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# 本代码由可视化策略环境自动生成 2021年12月16日 23:46
# 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='2021-01-01',
    end_date='2021-07-01',
    market='CN_STOCK_A',
    instrument_list='',
    max_count=0
)

m4 = M.input_features.v1(
    features="""# #号开始的表示注释，注释需单独一行
# 多个特征，每行一个，可以包含基础特征和衍生特征，特征须为本平台特征
return_10
return_20
rank_return_0
rank_return_5
rank_return_10
pe_ttm_0

"""
)

m2 = M.general_feature_extractor.v7(
    instruments=m1.data,
    features=m4.data,
    start_date='',
    end_date='',
    before_start_days=90
)

m7 = M.derived_feature_extractor.v3(
    input_data=m2.data,
    features=m4.data,
    date_col='date',
    instrument_col='instrument',
    drop_na=False,
    remove_extra_columns=False,
    user_functions={}
)

m3 = M.dropnan.v1(
    input_data=m7.data
)

m6 = M.standardlize.v9(
    input_1=m3.data,
    input_2=m4.data,
    standard_func='MinMaxNorm',
    columns_input=''
)

m5 = M.standardlize.v8(
    columns_input=''
)

[2021-12-16 23:45:01.752825] INFO: moduleinvoker: instruments.v2 开始运行..

[2021-12-16 23:45:01.764737] INFO: moduleinvoker: 命中缓存

[2021-12-16 23:45:01.766889] INFO: moduleinvoker: instruments.v2 运行完成[0.014078s].

[2021-12-16 23:45:01.772136] INFO: moduleinvoker: input_features.v1 开始运行..

[2021-12-16 23:45:01.782176] INFO: moduleinvoker: 命中缓存

[2021-12-16 23:45:01.785438] INFO: moduleinvoker: input_features.v1 运行完成[0.013307s].

[2021-12-16 23:45:01.817992] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..

[2021-12-16 23:45:01.828059] INFO: moduleinvoker: 命中缓存

[2021-12-16 23:45:01.829934] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.011969s].

[2021-12-16 23:45:01.837539] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..

[2021-12-16 23:45:01.845444] INFO: moduleinvoker: 命中缓存

[2021-12-16 23:45:01.847131] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[0.009594s].

[2021-12-16 23:45:01.857700] INFO: moduleinvoker: dropnan.v1 开始运行..

[2021-12-16 23:45:02.112528] INFO: dropnan: /y_2020, 239876/243745

[2021-12-16 23:45:02.449181] INFO: dropnan: /y_2021, 497899/503096

[2021-12-16 23:45:02.579219] INFO: dropnan: 行数: 737775/746841

[2021-12-16 23:45:02.592866] INFO: moduleinvoker: dropnan.v1 运行完成[0.73512s].

[2021-12-16 23:45:02.601841] INFO: moduleinvoker: standardlize.v9 开始运行..

[2021-12-16 23:45:12.262255] INFO: moduleinvoker: standardlize.v9 运行完成[9.6605s].