数据源报错——nonetype
由bqlf38ns创建,最终由small_q 被浏览 47 用户
# 本代码由可视化策略环境自动生成 2023年9月2日 18:54
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码,粘贴到新建的代码单元或者策略,然后修改。
# 显式导入 BigQuant 相关 SDK 模块
from bigdatasource.api import DataSource
from bigdata.api.datareader import D
from biglearning.api import M
from biglearning.api import tools as T
from biglearning.module2.common.data import Outputs
import pandas as pd
import numpy as np
import math
import warnings
import datetime
from zipline.finance.commission import PerOrder
from zipline.api import get_open_orders
from zipline.api import symbol
from bigtrader.sdk import *
from bigtrader.utils.my_collections import NumPyDeque
from bigtrader.constant import OrderType
from bigtrader.constant import Direction
m1 = M.instruments.v2(
start_date='20200101',
end_date='20230901',
market='CN_STOCK_A',
instrument_list='',
max_count=0
)
m5 = M.input_features.v1(
features="""
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
close_0
high_0
low_0
ta_macd_macd_12_26_9_0
ta_macd_macdsignal_12_26_9_0
"""
)
m2 = M.general_feature_extractor.v7(
instruments=m1.data,
features=m5.data,
start_date='20200101',
end_date='20230901',
before_start_days=90
)
m3 = M.derived_feature_extractor.v3(
input_data=m2.data,
features=m5.data,
date_col='date',
instrument_col='instrument',
drop_na=True,
remove_extra_columns=False,
user_functions={}
)
m7 = M.use_datasource.v2(
datasource_id='cn_stock_factors_ta',
start_date='2020-01-01',
end_date='2023-09-01',
before_start_days=90
)
m8 = M.input_features.v1(
features="""
# #号开始的表示注释,注释需单独一行
# 多个特征,每行一个,可以包含基础特征和衍生特征,特征须为本平台特征
macd_dif
macd_dea
macd_hist
macd_golden
macd_death"""
)
m9 = M.derived_feature_extractor.v3(
input_data=m7.data,
features=m8.data,
date_col='date',
instrument_col='instrument',
drop_na=True,
remove_extra_columns=False,
user_functions={}
)
m11 = M.join.v3(
data1=m3.data,
data2=m9.data,
on='date,instrument',
how='inner',
sort=False
)
m4 = M.chinaa_stock_filter.v1(
input_data=m11.data,
index_constituent_cond=['全部'],
board_cond=['上证主板', '深证主板', '创业板', '科创板'],
industry_cond=['全部'],
st_cond=['正常'],
delist_cond=['非退市'],
output_left_data=False
)
m13 = M.filter.v3(
input_data=m4.data,
expr='list_days_0>250 and market_cap_0>10000000000',
output_left_data=False
)
m6 = M.dropnan.v2(
input_data=m13.data
)
运行时报错,日志如下,不知道为什么,求教,谢谢
- \
--------------------------------------------------------------------------- AttributeError Traceback (most recent call last) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:40, in write_df_helper(df, path, key) AttributeError: 'NoneType' object has no attribute 'to_hdf' During handling of the above exception, another exception occurred: AttributeError Traceback (most recent call last) Cell In[7], line 26 23 from bigtrader.constant import OrderType 24 from bigtrader.constant import Direction ---> 26 m7 = M.use_datasource.v2( 27 datasource_id='cn_stock_factors_ta', 28 start_date='2020-01-01', 29 end_date='2023-09-01', 30 before_start_days=90 31 ) File module2/common/modulemanagerv2.py:88, in biglearning.module2.common.modulemanagerv2.BigQuantModuleVersion.__call__() File module2/common/moduleinvoker.py:331, in biglearning.module2.common.moduleinvoker.module_invoke() File module2/common/moduleinvoker.py:253, in biglearning.module2.common.moduleinvoker._invoke_with_cache() File module2/common/moduleinvoker.py:214, in biglearning.module2.common.moduleinvoker._invoke_with_cache() File module2/common/moduleinvoker.py:173, in biglearning.module2.common.moduleinvoker._module_run() File module2/modules/use_datasource/v2/__init__.py:60, in biglearning.module2.modules.use_datasource.v2.__init__.BigQuantModule.run() File /var/app/enabled/bigdatasource/api/v6/__init__.py:48, in write_df(cls, df, key, use_cache, **kwargs) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:79, in write_df(df, key, use_cache, **kwargs) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:65, in _write(df, key, **kwargs) File /var/app/enabled/bigdatasource/impl/dsimpl/hdf.py:42, in write_df_helper(df, path, key) AttributeError: 'NoneType' object has no attribute 'to_hdf'
\