We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
作者您好,按照顺序执行代码之后,出现如下错误。我是Mac的环境
IndexError Traceback (most recent call last) Cell In[17], line 37 34 from alphalens.utils import get_clean_factor_and_forward_returns 35 from alphalens.tears import create_full_tear_sheet ---> 37 ret = get_clean_factor_and_forward_returns(alpha, close,quantiles=5) 38 create_full_tear_sheet(ret, long_short=False) File ~/Documents/alphas/alphas-main/alphalens/utils.py:827, in get_clean_factor_and_forward_returns(factor, prices, groupby, binning_by_group, quantiles, bins, periods, filter_zscore, groupby_labels, max_loss, zero_aware, cumulative_returns) 666 def get_clean_factor_and_forward_returns(factor, 667 prices, 668 groupby=None, (...) 676 zero_aware=False, 677 cumulative_returns=True): 678 """ 679 Formats the factor data, pricing data, and group mappings into a DataFrame 680 that contains aligned MultiIndex indices of timestamp and asset. The (...) 825 For use when forward returns are already available. 826 """ --> 827 forward_returns = compute_forward_returns( 828 factor, 829 prices, 830 periods, 831 filter_zscore, 832 cumulative_returns, 833 ) 835 factor_data = get_clean_factor(factor, forward_returns, groupby=groupby, 836 groupby_labels=groupby_labels, 837 quantiles=quantiles, bins=bins, 838 binning_by_group=binning_by_group, 839 max_loss=max_loss, zero_aware=zero_aware) 841 return factor_data File ~/Documents/alphas/alphas-main/alphalens/utils.py:319, in compute_forward_returns(factor, prices, periods, filter_zscore, cumulative_returns) 316 period_len = diff_custom_calendar_timedeltas(start, end, freq) 317 days_diffs.append(period_len.components.days) --> 319 delta_days = period_len.components.days - mode(days_diffs).mode[0] 320 period_len -= pd.Timedelta(days=delta_days) 321 label = timedelta_to_string(period_len) IndexError: invalid index to scalar variable.
IndexError Traceback (most recent call last) Cell In[17], line 37 34 from alphalens.utils import get_clean_factor_and_forward_returns 35 from alphalens.tears import create_full_tear_sheet ---> 37 ret = get_clean_factor_and_forward_returns(alpha, close,quantiles=5) 38 create_full_tear_sheet(ret, long_short=False)
File ~/Documents/alphas/alphas-main/alphalens/utils.py:827, in get_clean_factor_and_forward_returns(factor, prices, groupby, binning_by_group, quantiles, bins, periods, filter_zscore, groupby_labels, max_loss, zero_aware, cumulative_returns) 666 def get_clean_factor_and_forward_returns(factor, 667 prices, 668 groupby=None, (...) 676 zero_aware=False, 677 cumulative_returns=True): 678 """ 679 Formats the factor data, pricing data, and group mappings into a DataFrame 680 that contains aligned MultiIndex indices of timestamp and asset. The (...) 825 For use when forward returns are already available. 826 """ --> 827 forward_returns = compute_forward_returns( 828 factor, 829 prices, 830 periods, 831 filter_zscore, 832 cumulative_returns, 833 ) 835 factor_data = get_clean_factor(factor, forward_returns, groupby=groupby, 836 groupby_labels=groupby_labels, 837 quantiles=quantiles, bins=bins, 838 binning_by_group=binning_by_group, 839 max_loss=max_loss, zero_aware=zero_aware) 841 return factor_data
File ~/Documents/alphas/alphas-main/alphalens/utils.py:319, in compute_forward_returns(factor, prices, periods, filter_zscore, cumulative_returns) 316 period_len = diff_custom_calendar_timedeltas(start, end, freq) 317 days_diffs.append(period_len.components.days) --> 319 delta_days = period_len.components.days - mode(days_diffs).mode[0] 320 period_len -= pd.Timedelta(days=delta_days) 321 label = timedelta_to_string(period_len)
IndexError: invalid index to scalar variable.
期盼您的回复,谢谢
The text was updated successfully, but these errors were encountered:
No branches or pull requests
作者您好,按照顺序执行代码之后,出现如下错误。我是Mac的环境
期盼您的回复,谢谢
The text was updated successfully, but these errors were encountered: