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alpha_lab/stock_1d/d033/alpha158_beta/scripts/run2.log

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[2730312:MainThread](2026-02-26 21:28:33,675) INFO - qlib.Initialization - [config.py:413] - default_conf: client.
[2730312:MainThread](2026-02-26 21:28:33,679) INFO - qlib.Initialization - [__init__.py:74] - qlib successfully initialized based on client settings.
[2730312:MainThread](2026-02-26 21:28:33,680) 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
Loading raw data from handler.yaml...
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('2019-12-13 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': [2730312:MainThread](2026-02-26 21:28:33,704) INFO - qlib.AggHandler - [agg_handler.py:79] - Will use AggHandler
[2730312:MainThread](2026-02-26 21:28:33,704) WARNING - qlib.DataLoaderDH - [agg_handler.py:191] - instruments[csiallx] is ignored
[2730312:MainThread](2026-02-26 21:28:34,011) 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
[2730312:MainThread](2026-02-26 21:36:00,317) INFO - qlib.timer - [log.py:117] - Time cost: 446.602s | DDB query: Done
[2730312:MainThread](2026-02-26 21:36:01,106) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
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('2019-12-13 00:00:00')},
'module_path': 'qlib.contrib.data.agg_handler'},
'load_end': datetime.date(2026, 2, 26),
'load_start': Timestamp('2019-12-13 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 0x761f37e75a60>
[2730312:MainThread](2026-02-26 21:38:13,636) INFO - qlib.timer - [log.py:117] - Time cost: 123.423s | Instruments filter: Done
[2730312:MainThread](2026-02-26 21:38:20,733) INFO - qlib.timer - [log.py:117] - Time cost: 587.024s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_alpha158_handler.DDBAlpha158Handler object at 0x761f366b3bc0>) Done
[2730312:MainThread](2026-02-26 21:38:20,734) INFO - qlib.timer - [log.py:117] - Time cost: 587.026s | Init data (<qlib.contrib.data.ddb_handlers.ddb_alpha158_handler.DDBAlpha158Handler object at 0x761f366b3bc0>) Done
[2730312:MainThread](2026-02-26 21:38:20,736) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2730312:MainThread](2026-02-26 21:38:24,302) INFO - qlib.timer - [log.py:117] - Time cost: 3.564s | fetch_df_by_index Done
[2730312:MainThread](2026-02-26 21:38:25,946) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-13 00:00:00'), datetime.date(2026, 2, 26), None)
KMID KLEN ... VSUMD30 VSUMD60
datetime instrument ...
2019-12-13 SH600000 0.011686 0.015025 ... -0.011573 0.039735
SH600004 0.000000 0.009169 ... -0.146051 0.024757
SH600006 -0.004329 0.015152 ... 0.136883 0.024626
SH600007 0.005590 0.019005 ... -0.012912 0.017215
SH600008 0.012270 0.012270 ... 0.039878 -0.013888
... ... ... ... ... ...
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
[6858048 rows x 158 columns]
[2730312:MainThread](2026-02-26 21:38:25,947) INFO - qlib.timer - [log.py:117] - Time cost: 5.212s | Fetching dataframe Done
[2730312:MainThread](2026-02-26 21:38:25,965) 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>=2019.12.13 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
[2730312:MainThread](2026-02-26 21:38:43,081) INFO - qlib.timer - [log.py:117] - Time cost: 17.127s | DDB query: Done
[2730312:MainThread](2026-02-26 21:38:43,874) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2730312:MainThread](2026-02-26 21:38:44,458) 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>=2019.12.13 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
[2730312:MainThread](2026-02-26 21:38:55,720) INFO - qlib.timer - [log.py:117] - Time cost: 11.271s | DDB query: Done
[2730312:MainThread](2026-02-26 21:38:56,586) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-25 00:00:00
[2730312:MainThread](2026-02-26 21:40:21,007) INFO - qlib.timer - [log.py:117] - Time cost: 81.315s | Instruments filter: Done
[2730312:MainThread](2026-02-26 21:40:21,576) INFO - qlib.timer - [log.py:117] - Time cost: 115.627s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_market_ext_handler.DDBMarketExtHandler object at 0x7620fb822930>) Done
[2730312:MainThread](2026-02-26 21:40:21,576) INFO - qlib.timer - [log.py:117] - Time cost: 115.628s | Init data (<qlib.contrib.data.ddb_handlers.ddb_market_ext_handler.DDBMarketExtHandler object at 0x7620fb822930>) Done
[2730312:MainThread](2026-02-26 21:40:21,577) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2730312:MainThread](2026-02-26 21:40:22,309) INFO - qlib.timer - [log.py:117] - Time cost: 0.731s | fetch_df_by_index Done
[2730312:MainThread](2026-02-26 21:40:22,317) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-13 00:00:00'), datetime.date(2026, 2, 26), None)
turnover free_turnover log_size con_rating_strength
datetime instrument
2019-12-13 SH600000 0.2118 0.3879 17.343685 0.7143
SH600004 0.7518 1.5357 15.099485 0.8214
SH600006 0.7827 1.9762 13.732129 1.0000
SH600007 0.1368 0.7071 14.409998 0.7500
SH600008 0.2152 0.3990 14.444757 0.7500
... ... ... ... ...
