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alpha_lab/stock_1d/d033/alpha158_beta/scripts/run.log

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Add configuration files and alpha158_beta pipeline - Add .claudeignore and .clauderc for Claude Code setup - Add config.yaml for cta_1d, stock_15m, and alpha158_beta tasks - Add alpha158_beta pipeline.py with documentation - Add utility scripts for embedding generation and prediction - Add executed baseline notebook for cta_1d Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
4 days ago
[2715583:MainThread](2026-02-26 19:58:16,674) INFO - qlib.Initialization - [config.py:413] - default_conf: client.
[2715583:MainThread](2026-02-26 19:58:16,680) INFO - qlib.Initialization - [__init__.py:74] - qlib successfully initialized based on client settings.
[2715583:MainThread](2026-02-26 19:58:16,681) INFO - qlib.Initialization - [__init__.py:76] - data_path={'__DEFAULT_FREQ': PosixPath('/data/qlib/default/data_ops/target')}
================================================================================
DUMP GOLD-STANDARD DATA FROM QLIB PIPELINE
================================================================================
Date Range: 2020-01-02 to 2020-01-10
Output Directory: /home/guofu/Workspaces/alpha_lab/stock_1d/d033/alpha158_beta/data
Qlib Dataset Path: /home/guofu/Workspaces/alpha/data_ops/tasks/dwm_feature_vae/dataset/csiallx_feature2_ntrla_flag_pnlnorm/
Step 1: Loading data from Qlib pipeline...
Loading since_date=2020-01-02
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('2019-12-03 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)[2715583:MainThread](2026-02-26 19:58:16,707) INFO - qlib.AggHandler - [agg_handler.py:79] - Will use AggHandler
[2715583:MainThread](2026-02-26 19:58:16,707) WARNING - qlib.DataLoaderDH - [agg_handler.py:191] - instruments[csiallx] is ignored
[2715583:MainThread](2026-02-26 19:58:17,067) 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
[2715583:MainThread](2026-02-26 20:05:39,665) INFO - qlib.timer - [log.py:117] - Time cost: 442.946s | DDB query: Done
[2715583:MainThread](2026-02-26 20:05:40,469) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
,
'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('2019-12-03 00:00:00')},
'module_path': 'qlib.contrib.data.agg_handler'},
'load_end': datetime.date(2026, 2, 26),
'load_start': Timestamp('2019-12-03 00:00:00'),
'market': 'csiallx',
'qlib_init': {'provider_uri': '/home/guofu/.qlib/data_ops/target',
'region': 'cn'}}
Query config:
#alpha158: 1;
Will use float32 for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x70e88b0587d0>
[2715583:MainThread](2026-02-26 20:07:46,118) INFO - qlib.timer - [log.py:117] - Time cost: 115.964s | Instruments filter: Done
[2715583:MainThread](2026-02-26 20:07:53,273) INFO - qlib.timer - [log.py:117] - Time cost: 576.561s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_alpha158_handler.DDBAlpha158Handler object at 0x70e88b086d80>) Done
[2715583:MainThread](2026-02-26 20:07:53,274) INFO - qlib.timer - [log.py:117] - Time cost: 576.562s | Init data (<qlib.contrib.data.ddb_handlers.ddb_alpha158_handler.DDBAlpha158Handler object at 0x70e88b086d80>) Done
[2715583:MainThread](2026-02-26 20:07:53,276) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2715583:MainThread](2026-02-26 20:07:56,700) INFO - qlib.timer - [log.py:117] - Time cost: 3.423s | fetch_df_by_index Done
[2715583:MainThread](2026-02-26 20:07:58,185) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-03 00:00:00'), datetime.date(2026, 2, 26), None)
KMID KLEN ... VSUMD30 VSUMD60
datetime instrument ...
2019-12-03 SH600000 0.004234 0.011008 ... -0.031454 -0.009671
SH600004 0.015467 0.031529 ... -0.004401 0.007701
SH600006 0.022573 0.033860 ... 0.060561 -0.000159
SH600007 0.012129 0.025470 ... 0.008489 -0.054056
SH600008 0.006173 0.009259 ... -0.088065 -0.080770
... ... ... ... ... ...
