{"description":"实验创建于2020/4/11","graph":{"edges":[{"to_node_id":"-526:instruments","from_node_id":"-513:data"},{"to_node_id":"-565:instruments","from_node_id":"-513:data"},{"to_node_id":"-526:features","from_node_id":"-521:data"},{"to_node_id":"-541:features","from_node_id":"-521:data"},{"to_node_id":"-548:features","from_node_id":"-521:data"},{"to_node_id":"-557:features","from_node_id":"-521:data"},{"to_node_id":"-334:features","from_node_id":"-521:data"},{"to_node_id":"-548:input_data","from_node_id":"-526:data"},{"to_node_id":"-541:instruments","from_node_id":"-532:data"},{"to_node_id":"-614:instruments","from_node_id":"-532:data"},{"to_node_id":"-4989:instruments","from_node_id":"-532:data"},{"to_node_id":"-557:input_data","from_node_id":"-541:data"},{"to_node_id":"-576:data2","from_node_id":"-548:data"},{"to_node_id":"-898:input_data","from_node_id":"-557:data"},{"to_node_id":"-576:data1","from_node_id":"-565:data"},{"to_node_id":"-590:input_data","from_node_id":"-576:data"},{"to_node_id":"-334:training_ds","from_node_id":"-590:data"},{"to_node_id":"-614:options_data","from_node_id":"-635:sorted_data"},{"to_node_id":"-5003:input_1","from_node_id":"-635:sorted_data"},{"to_node_id":"-635:input_ds","from_node_id":"-334:predictions"},{"to_node_id":"-334:predict_ds","from_node_id":"-898:data"},{"to_node_id":"-5003:input_2","from_node_id":"-4989:data"},{"to_node_id":"-4628:predictions","from_node_id":"-5003:data_1"}],"nodes":[{"node_id":"-513","module_id":"BigQuantSpace.instruments.instruments-v2","parameters":[{"name":"start_date","value":"2010-01-01","type":"Literal","bound_global_parameter":null},{"name":"end_date","value":"2014-12-31","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":"-513"}],"output_ports":[{"name":"data","node_id":"-513"}],"cacheable":true,"seq_num":1,"comment":"","comment_collapsed":true},{"node_id":"-521","module_id":"BigQuantSpace.input_features.input_features-v1","parameters":[{"name":"features","value":"\n# 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[2021-12-15 13:47:03.392554] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-12-15 13:47:03.939545] INFO: moduleinvoker: 命中缓存
[2021-12-15 13:47:03.951212] INFO: moduleinvoker: instruments.v2 运行完成[0.56332s].
[2021-12-15 13:47:03.978726] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-12-15 13:47:14.758746] INFO: 自动标注(股票): 加载历史数据: 2642813 行
[2021-12-15 13:47:14.760460] INFO: 自动标注(股票): 开始标注 ..
[2021-12-15 13:47:20.961756] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[16.983022s].
[2021-12-15 13:47:20.970520] INFO: moduleinvoker: input_features.v1 开始运行..
[2021-12-15 13:47:20.983410] INFO: moduleinvoker: 命中缓存
[2021-12-15 13:47:20.986078] INFO: moduleinvoker: input_features.v1 运行完成[0.015546s].
[2021-12-15 13:47:21.020586] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-12-15 13:47:21.043388] INFO: moduleinvoker: 命中缓存
[2021-12-15 13:47:21.045968] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.025402s].
[2021-12-15 13:47:21.057404] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-12-15 13:47:31.356764] INFO: derived_feature_extractor: 提取完成 avg_amount_0/avg_amount_5, 0.009s
[2021-12-15 13:47:31.367572] INFO: derived_feature_extractor: 提取完成 avg_amount_5/avg_amount_20, 0.009s
[2021-12-15 13:47:31.373987] INFO: derived_feature_extractor: 提取完成 rank_avg_amount_0/rank_avg_amount_5, 0.005s
[2021-12-15 13:47:31.380209] INFO: derived_feature_extractor: 提取完成 rank_avg_amount_5/rank_avg_amount_10, 0.005s
[2021-12-15 13:47:31.388465] INFO: derived_feature_extractor: 提取完成 rank_return_0/rank_return_5, 0.006s
[2021-12-15 13:47:31.396733] INFO: derived_feature_extractor: 提取完成 rank_return_5/rank_return_10, 0.006s
[2021-12-15 13:47:32.040495] INFO: derived_feature_extractor: /y_2009, 95020
[2021-12-15 13:47:33.191498] INFO: derived_feature_extractor: /y_2010, 431567
[2021-12-15 13:47:34.714043] INFO: derived_feature_extractor: /y_2011, 511455
[2021-12-15 13:47:36.645740] INFO: derived_feature_extractor: /y_2012, 565675
[2021-12-15 13:47:38.404031] INFO: derived_feature_extractor: /y_2013, 564168
[2021-12-15 13:47:40.112002] INFO: derived_feature_extractor: /y_2014, 569948
[2021-12-15 13:47:41.026856] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[19.96943s].
[2021-12-15 13:47:41.042825] INFO: moduleinvoker: join.v3 开始运行..
