alpha83 报错

[SunRunAwayAwayAway]

Traceback (most recent call last):
  File "/Users/xxx/code/futudata/main.py", line 46, in <module>
    ret = func(**kwargs)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/alphas/alpha191.py", line 622, in alpha_083
    t1 = COVIANCE(RANK(HIGH), RANK(VOLUME), 5)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/utils_long.py", line 88, in decorated
    s3 = s2.groupby(by=by, group_keys=False).apply(to_pd(dataframe_split(func)), **_kwargs)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/groupby.py", line 1423, in apply
    result = self._python_apply_general(f, self._selected_obj)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/groupby.py", line 1464, in _python_apply_general
    values, mutated = self.grouper.apply(f, data, self.axis)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/ops.py", line 761, in apply
    res = f(group)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/groupby.py", line 1397, in f
    return func(g, *args, **kwargs)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/utils.py", line 14, in decorated
    return np_to_pd(func(*args, **kwargs),
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/utils_long.py", line 107, in decorated
    return func(*args_input, *args, **kwargs_input, **kwargs)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/statistics.py", line 79, in COVAR
    return numpy_rolling_apply([pd_to_np(real0), pd_to_np(real1)],
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py", line 289, in numpy_rolling_apply
    return func1(*arrs, out, window, func2, *args)
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/dispatcher.py", line 468, in _compile_for_args
    error_rewrite(e, 'typing')
  File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/dispatcher.py", line 409, in error_rewrite
    raise e.with_traceback(None)
numba.core.errors.TypingError: Failed in nopython mode pipeline (step: nopython frontend)
Failed in nopython mode pipeline (step: nopython frontend)
No implementation of function Function(<function cov at 0x10408ecb0>) found for signature:
 
 >>> cov(readonly array(float64, 1d, A), readonly array(float64, 1d, A))
 
There are 2 candidate implementations:
  - Of which 2 did not match due to:
  Overload in function 'np_cov': File: numba/np/arraymath.py: Line 2888.
    With argument(s): '(readonly array(float64, 1d, A), readonly array(float64, 1d, A))':
   Rejected as the implementation raised a specific error:
     TypingError: Failed in nopython mode pipeline (step: nopython frontend)
   No implementation of function Function(<function np_cov_impl_inner at 0x148201240>) found for signature:
    
    >>> np_cov_impl_inner(array(float64, 2d, C), Literal[bool](False), none)
    
   There are 2 candidate implementations:
         - Of which 2 did not match due to:
         Overload in function 'register_jitable.<locals>.wrap.<locals>.ov_wrap': File: numba/core/extending.py: Line 159.
           With argument(s): '(array(float64, 2d, C), bool, none)':
          Rejected as the implementation raised a specific error:
            TypingError: Failed in nopython mode pipeline (step: nopython frontend)
          No implementation of function Function(<function dot at 0x103259870>) found for signature:
           
           >>> dot(array(float64, 2d, C), array(float64, 2d, F))
           
          There are 4 candidate implementations:
                - Of which 4 did not match due to:
                Overload in function '_OverloadWrapper._build.<locals>.ol_generated': File: numba/core/overload_glue.py: Line 131.
                  With argument(s): '(array(float64, 2d, C), array(float64, 2d, F))':
                 Rejected as the implementation raised a specific error:
                   LoweringError: Failed in nopython mode pipeline (step: native lowering)
                 scipy 0.16+ is required for linear algebra
                 
                 File "<string>", line 3:
                 <source missing, REPL/exec in use?>
                 
                 During: lowering "$8call_function.3 = call $2load_global.0(tmp0, tmp1, func=$2load_global.0, args=[Var(tmp0, <string>:3), Var(tmp1, <string>:3)], kws=(), vararg=None, target=None)" at <string> (3)
            raised from /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/errors.py:837
          
          During: resolving callee type: Function(<function dot at 0x103259870>)
          During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py (2739)
          
          
          File "../../.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py", line 2739:
          def np_cov_impl_inner(X, bias, ddof):
              <source elided>
              # calculate result - requires blas
              c = np.dot(X, np.conj(X.T))
              ^
   
     raised from /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/typeinfer.py:1086
   
   During: resolving callee type: Function(<function np_cov_impl_inner at 0x148201240>)
   During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py (2927)
   
   
   File "../../.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py", line 2927:
       def np_cov_impl(m, y=None, rowvar=True, bias=False, ddof=None):
           <source elided>
           else:
               return np_cov_impl_inner(X, bias, ddof)
               ^

  raised from /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/typeinfer.py:1086

During: resolving callee type: Function(<function cov at 0x10408ecb0>)
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py (207)


File "../../.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py", line 207:
def _cov_nb(arr0, arr1):
    <source elided>
    """协方差矩阵"""
    return _np.cov(arr0, arr1)[0, 1]
    ^

During: resolving callee type: type(CPUDispatcher(<function _cov_nb at 0x13709edd0>))
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py (239)

During: resolving callee type: type(CPUDispatcher(<function _cov_nb at 0x13709edd0>))
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py (239)


File "../../.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py", line 239:
def _rolling_func_2_nb(arr0, arr1, out, timeperiod, func, *args):
    <source elided>
        for i, (a, b) in enumerate(zip(arr0, arr1)):
            out[i + timeperiod - 1] = func(a, b, *args)
            ^

[wukan1986]

会不会是一维和二维混用导致？

我这边没办法复现

[wukan1986]

你用的版本可能过老。

参考readme中，开发人员安装 这一节

[SunRunAwayAwayAway]

更新到最新版(0.5.1)后还是一样。
补充一下调试信息

    print(kwargs['HIGH'])
    print(kwargs['VOLUME'])
    import ta_cn.alphas.alpha191 as l
    ret = l.alpha_083(**kwargs)

date        asset    
2021-01-04  SH.000905    6501.589200
            SH.601919       9.460759
2021-01-05  SH.000905    6539.731500
            SH.601919       9.929989
2021-01-06  SH.000905    6569.199000
                            ...     
2022-09-28  SH.601919      11.390000
2022-09-29  SH.000905    5856.160200
            SH.601919      11.300000
2022-09-30  SH.000905    5804.202200
            SH.601919      11.140000
Name: HIGH, Length: 850, dtype: float64
date        asset    
2021-01-04  SH.000905    1.866212e+10
            SH.601919    3.020644e+08
2021-01-05  SH.000905    1.967263e+10
            SH.601919    2.907695e+08
2021-01-06  SH.000905    1.785211e+10
                             ...     
2022-09-28  SH.601919    9.839720e+07
2022-09-29  SH.000905    9.538580e+09
            SH.601919    8.621553e+07
2022-09-30  SH.000905    8.554517e+09
            SH.601919    6.257926e+07
Name: VOLUME, Length: 850, dtype: float64

[SunRunAwayAwayAway]

我直接跑 examples/alpha191.py 也是一样。

[wukan1986]

https://github.com/wukan1986/ta_cn/blob/main/ta_cn/__init__.py#L5

numba报错时，一般把cache关了就可以了，但你这地方好像并不是这个问题导致。

也有可能是python版本与numba版本问题。

我现在环境中版本为：
Package Version

---

Bottleneck 1.3.4
numba 0.55.2
numexpr 2.8.1
numpy 1.22.4
pandas 1.4.1

Python 3.8.3

[stormslayerwd]

大佬解决了么