search

JaysonAlbert / zipline

python tdx zipline bundles, 支持A股的zipline量化框架
Apache License 2.0
150 stars 49 forks source link

zipline ingest error. #5

Closed sharkblue2009 closed 6 years ago

sharkblue2009 commented 6 years ago

version: 1.0.0.16, python3.5 ----command: zipline ingest -b tdx --start 20090101 --overwrite False --minute False

----error message: File "d:\toolset\anaconda3\envs\py35\lib\site-packages\zipline\data\bundles\tdx_bundle.py", line 52, in fetch_single_equity df = engine.get_security_bars(symbol, freq, start, end) File "d:\toolset\anaconda3\envs\py35\lib\site-packages\tdx\engine.py", line 228, in get_security_bars ['year', 'month', 'day', 'hour', 'minute'], axis=1) File "d:\toolset\anaconda3\envs\py35\lib\site-packages\pandas\core\generic.py", line 1877, in drop new_axis = axis.drop(labels, errors=errors) File "d:\toolset\anaconda3\envs\py35\lib\site-packages\pandas\indexes\base.py", line 3051, in drop labels[mask]) ValueError: labels ['year' 'month' 'day' 'hour' 'minute'] not contained in axis

JaysonAlbert commented 6 years ago

是因为get_security_bars拿到了空数据，在后面没有判断df是否为空

JaysonAlbert commented 6 years ago

tdx-wrapper已更新，get_security_bars现在失败后会尝试3次，然后再报错 @sharkblue2009