","type":"Literal","bound_global_parameter":null},{"name":"group_by","value":"date","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":"-1423"},{"name":"sort_by_ds","node_id":"-1423"}],"output_ports":[{"name":"sorted_data","node_id":"-1423"}],"cacheable":true,"seq_num":8,"comment":"","comment_collapsed":true},{"node_id":"-1616","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%3Afalse%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%3Atrue%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%3Atrue%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%3Atrue%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%2C%7B%22value%22%3A%22%E5%8C%97%E4%BA%A4%E6%89%80%22%2C%22displayValue%22%3A%22%E5%8C%97%E4%BA%A4%E6%89%80%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%3Afalse%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%3Atrue%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%3Afalse%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%3Atrue%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":"-1616"}],"output_ports":[{"name":"data","node_id":"-1616"},{"name":"left_data","node_id":"-1616"}],"cacheable":true,"seq_num":11,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-5' Position='147,200,200,200'/><node_position Node='-18' Position='477,296,200,200'/><node_position Node='-25' Position='488,417,200,200'/><node_position Node='-58' Position='559,1020,200,200'/><node_position Node='-41' Position='544,874,200,200'/><node_position Node='-79' Position='180,482,200,200'/><node_position Node='-1390' Position='261,592,200,200'/><node_position Node='-494' Position='505,773,200,200'/><node_position Node='-958' Position='602,31,200,200'/><node_position Node='-1423' Position='205,1020,200,200'/><node_position Node='-1616' Position='567,585,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}

# 本代码由可视化策略环境自动生成 2022年6月29日 13:45
# 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='2022-01-01',
    end_date='2022-06-28',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0,
    m_cached=False
)

m7 = M.use_datasource.v1(
    instruments=m1.data,
    datasource_id='basic_info_IndustrySw',
    start_date='',
    end_date='',
    m_cached=False
)

m9 = M.select_columns.v3(
    input_ds=m7.data,
    columns='code,name',
    reverse_select=False,
    m_cached=False
)

m2 = M.input_features.v1(
    features="""list_days_0
# 收益
ret = (close_0-close_20)/close_20
#昨日收益
ret1=(close_0-close_1)/close_1
#读取申万
code=industry_sw_level1_0.astype('str')
# 涨跌停状态
price_limit_status_0

# 是否涨停
limit_up = where(price_limit_status_0 == 3, 1, 0)

# 是否跌停
limit_down = where(price_limit_status_0 == 1, 1, 0)

# 是否涨幅7%以上
up_7_10 = where((ret1 > 0.07) & (limit_up==0), 1, 0)

# 其他
z_other = where(price_limit_status_0 ==2, 1, 0)

# 分行业统计涨停数量
industry_limit_up = group_sum(industry_sw_level1_0, limit_up)

# 分行业统计跌停数量
industry_limit_down = group_sum(industry_sw_level1_0, limit_down)

# 分行业统计其他数量
industry_other= group_sum(industry_sw_level1_0,z_other)
""",
    m_cached=False
)

m3 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m2.data,
    start_date='',
    end_date='',
    before_start_days=90,
    m_cached=False
)

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={},
    m_cached=False
)

m11 = M.chinaa_stock_filter.v1(
    input_data=m4.data,
    index_constituent_cond=['全部'],
    board_cond=['上证主板', '深证主板', '创业板'],
    industry_cond=['全部'],
    st_cond=['正常'],
    delist_cond=['非退市'],
    output_left_data=False
)

m10 = M.join.v3(
    data1=m11.data,
    data2=m9.data,
    on='code',
    how='outer',
    sort=False,
    m_cached=False
)

m6 = M.filter.v3(
    input_data=m10.data,
    expr='list_days_0>365 and date==\'2022-06-28\'',
    output_left_data=False,
    m_cached=False
)

m5 = M.sort.v5(
    input_ds=m6.data,
    sort_by='ret',
    group_by='date',
    keep_columns='--',
    ascending=False,
    m_cached=False
)

m8 = M.sort.v5(
    input_ds=m6.data,
    sort_by='ret1',
    group_by='date',
    keep_columns='--',
    ascending=True
)

[2022-06-29 13:41:18.317711] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-06-29 13:41:18.528327] INFO: moduleinvoker: instruments.v2 运行完成[0.210574s].

[2022-06-29 13:41:18.541163] INFO: moduleinvoker: use_datasource.v1 开始运行..

[2022-06-29 13:41:18.702463] INFO: moduleinvoker: use_datasource.v1 运行完成[0.161299s].

[2022-06-29 13:41:18.730214] INFO: moduleinvoker: select_columns.v3 开始运行..

[2022-06-29 13:41:19.062159] INFO: moduleinvoker: select_columns.v3 运行完成[0.331952s].

