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# 本代码由可视化策略环境自动生成 2022年11月13日 18:54
# 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。


m3 = M.input_features.v1(
    features="""# 该指标为3 就是涨停
price_limit_status_0  """
)

m9 = M.instruments.v2(
    start_date=T.live_run_param('trading_date', '2022-10-01'),
    end_date=T.live_run_param('trading_date', '2022-12-31'),
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m17 = M.general_feature_extractor.v7(
    instruments=m9.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m1 = M.derived_feature_extractor.v3(
    input_data=m17.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m2 = M.filter.v3(
    input_data=m1.data,
    expr='price_limit_status_0 == 3 ',
    output_left_data=False
)

[2022-11-13 18:53:55.760969] INFO: moduleinvoker: input_features.v1 开始运行..

[2022-11-13 18:53:55.774214] INFO: moduleinvoker: 命中缓存

[2022-11-13 18:53:55.776225] INFO: moduleinvoker: input_features.v1 运行完成[0.015281s].

[2022-11-13 18:53:55.781326] INFO: moduleinvoker: instruments.v2 开始运行..

[2022-11-13 18:53:55.863717] INFO: moduleinvoker: instruments.v2 运行完成[0.082356s].

[2022-11-13 18:53:55.881838] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2022-11-13 18:53:56.698700] INFO: 基础特征抽取: 年份 2022, 特征行数=435480

[2022-11-13 18:53:56.729539] INFO: 基础特征抽取: 总行数: 435480

[2022-11-13 18:53:56.736680] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.854852s].

[2022-11-13 18:53:56.748709] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2022-11-13 18:53:58.240797] INFO: derived_feature_extractor: /y_2022, 435480

[2022-11-13 18:53:58.331812] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[1.583092s].

[2022-11-13 18:53:58.342239] INFO: moduleinvoker: filter.v3 开始运行..

[2022-11-13 18:53:58.357482] INFO: filter: 使用表达式 price_limit_status_0 == 3  过滤

[2022-11-13 18:53:59.156635] INFO: filter: 过滤 /y_2022, 6184/0/435480

[2022-11-13 18:53:59.188880] INFO: moduleinvoker: filter.v3 运行完成[0.846656s].