数据标签用法说明

一、定义

在量化投资领域，数据是任何代码的底层架构，模型训练、策略运行都依赖于对应的数据。BigQuant 平台的模拟交易每天会基于策略所需的数据运行策略代码，最终产生下一个交易日的买卖信息。这种工作方式需要保证模拟交易运行前，其依赖的数据需要准备好。如果数据没有准备好会导致当日模拟交易运行结果是错误。


  1. 参数可分为两组：依赖标签和输出标签，输入数据和输出数据；

    • 依赖标签：指该任务运行时需要依赖前置任务的输出标签，用户可通过输入关键字模糊匹配选择用户有权使用的依赖标签；

    • 输出标签：指该任务运行时的输出标签，用户可自由输入定义(该标签可作为用户自己的其他任务的输入标签或者其他用户有权使用时的输入标签)

    • 输入数据：指该任务的代码中需要依赖使用的数据标签，来源于用户自己其他任务的输出数据或者是其他用户在平台上提交的用户有使用权限的输出数据，用户可通过输入关键字模糊匹配选择用户有权使用的数据标签；

    • 输出数据：指该任务的代码中输出的更新或创建的数据表（即只能是用户自己的数据表或者数据视图）；用户可通过输入关键字模糊匹配选择用户的数据表，从而输出对应的输出数据标签（该数据标签可作为用户自己的其他任务的输入数据或者其他用户有权使用时的输入数据）

  2. 根据上述概念，我们可知输入数据和输出数据是特殊的输入标签和输出标签；针对输出标签，我们未限制用户一定要引用数据跟数据关联；但是输出数据，我们规定必须引用数据跟数据映射起来；

  3. 不论是输入、输出数据还是输入、输出标签，只有前置任务有输出对应的输出数据/标签时，我们的后置任务才可使用前置任务的输出数据/标签，从而后台任务才可根据对应的标签关联关系触发对应任务的运行。

  4. 根据数据和标签的关联关系，只有前置任务成功完成时，才会触发对应后置任务的运行。

  5. 触发时间：用户仅指定触发时间，则任务在用户指定的时间点触发任务运行；若用户同时指定触发时间和其他的参数(输入数据、输入标签)，则任务在指定时间和对应参数依赖的数据标签触发同时满足时才触发本任务运行。

提交模拟交易时的具体流程操作请参考以下链接：

https://bigquant.com/wiki/doc/tZhowUCZdU


二、举例说明

BigQuant 的数据表一般其输出标签是其表名，比如：cn_stock_prefactors 的输出标签是 cn_stock_prefactors，模拟交易用到该表时，可以在依赖标签一栏填入，则模拟交易任务一定会在上游数据任务构建完成后运行，保证策略运行的正确性。

同时，数据任务有一个共同的数据标签：data，当它准备好后，下游的因子任务和模拟交易任务才会运行，其工作流如下图所示。当有 N 个任务的输出标签有 data 时，只有当这 N 个任务同时完成，才说明 data 标签准备完成，下游因子任务才会出发，最后触发模拟交易。



为什么要设置data标签呢？主要是有些任务运行时间较长或触发时间较晚，比如一些某任务A在当晚23:00完成，而平台大多数数据任务在19:00就完成了，为了不阻塞模拟交易的运行，我们不会任务A的输出标签纳入data中。

那么，如果用户的模拟交易需要用到任务A的数据该怎么操作呢？可以让任务的依赖标签填入任务A的输出标签，这样模拟交易任务才会在任务A的数据准备完成后触发。

比如：我有个模拟交易需要用到 cn_stock_bar1d 和 sentiment_hot_concept_bar，则：

  • 因为 sentiment_hot_concept_bar 没有加入到 data 标签中，因此模拟交易需要单独依赖 sentiment_hot_concept_bar表的输出标签；

  • 因为 cn_stock_bar1d 已经加入到 data 标签中，因此不用单独依赖其输出标签。


其流程图如下：



三、附录：官方数据的输出标签（不定期更新）


编号

表名字

输入数据

输出数据

依赖标签

输出标签

0

all_trading_days





1

trading_days

[]

['@trading_days']

[]

['trading_days', 'data']

2

papertrading_trading_days





3

holidays





4

cn_stock_instruments

[]

['@cn_stock_instruments']

['trading_days']

['cn_stock_instruments', 'data']

5

cn_future_instruments

[]

['@cn_future_instruments']

['cn_future_basic_info']

