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TabNet: Attentive Interpretable Tabular Learning
基于Tabnet模型的量化选股方案。抽取了98个量价因子,2010到2018年为数据训练TabNet模型,并将模型的预测结果应用在2018到2021年9月的数据上进行了回测。
TabNet核心参数
# 本代码由可视化策略环境自动生成 2021年10月11日 13:40
# 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。
# Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端
def m12_run_bigquant_run(input_1, input_2, input_3):
# 示例代码如下。在这里编写您的代码
from sklearn.model_selection import train_test_split
data = input_1.read()
x_train, x_val, y_train, y_val = train_test_split(data["x"], data['y'], shuffle=False, random_state=2021)
data_1 = DataSource.write_pickle({'x': x_train, 'y': y_train.reshape(-1, 1)})
data_2 = DataSource.write_pickle({'x': x_val, 'y': y_val.reshape(-1, 1)})
return Outputs(data_1=data_1, data_2=data_2, data_3=None)
# 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m12_post_run_bigquant_run(outputs):
return outputs
# Python 代码入口函数,input_1/2/3 对应三个输入端,data_1/2/3 对应三个输出端
def m20_run_bigquant_run(input_1, input_2, input_3):
# 示例代码如下。在这里编写您的代码
pred_label = input_1.read_pickle()
df = input_2.read_df()
df = pd.DataFrame({'pred_label':pred_label[:,0], 'instrument':df.instrument, 'date':df.date})
df.sort_values(['date','pred_label'],inplace=True, ascending=[True,False])
return Outputs(data_1=DataSource.write_df(df), data_2=None, data_3=None)
# 后处理函数,可选。输入是主函数的输出,可以在这里对数据做处理,或者返回更友好的outputs数据格式。此函数输出不会被缓存。
def m20_post_run_bigquant_run(outputs):
return outputs
# 回测引擎:初始化函数,只执行一次
def m21_initialize_bigquant_run(context):
# 加载预测数据
context.ranker_prediction = context.options['data'].read_df()
# 系统已经设置了默认的交易手续费和滑点,要修改手续费可使用如下函数
context.set_commission(PerOrder(buy_cost=0.001, sell_cost=0.001, min_cost=5))
# 预测数据,通过options传入进来,使用 read_df 函数,加载到内存 (DataFrame)
# 设置买入的股票数量,这里买入预测股票列表排名靠前的5只
stock_count = 20
# 每只的股票的权重,如下的权重分配会使得靠前的股票分配多一点的资金,[0.339160, 0.213986, 0.169580, ..]
context.stock_weights = T.norm([1 / math.log(i + 2) for i in range(0, stock_count)])
# 设置每只股票占用的最大资金比例
context.max_cash_per_instrument = 0.2
context.options['hold_days'] = 5
# 回测引擎:每日数据处理函数,每天执行一次
def m21_handle_data_bigquant_run(context, data):
# 按日期过滤得到今日的预测数据
ranker_prediction = context.ranker_prediction[
context.ranker_prediction.date == data.current_dt.strftime('%Y-%m-%d')]
# 1. 资金分配
# 平均持仓时间是hold_days,每日都将买入股票,每日预期使用 1/hold_days 的资金
# 实际操作中,会存在一定的买入误差,所以在前hold_days天,等量使用资金;之后,尽量使用剩余资金(这里设置最多用等量的1.5倍)
is_staging = context.trading_day_index < context.options['hold_days'] # 是否在建仓期间(前 hold_days 天)
cash_avg = context.portfolio.portfolio_value / context.options['hold_days']
cash_for_buy = min(context.portfolio.cash, (1 if is_staging else 1.5) * cash_avg)
cash_for_sell = cash_avg - (context.portfolio.cash - cash_for_buy)
positions = {e.symbol: p.amount * p.last_sale_price
for e, p in context.perf_tracker.position_tracker.positions.items()}
# 2. 生成卖出订单:hold_days天之后才开始卖出;对持仓的股票,按机器学习算法预测的排序末位淘汰
if not is_staging and cash_for_sell > 0:
equities = {e.symbol: e for e, p in context.perf_tracker.position_tracker.positions.items()}
instruments = list(reversed(list(ranker_prediction.instrument[ranker_prediction.instrument.apply(
lambda x: x in equities and not context.has_unfinished_sell_order(equities[x]))])))
# print('rank order for sell %s' % instruments)
for instrument in instruments:
context.order_target(context.symbol(instrument), 0)
cash_for_sell -= positions[instrument]
if cash_for_sell <= 0:
break
# 3. 生成买入订单:按机器学习算法预测的排序,买入前面的stock_count只股票
buy_cash_weights = context.stock_weights
buy_instruments = list(ranker_prediction.instrument[:len(buy_cash_weights)])
max_cash_per_instrument = context.portfolio.portfolio_value * context.max_cash_per_instrument
for i, instrument in enumerate(buy_instruments):
cash = cash_for_buy * buy_cash_weights[i]
if cash > max_cash_per_instrument - positions.get(instrument, 0):
# 确保股票持仓量不会超过每次股票最大的占用资金量
cash = max_cash_per_instrument - positions.get(instrument, 0)
if cash > 0:
context.order_value(context.symbol(instrument), cash)
# 回测引擎:准备数据,只执行一次
def m21_prepare_bigquant_run(context):
pass
g = T.Graph({
'm1': 'M.instruments.v2',
'm1.start_date': '2017-01-01',
'm1.end_date': '2019-12-31',
'm1.market': 'CN_STOCK_A',
'm1.instrument_list': '',
'm1.max_count': 0,
'm2': 'M.advanced_auto_labeler.v2',
'm2.instruments': T.Graph.OutputPort('m1.data'),
'm2.label_expr': """# #号开始的表示注释
# 0. 每行一个,顺序执行,从第二个开始,可以使用label字段
# 1. 可用数据字段见 https://bigquant.com/docs/data_history_data.html
# 添加benchmark_前缀,可使用对应的benchmark数据
# 2. 可用操作符和函数见 `表达式引擎 <https://bigquant.com/docs/big_expr.html>`_
# 计算收益:5日收盘价(作为卖出价格)除以明日开盘价(作为买入价格)
shift(close, -5) / shift(open, -1)-1
