模拟交易绘制结果失败
由bqkul07v创建，最终由bqkul07v 被浏览 24 用户
我怀疑问题是这样：\n现在的新版模拟交易必须使用M.bigtrader.v9。然而这个模块回测和之前我使用的M.hftrade.v2不一样，回测区间如果只有一天是不能绘图的。问题是提交模拟交易的时候，每天运行的时候确实就只有一天，所以绘图失败了。
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2024-02-05 22:45:21 任务运行状态更新 state=failed event=20240205 cfa00cef-240f-4586-9e05-10f0f2fa38f6
Traceback (most recent call last):
File "/var/app/enabled/aiflowtaskrun.py", line 150, in <module>
run(run_id=sys.argv[1], task_id=sys.argv[2], event_name=sys.argv[3], dry_run=sys.argv[4])
File "/var/app/enabled/aiflowtaskrun.py", line 145, in run
raise ex from ex
File "/var/app/enabled/aiflowtaskrun.py", line 132, in run
do_run(task_id, event_name)
File "/var/app/enabled/aiflowtaskrun.py", line 109, in do_run
pm.execute_notebook(
File "/usr/local/python3/lib/python3.8/site-packages/papermill/execute.py", line 128, in execute_notebook
raise_for_execution_errors(nb, output_path)
File "/usr/local/python3/lib/python3.8/site-packages/papermill/execute.py", line 232, in raise_for_execution_errors
raise error
papermill.exceptions.PapermillExecutionError:
---------------------------------------------------------------------------
Exception encountered at "In [4]":
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
Cell In[4], line 474
438 pass
443 # m4 = M.hftrade.v2(
444 # instruments=instruments,
445 # options_data=calc,
(...)
470 # backtest_only=False
471 # )
--> 474 m4 = M.bigtrader.v9(
475 data=instruments,
476 options_data=calc,
477 start_date='',
478 end_date='',
479 initialize=m4_initialize_bigquant_run,
480 before_trading_start=m4_before_trading_start_bigquant_run,
481 handle_tick=m4_handle_tick_bigquant_run,
482 handle_data=m4_handle_data_bigquant_run,
483 handle_trade=m4_handle_trade_bigquant_run,
484 handle_order=m4_handle_order_bigquant_run,
485 after_trading=m4_after_trading_bigquant_run,
486 capital_base=10000000,
487 frequency='daily',
488 product_type='股票',
489 before_start_days=0,
490 volume_limit=1,
491 order_price_field_buy='open',
492 order_price_field_sell='open',
493 benchmark='000300.SH',
494 plot_charts=True,
495 disable_cache=False,
496 debug=False,
497 backtest_only=False
498 )
File module2/common/modulemanagerv2.py:88, in biglearning.module2.common.modulemanagerv2.BigQuantModuleVersion.__call__()
File module2/common/moduleinvoker.py:374, in biglearning.module2.common.moduleinvoker.module_invoke()
File module2/common/moduleinvoker.py:221, in biglearning.module2.common.moduleinvoker._module_postrun()
File /var/app/data/custom_module/publicmodules/bigtrader/v9/__init__.py:353, in post_run(outputs)
350 if func_post_run is None:
351 raise Exception(f"not supported {outputs.run_engine=}, {outputs.run_mode=}")
--> 353 return func_post_run(outputs)
File /var/app/data/custom_module/publicmodules/bigtrader/v9/core/pybacktest/__init__.py:536, in bigquant_postrun(outputs)
533 extend_class_methods(outputs, get_all_orders=get_all_orders)
535 if outputs.plot_charts:
--> 536 outputs.display()
538 return outputs
File /var/app/data/custom_module/publicmodules/bigtrader/v9/core/pybacktest/postrun.py:31, in display(outputs, plot_series_compare)
23 render_future(
24 outputs,
25 round_num=3,
(...)
28 raw_perf_df=raw_perf
29 )
30 elif acct_types[0] in [AcctType.STOCK]:
---> 31 render_stock(
32 outputs,
33 round_num=3,
34 data_frequency=data_frequency,
35 plot_series_compare=plot_series_compare,
36 acct_type=acct_types,
37 raw_perf_df=raw_perf
38 )
39 elif len(acct_types) > 1:
40 render_portfolio(
41 outputs,
42 round_num=3,
(...)
45 acct_type=acct_types,
46 )
File /var/app/data/custom_module/publicmodules/bigtrader/v9/core/pybacktest/perf_render.py:81, in render(outputs, output, round_num, data_frequency, plot_series_compare, return_script, acct_type, raw_perf_df)
77 if outputs.debug:
78 print("{} perf_render raw_perf={}, benchmark_data={}, process stats..." \
79 .format(datetime.now(), outputs.raw_perf, outputs.benchmark_data))
---> 81 stats = get_stats(outputs, acct_type=acct_type, raw_perf_df=raw_perf_df)
82 general_html = (
83 stats
84 if output == "object"
(...)
89 )
90 )
91 odict = OrderedDict()
File /var/app/data/custom_module/publicmodules/bigtrader/v9/core/pybacktest/perf_render.py:242, in get_stats(outputs, acct_type, raw_perf_df)
240 market_value["portfolio_value"]= results.iloc[i].portfolio_value
241 market_values.append(market_value)
--> 242 df=pd.concat(market_values)
243 diversity_buy=round(df["market_value"] / df["portfolio_value"],4)
244 diversity_buy=max(diversity_buy.tail(90))
File /usr/local/python3/lib/python3.8/site-packages/pandas/core/reshape/concat.py:285, in concat(objs, axis, join, ignore_index, keys, levels, names, verify_integrity, sort, copy)
82 def concat(
83 objs: Union[Iterable["NDFrame"], Mapping[Label, "NDFrame"]],
84 axis=0,
(...)
92 copy: bool = True,
93 ) -> FrameOrSeriesUnion:
94 """
95 Concatenate pandas objects along a particular axis with optional set logic
96 along the other axes.
(...)
283 ValueError: Indexes have overlapping values: ['a']
284 """
--> 285 op = _Concatenator(
286 objs,
287 axis=axis,
288 ignore_index=ignore_index,
289 join=join,
290 keys=keys,
291 levels=levels,
292 names=names,
293 verify_integrity=verify_integrity,
294 copy=copy,
295 sort=sort,
296 )
298 return op.get_result()
File /usr/local/python3/lib/python3.8/site-packages/pandas/core/reshape/concat.py:342, in _Concatenator.__init__(self, objs, axis, join, keys, levels, names, ignore_index, verify_integrity, copy, sort)
339 objs = list(objs)
341 if len(objs) == 0:
--> 342 raise ValueError("No objects to concatenate")
344 if keys is None:
345 objs = list(com.not_none(*objs))
ValueError: No objects to concatenate
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