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[2018-10-16 09:48:07.758864] INFO: bigquant: instruments.v2 开始运行..
[2018-10-16 09:48:07.773827] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.774772] INFO: bigquant: instruments.v2 运行完成[0.015948s].
[2018-10-16 09:48:07.883832] INFO: bigquant: advanced_auto_labeler.v2 开始运行..
[2018-10-16 09:48:07.888967] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.890439] INFO: bigquant: advanced_auto_labeler.v2 运行完成[0.006623s].
[2018-10-16 09:48:07.894170] INFO: bigquant: input_features.v1 开始运行..
[2018-10-16 09:48:07.897500] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.898164] INFO: bigquant: input_features.v1 运行完成[0.003991s].
[2018-10-16 09:48:07.912350] INFO: bigquant: general_feature_extractor.v7 开始运行..
[2018-10-16 09:48:07.917170] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.917935] INFO: bigquant: general_feature_extractor.v7 运行完成[0.005601s].
[2018-10-16 09:48:07.924120] INFO: bigquant: derived_feature_extractor.v3 开始运行..
[2018-10-16 09:48:07.932944] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.938254] INFO: bigquant: derived_feature_extractor.v3 运行完成[0.014143s].
[2018-10-16 09:48:07.945905] INFO: bigquant: join.v3 开始运行..
[2018-10-16 09:48:07.950706] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.951574] INFO: bigquant: join.v3 运行完成[0.005665s].
[2018-10-16 09:48:07.956962] INFO: bigquant: dropnan.v1 开始运行..
[2018-10-16 09:48:07.960881] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.961672] INFO: bigquant: dropnan.v1 运行完成[0.00466s].
[2018-10-16 09:48:07.966801] INFO: bigquant: stock_ranker_train.v5 开始运行..
[2018-10-16 09:48:07.972801] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.974264] INFO: bigquant: stock_ranker_train.v5 运行完成[0.007462s].
[2018-10-16 09:48:07.976747] INFO: bigquant: instruments.v2 开始运行..
[2018-10-16 09:48:07.980324] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.981087] INFO: bigquant: instruments.v2 运行完成[0.004328s].
[2018-10-16 09:48:07.986744] INFO: bigquant: general_feature_extractor.v7 开始运行..
[2018-10-16 09:48:07.991019] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.991809] INFO: bigquant: general_feature_extractor.v7 运行完成[0.005063s].
[2018-10-16 09:48:07.994468] INFO: bigquant: derived_feature_extractor.v3 开始运行..
[2018-10-16 09:48:07.998496] INFO: bigquant: 命中缓存
[2018-10-16 09:48:07.999305] INFO: bigquant: derived_feature_extractor.v3 运行完成[0.00483s].
[2018-10-16 09:48:08.001352] INFO: bigquant: dropnan.v1 开始运行..
[2018-10-16 09:48:08.005366] INFO: bigquant: 命中缓存
[2018-10-16 09:48:08.006267] INFO: bigquant: dropnan.v1 运行完成[0.004898s].
[2018-10-16 09:48:08.010304] INFO: bigquant: stock_ranker_predict.v5 开始运行..
[2018-10-16 09:48:08.017492] INFO: bigquant: 命中缓存
[2018-10-16 09:48:08.018806] INFO: bigquant: stock_ranker_predict.v5 运行完成[0.008503s].
[2018-10-16 09:48:08.063465] INFO: bigquant: backtest.v7 开始运行..
[2018-10-16 09:48:08.070147] INFO: bigquant: 命中缓存
- 收益率315.83%
- 年化收益率108.74%
- 基准收益率-6.33%
- 阿尔法0.8
- 贝塔0.93
- 夏普比率1.91
- 胜率0.62
- 盈亏比0.92
- 收益波动率41.47%
- 信息比率0.17
- 最大回撤50.21%
[2018-10-16 09:48:09.640396] INFO: bigquant: backtest.v7 运行完成[1.576883s].