2026-02-26 SZ301658 -0.017231 0.025231 ... -0.018706 0.003708
SZ301662 0.060584 0.087834 ... -0.014658 -0.014613
SZ301665 -0.012899 0.040541 ... 0.083229 0.055994
SZ301678 0.018182 0.027879 ... -0.054124 0.014202
SZ302132 0.001754 0.016416 ... -0.049558 -0.038667
[6886779 rows x 158 columns]
[2715583:MainThread](2026-02-26 20:07:58,186) INFO - qlib.timer - [log.py:117] - Time cost: 4.911s | Fetching dataframe Done
[2715583:MainThread](2026-02-26 20:07:58,203) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
use mytt;
select code,m_nDate,Turnover as turnover,FreeTurnover as free_turnover,log(MarketValue) as log_size from
loadTable("dfs://daily_stock_run", "stg_1day_wind_kline_adjusted")
where m_nDate>=2019.12.03 and m_nDate<=2026.02.26 and code in ('SH600373','SZ300557','SZ000416','SZ002156','SH600500','SZ002123','SZ000610','SH601699','SH603336','SZ000663','SH600713','SZ300623','SZ002840','SH601881','SZ000632','SH600030','SZ002101','SH600633','SH603797','SZ3
[2715583:MainThread](2026-02-26 20:08:15,182) INFO - qlib.timer - [log.py:117] - Time cost: 16.990s | DDB query: Done
[2715583:MainThread](2026-02-26 20:08:15,974) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2715583:MainThread](2026-02-26 20:08:16,548) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
use mytt;
select code,m_nDate,con_rating_strength from
loadTable("dfs://daily_stock_run", "stg_1day_gds_con_rating")
where m_nDate>=2019.12.03 and m_nDate<=2026.02.26 and code in ('SH600373','SZ300557','SZ000416','SZ002156','SH600500','SZ002123','SZ000610','SH601699','SH603336','SZ000663','SH600713','SZ300623','SZ002840','SH601881','SZ000632','SH600030','SZ002101','SH600633','SH603797','SZ300563','SZ002281','SZ000972','SH600077','SZ300657','SZ002833','SH
[2715583:MainThread](2026-02-26 20:08:27,838) INFO - qlib.timer - [log.py:117] - Time cost: 11.299s | DDB query: Done
[2715583:MainThread](2026-02-26 20:08:28,690) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-25 00:00:00
[2715583:MainThread](2026-02-26 20:09:53,616) INFO - qlib.timer - [log.py:117] - Time cost: 81.815s | Instruments filter: Done
[2715583:MainThread](2026-02-26 20:09:54,168) INFO - qlib.timer - [log.py:117] - Time cost: 115.981s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_market_ext_handler.DDBMarketExtHandler object at 0x70ea4ba85f40>) Done
[2715583:MainThread](2026-02-26 20:09:54,169) INFO - qlib.timer - [log.py:117] - Time cost: 115.982s | Init data (<qlib.contrib.data.ddb_handlers.ddb_market_ext_handler.DDBMarketExtHandler object at 0x70ea4ba85f40>) Done
[2715583:MainThread](2026-02-26 20:09:54,170) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2715583:MainThread](2026-02-26 20:09:54,893) INFO - qlib.timer - [log.py:117] - Time cost: 0.723s | fetch_df_by_index Done
[2715583:MainThread](2026-02-26 20:09:54,901) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-03 00:00:00'), datetime.date(2026, 2, 26), None)
turnover free_turnover log_size con_rating_strength
datetime instrument
2019-12-03 SH600000 0.0696 0.1275 17.322001 0.6618
SH600004 0.6009 1.2276 15.077468 0.8269
SH600006 0.5976 1.5087 13.716795 1.0000
SH600007 0.0961 0.4969 14.334991 0.7500
SH600008 0.0967 0.1793 14.432563 0.6591
... ... ... ... ...
