### load the insturment and feature// ### gtt the general_feature_extractor and derived_feature_extractor basic modle for LHJ
""" m1: stock instruments
m2: features list
m3: general_feature_extractor
m4: derived_feature_extractor
m5: date//insturment//feature and more
df_main: dataframe for all the infomation
builded by Lihj 2020_07_27"""
m1=M.instruments.v2(
start_date=T.live_run_param('trading_date', '2012-05-29'),
end_date=T.live_run_param('trading_date', '2017-11-08'),
market='CN_STOCK_A',
instrument_list='600519.SHA',
max_count=0
)
m2 = M.input_features.v1(
features="""# #号开始的表示注释
# 多个特征，每行一个，可以包含基础特征和衍生特征
buy_condition=where(mean(close_0,5)>mean(close_0,50),1,0)
sell_condition=where(mean(close_0,5)<mean(close_0,50),1,0)""",m_cached=False)
m3=M.general_feature_extractor.v7(
instruments=m1.data,
features=m2.data,
start_date='',
end_date='',
before_start_days=30
)
m4 = M.derived_feature_extractor.v3(
input_data=m3.data,
features=m2.data,
date_col='date',
instrument_col='instrument',
drop_na=False,
remove_extra_columns=False
)
m5 = M.dropnan.v1(
input_data=m4.data
)
df_main=m5.data.read_df()
df_main.info()