['cn_future_instruments']

6

cn_fund_instruments

[]

['@cn_fund_instruments']

['cn_fund_basic_info', 'cn_fund_bar1d']

['cn_fund_instruments']

7

cn_index_instruments

[]

['@cn_index_instruments']

['trading_days']

['cn_index_instruments']

8

cn_cbond_instruments

[]

['@cn_cbond_instruments']

['cn_cbond_basic_info']

['cn_cbond_instruments']

9

cnhk_stock_instruments

[]

['@cnhk_stock_instruments']

['cnhk_stock_bar1d']

['cnhk_stock_instruments']

10

us_stock_instruments

[]

['@us_stock_instruments']

['us_stock_bar1d']

['us_stock_instruments']

11

sg_stock_instruments

[]

['@sg_stock_instruments']

['sg_trading_days']

['sg_stock_instruments']

12

cn_stock_bar1d

[]

['@cn_stock_bar1d']

['cn_stock_real_bar1d']

['cn_stock_bar1d', 'data']

13

cn_stock_real_bar1d

[]

['@cn_stock_real_bar1d']

['cn_stock_limit_price', 'cn_stock_shares']

['cn_stock_real_bar1d', 'data']

14

cn_stock_bar1m

[]

['@cn_stock_bar1m']

['cn_stock_real_bar1d']

['cn_stock_bar1m']

15

cn_stock_bar1m_c

[]

['@cn_stock_bar1m_c']

['cn_stock_bar1m']

['cn_stock_bar1m_c']

16

cn_stock_bar1m_derived

[]

['@cn_stock_bar1m_derived']

['bar1m_trade_SZ', 'bar1m_trade_SH', 'bar1m_snapshot_SZ', 'bar1m_snapshot_SH']

['cn_stock_bar1m_derived']

17

cn_stock_limit_price

[]

['@cn_stock_limit_price']

['cn_stock_instruments']

['cn_stock_limit_price', 'data']

18

cn_stock_wap

[]

[]

['cn_stock_bar1m_c', 'cn_stock_real_bar1d', 'cn_stock_instruments']

['cn_stock_wap']

19

cn_stock_dragon_list

[]

['@cn_stock_dragon_list']

['cn_stock_instruments']

['cn_stock_dragon_list', 'data']

20

cn_stock_moneyflow_ns

[]

['@cn_stock_moneyflow_ns']

[]

['cn_stock_moneyflow_ns']

21

cn_stock_static_data





22

cn_stock_basic_info

[]

['@cn_stock_basic_info']

['cn_stock_instruments']

['cn_stock_basic_info', 'data']

23

cn_stock_shares

[]

['@cn_stock_shares']

['cn_stock_instruments']

['cn_stock_shares', 'data']

24

cn_stock_status

[]

['@cn_stock_status']

['cn_stock_st', 'cn_stock_dividend', 'cn_stock_real_bar1d', 'cn_stock_suspend']

['cn_stock_status', 'data']

25

cn_stock_dividend

[]

['@cn_stock_dividend']

['cn_stock_bar1d']

['cn_stock_dividend', 'data']

26

cn_stock_allotment

[]

['@cn_stock_allotment']

['cn_stock_bar1d']

['cn_stock_allotment', 'data']

27

cn_stock_st

[]

['@cn_stock_st']

['cn_stock_instruments']

['cn_stock_st', 'data']

28

cn_stock_suspend

[]

['@cn_stock_suspend']

['cn_stock_instruments']

['cn_stock_suspend', 'data']

29

cn_stock_capital

[]

['@cn_stock_capital']

['cn_stock_instruments']

['cn_stock_capital', 'data']

30

cn_stock_name_change

[]

['@cn_stock_name_change']

['cn_stock_instruments']

['cn_stock_name_change']

31

cn_stock_margin_trading_detail

[]

['@cn_stock_margin_trading_detail']

[]

['cn_stock_margin_trading_detail', 'data']

32

cn_stock_margin_trading_market

[]

['@cn_stock_margin_trading_market']

['cn_stock_margin_trading_detail']

['cn_stock_margin_trading_market', 'data']

33

cn_stock_float_shareholder_top10

[]

['@cn_stock_float_shareholder_top10']

['cn_stock_capital']

['cn_stock_float_shareholder_top10', 'data']

34

cn_stock_shareholder_top10

[]

['@cn_stock_shareholder_top10']

['cn_stock_top10_shareholder']