[2022-06-29 13:41:19.070661] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-06-29 13:41:19.147966] INFO: moduleinvoker: input_features.v1 运行完成[0.077278s].

[2022-06-29 13:41:19.184630] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2022-06-29 13:41:29.628665] INFO: 基础特征抽取: 年份 2021, 特征行数=279539

[2022-06-29 13:41:35.950021] INFO: 基础特征抽取: 年份 2022, 特征行数=545581

[2022-06-29 13:41:36.189916] INFO: 基础特征抽取: 总行数: 825120

[2022-06-29 13:41:36.194488] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[17.009899s].

[2022-06-29 13:41:36.230853] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-06-29 13:41:38.714967] INFO: derived_feature_extractor: 提取完成 ret = (close_0-close_20)/close_20, 0.015s

[2022-06-29 13:41:38.728337] INFO: derived_feature_extractor: 提取完成 ret1=(close_0-close_1)/close_1, 0.006s

[2022-06-29 13:41:40.301384] INFO: derived_feature_extractor: 提取完成 code=industry_sw_level1_0.astype('str'), 1.567s

[2022-06-29 13:41:40.320839] INFO: derived_feature_extractor: 提取完成 limit_up = where(price_limit_status_0 == 3, 1, 0), 0.016s

[2022-06-29 13:41:40.331356] INFO: derived_feature_extractor: 提取完成 limit_down = where(price_limit_status_0 == 1, 1, 0), 0.004s

[2022-06-29 13:41:40.340050] INFO: derived_feature_extractor: 提取完成 up_7_10 = where((ret1 > 0.07) & (limit_up==0), 1, 0), 0.006s

[2022-06-29 13:41:40.377337] INFO: derived_feature_extractor: 提取完成 z_other = where(price_limit_status_0 ==2, 1, 0), 0.033s

[2022-06-29 13:41:40.647153] INFO: derived_feature_extractor: 提取完成 industry_limit_up = group_sum(industry_sw_level1_0, limit_up), 0.262s

[2022-06-29 13:41:40.922926] INFO: derived_feature_extractor: 提取完成 industry_limit_down = group_sum(industry_sw_level1_0, limit_down), 0.258s

[2022-06-29 13:41:41.214046] INFO: derived_feature_extractor: 提取完成 industry_other= group_sum(industry_sw_level1_0,z_other), 0.284s

[2022-06-29 13:41:42.303040] INFO: derived_feature_extractor: /y_2021, 279539

[2022-06-29 13:41:44.044306] INFO: derived_feature_extractor: /y_2022, 545581

[2022-06-29 13:41:44.780207] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[8.549319s].

[2022-06-29 13:41:44.804797] INFO: moduleinvoker: chinaa_stock_filter.v1 开始运行..

[2022-06-29 13:41:46.938394] INFO: A股股票过滤: 过滤 /y_2021, 244012/0/279539

[2022-06-29 13:41:50.356096] INFO: A股股票过滤: 过滤 /y_2022, 469367/0/545581

[2022-06-29 13:41:50.361882] INFO: A股股票过滤: 过滤完成, 713379 + 0

[2022-06-29 13:41:50.399235] INFO: moduleinvoker: chinaa_stock_filter.v1 运行完成[5.594423s].

[2022-06-29 13:41:50.500951] INFO: moduleinvoker: join.v3 开始运行..

[2022-06-29 13:41:54.232280] INFO: join: 行数=1398598/713379/870, 耗时=0.834714s

[2022-06-29 13:41:54.282310] INFO: join: 最终行数: 1398598

[2022-06-29 13:41:54.301820] INFO: moduleinvoker: join.v3 运行完成[3.800841s].

[2022-06-29 13:41:54.341553] INFO: moduleinvoker: filter.v3 开始运行..

[2022-06-29 13:41:54.427589] INFO: filter: 使用表达式 list_days_0>365 and date=='2022-06-28' 过滤

[2022-06-29 13:41:56.128830] INFO: filter: 过滤 /data, 7532/0/1398598

[2022-06-29 13:41:56.186257] INFO: moduleinvoker: filter.v3 运行完成[1.844681s].

[2022-06-29 13:41:56.208284] INFO: moduleinvoker: sort.v5 开始运行..

[2022-06-29 13:41:56.338975] ERROR: moduleinvoker: module name: sort, module version: v5, trackeback: KeyError: 'industry_mood'

列： ['code', 'name']
/data: 870

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-100-2d2da3576ac7> in <module>
    108 )
    109 
--> 110 m5 = M.sort.v5(
    111     input_ds=m6.data,
    112     sort_by='industry_mood',

KeyError: 'industry_mood'