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    In [2]:
    # 本代码由可视化策略环境自动生成 2022年2月16日 10:39
# 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='2022-02-07',
    end_date='2022-02-15',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m2 = M.input_features.v1(
    features="""#当天涨幅
zhangf=(close_0-open_0)/open_0
zhangf_max5=ts_max(zhangf,5)
#获取最近5天，涨幅大于7%，当天的开盘价（只用考虑最近5天只有1个涨幅大于7个点的情况）
#请问这个因子如何编写

#获取最近5天，涨幅大于7%，前一天的盘价（只用考虑最近5天只有1个涨幅大于7个点的情况）
#请问这个因子如何编写

"""
)

m3 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m2.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m4 = M.derived_feature_extractor.v3(
    input_data=m3.data,
    features=m2.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m5 = M.filter.v3(
    input_data=m4.data,
    expr='zhangf_max5>0.07',
    output_left_data=False
)