{"description":"实验创建于2021/12/9","graph":{"edges":[{"to_node_id":"-119:input_ds","from_node_id":"-105:data"},{"to_node_id":"-127:input_data","from_node_id":"-119:sorted_data"}],"nodes":[{"node_id":"-105","module_id":"BigQuantSpace.use_datasource.use_datasource-v1","parameters":[{"name":"datasource_id","value":"bar1d_CN_STOCK_A","type":"Literal","bound_global_parameter":null},{"name":"start_date","value":"2021-11-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2021-12-08","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"instruments","node_id":"-105"},{"name":"features","node_id":"-105"}],"output_ports":[{"name":"data","node_id":"-105"}],"cacheable":true,"seq_num":2,"comment":"","comment_collapsed":true},{"node_id":"-119","module_id":"BigQuantSpace.sort.sort-v5","parameters":[{"name":"sort_by","value":"high","type":"Literal","bound_global_parameter":null},{"name":"group_by","value":"date,instrument","type":"Literal","bound_global_parameter":null},{"name":"keep_columns","value":"--","type":"Literal","bound_global_parameter":null},{"name":"ascending","value":"True","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_ds","node_id":"-119"},{"name":"sort_by_ds","node_id":"-119"}],"output_ports":[{"name":"sorted_data","node_id":"-119"}],"cacheable":true,"seq_num":4,"comment":"","comment_collapsed":true},{"node_id":"-127","module_id":"BigQuantSpace.winsorize.winsorize-v6","parameters":[{"name":"columns_input","value":"open\nvolume","type":"Literal","bound_global_parameter":null},{"name":"median_deviate","value":"5","type":"Literal","bound_global_parameter":null}],"input_ports":[{"name":"input_data","node_id":"-127"},{"name":"features","node_id":"-127"}],"output_ports":[{"name":"data","node_id":"-127"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true}],"node_layout":"<node_postions><node_position Node='-105' Position='517.401611328125,108.55532836914062,200,200'/><node_position Node='-119' Position='574.0031127929688,228.74737548828125,200,200'/><node_position Node='-127' Position='605.5091552734375,347.35841369628906,200,200'/></node_postions>"},"nodes_readonly":false,"studio_version":"v2"}

# 本代码由可视化策略环境自动生成 2021年12月10日 18:02
# 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。


m2 = M.use_datasource.v1(
    datasource_id='bar1d_CN_STOCK_A',
    start_date='2021-11-01',
    end_date='2021-12-08'
)

m4 = M.sort.v5(
    input_ds=m2.data,
    sort_by='high',
    group_by='date,instrument',
    keep_columns='--',
    ascending=True
)

m1 = M.winsorize.v6(
    input_data=m4.sorted_data,
    columns_input="""open
volume""",
    median_deviate=5
)

[2021-12-10 18:01:57.801470] INFO: moduleinvoker: use_datasource.v1 开始运行..

[2021-12-10 18:01:57.811735] INFO: moduleinvoker: 命中缓存

[2021-12-10 18:01:57.813703] INFO: moduleinvoker: use_datasource.v1 运行完成[0.012298s].

[2021-12-10 18:01:57.820350] INFO: moduleinvoker: sort.v5 开始运行..

[2021-12-10 18:01:57.829777] INFO: moduleinvoker: 命中缓存

[2021-12-10 18:01:57.831654] INFO: moduleinvoker: sort.v5 运行完成[0.011306s].

[2021-12-10 18:01:57.838002] INFO: moduleinvoker: winsorize.v6 开始运行..

[2021-12-10 18:01:57.848275] INFO: moduleinvoker: 命中缓存

[2021-12-10 18:01:57.850726] INFO: moduleinvoker: winsorize.v6 运行完成[0.01272s].