复制链接
克隆策略

    {"description":"实验创建于2017/8/26","graph":{"edges":[{"to_node_id":"-4862:instruments","from_node_id":"-4849:data"},{"to_node_id":"-6998:input_data","from_node_id":"-4862:data"},{"to_node_id":"-6998:features","from_node_id":"-112:data"},{"to_node_id":"-4862:features","from_node_id":"-112:data"}],"nodes":[{"node_id":"-4849","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2022-06-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2022-07-11","type":"Literal","bound_global_parameter":null},{"name":"market","value":"CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"instrument_list","value":"","type":"Literal","bound_global_parameter":null},{"name":"max_count","value":0,"type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"rolling_conf","node_id":"-4849"}],"output_ports":[{"name":"data","node_id":"-4849"}],"cacheable":false,"seq_num":11,"comment":"","comment_collapsed":true},{"node_id":"-4862","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":"20","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-4862"},{"name":"features","node_id":"-4862"}],"output_ports":[{"name":"data","node_id":"-4862"}],"cacheable":false,"seq_num":12,"comment":"","comment_collapsed":true},{"node_id":"-6998","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":"False","type":"Literal","bound_global_parameter":null},{"name":"remove_extra_columns","value":"False","type":"Literal","bound_global_parameter":null},{"name":"user_functions","value":"{}","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-6998"},{"name":"features","node_id":"-6998"}],"output_ports":[{"name":"data","node_id":"-6998"}],"cacheable":false,"seq_num":14,"comment":"","comment_collapsed":true},{"node_id":"-112","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"close_0\nopen_0\namount_1\n","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"features_ds","node_id":"-112"}],"output_ports":[{"name":"data","node_id":"-112"}],"cacheable":true,"seq_num":8,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-4849' Position='144.904541015625,9.4999361038208,200,200'/><node_position Node='-4862' Position='223.03286743164062,256.2477722167969,200,200'/><node_position Node='-6998' Position='230,375,200,200'/><node_position Node='-112' Position='450.4349670410156,28.959546998143196,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}
    In [12]:
    # 本代码由可视化策略环境自动生成 2022年7月15日 11:44
    # 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。
    
    
    m11 = M.instruments.v2(
        start_date='2022-06-01',
        end_date='2022-07-11',
        market='CN_STOCK_A',
        instrument_list='',
        max_count=0,
        m_cached=False
    )
    
    m8 = M.input_features.v1(
        features="""close_0
    open_0
    amount_1
    """
    )
    
    m12 = M.general_feature_extractor.v7(
        instruments=m11.data,
        features=m8.data,
        start_date='',
        end_date='',
        before_start_days=20,
        m_cached=False
    )
    
    m14 = M.derived_feature_extractor.v3(
        input_data=m12.data,
        features=m8.data,
        date_col='date',
        instrument_col='instrument',
        drop_na=False,
        remove_extra_columns=False,
        user_functions={},
        m_cached=False
    )
    
    In [ ]: