XGBoostError: 回测正常，模拟报错
由bq9nacjt创建，最终由bqkzh1gu 被浏览 12 用户
策略社区的XGBoost模板，只是修改了训练、回测数据日期，执行回测时正常，但提交模拟就报错，策略已分享给小Q，下面是报错信息
2025-03-10 20:24:00 任务运行开始调度 state=trigger event= 5ec3d941-73b9-47ca-8183-759397725f79 ..
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2025-03-10 20:24:01 任务运行状态更新 state=scheduled event=20250310 5ec3d941-73b9-47ca-8183-759397725f79
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2025-03-10 20:24:04 任务运行状态更新 state=running event=20250310 5ec3d941-73b9-47ca-8183-759397725f79
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2025-03-10 20:24:04 [info ] run task_id='5ec3d941-73b9-47ca-8183-759397725f79' ..
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2025-03-10 20:24:04 [info ] fetch task 5ec3d941-73b9-47ca-8183-759397725f79 ..
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2025-03-10 20:24:04 [info ] start 5ec3d941-73b9-47ca-8183-759397725f79.ipynb ..
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0.00s - Debugger warning: It seems that frozen modules are being used, which may
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0.00s - make the debugger miss breakpoints. Please pass -Xfrozen_modules=off
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0.00s - to python to disable frozen modules.
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0.00s - Note: Debugging will proceed. Set PYDEVD_DISABLE_FILE_VALIDATION=1 to disable this validation.
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0.00s - Debugger warning: It seems that frozen modules are being used, which may
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0.00s - make the debugger miss breakpoints. Please pass -Xfrozen_modules=off
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0.00s - to python to disable frozen modules.
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0.00s - Note: Debugging will proceed. Set PYDEVD_DISABLE_FILE_VALIDATION=1 to disable this validation.
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[2025-03-10 20:24:06] [info ] input_features_dai.v30 开始运行 ..
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[2025-03-10 20:24:07] [info ] input_features_dai.v30 命中缓存
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[2025-03-10 20:24:07] [info ] input_features_dai.v30 运行完成 [1.046s].
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[2025-03-10 20:24:07] [info ] input_features_dai.v30 开始运行 ..
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[2025-03-10 20:24:07] [info ] input_features_dai.v30 命中缓存
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[2025-03-10 20:24:07] [info ] input_features_dai.v30 运行完成 [0.064s].
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[2025-03-10 20:24:07] [warning ] cache disabled for paper/live trading for bound date
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[2025-03-10 20:24:07] [info ] extract_data_dai.v18 开始运行 ..
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[2025-03-10 20:24:07] [warning ] start_date='2025-03-10', end_date='2025-03-10', query_start_date='2024-08-22 00:00:00' (支持加速 [url="command:switch-quota"]升级资源[/url]) ..
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[2025-03-10 20:24:15] [info ] data extracted: (5126, 17)
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[2025-03-10 20:24:15] [info ] extract_data_dai.v18 运行完成 [7.403s].
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[2025-03-10 20:24:15] [info ] input_features_dai.v30 开始运行 ..
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[2025-03-10 20:24:15] [info ] input_features_dai.v30 命中缓存
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[2025-03-10 20:24:15] [info ] input_features_dai.v30 运行完成 [0.054s].
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[2025-03-10 20:24:15] [warning ] cache disabled for paper/live trading for bound date
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[2025-03-10 20:24:15] [info ] extract_data_dai.v18 开始运行 ..
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[2025-03-10 20:24:15] [warning ] start_date='2025-03-10', end_date='2025-03-10', query_start_date='2025-03-10 00:00:00' (支持加速 [url="command:switch-quota"]升级资源[/url]) ..
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[2025-03-10 20:24:17] [info ] data extracted: (0, 16)
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[2025-03-10 20:24:17] [warning ] data extracted: 0 rows
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[2025-03-10 20:24:17] [info ] extract_data_dai.v18 运行完成 [1.694s].
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[2025-03-10 20:24:17] [info ] python.v2 开始运行 ..
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2025-03-10 20:24:19 任务运行状态更新 state=failed event=20250310 5ec3d941-73b9-47ca-8183-759397725f79
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Traceback (most recent call last):
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File "/var/app/enabled/aiflowtaskrun.py", line 199, in <module>
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run(run_id=sys.argv[1], task_id=sys.argv[2], event_name=sys.argv[3], dry_run=sys.argv[4])
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File "/var/app/enabled/aiflowtaskrun.py", line 194, in run
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raise ex from ex
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File "/var/app/enabled/aiflowtaskrun.py", line 181, in run
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do_run(task_id, event_name)
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File "/var/app/enabled/aiflowtaskrun.py", line 146, in do_run
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pm.execute_notebook(
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File "/opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/papermill/execute.py", line 134, in execute_notebook
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raise_for_execution_errors(nb, output_path)
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File "/opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/papermill/execute.py", line 241, in raise_for_execution_errors
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raise error
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papermill.exceptions.PapermillExecutionError:
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---------------------------------------------------------------------------
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Exception encountered at "In [1]":
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---------------------------------------------------------------------------
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XGBoostError Traceback (most recent call last)
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Cell In[1], line 340
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327 m3 = M.extract_data_dai.v18(
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328 sql=m7.data,
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329 start_date="""2020-01-01""",
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(...)
