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【指标定制】如何用price_change_2d进行标注

由chenfeng8638创建,最终由small_q 被浏览 7 用户

input_1.* EXCLUDE(date, instrument)

m_lead(cn_stock_prefactors.close, 5) / m_lead(cn_stock_prefactors.open, 1) AS _future_return

==cn_stock_dragon_list.price_change_2d AS _future_return==

c_quantile_cont(_future_return, 0.01) AS _future_return_1pct

c_quantile_cont(_future_return, 0.99) AS _future_return_99pct

clip(_future_return, _future_return_1pct, _future_return_99pct) AS _clipped_return

c_cbins(_clipped_return, 20) AS label

==cn_stock_dragon_list.price_change_2d进行标注提取的训练集为空,请问怎么解决?==

评论
  • m_lead(close, 2) / m_lead(open, 1) AS _future_return 先往后取未来两天的收盘价和未来一天的开盘价再相除作为标签
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