# 极值处理:用1%和99%分位的值做clip
clip(label, all_quantile(label, 0.01), all_quantile(label, 0.99))
# 过滤掉一字涨停的情况 (设置label为NaN,在后续处理和训练中会忽略NaN的label)
where(shift(high, -1) == shift(low, -1), NaN, label)
""",
'm2.start_date': '',
'm2.end_date': '',
'm2.benchmark': '000300.SHA',
'm2.drop_na_label': True,
'm2.cast_label_int': False,
'm17': 'M.standardlize.v8',
'm17.input_1': T.Graph.OutputPort('m2.data'),
'm17.columns_input': 'label',
'm3': 'M.input_features.v1',
'm3.features': """close_0
open_0
high_0
low_0
amount_0
turn_0
return_0
close_1
open_1
high_1
low_1
return_1
amount_1
turn_1
close_2
open_2
high_2
low_2
amount_2
turn_2
return_2
close_3
open_3
high_3
low_3
amount_3
turn_3
return_3
close_4
open_4
high_4
low_4
amount_4
turn_4
return_4
mean(close_0, 5)
mean(low_0, 5)
mean(open_0, 5)
mean(high_0, 5)
mean(turn_0, 5)
mean(amount_0, 5)
mean(return_0, 5)
ts_max(close_0, 5)
ts_max(low_0, 5)
ts_max(open_0, 5)
ts_max(high_0, 5)
ts_max(turn_0, 5)
ts_max(amount_0, 5)
ts_max(return_0, 5)
ts_min(close_0, 5)
ts_min(low_0, 5)
ts_min(open_0, 5)
ts_min(high_0, 5)
ts_min(turn_0, 5)
ts_min(amount_0, 5)
ts_min(return_0, 5)
std(close_0, 5)
std(low_0, 5)
std(open_0, 5)
std(high_0, 5)
std(turn_0, 5)
std(amount_0, 5)
std(return_0, 5)
ts_rank(close_0, 5)
ts_rank(low_0, 5)
ts_rank(open_0, 5)
ts_rank(high_0, 5)
ts_rank(turn_0, 5)
ts_rank(amount_0, 5)
ts_rank(return_0, 5)
decay_linear(close_0, 5)
decay_linear(low_0, 5)
decay_linear(open_0, 5)
decay_linear(high_0, 5)
decay_linear(turn_0, 5)
decay_linear(amount_0, 5)
decay_linear(return_0, 5)
correlation(volume_0, return_0, 5)
correlation(volume_0, high_0, 5)
correlation(volume_0, low_0, 5)
correlation(volume_0, close_0, 5)
correlation(volume_0, open_0, 5)
correlation(volume_0, turn_0, 5)
correlation(return_0, high_0, 5)
correlation(return_0, low_0, 5)
correlation(return_0, close_0, 5)
correlation(return_0, open_0, 5)
correlation(return_0, turn_0, 5)
correlation(high_0, low_0, 5)
correlation(high_0, close_0, 5)
correlation(high_0, open_0, 5)
correlation(high_0, turn_0, 5)
correlation(low_0, close_0, 5)
correlation(low_0, open_0, 5)
correlation(low_0, turn_0, 5)
correlation(close_0, open_0, 5)
correlation(close_0, turn_0, 5)
correlation(open_0, turn_0, 5)""",
'm6': 'M.general_feature_extractor.v7',
'm6.instruments': T.Graph.OutputPort('m1.data'),
'm6.features': T.Graph.OutputPort('m3.data'),
'm6.start_date': '',
'm6.end_date': '',
'm6.before_start_days': 10,
'm7': 'M.derived_feature_extractor.v3',
'm7.input_data': T.Graph.OutputPort('m6.data'),
'm7.features': T.Graph.OutputPort('m3.data'),
'm7.date_col': 'date',
'm7.instrument_col': 'instrument',
'm7.drop_na': True,
'm7.remove_extra_columns': False,
'm13': 'M.standardlize.v8',
'm13.input_1': T.Graph.OutputPort('m7.data'),
'm13.input_2': T.Graph.OutputPort('m3.data'),
'm13.columns_input': '[]',
'm14': 'M.fillnan.v1',
'm14.input_data': T.Graph.OutputPort('m13.data'),
'm14.features': T.Graph.OutputPort('m3.data'),
'm14.fill_value': '0.0',
'm4': 'M.join.v3',
'm4.data1': T.Graph.OutputPort('m17.data'),
'm4.data2': T.Graph.OutputPort('m14.data'),
'm4.on': 'date,instrument',
'm4.how': 'inner',
'm4.sort': False,
'm10': 'M.dl_convert_to_bin.v2',
'm10.input_data': T.Graph.OutputPort('m4.data'),
'm10.features': T.Graph.OutputPort('m3.data'),
'm10.window_size': 1,
'm10.feature_clip': 3,
'm10.flatten': True,
'm10.window_along_col': 'instrument',
'm12': 'M.cached.v3',
'm12.input_1': T.Graph.OutputPort('m10.data'),
'm12.run': m12_run_bigquant_run,
'm12.post_run': m12_post_run_bigquant_run,
'm12.input_ports': '',
'm12.params': '{}',
'm12.output_ports': '',
'm18': 'M.dl_models_tabnet_train.v1',
'm18.training_data': T.Graph.OutputPort('m12.data_1'),
'm18.validation_data': T.Graph.OutputPort('m12.data_2'),
'm18.input_dim': 98,
'm18.n_steps': 3,
'm18.n_d': 16,
'm18.n_a': 16,
'm18.gamma': 1.3,
'm18.momentum': 0.01,
'm18.batch_size': 20480,
'm18.virtual_batch_size': 1280,
'm18.epochs': 30,
'm18.num_workers': 4,
'm18.device_name': 'auto:自动调用GPU',
'm18.verbose': '1:输出进度条记录',
'm5': 'M.instruments.v2',
'm5.start_date': '2020-01-01',
'm5.end_date': '2020-12-01',
'm5.market': 'CN_STOCK_A',
'm5.instrument_list': '',
'm5.max_count': 0,
'm8': 'M.general_feature_extractor.v7',
'm8.instruments': T.Graph.OutputPort('m5.data'),
'm8.features': T.Graph.OutputPort('m3.data'),
'm8.start_date': '',
'm8.end_date': '',
'm8.before_start_days': 10,
'm9': 'M.derived_feature_extractor.v3',
'm9.input_data': T.Graph.OutputPort('m8.data'),
'm9.features': T.Graph.OutputPort('m3.data'),
'm9.date_col': 'date',
