You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
105 lines
9.3 KiB
105 lines
9.3 KiB
4 days ago
|
[2745445:MainThread](2026-02-26 23:18:06,410) INFO - qlib.Initialization - [config.py:413] - default_conf: client.
|
||
|
|
[2745445:MainThread](2026-02-26 23:18:06,414) INFO - qlib.Initialization - [__init__.py:74] - qlib successfully initialized based on client settings.
|
||
|
|
[2745445:MainThread](2026-02-26 23:18:06,415) INFO - qlib.Initialization - [__init__.py:76] - data_path={'__DEFAULT_FREQ': PosixPath('/data/qlib/default/data_ops/target')}
|
||
|
|
================================================================================
|
||
|
|
DUMP GOLD-STANDARD RAW DATA FROM QLIB PIPELINE
|
||
|
|
================================================================================
|
||
|
|
Date Range: 2020-01-02 to 2020-01-10
|
||
|
|
Output Directory: ../data/
|
||
|
|
Qlib Dataset Path: /home/guofu/Workspaces/alpha/data_ops/tasks/dwm_feature_vae/dataset/csiallx_feature2_ntrla_flag_pnlnorm/
|
||
|
|
|
||
|
|
Step 1: Loading raw data from Qlib pipeline...
|
||
|
|
Loading raw data from handler (load_start=2019-12-13)...
|
||
|
|
Will use `placehorder_value` from module: qlib.contrib.data.config
|
||
|
|
Will init handler object from config:
|
||
|
|
{'data_handler_config': {'ddb_config': {'host': '192.168.1.146',
|
||
|
|
'password': '123456',
|
||
|
|
'port': 8848,
|
||
|
|
'username': 'admin'},
|
||
|
|
'end_time': datetime.date(2026, 2, 26),
|
||
|
|
'handler_list': [{'class': 'DDBAlpha158Handler',
|
||
|
|
'kwargs': {'col_set': 'feature',
|
||
|
|
'query_config': [{'alpha158_config': 'alpha158_expr.csv',
|
||
|
|
'db_path': 'dfs://daily_stock_run',
|
||
|
|
'dtype': 'float32',
|
||
|
|
'field_list': 'alpha158',
|
||
|
|
'table_name': 'stg_1day_wind_alpha158_0_7'}]},
|
||
|
|
'module_path': 'qlib.contrib.data.ddb_handlers.ddb_alpha158_handler'},
|
||
|
|
{'class': 'DDBMarketExtHandler',
|
||
|
|
'kwargs': {'col_set': 'feature_ext',
|
||
|
|
'query_config': [{'db_path': 'dfs://daily_stock_run',
|
||
|
|
'dtype': 'float32',
|
||
|
|
'field_list': ['Turnover '
|
||
|
|
'as '
|
||
|
|
'turnover',
|
||
|
|
'FreeTurnover '
|
||
|
|
'as '
|
||
|
|
'free_turnover',
|
||
|
|
'log(MarketValue) '
|
||
|
|
'as '
|
||
|
|
'log_size'],
|
||
|
|
'table_name': 'stg_1day_wind_kline_adjusted'},
|
||
|
|
{'db_path': 'dfs://daily_stock_run',
|
||
|
|
'dtype': 'float32',
|
||
|
|
'field_list': ['con_rating_strength'],
|
||
|
|
'table_name': 'stg_1day_gds_con_rating'}]},
|
||
|
|
'module_path': 'qlib.contrib.data.ddb_handlers.ddb_market_ext_handler'},
|
||
|
|
{'class': 'DDBMarketFlagHandler',
|
||
|
|
'kwargs': {'col_set': 'feature_flag',
|
||
|
|
'query_config': [{'db_path': 'dfs://daily_stock_run',