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
[7572626 rows x 4 columns]
[2730312:MainThread](2026-02-26 21:40:22,318) INFO - qlib.timer - [log.py:117] - Time cost: 0.741s | Fetching dataframe Done
[2730312:MainThread](2026-02-26 21:40:22,334) 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>=2019.12.13 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',
[2730312:MainThread](2026-02-26 21:40:43,075) INFO - qlib.timer - [log.py:117] - Time cost: 20.751s | DDB query: Done
[2730312:MainThread](2026-02-26 21:40:43,889) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2730312:MainThread](2026-02-26 21:40:44,394) 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>=2019.12.13 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','
[2730312:MainThread](2026-02-26 21:41:04,632) INFO - qlib.timer - [log.py:117] - Time cost: 20.246s | DDB query: Done
[2730312:MainThread](2026-02-26 21:41:05,434) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2730312:MainThread](2026-02-26 21:42:33,029) INFO - qlib.timer - [log.py:117] - Time cost: 84.294s | Instruments filter: Done
[2730312:MainThread](2026-02-26 21:42:34,049) INFO - qlib.timer - [log.py:117] - Time cost: 131.730s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_market_flag_handler.DDBMarketFlagHandler object at 0x761f37e74470>) Done
[2730312:MainThread](2026-02-26 21:42:34,050) INFO - qlib.timer - [log.py:117] - Time cost: 131.731s | Init data (<qlib.contrib.data.ddb_handlers.ddb_market_flag_handler.DDBMarketFlagHandler object at 0x761f37e74470>) Done
[2730312:MainThread](2026-02-26 21:42:34,051) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2730312:MainThread](2026-02-26 21:42:34,895) INFO - qlib.timer - [log.py:117] - Time cost: 0.843s | fetch_df_by_index Done
[2730312:MainThread](2026-02-26 21:42:34,907) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-13 00:00:00'), datetime.date(2026, 2, 26), None)
IsZt IsDt IsN ... open_stop close_stop high_stop
datetime instrument ...
2019-12-13 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
[6874830 rows x 12 columns]
[2730312:MainThread](2026-02-26 21:42:34,908) INFO - qlib.timer - [log.py:117] - Time cost: 0.857s | Fetching dataframe Done
[2730312:MainThread](2026-02-26 21:42:34,927) 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>=2019.12.13 and m_nDate<=2026.02.26 and code in ('SH600373','SZ300557','S
[2730312:MainThread](2026-02-26 21:42:36,986) INFO - qlib.timer - [log.py:117] - Time cost: 2.069s | DDB query: Done
[2730312:MainThread](2026-02-26 21:42:36,996) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2730312:MainThread](2026-02-26 21:43:53,198) INFO - qlib.timer - [log.py:117] - Time cost: 76.199s | Instruments filter: Done
[2730312:MainThread](2026-02-26 21:43:53,230) INFO - qlib.timer - [log.py:117] - Time cost: 78.318s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_indus_flag_handler.DDBIndusFlagHandler object at 0x761f381e1c40>) Done
[2730312:MainThread](2026-02-26 21:43:53,231) INFO - qlib.timer - [log.py:117] - Time cost: 78.319s | Init data (<qlib.contrib.data.ddb_handlers.ddb_indus_flag_handler.DDBIndusFlagHandler object at 0x761f381e1c40>) Done
[2730312:MainThread](2026-02-26 21:43:53,231) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2730312:MainThread](2026-02-26 21:43:53,239) INFO - qlib.timer - [log.py:117] - Time cost: 0.007s | fetch_df_by_index Done
[2730312:MainThread](2026-02-26 21:43:53,257) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-13 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]
[2730312:MainThread](2026-02-26 21:43:53,258) INFO - qlib.timer - [log.py:117] - Time cost: 0.027s | Fetching dataframe Done
[2730312:MainThread](2026-02-26 21:43:53,274) 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>=2019.12.13 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