'm9.instrument_col': 'instrument',
'm9.drop_na': True,
'm9.remove_extra_columns': False,
'm16': 'M.standardlize.v8',
'm16.input_1': T.Graph.OutputPort('m9.data'),
'm16.input_2': T.Graph.OutputPort('m3.data'),
'm16.columns_input': '[]',
'm15': 'M.fillnan.v1',
'm15.input_data': T.Graph.OutputPort('m16.data'),
'm15.features': T.Graph.OutputPort('m3.data'),
'm15.fill_value': '0.0',
'm11': 'M.dl_convert_to_bin.v2',
'm11.input_data': T.Graph.OutputPort('m15.data'),
'm11.features': T.Graph.OutputPort('m3.data'),
'm11.window_size': 1,
'm11.feature_clip': 3,
'm11.flatten': True,
'm11.window_along_col': 'instrument',
'm19': 'M.dl_models_tabnet_predict.v1',
'm19.trained_model': T.Graph.OutputPort('m18.data'),
'm19.input_data': T.Graph.OutputPort('m11.data'),
'm19.m_cached': False,
'm20': 'M.cached.v3',
'm20.input_1': T.Graph.OutputPort('m19.data'),
'm20.input_2': T.Graph.OutputPort('m9.data'),
'm20.run': m20_run_bigquant_run,
'm20.post_run': m20_post_run_bigquant_run,
'm20.input_ports': '',
'm20.params': '{}',
'm20.output_ports': '',
'm21': 'M.trade.v4',
'm21.instruments': T.Graph.OutputPort('m5.data'),
'm21.options_data': T.Graph.OutputPort('m20.data_1'),
'm21.start_date': '',
'm21.end_date': '',
'm21.initialize': m21_initialize_bigquant_run,
'm21.handle_data': m21_handle_data_bigquant_run,
'm21.prepare': m21_prepare_bigquant_run,
'm21.volume_limit': 0.025,
'm21.order_price_field_buy': 'open',
'm21.order_price_field_sell': 'close',
'm21.capital_base': 1000000,
'm21.auto_cancel_non_tradable_orders': True,
'm21.data_frequency': 'daily',
'm21.price_type': '后复权',
'm21.product_type': '股票',
'm21.plot_charts': True,
'm21.backtest_only': False,
'm21.benchmark': '000300.SHA',
})
# g.run({})
def m23_run_bigquant_run(
bq_graph,
inputs,
trading_days_market='CN', # 使用那个市场的交易日历, TODO
train_instruments_mid='m1', # 训练数据 证券代码列表 模块id
test_instruments_mid='m5', # 测试数据 证券代码列表 模块id
predict_mid='m20', # 预测 模块id
trade_mid='m21', # 回测 模块id
start_date='2014-01-01', # 数据开始日期
end_date=T.live_run_param('trading_date', '2021-10-08'), # 数据结束日期
train_update_days=250, # 更新周期,按交易日计算,每多少天更新一次
train_update_days_for_live=None, #模拟实盘模式下的更新周期,按交易日计算,每多少天更新一次。如果需要在模拟实盘阶段使用不同的模型更新周期,可以设置这个参数
train_data_min_days=250, # 最小数据天数,按交易日计算,所以第一个滚动的结束日期是 从开始日期到开始日期+最小数据天数
train_data_max_days=750, # 最大数据天数,按交易日计算,0,表示没有限制,否则每一个滚动的开始日期=max(此滚动的结束日期-最大数据天数, 开始日期
rolling_count_for_live=1, #实盘模式下滚动次数,模拟实盘模式下,取最后多少次滚动。一般在模拟实盘模式下,只用到最后一次滚动训练的模型,这里可以设置为1;如果你的滚动训练数据时间段很短,以至于期间可能没有训练数据,这里可以设置大一点。0表示没有限制
):
def merge_datasources(input_1):
df_list = [ds[0].read_df().set_index('date').loc[ds[1]:].reset_index() for ds in input_1]
df = pd.concat(df_list)
instrument_data = {
'start_date': df['date'].min().strftime('%Y-%m-%d'),
'end_date': df['date'].max().strftime('%Y-%m-%d'),
'instruments': list(set(df['instrument'])),
}
return Outputs(data=DataSource.write_df(df), instrument_data=DataSource.write_pickle(instrument_data))
def gen_rolling_dates(trading_days_market, start_date, end_date, train_update_days, train_update_days_for_live, train_data_min_days, train_data_max_days, rolling_count_for_live):
# 是否实盘模式
tdays = list(D.trading_days(market=trading_days_market, start_date=start_date, end_date=end_date)['date'])
is_live_run = T.live_run_param('trading_date', None) is not None
if is_live_run and train_update_days_for_live:
train_update_days = train_update_days_for_live
rollings = []
train_end_date = train_data_min_days
while train_end_date < len(tdays):
if train_data_max_days is not None and train_data_max_days > 0:
train_start_date = max(train_end_date - train_data_max_days, 0)
else:
train_start_date = 0
rollings.append({
'train_start_date': tdays[train_start_date].strftime('%Y-%m-%d'),
'train_end_date': tdays[train_end_date - 1].strftime('%Y-%m-%d'),
'test_start_date': tdays[train_end_date].strftime('%Y-%m-%d'),
'test_end_date': tdays[min(train_end_date + train_update_days, len(tdays)) - 1].strftime('%Y-%m-%d'),
})
train_end_date += train_update_days
if not rollings:
raise Exception('没有滚动需要执行,请检查配置')
if is_live_run and rolling_count_for_live:
rollings = rollings[-rolling_count_for_live:]
return rollings
g = bq_graph
rolling_dates = gen_rolling_dates(
trading_days_market, start_date, end_date, train_update_days, train_update_days_for_live, train_data_min_days, train_data_max_days, rolling_count_for_live)
print('=========:', len(rolling_dates), rolling_dates)
# 训练和预测
results = []
for rolling in rolling_dates:
parameters = {}
# 先禁用回测
parameters[trade_mid + '.__enabled__'] = False
parameters[train_instruments_mid + '.start_date'] = rolling['train_start_date']