['cn_stock_shareholder_top10', 'data']

35

cn_stock_shareholder

[]

['@cn_stock_shareholder']

['cn_stock_capital']

['cn_stock_shareholder', 'data']

36

cn_stock_shareholder_change

[]

['@cn_stock_shareholder_change']

['cn_stock_shareholder']

['cn_stock_shareholder_change', 'data']

37

cn_stock_financial_changedate

[]

['@cn_stock_financial_changedate', '@cn_stock_financial_changedate_diff']

['cn_stock_instruments']

['cn_stock_financial_changedate', 'data']

38

cn_stock_financial_income_general_pit

[]

['@cn_stock_income_sheet']

['cn_stock_cashflow_sheet', 'cn_stock_financial_changedate']

['cn_stock_income_sheet', 'data']

39

cn_stock_financial_balance_general_pit

[]

['@cn_stock_financial_balance_general_pit']

['cn_stock_balance_sheet']

['cn_stock_financial_balance_general_pit', 'data']

40

cn_stock_financial_cashflow_general_pit

[]

['@cn_stock_financial_cashflow_general_pit']

['cn_stock_cashflow_sheet']

['cn_stock_financial_cashflow_general_pit', 'data']

41

cn_stock_financial_note_margin_business

[]

['@cn_stock_financial_note_margin_business']

['cn_stock_income_sheet', 'cn_stock_cashflow_sheet', 'cn_stock_balance_sheet']

['cn_stock_financial_note_margin_business', 'data']

42

cn_stock_financial_note_supplier_customer

[]

['@cn_stock_financial_note_supplier_customer']

['cn_stock_income_sheet', 'cn_stock_cashflow_sheet', 'cn_stock_balance_sheet']

['cn_stock_financial_note_supplier_customer', 'data']

43

cn_stock_financial_note_impairment_loss

[]

['@cn_stock_financial_note_impairment_loss']

['cn_stock_cashflow_sheet', 'cn_stock_balance_sheet', 'cn_stock_income_sheet']

['data', 'cn_stock_financial_note_impairment_loss']

44

cn_stock_financial_note_goodwill

[]

['@cn_stock_financial_note_goodwill']

['cn_stock_cashflow_sheet', 'cn_stock_income_sheet', 'cn_stock_balance_sheet']

['cn_stock_financial_note_goodwill', 'data']

45

cn_stock_financial_note_income_tax

[]

['@cn_stock_financial_note_income_tax']

['cn_stock_income_sheet', 'cn_stock_cashflow_sheet', 'cn_stock_balance_sheet']

['cn_stock_financial_note_income_tax', 'data']

46

cn_stock_financial_note_investment_income

[]

['@cn_stock_financial_note_investment_income']

['cn_stock_income_sheet', 'cn_stock_balance_sheet', 'cn_stock_cashflow_sheet']

['cn_stock_financial_note_investment_income']

47

cn_stock_financial_note_financial_expense

[]

[]

['cn_stock_cashflow_sheet', 'cn_stock_balance_sheet', 'cn_stock_income_sheet']

['cn_stock_financial_note_financial_expense']

48

cn_stock_financial_note_nonrecurring_gain_loss

[]

['@cn_stock_financial_note_nonrecurring_gain_loss']

['cn_stock_balance_sheet', 'cn_stock_income_sheet', 'cn_stock_cashflow_sheet']

['cn_stock_financial_note_nonrecurring_gain_loss', 'data']

49

cn_stock_financial_lf_shift

[]

['@cn_stock_financial_lf_shift']

['cn_stock_financial_intermediate']

['cn_stock_financial_derivative_lf_shift_v3', 'data', 'cn_stock_financial_lf_shift']

50

cn_stock_financial_ly_shift

[]

['@cn_stock_financial_ly_shift']

['cn_stock_financial_intermediate']

['data', 'cn_stock_financial_derivative_ly_shift_v3', 'cn_stock_financial_ly_shift']

51

cn_stock_financial_mrq_shift

[]

['@cn_stock_financial_mrq_shift']

['cn_stock_financial_lf_shift']

['cn_stock_financial_derivative_mrq_shift_v3', 'cn_stock_financial_mrq_shift', 'data']

52

cn_stock_financial_ttm_shift

[]

['@cn_stock_financial_ttm_shift']

['cn_stock_financial_mrq_shift']

['cn_stock_financial_derivative_ttm_shift_v3', 'data', 'cn_stock_financial_ttm_shift']

53

cn_stock_financial_notes_shift

[]

['@cn_stock_financial_notes_shift']

['cn_stock_financial_note_nonrecurring_gain_loss']

['data', 'cn_stock_financial_derivative_notes_shift_v3', 'cn_stock_financial_notes_shift']

54

cn_stock_financial_derivative

[]

['@cn_stock_financial_derivative']

['cn_stock_financial_lf_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_notes_shift']

['cn_stock_financial_analysis_derivative_v3', 'data']

55

cn_stock_financial_xps

[]

['@cn_stock_financial_xps']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative']

['cn_stock_financial_analysis_xps_v3', 'data']

56

cn_stock_financial_profitability

[]

['@cn_stock_financial_profitability']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative']

['cn_stock_financial_analysis_profitability_v3', 'data']

57

cn_stock_financial_earning_quality

[]

['@cn_stock_financial_earning_quality']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative']

['cn_stock_financial_analysis_earning_quality_v3', 'data']

58

cn_stock_financial_cash_flow

[]

['@cn_stock_financial_cash_flow']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative']

['cn_stock_financial_analysis_cash_flow_v3', 'data']

59

cn_stock_financial_capital

[]

['@cn_stock_financial_capital']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative']

['cn_stock_financial_analysis_capital_v3', 'data']

60

cn_stock_financial_debt_repay

[]

['@cn_stock_financial_debt_repay']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative']

['cn_stock_financial_analysis_debt_repay_v3', 'data']

61

cn_stock_financial_operating

[]

['@cn_stock_financial_operating']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative']

['cn_stock_financial_analysis_operating_v3', 'data']

62

cn_stock_financial_growth

[]

['@cn_stock_financial_growth']

['cn_stock_financial_lf_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_derivative', 'cn_stock_financial_xps', 'cn_stock_financial_profitability']

['cn_stock_financial_analysis_growth_v3', 'data']

63

cn_stock_financial_forecast_consensus_rolling

[]

['@cn_stock_financial_forecast_consensus_rolling']

['trading_days']

['cn_stock_financial_forecast_consensus_rolling']

64

cn_stock_index_bar1d

[]

['@cn_stock_index_bar1d']

['trading_days']

['cn_stock_index_bar1d', 'data']

65

cn_stock_index_concept_bar1d

[]

['@cn_stock_index_concept_bar1d']

['trading_days']

['cn_stock_index_concept_bar1d', 'data']

66

cn_stock_index_info





67

cn_stock_index_component

[]

[]

['cn_stock_index_bar1d', 'cn_stock_instruments']

['cn_stock_index_component', 'data']

68

cn_stock_index_weight

[]

[]

['cn_stock_index_bar1d', 'trading_days', 'cn_stock_instruments']

['data', 'cn_stock_index_weight']

69

cn_stock_index_change

[]

['@cn_stock_index_change']

['cn_stock_index_component']

['cn_stock_index_change', 'data']

70

cn_stock_index_concept_component

[]

['@cn_stock_index_concept_component']

['cn_stock_index_concept_instruments', 'cn_stock_index_concept_bar1d', 'cn_stock_instruments', 'cn_stock_income_sheet']

['cn_stock_index_concept_component']

71

cn_stock_industry_sw_bar1d

[]

['@cn_stock_industry_sw_bar1d']

['cn_index_instruments']

['cn_stock_industry_sw_bar1d', 'data']

72

cn_stock_industry_bar1d

[]

['@cn_stock_industry_bar1d']

['cn_stock_bar1d', 'cn_stock_capital', 'cn_stock_industry_component']

['cn_stock_industry_bar1d']

73

cn_stock_industry_real_bar1d

[]

['@cn_stock_industry_real_bar1d']

['cn_stock_real_bar1d', 'cn_stock_capital', 'cn_stock_industry_component']

['cn_stock_industry_real_bar1d']

74

cn_stock_industry_valuation

[]

[]

['cn_stock_industry_component', 'cn_stock_basic_info', 'cn_stock_shares', 'cn_stock_real_bar1d', 'cn_stock_status', 'cn_stock_financial_lf_shift', 'cn_stock_financial_ttm_shift']

['cn_stock_industry_valuation']

75

cn_stock_industry





76

cn_stock_industry_component

[]

['@cn_stock_industry_component']

['cn_stock_instruments']

['cn_stock_industry_component', 'data']

77

cn_stock_industry_change

[]

