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回测没有问题,模拟交易就报错。这是为何?

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问题

回测没有问题,模拟交易就报错。这是为何?

ValueError                                Traceback (most recent call last)
<ipython-input-1-41293a04a4ae> in <module>
283 )
284
--> 285 m14 = M.advanced_auto_labeler.v2(
286     instruments=m1.data,
287     label_expr="""# #号开始的表示注释
/var/app/enabled/biglearning/module2/common/modulemanagerv2.cpython-38-x86_64-linux-gnu.so in biglearning.module2.common.modulemanagerv2.BigQuantModuleVersion.call()
/var/app/enabled/biglearning/module2/common/moduleinvoker.cpython-38-x86_64-linux-gnu.so in biglearning.module2.common.moduleinvoker.module_invoke()

/var/app/enabled/biglearning/module2/common/moduleinvoker.cpython-38-x86_64-linux-gnu.so in biglearning.module2.common.moduleinvoker._invoke_with_cache()

/var/app/enabled/biglearning/module2/common/moduleinvoker.cpython-38-x86_64-linux-gnu.so in biglearning.module2.common.moduleinvoker._invoke_with_cache()

/var/app/enabled/biglearning/module2/common/moduleinvoker.cpython-38-x86_64-linux-gnu.so in biglearning.module2.common.moduleinvoker._module_run()

/var/app/enabled/biglearning/module2/modules/advanced_auto_labeler/v2/init.cpython-38-x86_64-linux-gnu.so in biglearning.module2.modules.advanced_auto_labeler.v2.init.BigQuantModule.run()

/var/app/enabled/bigexpr/impl/expression.cpython-38-x86_64-linux-gnu.so in bigexpr.impl.expression.evaluate()

/var/app/enabled/bigexpr/impl/expression.cpython-38-x86_64-linux-gnu.so in bigexpr.impl.expression.__evaluate_ast()

/var/app/enabled/bigexpr/impl/functions.cpython-38-x86_64-linux-gnu.so in bigexpr.impl.functions.UserFunctions.all_wbins()

/usr/local/python3/lib/python3.8/site-packages/pandas/core/reshape/tile.py in cut(x, bins, right, labels, retbins, precision, include_lowest, duplicates, ordered)
271             raise ValueError("bins must increase monotonically.")
272
--> 273     fac, bins = _bins_to_cuts(
274         x,
275         bins,

/usr/local/python3/lib/python3.8/site-packages/pandas/core/reshape/tile.py in _bins_to_cuts(x, bins, right, labels, precision, include_lowest, dtype, duplicates, ordered)
397     if len(unique_bins) < len(bins) and len(bins) != 2:
398         if duplicates == "raise":
--> 399             raise ValueError(
400                 f"Bin edges must be unique: {repr(bins)}"
401                 f"You can drop duplicate edges by setting the 'duplicates' kwarg"

ValueError: Bin edges must be unique: array([-inf,  nan,  nan,  nan,  nan,  nan,  nan,  nan,  nan,  nan,  nan,
nan,  nan,  nan,  nan,  nan,  nan,  nan,  nan,  nan,  inf]).
You can drop duplicate edges by setting the 'duplicates' kwarg

\

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回测模拟交易ValueError
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  • 能否分享下代码,看看哪里出了错。
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