parameters[train_instruments_mid + '.end_date'] = rolling['train_end_date']
parameters[test_instruments_mid + '.start_date'] = rolling['test_start_date']
parameters[test_instruments_mid + '.end_date'] = rolling['test_end_date']
# print('------ rolling_train:', parameters)
results.append(g.run(parameters))
print('++++++++:', len( results), results)
# 合并预测结果并回测
mx = M.cached.v3(run=merge_datasources, input_1=[[result[predict_mid].data_1, result[test_instruments_mid].data.read_pickle()['start_date']] for result in results])
parameters = {}
parameters['*.__enabled__'] = False
parameters[trade_mid + '.__enabled__'] = True
parameters[trade_mid + '.instruments'] = mx.instrument_data
parameters[trade_mid + '.options_data'] = mx.data
trade = g.run(parameters)
return {'rollings': results, 'trade': trade}
m23 = M.hyper_rolling_train.v1(
run=m23_run_bigquant_run,
run_now=True,
bq_graph=g
)
[2021-10-11 10:34:20.227442] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 10:34:20.234644] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.238805] INFO: moduleinvoker: instruments.v2 运行完成[0.011361s].
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[2021-10-11 10:34:20.264360] INFO: moduleinvoker: instruments.v2 开始运行..
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[2021-10-11 10:34:20.287021] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-10-11 10:34:20.298422] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.301613] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.014578s].
[2021-10-11 10:34:20.320001] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
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[2021-10-11 10:34:20.351750] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.354620] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.009905s].
[2021-10-11 10:34:20.364238] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 10:34:20.374902] INFO: moduleinvoker: 命中缓存
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[2021-10-11 10:34:20.388809] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 10:34:20.396164] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.398235] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.009432s].
[2021-10-11 10:34:20.409246] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 10:34:20.419205] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.422390] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.013116s].
[2021-10-11 10:34:20.430466] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 10:34:20.437917] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.441295] INFO: moduleinvoker: standardlize.v8 运行完成[0.010814s].
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[2021-10-11 10:34:20.460955] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.463879] INFO: moduleinvoker: standardlize.v8 运行完成[0.012065s].
[2021-10-11 10:34:20.475380] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 10:34:20.485825] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.489128] INFO: moduleinvoker: fillnan.v1 运行完成[0.013726s].
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[2021-10-11 10:34:20.511703] INFO: moduleinvoker: fillnan.v1 运行完成[0.009776s].
[2021-10-11 10:34:20.525293] INFO: moduleinvoker: join.v3 开始运行..
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[2021-10-11 10:34:20.536846] INFO: moduleinvoker: join.v3 运行完成[0.011548s].
[2021-10-11 10:34:20.553687] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 10:34:20.564220] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.566213] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.012559s].
[2021-10-11 10:34:20.581280] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 10:34:20.588703] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.591362] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.010114s].
[2021-10-11 10:34:20.608539] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 10:34:20.620085] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:34:20.622804] INFO: moduleinvoker: cached.v3 运行完成[0.014285s].
[2021-10-11 10:34:20.630350] INFO: moduleinvoker: dl_models_tabnet_train.v1 开始运行..
[2021-10-11 10:34:21.220952] INFO: dl_models_tabnet_train: 准备训练,训练样本个数:424587,迭代次数:30
[2021-10-11 10:42:25.978121] INFO: moduleinvoker: dl_models_tabnet_train.v1 运行完成[485.347744s].
[2021-10-11 10:42:25.986128] INFO: moduleinvoker: dl_models_tabnet_predict.v1 开始运行..
[2021-10-11 10:42:26.575308] INFO: dl_models_tabnet_pred: 模型预测,样本个数:586272
[2021-10-11 10:42:39.814547] INFO: moduleinvoker: dl_models_tabnet_predict.v1 运行完成[13.828399s].
