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# 本代码由可视化策略环境自动生成 2021年4月22日15:50
# 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。


m12 = M.input_features.v1(
    features="""# #号开始的表示注释
# 多个特征，每行一个，可以包含基础特征和衍生特征
return_5
"""
)

m11 = M.factorlens.v1(
    features=m12.data,
    title='因子分析: {factor_name}',
    start_date='2017-01-01',
    end_date='2017-12-31',
    rebalance_period=5,
    delay_rebalance_days=0,
    rebalance_price='close_0',
    stock_pool='全市场',
    quantile_count=5,
    commission_rate=0.0016,
    returns_calculation_method='累乘',
    benchmark='无',
    drop_price_limit_stocks=True,
    drop_st_stocks=True,
    drop_new_stocks=True,
    normalization=True,
    neutralization=['行业', '市值'],
    metrics=['因子表现概览', '因子分布', '因子行业分布', '因子市值分布', 'IC分析', '买入信号重合分析', '因子估值分析', '因子拥挤度分析', '因子值最大/最小股票', '表达式因子值', '多因子相关性分析'],
    factor_coverage=0.5
)

[2021-04-22 15:49:44.293863] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-04-22 15:49:44.464807] INFO: moduleinvoker: 命中缓存

[2021-04-22 15:49:44.467129] INFO: moduleinvoker: input_features.v1 运行完成[0.173243s].

[2021-04-22 15:49:44.472805] INFO: moduleinvoker: factorlens.v1 开始运行..

[2021-04-22 15:49:44.479090] INFO: moduleinvoker: 命中缓存

[2021-04-22 15:49:44.686391] INFO: moduleinvoker: factorlens.v1 运行完成[0.213597s].