JaysonAlbert / zipline

python tdx zipline bundles, 支持A股的zipline量化框架
Apache License 2.0
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equity_pricing_loader.py 的 load_adjusted_array 函数出错 #28

Open jingmouren opened 5 years ago

jingmouren commented 5 years ago
 76         raw_arrays = self.raw_price_loader.load_raw_arrays(

---> 77 colnames, 78 start_date, 79 end_date,

的结果是272 ×3040 ---> 82 adjustments = self.adjustments_loader.load_adjustments( 83 colnames, 84 dates, 之后运行到 for c, c_raw, c_adjs in zip(columns, raw_arrays, adjustments): 时 c_adjs对应的矩阵是279 × 3040 不匹配,于是报错 ValueError: Mask shape (279, 3040) != data shape (272, 3040).

读取数据的时限为 2017-1-1 到2017-10-30 , 用的bundle是tdx注入的