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    {"description":"实验创建于2023/5/3","graph":{"edges":[{"to_node_id":"-44:instruments","from_node_id":"-31:data"},{"to_node_id":"-44:features","from_node_id":"-39:data"},{"to_node_id":"-51:features","from_node_id":"-39:data"},{"to_node_id":"-51:input_data","from_node_id":"-44:data"}],"nodes":[{"node_id":"-31","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2023-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2023-05-01","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"002371.SZA","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-31"}],"output_ports":[{"name":"data","node_id":"-31"}],"cacheable":true,"seq_num":5,"comment":"","comment_collapsed":true},{"node_id":"-39","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"fs_quarter_index_0\nfs_net_profit_yoy_0","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-39"}],"output_ports":[{"name":"data","node_id":"-39"}],"cacheable":true,"seq_num":6,"comment":"","comment_collapsed":true},{"node_id":"-44","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":"15","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-44"},{"name":"features","node_id":"-44"}],"output_ports":[{"name":"data","node_id":"-44"}],"cacheable":true,"seq_num":7,"comment":"","comment_collapsed":true},{"node_id":"-51","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":"True","type":"Literal","bound_global_parameter":null},{"name":"remove_extra_columns","value":"True","type":"Literal","bound_global_parameter":null},{"name":"user_functions","value":"{}","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-51"},{"name":"features","node_id":"-51"}],"output_ports":[{"name":"data","node_id":"-51"}],"cacheable":true,"seq_num":8,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-31' Position='538,131,200,200'/><node_position Node='-39' Position='874,126,200,200'/><node_position Node='-44' Position='698,249,200,200'/><node_position Node='-51' Position='713,364,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [22]:
    # 本代码由可视化策略环境自动生成 2023年5月7日 18:43
    # 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。
    
    
    m5 = M.instruments.v2(
        start_date='2023-01-01',
        end_date='2023-05-01',
        market='CN_STOCK_A',
        instrument_list='002371.SZA',
        max_count=0
    )
    
    m6 = M.input_features.v1(
        features="""fs_quarter_index_0
    fs_net_profit_yoy_0"""
    )
    
    m7 = M.general_feature_extractor.v7(
        instruments=m5.data,
        features=m6.data,
        start_date='',
        end_date='',
        before_start_days=15
    )
    
    m8 = M.derived_feature_extractor.v3(
        input_data=m7.data,
        features=m6.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=True,
        remove_extra_columns=True,
        user_functions={}
    )
    
    In [23]:
    #m4.data.read_df().isnull().sum()
    pd.set_option('display.max_rows', None)
    m8.data.read_df()
    