2026-02-26 SZ301658 6.0785 6.0785 11.788368 NaN
SZ301662 12.5950 12.5950 12.681215 NaN
SZ301665 14.0077 14.0077 11.719415 NaN
SZ301678 6.6518 6.6518 12.799973 NaN
SZ302132 1.3868 3.0296 15.359885 NaN
[7601552 rows x 4 columns]
[2715583:MainThread](2026-02-26 20:09:54,902) INFO - qlib.timer - [log.py:117] - Time cost: 0.732s | Fetching dataframe Done
[2715583:MainThread](2026-02-26 20:09:54,917) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
use mytt;
select code,m_nDate,IsZt,IsDt,IsN,IsXD,IsXR,IsDR from
loadTable("dfs://daily_stock_run", "stg_1day_wind_kline_adjusted")
where m_nDate>=2019.12.03 and m_nDate<=2026.02.26 and code in ('SH600373','SZ300557','SZ000416','SZ002156','SH600500','SZ002123','SZ000610','SH601699','SH603336','SZ000663','SH600713','SZ300623','SZ002840','SH601881','SZ000632','SH600030','SZ002101','SH600633','SH603797','SZ300563','SZ002281','SZ000972','SH600077','SZ300657',
[2715583:MainThread](2026-02-26 20:10:15,465) INFO - qlib.timer - [log.py:117] - Time cost: 20.556s | DDB query: Done
[2715583:MainThread](2026-02-26 20:10:16,265) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2715583:MainThread](2026-02-26 20:10:16,775) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
use mytt;
select code,m_nDate,open_limit,close_limit,low_limit,open_stop,close_stop,high_stop from
loadTable("dfs://daily_stock_run", "stg_1day_wind_market_flag")
where m_nDate>=2019.12.03 and m_nDate<=2026.02.26 and code in ('SH600373','SZ300557','SZ000416','SZ002156','SH600500','SZ002123','SZ000610','SH601699','SH603336','SZ000663','SH600713','SZ300623','SZ002840','SH601881','SZ000632','SH600030','SZ002101','SH600633','SH603797','SZ300563','SZ002281','
[2715583:MainThread](2026-02-26 20:10:36,740) INFO - qlib.timer - [log.py:117] - Time cost: 19.975s | DDB query: Done
[2715583:MainThread](2026-02-26 20:10:37,558) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2715583:MainThread](2026-02-26 20:12:04,978) INFO - qlib.timer - [log.py:117] - Time cost: 84.148s | Instruments filter: Done
[2715583:MainThread](2026-02-26 20:12:05,899) INFO - qlib.timer - [log.py:117] - Time cost: 130.996s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_market_flag_handler.DDBMarketFlagHandler object at 0x70e88d06acc0>) Done
[2715583:MainThread](2026-02-26 20:12:05,900) INFO - qlib.timer - [log.py:117] - Time cost: 130.997s | Init data (<qlib.contrib.data.ddb_handlers.ddb_market_flag_handler.DDBMarketFlagHandler object at 0x70e88d06acc0>) Done
[2715583:MainThread](2026-02-26 20:12:05,902) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2715583:MainThread](2026-02-26 20:12:06,745) INFO - qlib.timer - [log.py:117] - Time cost: 0.842s | fetch_df_by_index Done
[2715583:MainThread](2026-02-26 20:12:06,758) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-03 00:00:00'), datetime.date(2026, 2, 26), None)
IsZt IsDt IsN ... open_stop close_stop high_stop
datetime instrument ...
2019-12-03 SH600000 False False False ... False False False
SH600004 False False False ... False False False
SH600006 False False False ... False False False
SH600007 False False False ... False False False
SH600008 False False False ... False False False
... ... ... ... ... ... ... ...
2026-02-26 SZ301658 False False False ... False False False
SZ301662 False False False ... False False False
SZ301665 False False False ... False False False
SZ301678 False False False ... False False False
SZ302132 False False False ... False False False
[6903684 rows x 12 columns]
[2715583:MainThread](2026-02-26 20:12:06,759) INFO - qlib.timer - [log.py:117] - Time cost: 0.857s | Fetching dataframe Done
[2715583:MainThread](2026-02-26 20:12:06,777) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
use mytt;
select code,m_nDate,gds_CC10,gds_CC11,gds_CC12,gds_CC20,gds_CC21,gds_CC22,gds_CC23,gds_CC24,gds_CC25,gds_CC26,gds_CC27,gds_CC28,gds_CC30,gds_CC31,gds_CC32,gds_CC33,gds_CC34,gds_CC35,gds_CC36,gds_CC37,gds_CC40,gds_CC41,gds_CC42,gds_CC43,gds_CC50,gds_CC60,gds_CC61,gds_CC62,gds_CC63,gds_CC70 from
loadTable("dfs://daily_stock_run", "stg_1day_gds_indus_flag_cc1")
where m_nDate>=2019.12.03 and m_nDate<=2026.02.26 and code in ('SH600373','SZ300557','S
[2715583:MainThread](2026-02-26 20:12:08,840) INFO - qlib.timer - [log.py:117] - Time cost: 2.073s | DDB query: Done
[2715583:MainThread](2026-02-26 20:12:08,849) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2715583:MainThread](2026-02-26 20:13:26,572) INFO - qlib.timer - [log.py:117] - Time cost: 77.719s | Instruments filter: Done
[2715583:MainThread](2026-02-26 20:13:26,601) INFO - qlib.timer - [log.py:117] - Time cost: 79.839s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_indus_flag_handler.DDBIndusFlagHandler object at 0x70e67060acc0>) Done
[2715583:MainThread](2026-02-26 20:13:26,602) INFO - qlib.timer - [log.py:117] - Time cost: 79.840s | Init data (<qlib.contrib.data.ddb_handlers.ddb_indus_flag_handler.DDBIndusFlagHandler object at 0x70e67060acc0>) Done
[2715583:MainThread](2026-02-26 20:13:26,603) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2715583:MainThread](2026-02-26 20:13:26,612) INFO - qlib.timer - [log.py:117] - Time cost: 0.008s | fetch_df_by_index Done
[2715583:MainThread](2026-02-26 20:13:26,633) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-03 00:00:00'), datetime.date(2026, 2, 26), None)
gds_CC10 gds_CC11 ... gds_CC63 gds_CC70
datetime instrument ...