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336 m_name="""m3"""
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337 )
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339 # @module(position="-697,-697", comment="""模型训练""")
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--> 340 m8 = M.python.v2(
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341 input_1=m3.data,
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342 run=m8_run_bigquant_run,
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343 do_run=True,
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344 post_run_outputs_=m8_post_run_outputs__bigquant_run,
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345 m_name="""m8"""
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346 )
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348 # @module(position="-565,-595", comment="""模型预测""")
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349 m9 = M.python.v2(
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350 input_1=m8.data_1,
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351 input_2=m5.data,
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(...)
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356 m_name="""m9"""
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357 )
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/modules.py:28, in call(self, **kwargs)
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/moduleinvoker.py:203, in module_invoke(name, version, kwargs)
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/moduleinvoker.py:169, in _module_invoke(name, version, kwargs)
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/bigmodule/moduleinvoker.py:41, in _module_run(module, kwargs)
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File dist/build/python/v2/init.py:60, in v2.run()
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Cell In[1], line 64, in m8_run_bigquant_run(input_1, input_2, input_3)
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60 raise e
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63 df = training_ds.read()
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---> 64 dm = prepare_data(df, features, group_col)
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65 parameters = {"objective":objective_map[objective], "booster": booster, "max_depth": max_depth, "nthread": nthread}
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66 print('-----', parameters)
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Cell In[1], line 55, in m8_run_bigquant_run.<locals>.prepare_data(df, features, group_col)
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53 dm = xgb.DMatrix(data, label=label)
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54 if group_col:
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---> 55 dm.set_group(list(df.groupby(group_col).apply(len)))
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56 dm.feature_names = features
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57 return dm
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/core.py:997, in DMatrix.set_group(self, group)
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989 """Set group size of DMatrix (used for ranking).
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990
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991 Parameters
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(...)
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994 Group size of each group
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995 """
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996 from .data import dispatch_meta_backend
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--> 997 dispatch_meta_backend(self, group, 'group', 'uint32')
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/data.py:1108, in dispatch_meta_backend(matrix, data, name, dtype)
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1106 return
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1107 if _is_list(data):
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-> 1108 _meta_from_list(data, name, dtype, handle)
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1109 return
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1110 if _is_tuple(data):
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/data.py:1047, in _meta_from_list(data, field, dtype, handle)
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1040 def _meta_from_list(
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1041 data: Sequence,
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1042 field: str,
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1043 dtype: Optional[NumpyDType],
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1044 handle: ctypes.c_void_p
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1045 ) -> None:
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1046 data_np = np.array(data)
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-> 1047 _meta_from_numpy(data_np, field, dtype, handle)
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/data.py:1037, in _meta_from_numpy(data, field, dtype, handle)
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1035 raise ValueError("Masked array is not supported.")
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1036 interface_str = _array_interface(data)
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-> 1037 _check_call(_LIB.XGDMatrixSetInfoFromInterface(handle, c_str(field), interface_str))
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File /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/core.py:279, in _check_call(ret)
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268 """Check the return value of C API call
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269
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270 This function will raise exception when error occurs.
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(...)
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276 return value from API calls
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277 """
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278 if ret != 0:
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--> 279 raise XGBoostError(py_str(_LIB.XGBGetLastError()))
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XGBoostError: [20:24:18] ../src/c_api/../data/array_interface.h:468: Unicode-6 is not supported.
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Stack trace:
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[bt] (0) /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/lib/libxgboost.so(+0x128d29) [0x7fa1cc176d29]
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[bt] (1) /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/lib/libxgboost.so(+0x15c8ac) [0x7fa1cc1aa8ac]
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[bt] (2) /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/lib/libxgboost.so(+0x15dcfa) [0x7fa1cc1abcfa]
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[bt] (3) /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/lib/libxgboost.so(+0x208997) [0x7fa1cc256997]
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[bt] (4) /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/lib/libxgboost.so(+0x209ed2) [0x7fa1cc257ed2]
151
[bt] (5) /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/lib/libxgboost.so(+0x20bab0) [0x7fa1cc259ab0]
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[bt] (6) /opt/pyenv/versions/3.11.8/lib/python3.11/site-packages/xgboost/lib/libxgboost.so(XGDMatrixSetInfoFromInterface+0xad) [0x7fa1cc17797d]
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[bt] (7) /lib64/libffi.so.8(+0x78d6) [0x7fa2f95c98d6]
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[bt] (8) /lib64/libffi.so.8(+0x4556) [0x7fa2f95c6556]