[]

['cn_stock_industry_component']

['cn_stock_industry_change']

78

cn_stock_industry_index_mapper





79

cn_future_bar1d

[]

['@cn_future_bar1d']

['trading_days', 'cn_future_level1_snapshot']

['cn_future_bar1d']

80

cn_future_bar1m

[]

['@cn_future_bar1m']

['cn_future_bar1m', 'cn_future_dominant', 'cn_future_adjust_factor', 'cn_future_bar1m_update_dominant']

['cn_future_bar1m_update_adjust']

81

cn_future_bar1m_c

[]

['@cn_future_bar1m_c']

['cn_future_bar1m', 'cn_future_bar1m_update_dominant', 'cn_future_bar1m_update_index', 'cn_future_bar1m_update_adjust']

['cn_future_bar1m_c']

82

cn_future_level1_snapshot

[]

['@cn_future_level1_snapshot']

['trading_days_15PM']

['cn_future_level1_snapshot']

83

cn_future_adjust_factor

[]

['@cn_future_adjust_factor']

['cn_future_dominant', 'cn_future_bar1d']

['cn_future_adjust_factor']

84

cn_future_bar1d_adjust

[]

['@cn_future_bar1d_adjust']

['cn_future_adjust_factor', 'cn_future_bar1d', 'cn_future_dominant']

['cn_future_bar1d_adjust']

85

cn_future_static_data





86

cn_future_dominant

[]

['@cn_future_dominant']

['cn_future_basic_info', 'cn_future_instruments', 'cn_future_bar1d']

['cn_future_dominant']

87

cn_future_basic_info

[]

['@cn_future_basic_info']

['trading_days']

['cn_future_basic_info']

88

cn_future_product_info





89

cn_future_member_position

[]

[]

['cn_future_basic_info']

['cn_future_member_position']

90

cn_option_bar1d

[]

['@cn_option_bar1d']

['trading_days']

['cn_option_bar1d']

91

cn_option_bar1m

[]

[]

['cn_option_level1_snapshot']

['cn_option_bar1m']

92

cn_option_dragon_list

[]

['@cn_option_dragon_list']

['trading_days']

['cn_option_dragon_list']

93

cn_option_static_data





94

cn_option_basic_info

[]

['@cn_option_basic_info']

['trading_days']

['cn_option_basic_info']

95

cn_option_valuation

[]

['@cn_option_valuation']

['trading_days']

['cn_option_valuation']

96

cn_option_risk

[]

['@cn_option_risk']

['trading_days']

['cn_option_risk']

97

cn_fund_bar1m

[]

['@cn_fund_bar1m']

['cn_fund_bar1d']

['cn_fund_bar1m']

98

cn_fund_bar1m_c

[]

['@cn_fund_bar1m_c']

['cn_fund_bar1m']

['cn_fund_bar1m_c']

99

cn_fund_bar1d

[]

['@cn_fund_bar1d']

['trading_days', 'cn_fund_real_bar1d']

['cn_fund_bar1d']

100

cn_fund_real_bar1d

[]

['@cn_fund_real_bar1d']

['trading_days', 'cn_fund_basic_info']

['cn_fund_real_bar1d']


编号

表名字

输入数据

输出数据

依赖标签

输出标签

100

cn_fund_real_bar1d

[]

['@cn_fund_real_bar1d']

['trading_days', 'cn_fund_basic_info']

['cn_fund_real_bar1d']

101

cn_fund_nav

[]

['@cn_fund_nav']

['cn_fund_instruments']

['cn_fund_nav']

102

cn_fund_static_data





103

cn_fund_basic_info

[]

['@cn_fund_basic_info']

['trading_days']

['cn_fund_basic_info']

104

cn_fund_publishdate

[]

['@cn_fund_publishdate']

[]

['cn_fund_publishdate']

105

cn_fund_report_publish

[]

['@cn_fund_report_publish']

[]

['cn_fund_report_publish']

106

cn_fund_fee

[]

['@cn_fund_fee']

['cn_fund_report_publish']

['cn_fund_fee']

107

cn_fund_holding_detail

[]

['@cn_fund_holding_detail']

['cn_fund_basic_info']

['cn_fund_holding_detail']

108

cn_fund_etf_holder

[]

['@cn_fund_etf_holder']

['cn_fund_publishdate']

['cn_fund_etf_holder']

109

cn_fund_manager_info

[]

['@cn_fund_manager_info']

