[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 [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 () Done [2715583:MainThread](2026-02-26 20:07:53,274) INFO - qlib.timer - [log.py:117] - Time cost: 576.562s | Init data () 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 () Done [2715583:MainThread](2026-02-26 20:09:54,169) INFO - qlib.timer - [log.py:117] - Time cost: 115.982s | Init data () 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 () Done [2715583:MainThread](2026-02-26 20:12:05,900) INFO - qlib.timer - [log.py:117] - Time cost: 130.997s | Init data () 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 () Done [2715583:MainThread](2026-02-26 20:13:26,602) INFO - qlib.timer - [log.py:117] - Time cost: 79.840s | Init data () 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 () Done [2715583:MainThread](2026-02-26 20:15:28,257) INFO - qlib.timer - [log.py:117] - Time cost: 121.622s | Init data () 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 Will use float32 for Query config: #concepts: 2; Will use bool for Will use bool for 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 Will use bool for [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 () 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 () Done [2715583:MainThread](2026-02-26 20:15:37,963) INFO - qlib.DataHandlerLP - [handler.py:487] - Will apply processor [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 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