    Out[23]:
    date instrument fs_quarter_index_0 fs_net_profit_yoy_0
    0 2022-12-19 002371.SZA 3.0 156.131805
    1 2022-12-20 002371.SZA 3.0 156.131805
    2 2022-12-21 002371.SZA 3.0 156.131805
    3 2022-12-22 002371.SZA 3.0 156.131805
    4 2022-12-23 002371.SZA 3.0 156.131805
    5 2022-12-26 002371.SZA 3.0 156.131805
    6 2022-12-27 002371.SZA 3.0 156.131805
    7 2022-12-28 002371.SZA 3.0 156.131805
    8 2022-12-29 002371.SZA 3.0 156.131805
    9 2022-12-30 002371.SZA 3.0 156.131805
    10 2023-01-03 002371.SZA 3.0 156.131805
    11 2023-01-04 002371.SZA 3.0 156.131805
    12 2023-01-05 002371.SZA 3.0 156.131805
    13 2023-01-06 002371.SZA 3.0 156.131805
    14 2023-01-09 002371.SZA 3.0 156.131805
    15 2023-01-10 002371.SZA 3.0 156.131805
    16 2023-01-11 002371.SZA 3.0 156.131805
    17 2023-01-12 002371.SZA 3.0 156.131805
    18 2023-01-13 002371.SZA 3.0 156.131805
    19 2023-01-16 002371.SZA 3.0 156.131805
    20 2023-01-17 002371.SZA 3.0 156.131805
    21 2023-01-18 002371.SZA 3.0 156.131805
    22 2023-01-19 002371.SZA 3.0 156.131805
    23 2023-01-20 002371.SZA 3.0 156.131805
    24 2023-01-30 002371.SZA 3.0 156.131805
    25 2023-01-31 002371.SZA 3.0 156.131805
    26 2023-02-01 002371.SZA 3.0 156.131805
    27 2023-02-02 002371.SZA 3.0 156.131805
    28 2023-02-03 002371.SZA 3.0 156.131805
    29 2023-02-06 002371.SZA 3.0 156.131805
    30 2023-02-07 002371.SZA 3.0 156.131805
    31 2023-02-08 002371.SZA 3.0 156.131805
    32 2023-02-09 002371.SZA 3.0 156.131805
    33 2023-02-10 002371.SZA 3.0 156.131805
    34 2023-02-13 002371.SZA 3.0 156.131805
    35 2023-02-14 002371.SZA 3.0 156.131805
    36 2023-02-15 002371.SZA 3.0 156.131805
    37 2023-02-16 002371.SZA 3.0 156.131805
    38 2023-02-17 002371.SZA 3.0 156.131805
    39 2023-02-20 002371.SZA 3.0 156.131805
    40 2023-02-21 002371.SZA 3.0 156.131805
    41 2023-02-22 002371.SZA 3.0 156.131805
    42 2023-02-23 002371.SZA 3.0 156.131805
    43 2023-02-24 002371.SZA 3.0 156.131805
    44 2023-02-27 002371.SZA 3.0 156.131805
    45 2023-02-28 002371.SZA 3.0 156.131805
    46 2023-03-01 002371.SZA 3.0 156.131805
    47 2023-03-02 002371.SZA 3.0 156.131805
    48 2023-03-03 002371.SZA 3.0 156.131805
    49 2023-03-06 002371.SZA 3.0 156.131805
    50 2023-03-07 002371.SZA 3.0 156.131805
    51 2023-03-08 002371.SZA 3.0 156.131805
    52 2023-03-09 002371.SZA 3.0 156.131805
    53 2023-03-10 002371.SZA 3.0 156.131805
    54 2023-03-13 002371.SZA 3.0 156.131805
    55 2023-03-14 002371.SZA 3.0 156.131805
    56 2023-03-15 002371.SZA 3.0 156.131805
    57 2023-03-16 002371.SZA 3.0 156.131805
    58 2023-03-17 002371.SZA 3.0 156.131805
    59 2023-03-20 002371.SZA 3.0 156.131805
    60 2023-03-21 002371.SZA 3.0 156.131805
    61 2023-03-22 002371.SZA 3.0 156.131805
    62 2023-03-23 002371.SZA 3.0 156.131805
    63 2023-03-24 002371.SZA 3.0 156.131805
    64 2023-03-27 002371.SZA 3.0 156.131805
    65 2023-03-28 002371.SZA 3.0 156.131805
    66 2023-03-29 002371.SZA 3.0 156.131805
    67 2023-03-30 002371.SZA 3.0 156.131805
    68 2023-03-31 002371.SZA 3.0 156.131805
    69 2023-04-03 002371.SZA 3.0 156.131805
    70 2023-04-04 002371.SZA 3.0 156.131805
    71 2023-04-06 002371.SZA 3.0 156.131805
    72 2023-04-07 002371.SZA 3.0 156.131805
    73 2023-04-10 002371.SZA 3.0 156.131805
    74 2023-04-11 002371.SZA 3.0 156.131805
    75 2023-04-12 002371.SZA 3.0 156.131805
    76 2023-04-13 002371.SZA 3.0 156.131805
    77 2023-04-14 002371.SZA 3.0 156.131805
    78 2023-04-17 002371.SZA 3.0 156.131805
    79 2023-04-18 002371.SZA 3.0 156.131805
    80 2023-04-19 002371.SZA 3.0 156.131805
    81 2023-04-20 002371.SZA 3.0 156.131805
    82 2023-04-21 002371.SZA 3.0 156.131805
    83 2023-04-24 002371.SZA 3.0 156.131805
    84 2023-04-25 002371.SZA 3.0 156.131805
    85 2023-04-26 002371.SZA 3.0 156.131805
    86 2023-04-27 002371.SZA 3.0 156.131805
    87 2023-04-28 002371.SZA 3.0 156.131805