Qlib RL 是否不支持一分鐘數據訓練嗎?

[man0819]

(qqlib) C:\Users\man-pc\qlib>python examples/rl_order_execution/scripts/gen_pickle_data.py -c examples/rl_order_execution/scripts/pickle_data_config.yml [18380:MainThread](2024-04-23 08:22:19,538) INFO - qlib.Initialization - [config.py:416] - default_conf: client. [18380:MainThread](2024-04-23 08:22:20,609) INFO - qlib.Initialization - [init.py:74] - qlib successfully initialized based on client settings. [18380:MainThread](2024-04-23 08:22:20,609) INFO - qlib.Initialization - [init.py:76] - data_path={'1min': WindowsPath('C:/Users/man-pc/qlib/data/bin')} [18380:MainThread](2024-04-23 08:22:20,610) INFO - qlib.HighFreqProvider - [highfreq_provider.py:144] - [qlib.contrib.data.highfreq_provider]Generating dataset [18380:MainThread](2024-04-23 08:22:24,047) INFO - qlib.timer - [log.py:127] - Time cost: 2.972s | Loading data Done C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\contrib\data\highfreq_processor.py:52: RuntimeWarning: Mean of empty slice self.feature_mean = np.nanmean(df_values) C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\numpy\lib\nanfunctions.py:1878: RuntimeWarning: Degrees of freedom <= 0 for slice. var = nanvar(a, axis=axis, dtype=dtype, out=out, ddof=ddof, [18380:MainThread](2024-04-23 08:22:24,051) ERROR - qlib.workflow - [utils.py:41] - An exception has been raised[ValueError: zero-size array to reduction operation fmax which has no identity]. File "examples/rl_order_execution/scripts/gen_pickle_data.py", line 30, in feature = provider._gen_dataframe(deepcopy(provider.feature_conf)) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\contrib\data\highfreq_provider.py", line 147, in _gen_dataframe dataset = init_instance_by_config(config) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\utils\mod.py", line 174, in init_instance_by_config return klass(cls_kwargs, try_kwargs, kwargs) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\data\dataset__init.py", line 119, in init__ self.handler: DataHandler = init_instance_by_config(handler, accept_types=DataHandler) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\utils\mod.py", line 174, in init_instance_by_config return klass(cls_kwargs, try_kwargs, kwargs) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\contrib\data\highfreq_handler.py", line 134, in init super().init( File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\data\dataset\handler.py", line 468, in init super().init(instruments, start_time, end_time, data_loader, kwargs) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\data\dataset\handler.py", line 100, in init self.setup_data() File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\data\dataset\handler.py", line 619, in setup_data self.fit_process_data() File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\data\dataset\handler.py", line 487, in fit_process_data self.process_data(with_fit=True) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\data\dataset\handler.py", line 551, in process_data _infer_df = self._run_proc_l(_infer_df, self.infer_processors, with_fit=with_fit, check_for_infer=True) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\data\dataset\handler.py", line 498, in _run_proc_l proc.fit(df) File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\qlib\contrib\data\highfreq_processor.py", line 58, in fit np.save(self.feature_save_dir + name + "_vmax.npy", np.nanmax(df_values)) File "<__array_function__ internals>", line 180, in nanmax File "C:\Users\man-pc\AppData\Local\anaconda3\envs\qqlib\lib\site-packages\numpy\lib\nanfunctions.py", line 476, in nanmax res = np.fmax.reduce(a, axis=axis, out=out, kwargs) ValueError: zero-size array to reduction operation fmax which has no identity