`from spectre.data import ArrowLoader
import torch
from spectre.factors import
from spectre.factors.basic import
loader = ArrowLoader('./Ashare.feather')
engine = FactorEngine(loader)
if torch.cuda.is_available():
print("GPU is available.")
engine.to_cuda()
else:
print("GPU is not available.")
engine.to_cpu()
请教,针对A股运行如下代码
`from spectre.data import ArrowLoader import torch from spectre.factors import from spectre.factors.basic import
loader = ArrowLoader('./Ashare.feather')
engine = FactorEngine(loader) if torch.cuda.is_available(): print("GPU is available.") engine.to_cuda() else: print("GPU is not available.") engine.to_cpu()
universe = StaticAssets({'SZ002880','SH600030'}) # 5.29日SZ002880停牌 engine.set_filter(universe) # 设置股池 engine.add(RankFactor(inputs=[OHLCV.close]), 'RankFactor') all_factors = engine.run("2023-5-25", "2023-5-29") print(all_factors)
输出`结果如下,29号SZ002880停牌,所以只有SH600030,期望其排序值为1,为啥输出的是2呢? RankFactor date asset 2023-05-26 00:00:00+00:00 SH600030 2.0 SZ002880 1.0 2023-05-29 00:00:00+00:00 SH600030 2.0