xgboost回测出错
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问题
KeyError Traceback (most recent call last)
in
209 )
210
–> 211 m19 = M.trade.v4(
212 instruments=m9.data,
213 options_data=m21.predictions,
in m19_handle_data_bigquant_run(context, data)
25 context.ranker_prediction.date == data.current_dt.strftime(’%Y-%m-%d’)]
26 print (ranker_prediction)
—> 27 ranker_prediction = ranker_prediction.sort_values(‘pred_label’, ascending=False)
28
29 # 1. 资金分配
提示 “pred_label” 错误
https://bigquant.com/experimentshare/c5f2202db84646fb8d58b6f0304b00d1
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