【平台使用】回测、平台——IndexError: tuple index out of range
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HDF5ExtError Traceback (most recent call last) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:21, in wrapped_func(*args, **kwargs) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:104, in read_hdf_from_bigma(fn, key) File /usr/local/python3/lib/python3.8/site-packages/pandas/io/pytables.py:561, in HDFStore.__init__(self, path, mode, complevel, complib, fletcher32, **kwargs) 560 self._filters = None --> 561 self.open(mode=mode, **kwargs) File /usr/local/python3/lib/python3.8/site-packages/pandas/io/pytables.py:710, in HDFStore.open(self, mode, **kwargs) 708 raise ValueError(msg) --> 710 self._handle = tables.open_file(self._path, self._mode, **kwargs) File /usr/local/python3/lib/python3.8/site-packages/tables/file.py:315, in open_file(filename, mode, title, root_uep, filters, **kwargs) 314 # Finally, create the File instance, and return it --> 315 return File(filename, mode, title, root_uep, filters, **kwargs) File /usr/local/python3/lib/python3.8/site-packages/tables/file.py:778, in File.__init__(self, filename, mode, title, root_uep, filters, **kwargs) 777 # Now, it is time to initialize the File extension --> 778 self._g_new(filename, mode, **params) 780 # Check filters and set PyTables format version for new files. File tables/hdf5extension.pyx:492, in tables.hdf5extension.File._g_new() HDF5ExtError: HDF5 error back trace File "H5F.c", line 509, in H5Fopen unable to open file File "H5Fint.c", line 1400, in H5F__open unable to open file File "H5Fint.c", line 1700, in H5F_open unable to read superblock File "H5Fsuper.c", line 411, in H5F__super_read file signature not found End of HDF5 error back trace Unable to open/create file '/tmp/data.h5' During handling of the above exception, another exception occurred: IndexError Traceback (most recent call last) Cell In[5], line 201 175 m9 = M.derived_feature_extractor.v3( 176 input_data=m8.data, 177 features=m1.data, (...) 182 user_functions={} 183 ) 185 m5 = M.stock_ranker.v2( 186 training_ds=m4.data, 187 features=m1.data, (...) 198 slim_data=True 199 ) --> 201 m10 = M.trade.v4( 202 instruments=m3.data, 203 options_data=m5.model, 204 start_date='2016-01-01', 205 end_date='2018-01-01', 206 initialize=m10_initialize_bigquant_run, 207 handle_data=m10_handle_data_bigquant_run, 208 prepare=m10_prepare_bigquant_run, 209 before_trading_start=m10_before_trading_start_bigquant_run, 210 volume_limit=0.025, 211 order_price_field_buy='close', 212 order_price_field_sell='close', 213 capital_base=1000000, 214 auto_cancel_non_tradable_orders=True, 215 data_frequency='daily', 216 price_type='后复权', 217 product_type='股票', 218 plot_charts=True, 219 backtest_only=False, 220 benchmark='000300.HIX' 221 ) 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/algorithm.py:717, in TradingAlgorithm.get_generator(self) 711 def get_generator(self): 712 """ 713 Override this method to add new logic to the construction 714 of the generator. Overrides can use the _create_generator 715 method to get a standard construction generator. 716 """ --> 717 return self._create_generator(self.sim_params)...Cell In[5], line 28, in m10_initialize_bigquant_run(context) 26 def m10_initialize_bigquant_run(context): 27 # 加载预测数据 ---> 28 context.ranker_prediction = context.options['data'].read_df() 30 # 系统已经设置了默认的交易手续费和滑点，要修改手续费可使用如下函数 31 context.set_commission(PerOrder(buy_cost=0.0003, sell_cost=0.0013, min_cost=5)) File /var/app/enabled/bigdatasource/api/v6/init.py:58, in read_df(self, key) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:91, in read_df(id, version, key) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:25, in wrapped_func(*args, **kwargs) IndexError: tuple index out of range
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