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本例子介绍如何计算个股连板数量

连板指标是交易软件常见的指标，便于我们了解热点和股票

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    In [6]:
    # 本代码由可视化策略环境自动生成 2022年5月12日 22:33
# 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='2018-01-01',
    end_date='2020-12-31',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m3 = M.input_features.v1(
    features="""# 当天涨停 即为TRUE ,否则为FALSE
_bool = where(price_limit_status_0==3 , True, False)"""
)

m15 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m16 = M.derived_feature_extractor.v3(
    input_data=m15.data,
    features=m3.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False
)
    In [32]:
    df = m16.data.read()

def cal_lianban_num(df):
    # "计算个股连板数量"
    df['lianban_num'] = df.groupby(df['_bool'].astype(int).diff().ne(0).cumsum())['_bool'].cumsum()
    return df 

# 按标的进行分区
result = df.groupby('instrument').apply(cal_lianban_num)