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houjingyi-ustb / discover_PLF

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Here are some errors, we want to solve it. #2

Closed Steve-Ljs closed 8 months ago

Steve-Ljs commented 8 months ago

We all follow your code and here our problem

(steve-dis-2) [steve@gpu01 ~]$ python /home/steve/discover/train.py --data_set csi100 --K 0
[67824:MainThread](2024-03-11 11:22:44,240) INFO - qlib.Initialization - [config.py:416] - default_conf: client.
[67824:MainThread](2024-03-11 11:22:44,612) INFO - qlib.Initialization - [__init__.py:74] - qlib successfully initialized based on client settings.
[67824:MainThread](2024-03-11 11:22:44,613) INFO - qlib.Initialization - [__init__.py:76] - data_path={'__DEFAULT_FREQ': PosixPath('/home/steve/.qlib/qlib_data/cn_data')}
[2024-03-10 20:22:52] - create loaders...
[67824:MainThread](2024-03-11 11:22:59,435) INFO - qlib.timer - [log.py:127] - Time cost: 7.139s | Loading data Done
/usr/local/Public_Anaconda3/anaconda3/envs/steve-dis-2/lib/python3.8/site-packages/numpy/lib/nanfunctions.py:1095: RuntimeWarning: All-NaN slice encountered
  result = np.apply_along_axis(_nanmedian1d, axis, a, overwrite_input)
[67824:MainThread](2024-03-11 11:23:05,398) INFO - qlib.timer - [log.py:127] - Time cost: 5.346s | RobustZScoreNorm Done
[67824:MainThread](2024-03-11 11:23:06,101) INFO - qlib.timer - [log.py:127] - Time cost: 0.702s | Fillna Done
[67824:MainThread](2024-03-11 11:23:07,115) INFO - qlib.timer - [log.py:127] - Time cost: 0.293s | DropnaLabel Done
/usr/local/Public_Anaconda3/anaconda3/envs/steve-dis-2/lib/python3.8/site-packages/pyqlib-0.9.3.99-py3.8-linux-x86_64.egg/qlib/data/dataset/processor.py:363: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  df[cols] = t
[67824:MainThread](2024-03-11 11:23:07,210) INFO - qlib.timer - [log.py:127] - Time cost: 0.095s | CSRankNorm Done
[67824:MainThread](2024-03-11 11:23:07,213) INFO - qlib.timer - [log.py:127] - Time cost: 7.777s | fit & process data Done
[67824:MainThread](2024-03-11 11:23:07,213) INFO - qlib.timer - [log.py:127] - Time cost: 14.918s | Init data Done
[67824:MainThread](2024-03-11 11:23:08,422) ERROR - qlib.workflow - [utils.py:41] - An exception has been raised[FileNotFoundError: [Errno 2] No such file or directory: './data/csi300_market_value_07to20.pkl'].
  File "/home/steve/discover/train.py", line 422, in <module>
    main(args)
  File "/home/steve/discover/train.py", line 229, in main
    train_loader, valid_loader, test_loader = create_loaders(args)
  File "/home/steve/discover/train.py", line 163, in create_loaders
    with open(args.market_value_path, "rb") as fh:
FileNotFoundError: [Errno 2] No such file or directory: './data/csi300_market_value_07to20.pkl'

And I ask you for help, and the requirements like this (because the version of python for numpy and that for torch is different)

numpy
pandas
scikit-learn
scipy
torch
tqdm
1235357 commented 8 months ago

@houjingyi-ustb

Yes, the same problem happens on my CentOS7!

FileNotFoundError: [Errno 2] No such file or directory: './data/csi300_market_value_07to20.pkl'

houjingyi-ustb commented 8 months ago

You can provide an e-mail address at your convivence, and I will send you this file.

Steve-Ljs commented 8 months ago

@.***。This is my e-mail

获取 Outlook for iOShttps://aka.ms/o0ukef

发件人: Jingyi Hou @.> 发送时间: Tuesday, March 12, 2024 11:16:33 PM 收件人: houjingyi-ustb/discover_PLF @.> 抄送: Steve-Ljs @.>; Author @.> 主题: Re: [houjingyi-ustb/discover_PLF] Here are some errors, we want to solve it. (Issue #2)

You can provide an e-mail address at your convivence, and I will send you this file.

― Reply to this email directly, view it on GitHubhttps://github.com/houjingyi-ustb/discover_PLF/issues/2#issuecomment-1991894435, or unsubscribehttps://github.com/notifications/unsubscribe-auth/BFCVUQGJBPQBQCHEG4ZWM6LYX4L5DAVCNFSM6AAAAABEPRTZIGVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTSOJRHA4TINBTGU. You are receiving this because you authored the thread.Message ID: @.***>

houjingyi-ustb commented 8 months ago

Actually, you can find the data here https://github.com/Wentao-Xu/HIST/tree/main/data

Steve-Ljs commented 8 months ago

Thanks for your replying

获取 Outlook for iOShttps://aka.ms/o0ukef

发件人: Jingyi Hou @.> 发送时间: Tuesday, March 12, 2024 11:21:40 PM 收件人: houjingyi-ustb/discover_PLF @.> 抄送: Steve-Ljs @.>; Author @.> 主题: Re: [houjingyi-ustb/discover_PLF] Here are some errors, we want to solve it. (Issue #2)

Actually, you can find the data here https://github.com/Wentao-Xu/HIST/tree/main/data

― Reply to this email directly, view it on GitHubhttps://github.com/houjingyi-ustb/discover_PLF/issues/2#issuecomment-1991905935, or unsubscribehttps://github.com/notifications/unsubscribe-auth/BFCVUQAWRINTIVPIGSXBVGTYX4MQJAVCNFSM6AAAAABEPRTZIGVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTSOJRHEYDKOJTGU. You are receiving this because you authored the thread.Message ID: @.***>