克隆策略

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    In [1]:
    # 本代码由可视化策略环境自动生成 2021年1月13日17:52
    # 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.instruments.v2(
        start_date='2020-01-01',
        end_date='2020-10-01',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0
    )
    
    m1 = M.board_factor_read.v1(
        input_1=m2.data,
        features=['alpha_36805', 'alpha_33704', 'alpha_37722', 'alpha_35438', 'alpha_38663', 'alpha_38503']
    )
    
    In [4]:
    m1.data_1.read().head()
    
    Out[4]:
    date instrument alpha_33704 alpha_35438 alpha_36805 alpha_37722 alpha_38503 alpha_38663
    72381 2020-01-10 000001.SZA -1.954086 -0.127155 0.025241 -1.954086 0.534930 0.452106
    72382 2020-01-10 000002.SZA -1.436305 -0.293417 -0.634831 -1.436305 1.313609 0.963698
    72383 2020-01-10 000004.SZA 2.213521 0.067814 0.203059 2.213521 -0.263585 -0.175409
    72384 2020-01-10 000005.SZA -0.288155 -0.504946 0.013236 -0.288155 2.524142 0.569571
    72385 2020-01-10 000006.SZA -1.960753 -0.529360 0.036576 -1.960753 0.277715 -0.444957