[2021-12-15 13:47:47.445311] INFO: join: /y_2009, 行数=0/95020, 耗时=1.123534s
[2021-12-15 13:47:49.857294] INFO: join: /y_2010, 行数=431045/431567, 耗时=2.409524s
[2021-12-15 13:47:52.467743] INFO: join: /y_2011, 行数=510937/511455, 耗时=2.606132s
[2021-12-15 13:47:55.174458] INFO: join: /y_2012, 行数=564597/565675, 耗时=2.702103s
[2021-12-15 13:47:58.104186] INFO: join: /y_2013, 行数=563157/564168, 耗时=2.923916s
[2021-12-15 13:48:00.856010] INFO: join: /y_2014, 行数=568076/569948, 耗时=2.744418s
[2021-12-15 13:48:00.957710] INFO: join: 最终行数: 2637812
[2021-12-15 13:48:00.979140] INFO: moduleinvoker: join.v3 运行完成[19.936307s].
[2021-12-15 13:48:00.991465] INFO: moduleinvoker: dropnan.v1 开始运行..
[2021-12-15 13:48:01.132904] INFO: dropnan: /y_2009, 0/0
[2021-12-15 13:48:01.903848] INFO: dropnan: /y_2010, 423756/431045
[2021-12-15 13:48:02.925359] INFO: dropnan: /y_2011, 504741/510937
[2021-12-15 13:48:04.002815] INFO: dropnan: /y_2012, 561124/564597
[2021-12-15 13:48:05.129172] INFO: dropnan: /y_2013, 563127/563157
[2021-12-15 13:48:06.213321] INFO: dropnan: /y_2014, 566227/568076
[2021-12-15 13:48:06.435232] INFO: dropnan: 行数: 2618975/2637812
[2021-12-15 13:48:06.447096] INFO: moduleinvoker: dropnan.v1 运行完成[5.455618s].
[2021-12-15 13:48:06.453921] INFO: moduleinvoker: instruments.v2 开始运行..
[2021-12-15 13:48:06.461938] INFO: moduleinvoker: 命中缓存
[2021-12-15 13:48:06.463475] INFO: moduleinvoker: instruments.v2 运行完成[0.009562s].
[2021-12-15 13:48:06.480124] INFO: moduleinvoker: general_feature_extractor.v7 开始运行..
[2021-12-15 13:48:06.490729] INFO: moduleinvoker: 命中缓存
[2021-12-15 13:48:06.492648] INFO: moduleinvoker: general_feature_extractor.v7 运行完成[0.012522s].
[2021-12-15 13:48:06.517251] INFO: moduleinvoker: derived_feature_extractor.v3 开始运行..
[2021-12-15 13:48:09.706616] INFO: derived_feature_extractor: 提取完成 avg_amount_0/avg_amount_5, 0.006s
[2021-12-15 13:48:09.714885] INFO: derived_feature_extractor: 提取完成 avg_amount_5/avg_amount_20, 0.006s
[2021-12-15 13:48:09.720338] INFO: derived_feature_extractor: 提取完成 rank_avg_amount_0/rank_avg_amount_5, 0.004s
[2021-12-15 13:48:09.726306] INFO: derived_feature_extractor: 提取完成 rank_avg_amount_5/rank_avg_amount_10, 0.003s
[2021-12-15 13:48:09.730493] INFO: derived_feature_extractor: 提取完成 rank_return_0/rank_return_5, 0.003s
[2021-12-15 13:48:09.734568] INFO: derived_feature_extractor: 提取完成 rank_return_5/rank_return_10, 0.003s
[2021-12-15 13:48:10.257190] INFO: derived_feature_extractor: /y_2014, 141569
[2021-12-15 13:48:11.604879] INFO: derived_feature_extractor: /y_2015, 569698
[2021-12-15 13:48:13.502961] INFO: derived_feature_extractor: /y_2016, 641546
[2021-12-15 13:48:14.254052] INFO: moduleinvoker: derived_feature_extractor.v3 运行完成[7.736797s].
[2021-12-15 13:48:14.269751] INFO: moduleinvoker: dropnan.v1 开始运行..
[2021-12-15 13:48:14.735748] INFO: dropnan: /y_2014, 140747/141569
[2021-12-15 13:48:15.734040] INFO: dropnan: /y_2015, 565146/569698
[2021-12-15 13:48:16.786303] INFO: dropnan: /y_2016, 636912/641546
[2021-12-15 13:48:16.942971] INFO: dropnan: 行数: 1342805/1352813
[2021-12-15 13:48:16.953486] INFO: moduleinvoker: dropnan.v1 运行完成[2.683725s].
[2021-12-15 13:48:16.966581] INFO: moduleinvoker: logistic_regression.v1 开始运行..
[2021-12-15 13:48:41.072008] INFO: moduleinvoker: logistic_regression.v1 运行完成[24.105428s].
[2021-12-15 13:48:41.085438] INFO: moduleinvoker: sort.v4 开始运行..
[2021-12-15 13:48:44.415041] INFO: moduleinvoker: sort.v4 运行完成[3.329593s].
[2021-12-15 13:48:44.436425] INFO: moduleinvoker: advanced_auto_labeler.v2 开始运行..
[2021-12-15 13:48:45.776782] INFO: 自动标注(股票): 加载历史数据: 1211244 行
[2021-12-15 13:48:45.778323] INFO: 自动标注(股票): 开始标注 ..
[2021-12-15 13:48:48.153944] INFO: moduleinvoker: advanced_auto_labeler.v2 运行完成[3.717525s].
[2021-12-15 13:48:48.205517] INFO: moduleinvoker: cached.v3 开始运行..
[2021-12-15 13:48:51.092157] INFO: moduleinvoker: cached.v3 运行完成[2.886655s].
[2021-12-15 13:48:51.119841] INFO: moduleinvoker: metrics_classification.v1 开始运行..
[2021-12-15 13:49:03.410040] INFO: moduleinvoker: metrics_classification.v1 运行完成[12.29017s].
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