2026-02-09 SH600000 False False ... False False
SH600004 False False ... False False
SH600006 False False ... False False
SH600007 False False ... False False
SH600008 False False ... False False
... ... ... ... ... ...
2026-02-26 SZ301658 False False ... False False
SZ301662 False False ... False False
SZ301665 False False ... False False
SZ301678 False False ... False False
SZ302132 False False ... False False
[41168 rows x 30 columns]
[2715583:MainThread](2026-02-26 20:13:26,634) INFO - qlib.timer - [log.py:117] - Time cost: 0.031s | Fetching dataframe Done
[2715583:MainThread](2026-02-26 20:13:26,652) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
use mytt;
select code,m_nDate,ST_Y,ST_S,ST_T,ST_L,ST_Z,ST_X from
loadTable("dfs://daily_stock_run", "stg_1day_wind_st_flag")
where m_nDate>=2019.12.03 and m_nDate<=2026.02.26 and code in ('SH600373','SZ300557','SZ000416','SZ002156','SH600500','SZ002123','SZ000610','SH601699','SH603336','SZ000663','SH600713','SZ300623','SZ002840','SH601881','SZ000632','SH600030','SZ002101','SH600633','SH603797','SZ300563','SZ002281','SZ000972','SH600077','SZ300657','SZ002
[2715583:MainThread](2026-02-26 20:13:55,744) INFO - qlib.timer - [log.py:117] - Time cost: 29.102s | DDB query: Done
[2715583:MainThread](2026-02-26 20:13:56,520) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2715583:MainThread](2026-02-26 20:15:27,625) INFO - qlib.timer - [log.py:117] - Time cost: 90.586s | Instruments filter: Done
[2715583:MainThread](2026-02-26 20:15:28,257) INFO - qlib.timer - [log.py:117] - Time cost: 121.621s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_st_flag_handler.DDBStFlagHandler object at 0x70e88c9710d0>) Done
[2715583:MainThread](2026-02-26 20:15:28,257) INFO - qlib.timer - [log.py:117] - Time cost: 121.622s | Init data (<qlib.contrib.data.ddb_handlers.ddb_st_flag_handler.DDBStFlagHandler object at 0x70e88c9710d0>) Done
[2715583:MainThread](2026-02-26 20:15:28,258) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2715583:MainThread](2026-02-26 20:15:28,867) INFO - qlib.timer - [log.py:117] - Time cost: 0.608s | fetch_df_by_index Done
[2715583:MainThread](2026-02-26 20:15:28,875) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-03 00:00:00'), datetime.date(2026, 2, 26), None)
ST_Y ST_S ST_T ST_L ST_Z ST_X
datetime instrument
2019-12-03 SH600000 False False False False False False
SH600004 False False False False False False
SH600006 False False False False False False
SH600007 False False False False False False
SH600008 False False False False False False
... ... ... ... ... ... ...
2026-02-26 SZ301658 False False False False False False
SZ301662 False False False False False False
SZ301665 False False False False False False
SZ301678 False False False False False False
SZ302132 False False False False False False
[6903687 rows x 6 columns]
[2715583:MainThread](2026-02-26 20:15:28,876) INFO - qlib.timer - [log.py:117] - Time cost: 0.617s | Fetching dataframe Done
/home/guofu/.venv/alpha2/lib/python3.12/site-packages/qlib/contrib/utils/paral.py:22: FutureWarning: 'M' is deprecated and will be removed in a future version, please use 'ME' instead.
