M.stock_ranker_train.v3 如果instruments只放三支股票是会报异常的?
“Exception: output ranker not generated
We cannot build a tree with gain = 负无穷大”
什么原因?
M.stock_ranker_train.v3 如果instruments只放三支股票是会报异常的?
“Exception: output ranker not generated
We cannot build a tree with gain = 负无穷大”
什么原因?
start_date='2017-01-03'
end_date='2017-01-10'
instruments=['000002.SZA','000001.SZA','000003.SZA']
#instruments=D.instruments(start_date=start_date,end_date=end_date,market='CN_STOCK_A')
label_expr=['return*1000+1000']
hold_days=2
features=['rank_return_5']
m1=M.fast_auto_labeler.v8(instruments=instruments
,start_date=start_date,end_date=end_date
,label_expr=label_expr,hold_days=hold_days,sell_at='open',buy_at='open')
d1=D.history_data(instruments=instruments,start_date=start_date,end_date=end_date)
m2=M.general_feature_extractor.v5(instruments=instruments
,start_date=start_date,end_date=end_date
,features=features)
#m2.data.read_df()
m3=M.transform.v2(data=m2.data,transforms=T.get_stock_ranker_default_transforms()
,drop_null=True,astype='int32'
,except_columns=['date','instrument'])
m4=M.join.v2(data1=m1.data,data2=m3.data,on=['date','instrument'],sort=True)
m4.data.read_df()
m5=M.stock_ranker_train.v3(training_ds=m4.data,features=features)
#m5.plot_model()
就是例子程序,我把时间改了,股票池改了,主要想研究一下这个接口的原理