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# 本代码由可视化策略环境自动生成 2021年10月14日21:23
# 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='2021-06-01',
    end_date='2021-10-01',
    market='CN_STOCK_A',
    instrument_list='000001.SZA',
    max_count=0
)

m3 = 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
pe_ttm_0
mean(close_0,5)"""
)

m15 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m3.data,
    start_date='',
    end_date='',
    before_start_days=0
)

m6 = 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,
    user_functions={}
)

m2 = M.dropnan.v1(
    input_data=m6.data
)

m4 = M.fill_nan.v8(
    input_1=m6.data,
    input_2=m3.data,
    group_key=['instrument'],
    method='向下向上填充',
    fillnum=0.0
)

m5 = M.plot_dataframe.v1(
    input_data=m4.data,
    title='填充数据序列',
    chart_type='line',
    x='date',
    y='pe_ttm_0,close_0',
    options={
    'chart': {
        'height': 400
    }
},
    candlestick=False,
    pane_1='',
    pane_2='',
    pane_3='',
    pane_4=''
)

[2021-10-14 21:23:49.494686] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-10-14 21:23:49.506799] INFO: moduleinvoker: 命中缓存

[2021-10-14 21:23:49.508928] INFO: moduleinvoker: instruments.v2 运行完成[0.014257s].

[2021-10-14 21:23:49.513676] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-10-14 21:23:49.522570] INFO: moduleinvoker: 命中缓存

[2021-10-14 21:23:49.524206] INFO: moduleinvoker: input_features.v1 运行完成[0.010539s].

[2021-10-14 21:23:49.538264] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2021-10-14 21:23:49.544464] INFO: moduleinvoker: 命中缓存

[2021-10-14 21:23:49.546292] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.008046s].

[2021-10-14 21:23:49.556791] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-10-14 21:23:49.618607] INFO: derived_feature_extractor: 提取完成 mean(close_0,5), 0.004s

[2021-10-14 21:23:49.681242] INFO: derived_feature_extractor: /y_2021, 85

[2021-10-14 21:23:49.732539] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.175751s].

[2021-10-14 21:23:49.743681] INFO: moduleinvoker: dropnan.v1 开始运行..

[2021-10-14 21:23:49.819179] INFO: dropnan: /y_2021, 81/85

[2021-10-14 21:23:49.846195] INFO: dropnan: 行数: 81/85

[2021-10-14 21:23:49.849951] INFO: moduleinvoker: dropnan.v1 运行完成[0.10627s].

[2021-10-14 21:23:49.876342] INFO: moduleinvoker: fill_nan.v8 开始运行..

[2021-10-14 21:23:50.018462] INFO: moduleinvoker: fill_nan.v8 运行完成[0.142157s].

[2021-10-14 21:23:50.105251] INFO: moduleinvoker: plot_dataframe.v1 运行完成[0.065911s].