[2021-10-11 10:42:39.829693] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 10:42:45.663536] INFO: moduleinvoker: cached.v3 运行完成[5.833823s].
[2021-10-11 10:42:45.672276] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 10:42:45.679255] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.682153] INFO: moduleinvoker: instruments.v2 运行完成[0.009886s].
[2021-10-11 10:42:45.687985] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-10-11 10:42:45.695471] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.697801] INFO: moduleinvoker: input_features.v1 运行完成[0.009791s].
[2021-10-11 10:42:45.705863] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 10:42:45.713281] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.715795] INFO: moduleinvoker: instruments.v2 运行完成[0.009891s].
[2021-10-11 10:42:45.727616] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-10-11 10:42:45.736755] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.739312] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.011707s].
[2021-10-11 10:42:45.759010] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 10:42:45.768321] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.770542] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.011542s].
[2021-10-11 10:42:45.785384] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 10:42:45.793696] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.795561] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.010209s].
[2021-10-11 10:42:45.804591] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 10:42:45.811647] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.814601] INFO: moduleinvoker: standardlize.v8 运行完成[0.010006s].
[2021-10-11 10:42:45.827183] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 10:42:45.834173] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.836986] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.009793s].
[2021-10-11 10:42:45.849936] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 10:42:45.862273] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.865057] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.015115s].
[2021-10-11 10:42:45.874009] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 10:42:45.886359] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.889265] INFO: moduleinvoker: standardlize.v8 运行完成[0.015256s].
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[2021-10-11 10:42:45.909299] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.912270] INFO: moduleinvoker: standardlize.v8 运行完成[0.013633s].
[2021-10-11 10:42:45.925838] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 10:42:45.935874] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.940861] INFO: moduleinvoker: fillnan.v1 运行完成[0.015018s].
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[2021-10-11 10:42:45.960620] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.962760] INFO: moduleinvoker: fillnan.v1 运行完成[0.010619s].
[2021-10-11 10:42:45.972185] INFO: moduleinvoker: join.v3 开始运行..
[2021-10-11 10:42:45.983226] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:45.985771] INFO: moduleinvoker: join.v3 运行完成[0.013571s].
[2021-10-11 10:42:46.001401] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 10:42:46.008855] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:46.011469] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.010083s].
[2021-10-11 10:42:46.027445] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 10:42:46.036369] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:42:46.038617] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.011159s].
[2021-10-11 10:42:46.053291] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 10:42:50.970068] INFO: moduleinvoker: cached.v3 运行完成[4.916776s].
[2021-10-11 10:42:50.977964] INFO: moduleinvoker: dl_models_tabnet_train.v1 开始运行..
[2021-10-11 10:42:52.038585] INFO: dl_models_tabnet_train: 准备训练,训练样本个数:856155,迭代次数:30
[2021-10-11 10:57:59.704145] INFO: moduleinvoker: dl_models_tabnet_train.v1 运行完成[908.726151s].
[2021-10-11 10:57:59.711653] INFO: moduleinvoker: dl_models_tabnet_predict.v1 开始运行..
[2021-10-11 10:58:00.302661] INFO: dl_models_tabnet_pred: 模型预测,样本个数:664722
[2021-10-11 10:58:11.539296] INFO: moduleinvoker: dl_models_tabnet_predict.v1 运行完成[11.827627s].
[2021-10-11 10:58:11.551713] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 10:58:17.584236] INFO: moduleinvoker: cached.v3 运行完成[6.03255s].
[2021-10-11 10:58:17.591278] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 10:58:17.600201] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.601939] INFO: moduleinvoker: instruments.v2 运行完成[0.010666s].
[2021-10-11 10:58:17.606595] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-10-11 10:58:17.617328] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.619046] INFO: moduleinvoker: input_features.v1 运行完成[0.012457s].
[2021-10-11 10:58:17.624173] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 10:58:17.630625] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.632247] INFO: moduleinvoker: instruments.v2 运行完成[0.008075s].
[2021-10-11 10:58:17.641983] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-10-11 10:58:17.651288] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.653028] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.011043s].
[2021-10-11 10:58:17.667477] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 10:58:17.682118] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.684012] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.016559s].
[2021-10-11 10:58:17.696350] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 10:58:17.704005] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.705797] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.009473s].
[2021-10-11 10:58:17.711065] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 10:58:17.720592] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.722410] INFO: moduleinvoker: standardlize.v8 运行完成[0.011347s].
[2021-10-11 10:58:17.729829] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 10:58:17.737496] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.739507] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.009676s].
[2021-10-11 10:58:17.748649] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 10:58:17.757627] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.759396] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.010745s].
[2021-10-11 10:58:17.764582] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 10:58:17.773697] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.775413] INFO: moduleinvoker: standardlize.v8 运行完成[0.010827s].
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[2021-10-11 10:58:17.791113] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.792759] INFO: moduleinvoker: standardlize.v8 运行完成[0.011919s].
[2021-10-11 10:58:17.802446] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 10:58:17.810667] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.812268] INFO: moduleinvoker: fillnan.v1 运行完成[0.009824s].
[2021-10-11 10:58:17.820470] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 10:58:17.830011] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.831602] INFO: moduleinvoker: fillnan.v1 运行完成[0.011137s].
[2021-10-11 10:58:17.840506] INFO: moduleinvoker: join.v3 开始运行..
[2021-10-11 10:58:17.849024] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.850968] INFO: moduleinvoker: join.v3 运行完成[0.01046s].
[2021-10-11 10:58:17.863227] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 10:58:17.871246] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.873194] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.009985s].
