回测报错求助——
由bigquantofficial创建，最终由small_q 被浏览 41 用户
<TypeError: symbol() expected argument 'symbol_str' to be a string, but got Equity(685 [518880.HOF]) instead.>
麻烦大佬看下，我问了chat也没搞懂
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[2023-07-08 18:44:51.062946] INFO algo: trading transform.../usr/local/python3/lib/python3.8/site-packages/empyrical/stats.py:710: RuntimeWarning: divide by zero encountered in true_divide np.divide(/usr/local/python3/lib/python3.8/site-packages/pandas/core/indexing.py:1124: FutureWarning: Indexing a timezone-naive DatetimeIndex with a timezone-aware datetime is deprecated and will raise KeyError in a future version. Use a timezone-naive object instead. return self._get_label(key, axis=axis)[2023-07-08 18:44:51.127342] ERROR moduleinvoker: module name: backtest, module version: v8, trackeback: KeyError: 'ZOF2'[2023-07-08 18:44:51.139479] ERROR moduleinvoker: module name: trade, module version: v4, trackeback: KeyError: 'ZOF2'Output exceeds the size limit. Open the full output data in a text editor
---------------------------------------------------------------------------
KeyError Traceback (most recent call last)
File /var/app/enabled/biglearning/module2/modules/backtest/v8/__init__.py:769, in _get_market_info(***failed resolving arguments***)
File /var/app/enabled/biglearning/module2/modules/backtest/v8/__init__.py:769, in (x)
KeyError: 'ZOF2'
During handling of the above exception, another exception occurred:
TypeError Traceback (most recent call last)
Cell In[10], line 1
----> 1 m6 = M.trade.v4(
2 instruments=fd_list,
3 options_data=df,
4 start_date='2023-06-06',
5 end_date='2023-07-06',
6 initialize=initialize,
7 handle_data=handle_data,
8 prepare=prepare_bigquant_run,
9 before_trading_start=before_trading_start_bigquant_run,
10 volume_limit=0.025,
11 order_price_field_buy='close',
12 order_price_field_sell='close',
13 capital_base=100000,
14 auto_cancel_non_tradable_orders=True,
15 data_frequency='daily',
16 price_type='后复权',
17 product_type='股票',
18 plot_charts=True,
19 backtest_only=False,
20 benchmark=''
21 )
File /var/app/enabled/biglearning/module2/common/modulemanagerv2.py:88, in __call__(self, **kwargs)
File /var/app/enabled/biglearning/module2/common/moduleinvoker.py:331, in module_invoke(name, version, custom_module, kwargs)
File /var/app/enabled/biglearning/module2/common/moduleinvoker.py:214, in _invoke_with_cache(module, kwargs, module_cache_key, name, version, remote_run)
File /var/app/enabled/biglearning/module2/common/moduleinvoker.py:171, in _module_run(module, kwargs)
File /var/app/enabled/biglearning/module2/modules/trade/v4/__init__.py:363, in bigquant_run(start_date, end_date, initialize, handle_data, instruments, prepare, before_trading_start, volume_limit, order_price_field_buy, order_price_field_sell, capital_base, auto_cancel_non_tradable_orders, data_frequency, price_type, product_type, plot_charts, backtest_only, options_data, options, history_ds, benchmark_ds, benchmark, trading_calendar, amount_integer, m_meta_kwargs)
File /var/app/enabled/biglearning/module2/common/modulemanagerv2.py:88, in __call__(self, **kwargs)
File /var/app/enabled/biglearning/module2/common/moduleinvoker.py:331, in module_invoke(name, version, custom_module, kwargs)
File /var/app/enabled/biglearning/module2/common/moduleinvoker.py:214, in _invoke_with_cache(module, kwargs, module_cache_key, name, version, remote_run)
File /var/app/enabled/biglearning/module2/common/moduleinvoker.py:173, in _module_run(module, kwargs)
File /var/app/enabled/biglearning/module2/modules/backtest/v8/__init__.py:1055, in run(self)
File /var/app/enabled/biglearning/module2/modules/backtest/v8/__init__.py:1029, in run_algo(self)
File /var/app/enabled/bigline/zipline/algorithm.py:877, in TradingAlgorithm.run(self, data, overwrite_sim_params)
875 try:
876 perfs = []
--> 877 for perf in self.get_generator():
878 perfs.append(perf)
880 if self.show_debug_info:
File /var/app/enabled/bigline/zipline/gens/tradesimulation.py:262, in AlgorithmSimulator.transform(self)
257 for dt, action in self.clock:
258 if action == BAR:
259 # !optimize
260 # for capital_change_packet in every_bar(dt):
261 # yield capital_change_packet
--> 262 every_bar(dt)
263 elif action == SESSION_START:
264 if not prev_dt:
265 # Fix for paper trading only gens one day
File /var/app/enabled/bigline/zipline/gens/tradesimulation.py:151, in AlgorithmSimulator.transform..every_bar(dt_to_use, current_data, handle_data)
143 blotter.get_transactions(algo, current_data)
144 # transactions = blotter.get_transactions(algo, current_data)
145 # if transactions:
146 # blotter.in_handle_trade = True
147 # for transaction in transactions:
148 # algo.handle_trade(transaction)
149 # blotter.in_handle_trade = False
--> 151 handle_data(algo, current_data, dt_to_use)
153 # grab any new orders from the blotter, then clear the list.
154 # this includes cancelled orders.
155 new_orders = blotter.new_orders
File /var/app/enabled/bigline/zipline/utils/events.py:214, in EventManager.handle_data(self, context, data, dt)
212 with self._create_context(data):
213 for event in self._events:
--> 214 event.handle_data(
215 context,
216 data,
217 dt,
218 )
File /var/app/enabled/bigline/zipline/utils/events.py:236, in Event.handle_data(self, context, data, dt)
232 """
233 Calls the callable only when the rule is triggered.
234 """
235 if self.rule.should_trigger(dt):
--> 236 self.callback(context, data)
File /var/app/enabled/bigline/zipline/algorithm.py:534, in TradingAlgorithm.handle_data(self, data)
532 def handle_data(self, data):
533 if self._handle_data:
--> 534 self._handle_data(self, data)
536 # Unlike trading controls which remain constant unless placing an
537 # order, account controls can change each bar. Thus, must check
538 # every bar no matter if the algorithm places an order or not.
539 self.validate_account_controls()
...
125 else:
--> 126 raise TypeError(
127 "{0}() expected argument '{1}' to"
128 " be a string, but got {2} instead.".format(
129 func.__name__,
130 argname,
131 arg,
132 ),
133 )
TypeError: symbol() expected argument 'symbol_str' to be a string, but got Equity(1090 [518880.HOF]) instead.
代码发群里了，是个简单基金轮动策略
已解决：