[]

['cn_fund_manager_info']

110

cn_fund_holder_structure

[]

['@cn_fund_holder_structure']

[]

['cn_fund_holder_structure']

111

cn_fund_scale_change

[]

['@cn_fund_scale_change']

[]

['cn_fund_scale_change']

112

cn_fund_dividend_rank

[]

['@cn_fund_dividend_rank']

[]

['cn_fund_dividend_rank']

113

cn_fund_split

[]

['@cn_fund_split']

[]

['cn_fund_split']

114

cn_fund_dividend

[]

['@cn_fund_dividend']

[]

['cn_fund_dividend']

115

cn_fund_change_ratio_rank

[]

['@cn_fund_change_ratio_rank']

[]

['cn_fund_change_ratio_rank']

116

cn_fund_returns_rank

[]

['@cn_fund_returns_rank']

[]

['cn_fund_returns_rank']

117

cn_fund_major_change

[]

['@cn_fund_major_change']

[]

['cn_fund_major_change']

118

cn_fund_asset_allocation

[]

['@cn_fund_asset_allocation']

[]

['cn_fund_asset_allocation']

119

cn_fund_industry_allocation

[]

['@cn_fund_industry_allocation']

[]

['cn_fund_industry_allocation']

120

cn_fund_pur_status

[]

['@cn_fund_pur_status']

[]

['cn_fund_pur_status']

121

cn_cbond_bar1d

[]

['@cn_cbond_bar1d']

['trading_days']

['cn_cbond_bar1d']

122

cn_cbond_bar1m

[]

['@cn_cbond_bar1m']

['trading_days', 'cn_cbond_instruments',]

['cn_cbond_bar1m']

123

cn_cbond_revise_item

[]

['@cn_cbond_revise']

['cn_cbond_instruments']

['cn_cbond_revise']

124

cn_cbond_analyze_metric

[]

['@cn_cbond_analyze_metric']

['cn_cbond_instruments']

['cn_cbond_analyze_metric']

125

cn_cbond_interest

[]

['@cn_cbond_interest']

['cn_cbond_instruments']

['cn_cbond_interest']

126

cn_cbond_resale

[]

['@cn_cbond_resale']

['cn_cbond_instruments']

['cn_cbond_resale']

127

cn_cbond_basic_info

[]

['@cn_cbond_basic_info']

['trading_days']

['cn_cbond_basic_info']

128

cn_cbond_rating

[]

['@cn_cbond_rating']

['cn_cbond_instruments']

['cn_cbond_rating']

129

cn_cbond_redemption

[]

['@cn_cbond_redemption']

['cn_cbond_instruments']

['cn_cbond_redemption']

130

cn_cbond_conversion

[]

['@cn_cbond_conversion']

['cn_cbond_instruments']

['cn_cbond_conversion']

131

cn_cbond_risk_return

[]

['@cn_cbond_risk_return']

['cn_cbond_instruments']

['cn_cbond_risk_return']

132

cn_stock_prefactors

[]

['@cn_stock_prefactors']

['cn_stock_bar1d', 'cn_stock_basic_info', 'cn_stock_factors_financial_items', 'cn_stock_factors_financial_indicators', 'cn_stock_index_bar1d', 'cn_stock_index_component', 'cn_stock_industry_component', 'cn_stock_industry_sw_bar1d', 'cn_stock_instruments', 'cn_stock_margin_trading_detail', 'cn_stock_moneyflow', 'cn_stock_real_bar1d', 'cn_stock_shares', 'cn_stock_status', 'cn_stock_valuation']

['cn_stock_prefactors', 'data']

133

cn_stock_valuation

[]

['@cn_stock_valuation']

['cn_stock_real_bar1d', 'cn_stock_dividend', 'cn_stock_financial_lf_shift', 'cn_stock_financial_ly_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift']

['cn_stock_valuation_v6', 'cn_stock_valuation', 'data']

134

cn_stock_moneyflow

[]

['@cn_stock_moneyflow']

[…, 'trading_days', 'cn_stock_valuation', 'cn_stock_shares']

['cn_stock_moneyflow', 'cn_stock_moneyflow_v3', 'data']

135

cn_stock_factors_ta

[]

['@cn_stock_factors_ta']

['cn_stock_bar1d']

['data', 'cn_stock_factors_ta']

136

cn_stock_factors_alpha_101

[]

['@cn_stock_factors_alpha_101']

