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104 lines
9.3 KiB
104 lines
9.3 KiB
[2746177:MainThread](2026-02-26 23:21:56,618) INFO - qlib.Initialization - [config.py:413] - default_conf: client.
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[2746177:MainThread](2026-02-26 23:21:56,622) INFO - qlib.Initialization - [__init__.py:74] - qlib successfully initialized based on client settings.
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[2746177:MainThread](2026-02-26 23:21:56,623) INFO - qlib.Initialization - [__init__.py:76] - data_path={'__DEFAULT_FREQ': PosixPath('/data/qlib/default/data_ops/target')}
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================================================================================
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DUMP GOLD-STANDARD RAW DATA FROM QLIB PIPELINE
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================================================================================
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Date Range: 2020-01-02 to 2020-01-10
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Output Directory: ../data/
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Qlib Dataset Path: /home/guofu/Workspaces/alpha/data_ops/tasks/dwm_feature_vae/dataset/csiallx_feature2_ntrla_flag_pnlnorm/
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Step 1: Loading raw data from Qlib pipeline...
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Loading raw data from handler (load_start=2019-12-13)...
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Filtering instruments: ['SH600000', 'SH600004', 'SH600006', 'SH600007', 'SH600008']... (5 total)
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Will use `placehorder_value` from module: qlib.contrib.data.config
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Will init handler object from config:
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{'data_handler_config': {'ddb_config': {'host': '192.168.1.146',
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'password': '123456',
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'port': 8848,
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'username': 'admin'},
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'end_time': datetime.date(2026, 2, 26),
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'handler_list': [{'class': 'DDBAlpha158Handler',
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'kwargs': {'col_set': 'feature',
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'query_config': [{'alpha158_config': 'alpha158_expr.csv',
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'db_path': 'dfs://daily_stock_run',
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'dtype': 'float32',
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'field_list': 'alpha158',
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'table_name': 'stg_1day_wind_alpha158_0_7'}]},
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'module_path': 'qlib.contrib.data.ddb_handlers.ddb_alpha158_handler'},
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{'class': 'DDBMarketExtHandler',
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'kwargs': {'col_set': 'feature_ext',
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'query_config': [{'db_path': 'dfs://daily_stock_run',
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'dtype': 'float32',
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'field_list': ['Turnover '
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'as '
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'turnover',
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'FreeTurnover '
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'as '
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'free_turnover',
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'log(MarketValue) '
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'as '
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'log_size'],
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'table_name': 'stg_1day_wind_kline_adjusted'},
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{'db_path': 'dfs://daily_stock_run',
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'dtype': 'float32',
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'field_list': ['con_rating_strength'],
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'table_name': 'stg_1day_gds_con_rating'}]},
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'module_path': 'qlib.contrib.data.ddb_handlers.ddb_market_ext_handler'},
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{'class': 'DDBMarketFlagHandler',
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'kwargs': {'col_set': 'feature_flag',
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'query_config': [{'db_path': 'dfs://daily_stock_run',
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'dtype': 'bool',
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'field_list': ['IsZt',
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'IsDt',
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'IsN',
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'IsXD',
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'IsXR',
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'IsDR'],
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'table_name': 'stg_1day_wind_kline_adjusted'},
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{'db_path': 'dfs://daily_stock_run',
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'dtype': 'bool',
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'field_list': ['open_limit',
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'close_limit',
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'low_limit',
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'open_stop',
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'close_stop',
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'high_stop'],
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'table_name': 'stg_1day_wind_market_flag'}]},
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'module_path': 'qlib.contrib.data.ddb_handlers.ddb_market_flag_handler'},
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{'class': 'DDBIndusFlagHandler',
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'kwargs': {'col_set': 'indus_flag',
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'query_config': [{'db_path': 'dfs://daily_stock_run',
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'dtype': 'bool',
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'field_list': 'industry_code_cc.csv',
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'table_name': 'stg_1day_gds_indus_flag_cc1'}]},
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'module_path': 'qlib.contrib.data.ddb_handlers.ddb_indus_flag_handler'},
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{'class': 'DDBStFlagHandler',
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'kwargs': {'col_set': 'st_flag',
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'query_config': [{'db_path': 'dfs://daily_stock_run',
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'dtype': 'bool',
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'field_list': ['ST_Y',
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'ST_S',
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'ST_T',
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'ST_L',
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'ST_Z',
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'ST_X'],
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'table_name': 'stg_1day_wind_st_flag'}]},
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'module_path': 'qlib.contrib.data.ddb_handlers.ddb_st_flag_handler'}],
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'instruments': 'csiallx',
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'start_time': Timestamp('2019-11-23 00:00:00')},
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'ddb_config': {'host': '192.168.1.146',
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'password': '123456',
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'port': 8848,
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'username': 'admin'},
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'handler': {'class': 'AggHandler',
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'kwargs': {'ddb_config': {'host': '192.168.1.146',
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'password': '123456',
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'port': 8848,
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'username': 'admin'}[2746177:MainThread](2026-02-26 23:21:56,647) INFO - qlib.AggHandler - [agg_handler.py:79] - Will use AggHandler
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[2746177:MainThread](2026-02-26 23:21:56,648) WARNING - qlib.DataLoaderDH - [agg_handler.py:191] - instruments[csiallx] is ignored
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[2746177:MainThread](2026-02-26 23:21:56,716) INFO - qlib.DDBDataLoader - [__init__.py:196] - Will use sql template on 192.168.1.146:
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use mytt;
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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
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