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请问高频因子的提取在编辑器2.0里面是正常运行, 但是模拟交易中高频因子提取出错, 是部署的问题吗?

由bq96ga5i创建,最终由bq96ga5i 被浏览 26 用户

您好, 新版的模拟交易中高频因子提取出错, 在编辑器里面是正常运行的...

File module2/common/modulemanagerv2.py:88, in biglearning.module2.common.modulemanagerv2.BigQuantModuleVersion.call() 88 89 File module2/common/moduleinvoker.py:370, in biglearning.module2.common.moduleinvoker.module_invoke() 90 91 File module2/common/moduleinvoker.py:292, in biglearning.module2.common.moduleinvoker._invoke_with_cache() 92 93 File module2/common/moduleinvoker.py:253, in biglearning.module2.common.moduleinvoker._invoke_with_cache() 94 95 File module2/common/moduleinvoker.py:212, in biglearning.module2.common.moduleinvoker._module_run() 96 97 File module2/modules/stock_ranker_predict/v5/init.py:207, in biglearning.module2.modules.stock_ranker_predict.v5.init.BigQuantModule.run() 98 99 File module2/modules/stock_ranker_predict/v5/init.py:157, in biglearning.module2.modules.stock_ranker_predict.v5.init.BigQuantModule.run_simple() 100 101 File module2/modules/stock_ranker_predict/v5/init.py:64, in biglearning.module2.modules.stock_ranker_predict.v5.init.BigQuantModule._try_predict_with_lgb() 102 103 File /usr/local/python3/lib/python3.8/site-packages/pandas/core/frame.py:3030, in DataFrame.getitem(self, key) 104 3028 if is_iterator(key): 105 3029 key = list(key) 106 -> 3030 indexer = self.loc._get_listlike_indexer(key, axis=1, raise_missing=True)[1] 107 3032 # take() does not accept boolean indexers 108 3033 if getattr(indexer, "dtype", None) == bool: 109 110 File /usr/local/python3/lib/python3.8/site-packages/pandas/core/indexing.py:1266, in _LocIndexer._get_listlike_indexer(self, key, axis, raise_missing) 111 1263 else: 112 1264 keyarr, indexer, new_indexer = ax._reindex_non_unique(keyarr) 113 -> 1266 self._validate_read_indexer(keyarr, indexer, axis, raise_missing=raise_missing) 114 1267 return keyarr, indexer 115 116 File /usr/local/python3/lib/python3.8/site-packages/pandas/core/indexing.py:1316, in _LocIndexer._validate_read_indexer(self, key, indexer, axis, raise_missing) 117 1314 if raise_missing: 118 1315 not_found = list\n\n

https://bigquant.com/codeshare/ef3da6a3-002d-4c5a-8cde-2285c595a6d2

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高频因子模拟交易
评论
  • 你好,我们建议您将策略迁移至3.0版本运行,3.0版本里的数据提取可以参考这篇文章的说明
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