['cn_stock_real_bar1d', 'cn_stock_valuation', 'cn_stock_industry_component']

['cn_stock_factors_alpha_101', 'data']

137

cn_stock_factors_financial_items

[]

['@cn_stock_factors_financial_items', '@cn_stock_factors_financial_indicators']

['cn_stock_financial_lf_shift', 'cn_stock_financial_ly_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift']

['data', 'cn_stock_factors_financial_items', 'cn_stock_factors_financial_indicators']

138

cn_stock_factors_financial_indicators

[]

['@cn_stock_factors_financial_items', '@cn_stock_factors_financial_indicators']

['cn_stock_financial_lf_shift', 'cn_stock_financial_ly_shift', 'cn_stock_financial_notes_shift', 'cn_stock_financial_mrq_shift', 'cn_stock_financial_ttm_shift']

['data', 'cn_stock_factors_financial_items', 'cn_stock_factors_financial_indicators']

139

cn_stock_factors_hf

[]

[]

['cn_stock_factors_hf_0', 'cn_stock_factors_hf_1', 'cn_stock_factors_hf_2', 'cn_stock_factors_hf_3', 'cn_stock_factors_hf_4']

['data', 'cn_stock_factors_hf']

140

cn_stock_factors_auction

[]

['@cn_stock_factors_auction']

…

['cn_stock_factors_auction', 'data']

141

cn_stock_factors_ai





142

cn_stock_factors_shareholder

[]

['@cn_stock_factors_shareholder']

['cn_stock_instruments', 'cn_stock_shareholder', 'cn_stock_shareholder_change']

['cn_stock_factors_shareholder', 'data']

143

cn_stock_factors_style_bq

[]

['@cn_stock_factors_style_bq']

['cn_stock_bar1d', 'cn_stock_dividend', 'cn_stock_shares', 'cn_stock_index_bar1d', 'cn_stock_valuation', 'cn_stock_factors_financial_items', 'cn_stock_factors_financial_indicators', 'trading_days']

['cn_stock_factors_style_bq']

144

cn_stock_factors_base

[]

['@cn_stock_factors_base']

['cn_stock_basic_info', 'cn_stock_bar1d', 'cn_stock_status', 'cn_stock_valuation', 'cn_stock_industry_component', 'cn_stock_capital', 'cn_stock_index_component', 'cn_stock_index_bar1d']

['cn_stock_factors_base', 'data']

145

cn_stock_factors_industry

[]

['@cn_stock_factors_industry']

['cn_stock_instruments', 'cn_stock_industry_component', 'cn_stock_industry_sw_bar1d']

['cn_stock_factors_industry', 'data']

146

cn_stock_money_flow

[]

[]

['trading_days']

['cn_stock_money_flow', 'data']

147

cn_stock_money_flow_old

[]

[]

['trading_days']

['cn_stock_money_flow_old']

148

cn_stock_factors

[]

['@cn_stock_factors']

['cn_stock_bar1d', 'cn_stock_factors_financial_extend', 'cn_stock_instruments', 'cn_stock_money_flow', 'cn_stock_status', 'cn_stock_valuation']

['cn_stock_factors', 'data']

149

cn_stock_prefactors_community

[]

['@cn_stock_prefactors_community']

['cn_stock_bar1d', 'cn_stock_basic_info', 'cn_stock_index_bar1d', 'cn_stock_index_component', 'cn_stock_industry_component', 'cn_stock_instruments', 'cn_stock_margin_trading_detail', 'cn_stock_real_bar1d', 'cn_stock_valuation_community']

['cn_stock_prefactors_community', 'data']

150

cn_stock_valuation_community

[]

['@cn_stock_valuation_community']

['cn_stock_valuation']

['cn_stock_valuation_community', 'data']


编号

表名字

输入数据

输出数据

依赖标签

输出标签

150

cn_stock_valuation_community

[]

['@cn_stock_valuation_community']

['cn_stock_valuation']

['cn_stock_valuation_community', 'data']

151

cn_stock_factors_financial_extend

[]

['@cn_stock_factors_financial_extend']

['cn_stock_instruments', 'cn_stock_factors_financial_indicators', 'cn_stock_factors_financial_items']

['cn_stock_factors_financial_extend', 'data']

152

hf_alpha_fzzq





153

hf_alpha_gfzq





154

hf_alpha_htzq





155

hf_alpha_kyzq





156

cn_stock_flashnews_gst_raw

[]

[]

['trading_days']

