ingest 报错问题

[wqwangchn]

当ingest 数据时提示sid错误，具体描述如下：

• Operating System: mac osx
• Python Version: python 3.5

(zipline_chn_py3.5) bogon:zipline administrator$ zipline ingest -b tdx --minute False --start 20170601 Merging daily equity files: [####################################] 100% 600680 [2017-07-10 05:31:36.981322] WARNING: engine: no k line data for 601869 [2017-07-10 05:31:36.995383] WARNING: engine: no k line data for 603713 Merging daily equity files: [####################################] 100% /Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/us_equity_pricing.py:958: FutureWarning: Conversion of the second argument of issubdtype from float to np.floating is deprecated. In future, it will be treated as np.float64 == np.dtype(float).type. if not issubdtype(actual, expected): [2017-07-10 05:33:29.916303] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2017-07-21T00:00:00.000000000'), 'sid': 1, 'amount': 0.15800000429153443} [2017-07-10 05:33:29.916535] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2017-08-29T00:00:00.000000000'), 'sid': 2, 'amount': 0.7900000095367432} [2017-07-10 05:33:29.916940] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-22T00:00:00.000000000'), 'sid': 6, 'amount': 0.1809999942779541} [2017-07-10 05:33:29.917154] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-07T00:00:00.000000000'), 'sid': 8, 'amount': 0.05} [2017-07-10 05:33:29.917301] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2017-08-16T00:00:00.000000000'), 'sid': 9, 'amount': 0.020000000298023225} [2017-07-10 05:33:29.917461] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-29T00:00:00.000000000'), 'sid': 11, 'amount': 0.3} [2017-07-10 05:33:29.917619] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2017-07-19T00:00:00.000000000'), 'sid': 12, 'amount': 0.1} [2017-07-10 05:33:29.917783] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-27T00:00:00.000000000'), 'sid': 12, 'amount': 0.05} [2017-07-10 05:33:29.917957] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-22T00:00:00.000000000'), 'sid': 14, 'amount': 0.010000000149011612} [2017-07-10 05:33:29.918090] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-06T00:00:00.000000000'), 'sid': 16, 'amount': 0.16200000047683716} [2017-07-10 05:33:29.918221] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2017-07-14T00:00:00.000000000'), 'sid': 18, 'amount': 0.06000000238418579} [2017-07-10 05:33:29.918403] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-28T00:00:00.000000000'), 'sid': 21, 'amount': 0.05} [2017-07-10 05:33:29.918534] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2017-08-01T00:00:00.000000000'), 'sid': 22, 'amount': 0.4960000038146973} [2017-07-10 05:33:29.918662] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-05-23T00:00:00.000000000'), 'sid': 22, 'amount': 1.31899995803833} [2017-07-10 05:33:29.918795] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2017-08-15T00:00:00.000000000'), 'sid': 23, 'amount': 0.04000000059604645} [2017-07-10 05:33:29.918976] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-22T00:00:00.000000000'), 'sid': 27, 'amount': 0.0800000011920929} [2017-07-10 05:33:29.919131] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-06-13T00:00:00.000000000'), 'sid': 28, 'amount': 0.3} [2017-07-10 05:33:29.919308] WARNING: UsEquityPricing: Couldn't compute ratio for dividend {'ex_date': numpy.datetime64('2018-07-10T00:00:00.000000000'), 'sid': 31, 'amount': 0.0550000011920929} Traceback (most recent call last): File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/bin/zipline", line 11, in sys.exit(main()) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/click/core.py", line 722, in call return self.main(args, kwargs) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/click/core.py", line 697, in main rv = self.invoke(ctx) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/click/core.py", line 1066, in invoke return _process_result(sub_ctx.command.invoke(sub_ctx)) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/click/core.py", line 895, in invoke return ctx.invoke(self.callback, ctx.params) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/click/core.py", line 535, in invoke return callback(args, **kwargs) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/main.py", line 440, in ingest writer=writer File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/bundles/core.py", line 503, in ingest pth.data_path([name, timestr], environ=environ), File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/bundles/tdx_bundle.py", line 326, in tdx_bundle shares=shares File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/us_equity_pricing.py", line 1239, in write self.write_dividend_data(dividends, stock_dividends) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/us_equity_pricing.py", line 1149, in write_dividend_data dividend_ratios = self.calc_dividend_ratios(dividends) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/us_equity_pricing.py", line 1072, in calc_dividend_ratios sid, prev_close_date, 'close') File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/us_equity_pricing.py", line 766, in get_value ix = self.sid_day_index(sid, dt) File "/Users/administrator/Application/anaconda3/envs/zipline_chn_py3.5/lib/python3.5/site-packages/zipline/data/us_equity_pricing.py", line 734, in sid_day_index offset = day_loc - self._calendar_offsets[sid] KeyError: 34

[JaysonAlbert]

这个错误原因是000034这只股票没有股票数据，具体可能是网络错误、股票停牌、股票未上市等原因导致的，具体要查一下。群文件里有个ingest成功的文件可以下载一下，解压到相应目录试一试。

[jingmouren]

已经退市没数据的股票应该能做出判断，用0价格填入，再导入bundle，不然bundle里的都是幸存股，就出现幸存者偏差了