group_list = [_df.resample("M", level="datetime")\
Will use float32 for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x70e88bd2a000>
Will use float32 for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x70e88bd2a000>
Query config:
#concepts: 2;
Will use bool for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x70e88c9cf6e0>
Will use bool for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x70e88c9cf6e0>
Field list: ['gds_CC10', 'gds_CC11', 'gds_CC12', 'gds_CC20', 'gds_CC21', 'gds_CC22', 'gds_CC23', 'gds_CC24', 'gds_CC25', 'gds_CC26', 'gds_CC27', 'gds_CC28', 'gds_CC30', 'gds_CC31', 'gds_CC32', 'gds_CC33', 'gds_CC34', 'gds_CC35', 'gds_CC36', 'gds_CC37', 'gds_CC40', 'gds_CC41', 'gds_CC42', 'gds_CC43', 'gds_CC50', 'gds_CC60', 'gds_CC61', 'gds_CC62', 'gds_CC63', 'gds_CC70']
Will use bool for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x70e6706082f0>
Will use bool for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x70e65fdafd40>
[2715583:MainThread](2026-02-26 20:15:32,735) INFO - qlib.timer - [log.py:117] - Time cost: 3.858s | Concat index: Done
[2715583:MainThread](2026-02-26 20:15:32,737) INFO - qlib.timer - [log.py:117] - Time cost: 0.001s | Sort index: Done
[2715583:MainThread](2026-02-26 20:15:36,349) INFO - qlib.timer - [log.py:117] - Time cost: 3.611s | Creating SepDataFrame: Done
[2715583:MainThread](2026-02-26 20:15:37,245) INFO - qlib.timer - [log.py:117] - Time cost: 1040.537s | Loading data (<qlib.contrib.data.agg_handler.AggHandler object at 0x70e88b12b3e0>) Done
[2715583:MainThread](2026-02-26 20:15:37,246) INFO - qlib.AggHandler - [handler.py:468] - Read-only True
[]
[2715583:MainThread](2026-02-26 20:15:37,248) INFO - qlib.AggHandler - [handler.py:476] - Will copy all groups of data-frame.
[2715583:MainThread](2026-02-26 20:15:37,265) INFO - qlib.AggHandler - [handler.py:468] - Read-only True
[]
[2715583:MainThread](2026-02-26 20:15:37,266) INFO - qlib.AggHandler - [handler.py:476] - Will copy all groups of data-frame.
[2715583:MainThread](2026-02-26 20:15:37,277) INFO - qlib.AggHandler - [handler.py:468] - Read-only True
[]
[2715583:MainThread](2026-02-26 20:15:37,277) INFO - qlib.AggHandler - [handler.py:476] - Will copy all groups of data-frame.
[2715583:MainThread](2026-02-26 20:15:37,293) INFO - qlib.timer - [log.py:117] - Time cost: 0.047s | fit & process data Done
[2715583:MainThread](2026-02-26 20:15:37,294) INFO - qlib.timer - [log.py:117] - Time cost: 1040.587s | Init data (<qlib.contrib.data.agg_handler.AggHandler object at 0x70e88b12b3e0>) Done
[2715583:MainThread](2026-02-26 20:15:37,963) INFO - qlib.DataHandlerLP - [handler.py:487] - Will apply processor <qlib.contrib.data.processor.common.Diff object at 0x70e88bf4af30>
[2715583:MainThread](2026-02-26 20:15:40,135) INFO - qlib.timer - [log.py:117] - Time cost: 2.171s | Diff Done
[2715583:MainThread](2026-02-26 20:15:40,136) INFO - qlib.DataHandlerLP - [handler.py:487] - Will apply processor <qlib.contrib.data.processor.flag.FlagMarketInjector object at 0x70e88cd8fd40>
All processors are readonly
All processors are readonly
All processors are readonly
Did load data from config: /home/guofu/Workspaces/alpha/data_ops/tasks/dwm_feature_vae/dataset/csiallx_feature2_ntrla_flag_pnlnorm/handler.yaml
Did load norm from: /home/guofu/Workspaces/alpha/data_ops/tasks/dwm_feature_vae/dataset/csiallx_feature2_ntrla_flag_pnlnorm/proc_list.proc
Will assign `feature_ext` with
turnover ... con_rating_strength_diff
datetime instrument ...
2026-02-09 SH600000 0.1837 ... 0.0
SH600004 0.6948 ... 0.0
SH600006 0.5542 ... 0.0
SH600007 0.2057 ... 0.0
SH600008 0.9809 ... 0.0
... ... ... ...
2026-02-26 SZ301658 6.0785 ... 0.0
SZ301662 12.5950 ... 0.0
SZ301665 14.0077 ... 0.0
SZ301678 6.6518 ... 0.0
SZ302132 1.3868 ... 0.0
[41085 rows x 8 columns]
---
ERROR: Failed to load data from Qlib pipeline: Cannot convert non-finite values (NA or inf) to integer