[2021-10-11 10:58:17.887611] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 10:58:17.894513] INFO: moduleinvoker: 命中缓存
[2021-10-11 10:58:17.896328] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.008735s].
[2021-10-11 10:58:17.907862] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 10:58:25.174755] INFO: moduleinvoker: cached.v3 运行完成[7.266873s].
[2021-10-11 10:58:25.181386] INFO: moduleinvoker: dl_models_tabnet_train.v1 开始运行..
[2021-10-11 10:58:26.715441] INFO: dl_models_tabnet_train: 准备训练,训练样本个数:1348422,迭代次数:30
[2021-10-11 11:21:36.165654] INFO: moduleinvoker: dl_models_tabnet_train.v1 运行完成[1390.984232s].
[2021-10-11 11:21:36.175619] INFO: moduleinvoker: dl_models_tabnet_predict.v1 开始运行..
[2021-10-11 11:21:37.073945] INFO: dl_models_tabnet_pred: 模型预测,样本个数:778306
[2021-10-11 11:21:53.527134] INFO: moduleinvoker: dl_models_tabnet_predict.v1 运行完成[17.351541s].
[2021-10-11 11:21:53.545094] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 11:22:01.214553] INFO: moduleinvoker: cached.v3 运行完成[7.669536s].
[2021-10-11 11:22:01.221527] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 11:22:01.230053] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.231713] INFO: moduleinvoker: instruments.v2 运行完成[0.010192s].
[2021-10-11 11:22:01.235806] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-10-11 11:22:01.242921] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.244577] INFO: moduleinvoker: input_features.v1 运行完成[0.008775s].
[2021-10-11 11:22:01.249746] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 11:22:01.257898] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.259844] INFO: moduleinvoker: instruments.v2 运行完成[0.010111s].
[2021-10-11 11:22:01.269507] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-10-11 11:22:01.280118] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.282012] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.012506s].
[2021-10-11 11:22:01.302785] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 11:22:01.310577] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.312164] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.009415s].
[2021-10-11 11:22:01.324868] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 11:22:01.331116] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.332674] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.007825s].
[2021-10-11 11:22:01.337664] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 11:22:01.344933] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.346694] INFO: moduleinvoker: standardlize.v8 运行完成[0.00903s].
[2021-10-11 11:22:01.353884] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 11:22:01.363001] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.364779] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.010896s].
[2021-10-11 11:22:01.371914] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 11:22:01.378626] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.380426] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.008518s].
[2021-10-11 11:22:01.385992] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 11:22:01.395638] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.397630] INFO: moduleinvoker: standardlize.v8 运行完成[0.011633s].
[2021-10-11 11:22:01.403294] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 11:22:01.411053] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.412936] INFO: moduleinvoker: standardlize.v8 运行完成[0.009652s].
[2021-10-11 11:22:01.421705] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 11:22:01.430679] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.432318] INFO: moduleinvoker: fillnan.v1 运行完成[0.010615s].
[2021-10-11 11:22:01.441120] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 11:22:01.449437] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.451316] INFO: moduleinvoker: fillnan.v1 运行完成[0.010204s].
[2021-10-11 11:22:01.460418] INFO: moduleinvoker: join.v3 开始运行..
[2021-10-11 11:22:01.472854] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.474824] INFO: moduleinvoker: join.v3 运行完成[0.014408s].
[2021-10-11 11:22:01.490279] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 11:22:01.498890] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.500643] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.010388s].
[2021-10-11 11:22:01.514167] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 11:22:01.526021] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:22:01.527713] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.01357s].
[2021-10-11 11:22:01.539177] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 11:22:16.281975] INFO: moduleinvoker: cached.v3 运行完成[14.742767s].
[2021-10-11 11:22:16.291457] INFO: moduleinvoker: dl_models_tabnet_train.v1 开始运行..
[2021-10-11 11:22:18.272336] INFO: dl_models_tabnet_train: 准备训练,训练样本个数:1485870,迭代次数:30
[2021-10-11 11:42:37.322966] INFO: moduleinvoker: dl_models_tabnet_train.v1 运行完成[1221.031533s].
[2021-10-11 11:42:37.333529] INFO: moduleinvoker: dl_models_tabnet_predict.v1 开始运行..
[2021-10-11 11:42:38.121864] INFO: dl_models_tabnet_pred: 模型预测,样本个数:860264
[2021-10-11 11:42:51.722404] INFO: moduleinvoker: dl_models_tabnet_predict.v1 运行完成[14.388889s].
[2021-10-11 11:42:51.735682] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 11:42:59.260580] INFO: moduleinvoker: cached.v3 运行完成[7.524904s].
[2021-10-11 11:42:59.268087] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 11:42:59.281498] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.283190] INFO: moduleinvoker: instruments.v2 运行完成[0.01511s].
[2021-10-11 11:42:59.287596] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-10-11 11:42:59.298789] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.300566] INFO: moduleinvoker: input_features.v1 运行完成[0.012974s].
[2021-10-11 11:42:59.306163] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 11:42:59.311058] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.312612] INFO: moduleinvoker: instruments.v2 运行完成[0.006455s].
[2021-10-11 11:42:59.320942] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-10-11 11:42:59.328879] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.330340] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.009398s].
[2021-10-11 11:42:59.350692] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 11:42:59.358939] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.360757] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.010075s].
[2021-10-11 11:42:59.373295] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 11:42:59.383008] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.384545] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.011264s].
[2021-10-11 11:42:59.390289] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 11:42:59.400366] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.402085] INFO: moduleinvoker: standardlize.v8 运行完成[0.011798s].