|
||
|
|
'dtype': 'bool',
|
||
|
|
'field_list': ['IsZt',
|
||
|
|
'IsDt',
|
||
|
|
'IsN',
|
||
|
|
'IsXD',
|
||
|
|
'IsXR',
|
||
|
|
'IsDR'],
|
||
|
|
'table_name': 'stg_1day_wind_kline_adjusted'},
|
||
|
|
{'db_path': 'dfs://daily_stock_run',
|
||
|
|
'dtype': 'bool',
|
||
|
|
'field_list': ['open_limit',
|
||
|
|
'close_limit',
|
||
|
|
'low_limit',
|
||
|
|
'open_stop',
|
||
|
|
'close_stop',
|
||
|
|
'high_stop'],
|
||
|
|
'table_name': 'stg_1day_wind_market_flag'}]},
|
||
|
|
'module_path': 'qlib.contrib.data.ddb_handlers.ddb_market_flag_handler'},
|
||
|
|
{'class': 'DDBIndusFlagHandler',
|
||
|
|
'kwargs': {'col_set': 'indus_flag',
|
||
|
|
'query_config': [{'db_path': 'dfs://daily_stock_run',
|
||
|
|
'dtype': 'bool',
|
||
|
|
'field_list': 'industry_code_cc.csv',
|
||
|
|
'table_name': 'stg_1day_gds_indus_flag_cc1'}]},
|
||
|
|
'module_path': 'qlib.contrib.data.ddb_handlers.ddb_indus_flag_handler'},
|
||
|
|
{'class': 'DDBStFlagHandler',
|
||
|
|
'kwargs': {'col_set': 'st_flag',
|
||
|
|
'query_config': [{'db_path': 'dfs://daily_stock_run',
|
||
|
|
'dtype': 'bool',
|
||
|
|
'field_list': ['ST_Y',
|
||
|
|
'ST_S',
|
||
|
|
'ST_T',
|
||
|
|
'ST_L',
|
||
|
|
'ST_Z',
|
||
|
|
'ST_X'],
|
||
|
|
'table_name': 'stg_1day_wind_st_flag'}]},
|
||
|
|
'module_path': 'qlib.contrib.data.ddb_handlers.ddb_st_flag_handler'}],
|
||
|
|
'instruments': 'csiallx',
|
||
|
|
'start_time': Timestamp('2019-11-23 00:00:00')},
|
||
|
|
'ddb_config': {'host': '192.168.1.146',
|
||
|
|
'password': '123456',
|
||
|
|
'port': 8848,
|
||
|
|
'username': 'admin'},
|
||
|
|
'handler': {'class': 'AggHandler',
|
||
|
|
'kwargs': {'ddb_config': {'host': '192.168.1.146',
|
||
|
|
'password': '123456',
|
||
|
|
'port': 8848,
|
||
|
|
'username': 'admin'},
|
||
|
|
'end_time': datetime.date(2026, 2, 26),
|
||
|
|
'handler_list': [{[2745445:MainThread](2026-02-26 23:18:06,436) INFO - qlib.AggHandler - [agg_handler.py:79] - Will use AggHandler
|
||
|
|
[2745445:MainThread](2026-02-26 23:18:06,437) WARNING - qlib.DataLoaderDH - [agg_handler.py:191] - instruments[csiallx] is ignored
|
||
|
|
[2745445:MainThread](2026-02-26 23:18:06,492) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
|
||
|
|
|
||
|
|
use mytt;
|
||
|
|
select code,m_nDate,KMID,KLEN,KMID2,KUP,KUP2,KLOW,KLOW2,KSFT,KSFT2,OPEN0,HIGH0,LOW0,VWAP0,ROC5,ROC10,ROC20,ROC30,ROC60,MA5,MA10,MA20,MA30,MA60,STD5,STD10,STD20,STD30,STD60,BETA5,BETA10,BETA20,BETA30,BETA60,RSQR5,RSQR10,RSQR20,RSQR30,RSQR60,RESI5,RESI10,RESI20,RESI30,RESI60,MAX5,MAX10,MAX20,MAX30,MAX60,MIN5,MIN10,MIN20,MIN30,MIN60,QTLU5,QTLU10,QTLU20,QTLU30,QTLU60,QTLD5,QTLD10,QTLD20,QTLD30,QTLD60,RANK5,RANK10,RANK20,RANK30,RANK60,RSV5,RSV10,RSV20,RSV30,RSV60,IMAX5,IMAX
|