[]

157

cn_stock_patent





158

sentiment_hot_concept_bar

[]

['@sentiment_hot_concept_bar']

[]

['sentiment_hot_concept_bar']

159

sentiment_hot_topic_bar

[]

['@sentiment_hot_topic_bar']

[]

['sentiment_hot_topic_bar']

160

sentiment_hot_stock_bar

[]

['@sentiment_hot_stock_bar']

[]

['sentiment_hot_stock_bar']

161

cne5_exposure

[]

[]

[]

['ccx_index_cne5_specific_return', 'ccx_index_cne5_specific_risk', 'ccx_index_cnlt_exposure', 'ccx_index_cnlt_factor_covariance', 'ccx_index_cnlt_factor_return', 'ccx_index_cnlt_specific_return', 'ccx_index_cnlt_specific_risk', 'ccx_index_cntr_exposure', 'ccx_index_cntr_factor_covariance', 'ccx_index_cntr_factor_return', 'ccx_index_cntr_specific_return', 'ccx_index_cntr_specific_risk', 'ccx_index_cne5_exposure', 'ccx_index_cne5_factor_covariance', 'ccx_index_cne5_factor_return']

162

cne5_factor_return

[]

[]

[]

['ccx_index_cne5_specific_return', 'ccx_index_cne5_specific_risk', 'ccx_index_cnlt_exposure', 'ccx_index_cnlt_factor_covariance', 'ccx_index_cnlt_factor_return', 'ccx_index_cnlt_specific_return', 'ccx_index_cnlt_specific_risk', 'ccx_index_cntr_exposure', 'ccx_index_cntr_factor_covariance', 'ccx_index_cntr_factor_return', 'ccx_index_cntr_specific_return', 'ccx_index_cntr_specific_risk', 'ccx_index_cne5_exposure', 'ccx_index_cne5_factor_covariance', 'ccx_index_cne5_factor_return']

163

cne5_specific_return

[]

[]

[]

['ccx_index_cne5_specific_return', 'ccx_index_cne5_specific_risk', 'ccx_index_cnlt_exposure', 'ccx_index_cnlt_factor_covariance', 'ccx_index_cnlt_factor_return', 'ccx_index_cnlt_specific_return', 'ccx_index_cnlt_specific_risk', 'ccx_index_cntr_exposure', 'ccx_index_cntr_factor_covariance', 'ccx_index_cntr_factor_return', 'ccx_index_cntr_specific_return', 'ccx_index_cntr_specific_risk', 'ccx_index_cne5_exposure', 'ccx_index_cne5_factor_covariance', 'ccx_index_cne5_factor_return']

164

cne5_factor_covariance

[]

[]

[]

['ccx_index_cne5_specific_return', 'ccx_index_cne5_specific_risk', 'ccx_index_cnlt_exposure', 'ccx_index_cnlt_factor_covariance', 'ccx_index_cnlt_factor_return', 'ccx_index_cnlt_specific_return', 'ccx_index_cnlt_specific_risk', 'ccx_index_cntr_exposure', 'ccx_index_cntr_factor_covariance', 'ccx_index_cntr_factor_return', 'ccx_index_cntr_specific_return', 'ccx_index_cntr_specific_risk', 'ccx_index_cne5_exposure', 'ccx_index_cne5_factor_covariance', 'ccx_index_cne5_factor_return']

165

cne5_specific_risk

[]

[]

[]

['ccx_index_cne5_specific_return', 'ccx_index_cne5_specific_risk', 'ccx_index_cnlt_exposure', 'ccx_index_cnlt_factor_covariance', 'ccx_index_cnlt_factor_return', 'ccx_index_cnlt_specific_return', 'ccx_index_cnlt_specific_risk', 'ccx_index_cntr_exposure', 'ccx_index_cntr_factor_covariance', 'ccx_index_cntr_factor_return', 'ccx_index_cntr_specific_return', 'ccx_index_cntr_specific_risk', 'ccx_index_cne5_exposure', 'ccx_index_cne5_factor_covariance', 'ccx_index_cne5_factor_return']

166

cnhk_stock_bar1d

[]

['@cnhk_stock_bar1d']

[]

['cnhk_stock_bar1d']

167

us_stock_bar1d

[]

[]

['us_trading_days']

['us_stock_bar1d']

168

sg_stock_bar1d





169

us_stock_index_component

[]

[]

['us_stock_bar1d']

['us_stock_index_component']