[2021-10-11 11:42:59.409687] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 11:42:59.417314] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.418739] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.009043s].
[2021-10-11 11:42:59.425571] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 11:42:59.434066] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.435665] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.010091s].
[2021-10-11 11:42:59.441376] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 11:42:59.452879] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.454471] INFO: moduleinvoker: standardlize.v8 运行完成[0.013092s].
[2021-10-11 11:42:59.464941] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 11:42:59.475614] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.477260] INFO: moduleinvoker: standardlize.v8 运行完成[0.012322s].
[2021-10-11 11:42:59.486403] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 11:42:59.495728] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.497332] INFO: moduleinvoker: fillnan.v1 运行完成[0.01093s].
[2021-10-11 11:42:59.505386] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 11:42:59.516125] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.517957] INFO: moduleinvoker: fillnan.v1 运行完成[0.012571s].
[2021-10-11 11:42:59.526771] INFO: moduleinvoker: join.v3 开始运行..
[2021-10-11 11:42:59.532313] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.533909] INFO: moduleinvoker: join.v3 运行完成[0.007144s].
[2021-10-11 11:42:59.546004] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 11:42:59.554622] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.556070] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.010085s].
[2021-10-11 11:42:59.568355] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 11:42:59.575652] INFO: moduleinvoker: 命中缓存
[2021-10-11 11:42:59.577050] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.008701s].
[2021-10-11 11:42:59.588480] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 11:43:08.207155] INFO: moduleinvoker: cached.v3 运行完成[8.618666s].
[2021-10-11 11:43:08.213153] INFO: moduleinvoker: dl_models_tabnet_train.v1 开始运行..
[2021-10-11 11:43:10.231770] INFO: dl_models_tabnet_train: 准备训练,训练样本个数:1686572,迭代次数:30
[2021-10-11 12:13:02.445684] INFO: moduleinvoker: dl_models_tabnet_train.v1 运行完成[1794.23252s].
[2021-10-11 12:13:02.453477] INFO: moduleinvoker: dl_models_tabnet_predict.v1 开始运行..
[2021-10-11 12:13:03.336093] INFO: dl_models_tabnet_pred: 模型预测,样本个数:922734
[2021-10-11 12:13:19.084105] INFO: moduleinvoker: dl_models_tabnet_predict.v1 运行完成[16.63061s].
[2021-10-11 12:13:19.101698] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 12:13:28.841260] INFO: moduleinvoker: cached.v3 运行完成[9.739589s].
[2021-10-11 12:13:28.850761] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 12:13:28.860884] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:28.862901] INFO: moduleinvoker: instruments.v2 运行完成[0.012165s].
[2021-10-11 12:13:28.870470] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-10-11 12:13:28.879371] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:28.882055] INFO: moduleinvoker: input_features.v1 运行完成[0.011604s].
[2021-10-11 12:13:28.888891] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 12:13:28.897051] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:28.899477] INFO: moduleinvoker: instruments.v2 运行完成[0.010593s].
[2021-10-11 12:13:28.917485] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-10-11 12:13:28.929785] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:28.931743] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.014257s].
[2021-10-11 12:13:28.953276] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 12:13:28.966306] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:28.968803] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.015545s].
[2021-10-11 12:13:28.984387] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 12:13:28.994307] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:28.997242] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.012895s].
[2021-10-11 12:13:29.006079] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 12:13:29.015720] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.018563] INFO: moduleinvoker: standardlize.v8 运行完成[0.012494s].
[2021-10-11 12:13:29.027121] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 12:13:29.037786] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.039437] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.012314s].
[2021-10-11 12:13:29.049965] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 12:13:29.058456] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.060968] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.010989s].
[2021-10-11 12:13:29.067314] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 12:13:29.078668] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.081618] INFO: moduleinvoker: standardlize.v8 运行完成[0.014303s].
[2021-10-11 12:13:29.089415] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 12:13:29.099281] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.102121] INFO: moduleinvoker: standardlize.v8 运行完成[0.012713s].
[2021-10-11 12:13:29.114769] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 12:13:29.121318] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.123364] INFO: moduleinvoker: fillnan.v1 运行完成[0.008612s].
[2021-10-11 12:13:29.133391] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 12:13:29.145708] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.147775] INFO: moduleinvoker: fillnan.v1 运行完成[0.014381s].
[2021-10-11 12:13:29.158564] INFO: moduleinvoker: join.v3 开始运行..
[2021-10-11 12:13:29.164218] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.166410] INFO: moduleinvoker: join.v3 运行完成[0.007832s].
[2021-10-11 12:13:29.181698] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 12:13:29.193655] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.196156] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.014473s].
[2021-10-11 12:13:29.213084] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 12:13:29.220667] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:13:29.223213] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.010137s].
[2021-10-11 12:13:29.237280] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 12:13:39.851029] INFO: moduleinvoker: cached.v3 运行完成[10.61374s].
[2021-10-11 12:13:39.858433] INFO: moduleinvoker: dl_models_tabnet_train.v1 开始运行..
[2021-10-11 12:13:42.347520] INFO: dl_models_tabnet_train: 准备训练,训练样本个数:1872615,迭代次数:30
[2021-10-11 12:47:30.722848] INFO: moduleinvoker: dl_models_tabnet_train.v1 运行完成[2030.864316s].
[2021-10-11 12:47:30.732396] INFO: moduleinvoker: dl_models_tabnet_predict.v1 开始运行..
[2021-10-11 12:47:31.791693] INFO: dl_models_tabnet_pred: 模型预测,样本个数:994169
[2021-10-11 12:47:54.564482] INFO: moduleinvoker: dl_models_tabnet_predict.v1 运行完成[23.832083s].
