模拟交易时没有反应

策略分享
标签: #<Tag:0x00007fcf78bd5868>

(wwwburoka) #1

我用系统自带的策略, 改到面向香港市场, 回测可以, 但是做模拟交易时更没有反应, 没有给出信号, 是哪里出了问题呢?

https://i.bigquant.com/user/wwwburoka/lab/share/可视化策略%
20-%20AI%E9%80%89%E8%82%A1%E7%AD%96%E7%95%A5.ipynb?_t=1526524583577


(wwwburoka) #2

刚看了一下, 似乎报错了, 请问是甚麽 原因呢?

[2018-05-16 20:29:42.946467] INFO: bigquant: instruments.v2 开始运行…
[2018-05-16 20:29:42.955318] INFO: bigquant: 命中缓存
[2018-05-16 20:29:42.956995] INFO: bigquant: instruments.v2 运行完成[0.010572s].
[2018-05-16 20:29:43.044218] INFO: bigquant: advanced_auto_labeler.v2 开始运行…
[2018-05-16 20:29:43.052211] INFO: bigquant: 命中缓存
[2018-05-16 20:29:43.053766] INFO: bigquant: advanced_auto_labeler.v2 运行完成[0.009568s].
[2018-05-16 20:29:43.072277] INFO: bigquant: input_features.v1 开始运行…
[2018-05-16 20:29:43.247960] INFO: bigquant: 命中缓存
[2018-05-16 20:29:43.249456] INFO: bigquant: input_features.v1 运行完成[0.177222s].
[2018-05-16 20:29:43.460328] INFO: bigquant: general_feature_extractor.v6 开始运行…
[2018-05-16 20:29:43.477108] INFO: bigquant: 命中缓存
[2018-05-16 20:29:43.478468] INFO: bigquant: general_feature_extractor.v6 运行完成[0.01815s].
[2018-05-16 20:29:43.503345] INFO: bigquant: derived_feature_extractor.v2 开始运行…
[2018-05-16 20:29:43.507765] INFO: bigquant: 命中缓存
[2018-05-16 20:29:43.509335] INFO: bigquant: derived_feature_extractor.v2 运行完成[0.005995s].
[2018-05-16 20:29:43.530532] INFO: bigquant: join.v3 开始运行…
[2018-05-16 20:29:43.534740] INFO: bigquant: 命中缓存
[2018-05-16 20:29:43.536277] INFO: bigquant: join.v3 运行完成[0.005772s].
[2018-05-16 20:29:43.561156] INFO: bigquant: dropnan.v1 开始运行…
[2018-05-16 20:29:43.566995] INFO: bigquant: 命中缓存
[2018-05-16 20:29:43.568643] INFO: bigquant: dropnan.v1 运行完成[0.007517s].
[2018-05-16 20:29:43.593164] INFO: bigquant: stock_ranker_train.v5 开始运行…
[2018-05-16 20:29:43.598939] INFO: bigquant: 命中缓存
[2018-05-16 20:29:43.600415] INFO: bigquant: stock_ranker_train.v5 运行完成[0.007345s].
[2018-05-16 20:29:43.612780] INFO: bigquant: instruments.v2 开始运行…
[2018-05-16 20:29:43.781760] INFO: bigquant: instruments.v2 运行完成[0.17238s].
[2018-05-16 20:29:43.983612] INFO: bigquant: general_feature_extractor.v6 开始运行…
[2018-05-16 20:29:46.793689] INFO: 基础特征抽取: 年份 2018, 特征行数=0

Exception Traceback (most recent call last)
in ()
110 start_date=’’,
111 end_date=’’,
–> 112 before_start_days=0
113 )
114

/var/app/enabled/biglearning/module2/common/modulemanagerv2.py in call(self, **kwargs)

/var/app/enabled/biglearning/module2/common/moduleinvoker.py in module_invoke(name, version, kwargs)

/var/app/enabled/biglearning/module2/common/moduleinvoker.py in _invoke_with_cache(module, kwargs, module_cache_key, name, version)

/var/app/enabled/biglearning/module2/common/moduleinvoker.py in _module_run(module, kwargs)

/var/app/enabled/biglearning/module2/modules/general_feature_extractor/v6/init.py in run(self)

Exception: no features extracted.


(iQuant) #3

您好,您分享的链接我们是无法查看您的策略的,您可以参考下图进行分享