[2730312:MainThread](2026-02-26 21:44:44,876) INFO - qlib.timer - [log.py:117] - Time cost: 51.611s | DDB query: Done
[2730312:MainThread](2026-02-26 21:44:45,602) INFO - qlib.DDBDataLoader - [__init__.py:219] - The last time point: 2026-02-26 00:00:00
[2730312:MainThread](2026-02-26 21:46:07,184) INFO - qlib.timer - [log.py:117] - Time cost: 81.056s | Instruments filter: Done
[2730312:MainThread](2026-02-26 21:46:07,747) INFO - qlib.timer - [log.py:117] - Time cost: 134.487s | Loading data (<qlib.contrib.data.ddb_handlers.ddb_st_flag_handler.DDBStFlagHandler object at 0x761f387b3080>) Done
[2730312:MainThread](2026-02-26 21:46:07,748) INFO - qlib.timer - [log.py:117] - Time cost: 134.488s | Init data (<qlib.contrib.data.ddb_handlers.ddb_st_flag_handler.DDBStFlagHandler object at 0x761f387b3080>) Done
[2730312:MainThread](2026-02-26 21:46:07,748) INFO - qlib.timer - [log.py:117] - Time cost: 0.000s | fetch_df_by_cols Done
[2730312:MainThread](2026-02-26 21:46:08,349) INFO - qlib.timer - [log.py:117] - Time cost: 0.600s | fetch_df_by_index Done
[2730312:MainThread](2026-02-26 21:46:08,358) INFO - qlib.DataLoaderDH - [agg_handler.py:215] - Did fetch @slice(Timestamp('2019-12-13 00:00:00'), datetime.date(2026, 2, 26), None)
ST_Y ST_S ST_T ST_L ST_Z ST_X
datetime instrument
2019-12-13 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
[6874833 rows x 6 columns]
[2730312:MainThread](2026-02-26 21:46:08,359) INFO - qlib.timer - [log.py:117] - Time cost: 0.610s | 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 0x76203dfa91f0>
Will use float32 for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x76203dfa91f0>
Query config:
#concepts: 2;
Will use bool for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x761f346e7aa0>
Will use bool for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x761f346e7aa0>
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 0x761cc3995760>
Will use bool for <qlib.contrib.data.ddb_data_loader.DDBDataLoader object at 0x761a968d1d00>
[2730312:MainThread](2026-02-26 21:46:11,623) INFO - qlib.timer - [log.py:117] - Time cost: 3.264s | Concat index: Done
[2730312:MainThread](2026-02-26 21:46:11,625) INFO - qlib.timer - [log.py:117] - Time cost: 0.001s | Sort index: Done
[2730312:MainThread](2026-02-26 21:46:15,058) INFO - qlib.timer - [log.py:117] - Time cost: 3.433s | Creating SepDataFrame: Done
[2730312:MainThread](2026-02-26 21:46:15,928) INFO - qlib.timer - [log.py:117] - Time cost: 1062.224s | Loading data (<qlib.contrib.data.agg_handler.AggHandler object at 0x761f36612720>) Done
[2730312:MainThread](2026-02-26 21:46:15,929) INFO - qlib.AggHandler - [handler.py:468] - Read-only True
[]
[2730312:MainThread](2026-02-26 21:46:15,931) INFO - qlib.AggHandler - [handler.py:476] - Will copy all groups of data-frame.
[2730312:MainThread](2026-02-26 21:46:15,935) INFO - qlib.AggHandler - [handler.py:468] - Read-only True
[]
[2730312:MainThread](2026-02-26 21:46:15,936) INFO - qlib.AggHandler - [handler.py:476] - Will copy all groups of data-frame.
[2730312:MainThread](2026-02-26 21:46:15,939) INFO - qlib.AggHandler - [handler.py:468] - Read-only True
[]
[2730312:MainThread](2026-02-26 21:46:15,940) INFO - qlib.AggHandler - [handler.py:476] - Will copy all groups of data-frame.
[2730312:MainThread](2026-02-26 21:46:15,943) INFO - qlib.timer - [log.py:117] - Time cost: 0.014s | fit & process data Done
[2730312:MainThread](2026-02-26 21:46:15,943) INFO - qlib.timer - [log.py:117] - Time cost: 1062.239s | Init data (<qlib.contrib.data.agg_handler.AggHandler object at 0x761f36612720>) Done
All processors are readonly
All processors are readonly
All processors are readonly
ERROR: Failed to load data from Qlib pipeline: 'SepDataFrame' object has no attribute 'shape'
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