[2021-10-11 12:47:54.585601] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 12:48:04.957581] INFO: moduleinvoker: cached.v3 运行完成[10.371997s].
[2021-10-11 12:48:04.967207] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 12:48:04.977111] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:04.979239] INFO: moduleinvoker: instruments.v2 运行完成[0.012044s].
[2021-10-11 12:48:04.987946] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-10-11 12:48:04.996542] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:04.999680] INFO: moduleinvoker: input_features.v1 运行完成[0.01175s].
[2021-10-11 12:48:05.006982] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-10-11 12:48:05.013660] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.016265] INFO: moduleinvoker: instruments.v2 运行完成[0.00927s].
[2021-10-11 12:48:05.029067] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-10-11 12:48:05.039031] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.041159] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[0.012113s].
[2021-10-11 12:48:05.059230] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 12:48:05.069998] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.073049] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.013833s].
[2021-10-11 12:48:05.090466] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-10-11 12:48:05.102032] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.105454] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.015011s].
[2021-10-11 12:48:05.115235] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 12:48:05.122357] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.125466] INFO: moduleinvoker: standardlize.v8 运行完成[0.010233s].
[2021-10-11 12:48:05.134867] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 12:48:05.140817] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.143306] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.008441s].
[2021-10-11 12:48:05.153006] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-10-11 12:48:05.160950] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.163337] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.010336s].
[2021-10-11 12:48:05.170866] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 12:48:05.181016] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.183482] INFO: moduleinvoker: standardlize.v8 运行完成[0.012625s].
[2021-10-11 12:48:05.192353] INFO: moduleinvoker: standardlize.v8 开始运行..
[2021-10-11 12:48:05.199538] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.201900] INFO: moduleinvoker: standardlize.v8 运行完成[0.009562s].
[2021-10-11 12:48:05.215057] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 12:48:05.225640] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.228162] INFO: moduleinvoker: fillnan.v1 运行完成[0.013116s].
[2021-10-11 12:48:05.239750] INFO: moduleinvoker: fillnan.v1 开始运行..
[2021-10-11 12:48:05.246577] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.249414] INFO: moduleinvoker: fillnan.v1 运行完成[0.009674s].
[2021-10-11 12:48:05.259634] INFO: moduleinvoker: join.v3 开始运行..
[2021-10-11 12:48:05.266951] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.269279] INFO: moduleinvoker: join.v3 运行完成[0.009635s].
[2021-10-11 12:48:05.286243] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 12:48:05.296096] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.298819] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.012605s].
[2021-10-11 12:48:05.318204] INFO: moduleinvoker: dl_convert_to_bin.v2 开始运行..
[2021-10-11 12:48:05.325314] INFO: moduleinvoker: 命中缓存
[2021-10-11 12:48:05.327751] INFO: moduleinvoker: dl_convert_to_bin.v2 运行完成[0.009575s].
[2021-10-11 12:48:05.343224] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 12:48:17.363628] INFO: moduleinvoker: cached.v3 运行完成[12.020407s].
[2021-10-11 12:48:17.370911] INFO: moduleinvoker: dl_models_tabnet_train.v1 开始运行..
[2021-10-11 12:48:20.349155] INFO: dl_models_tabnet_train: 准备训练,训练样本个数:2035257,迭代次数:30
[2021-10-11 13:20:28.507131] INFO: moduleinvoker: dl_models_tabnet_train.v1 运行完成[1931.136203s].
[2021-10-11 13:20:28.518379] INFO: moduleinvoker: dl_models_tabnet_predict.v1 开始运行..
[2021-10-11 13:20:29.256100] INFO: dl_models_tabnet_pred: 模型预测,样本个数:622820
[2021-10-11 13:20:44.881537] INFO: moduleinvoker: dl_models_tabnet_predict.v1 运行完成[16.363157s].
[2021-10-11 13:20:44.901043] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 13:20:50.224372] INFO: moduleinvoker: cached.v3 运行完成[5.323363s].
[2021-10-11 13:20:50.320190] INFO: moduleinvoker: cached.v3 开始运行..
[2021-10-11 13:21:00.134615] INFO: moduleinvoker: cached.v3 运行完成[9.814447s].
[2021-10-11 13:21:00.208266] INFO: moduleinvoker: backtest.v8 开始运行..
[2021-10-11 13:21:00.214894] INFO: backtest: biglearning backtest:V8.5.0
[2021-10-11 13:21:00.216409] INFO: backtest: product_type:stock by specified
[2021-10-11 13:21:02.155352] INFO: moduleinvoker: cached.v2 开始运行..
[2021-10-11 13:21:55.927621] INFO: backtest: 读取股票行情完成:6851386
[2021-10-11 13:22:23.716930] INFO: moduleinvoker: cached.v2 运行完成[81.561572s].
[2021-10-11 13:22:36.755929] INFO: algo: TradingAlgorithm V1.8.5
[2021-10-11 13:22:42.254561] INFO: algo: trading transform...
[2021-10-11 13:25:46.530548] INFO: Performance: Simulated 1640 trading days out of 1640.
[2021-10-11 13:25:46.532372] INFO: Performance: first open: 2015-01-12 09:30:00+00:00
[2021-10-11 13:25:46.534040] INFO: Performance: last close: 2021-10-08 15:00:00+00:00
[2021-10-11 13:26:23.274805] INFO: moduleinvoker: backtest.v8 运行完成[323.066541s].
[2021-10-11 13:26:23.277051] INFO: moduleinvoker: trade.v4 运行完成[323.134653s].
[2021-10-11 13:26:23.279418] INFO: moduleinvoker: hyper_rolling_train.v1 运行完成[10323.1742s].