获取连续下跌股票策略
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策略案例
https://bigquant.com/experimentshare/06c5d16cb44b46e7a8ffe45ad9a69a95
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- ## \[2021-09-07 14:40:50.323133\] WARNING: moduleinvoker: 此模块版本 M.fast_auto_labeler.v5 已不再维护。你仍然可以使用,但建议升级到最新版本:请更新到 fast_auto_labeler 最新版本
\[2021-09-07 14:40:50.332231\] INFO: moduleinvoker: fast_auto_labeler.v5 开始运行..
\[2021-09-07 14:40:51.529918\] INFO: fast_auto_labeler: load history data: 223745 rows
\[2021-09-07 14:40:52.232052\] INFO: fast_auto_labeler: start labeling
\[2021-09-07 14:41:32.240559\] INFO: moduleinvoker: fast_auto_labeler.v5 运行完成\[41.908339s\].
\[2021-09-07 14:41:32.328442\] INFO: moduleinvoker: general_feature_extractor.v5 开始运行..
\[2021-09-07 14:41:33.255706\] INFO: general_feature_extractor: year 2017, featurerows=223745
\[2021-09-07 14:41:33.294445\] INFO: general_feature_extractor: total feature rows: 223745
\[2021-09-07 14:41:33.321069\] INFO: moduleinvoker: general_feature_extractor.v5 运行完成\[0.992631s\].
\[2021-09-07 14:41:33.343802\] INFO: moduleinvoker: transform.v2 开始运行..
\[2021-09-07 14:41:33.672475\] INFO: transform: transformed /y_2017, 210076/223745
\[2021-09-07 14:41:33.704493\] INFO: transform: transformed rows: 210076/223745
\[2021-09-07 14:41:33.718044\] INFO: moduleinvoker: transform.v2 运行完成\[0.374242s\].
\[2021-09-07 14:41:33.727913\] INFO: moduleinvoker: join.v2 开始运行..
\[2021-09-07 14:41:35.684316\] INFO: join: /y_2017, rows=177171/210076, timetaken=1.191088s
\[2021-09-07 14:41:35.764832\] INFO: join: total result rows: 177171
\[2021-09-07 14:41:35.770223\] INFO: moduleinvoker: join.v2 运行完成\[2.042307s\].
\[2021-09-07 14:41:35.785028\] WARNING: moduleinvoker: 此模块版本 M.stock_ranker_train.v2 已不再维护。你仍然可以使用,但建议升级到最新版本:请更新到 stock_ranker_train 最新版本
\[2021-09-07 14:41:35.787107\] INFO: moduleinvoker: stock_ranker_train.v2 开始运行..
\[2021-09-07 14:41:35.795194\] ERROR: moduleinvoker: module name: stock_ranker_train, module version: v2, trackeback: ModuleNotFoundError: No module named 'bigranker'
ModuleNotFoundError Traceback (most recent call last)
in
37 m4 = M.join.v2(data1=m1.data, data2=m3.data, on=\['date', 'instrument'\], sort=True)
38 # StockRanker机器学习训练
\---> 39 m5 = M.stock_ranker_train.v2(training_ds=m4.data, features=conf.features)
40
41
ModuleNotFoundError: No module named 'bigranker'