Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
Error:
"""
Traceback (most recent call last):
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 239, in _process_worker
r = call_item.fn(*call_item.args, *call_item.kwargs)
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 198, in _process_chunk
return [fn(args) for args in chunk]
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 198, in
return [fn(*args) for args in chunk]
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 264, in _dump_bin
self._data_to_bin(df, calendar_list, features_dir)
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 238, in _data_to_bin
np.hstack([date_index, _df[field]]).astype("<f").tofile(str(bin_path.resolve()))
ValueError: could not convert string to float: 'SH600000'
"""
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 508, in
fire.Fire({"dump_all": DumpDataAll, "dump_fix": DumpDataFix, "dump_update": DumpDataUpdate})
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/site-packages/fire/core.py", line 143, in Fire
component_trace = _Fire(component, args, parsed_flag_args, context, name)
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/site-packages/fire/core.py", line 568, in _Fire
component, remaining_args = _CallAndUpdateTrace(
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/site-packages/fire/core.py", line 693, in _CallAndUpdateTrace
component = fn(*varargs, **kwargs)
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 271, in call
self.dump()
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 322, in dump
self._dump_features()
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 313, in _dumpfeatures
for in executor.map(_dump_func, self.csv_files):
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 484, in _chain_from_iterable_of_lists
for element in iterable:
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/_base.py", line 619, in result_iterator
yield fs.pop().result()
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/_base.py", line 444, in result
return self.get_result()
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/_base.py", line 389, in get_result
raise self._exception
ValueError: could not convert string to float: 'SH600000'
Screenshot
Environment
Darwin
arm64
macOS-14.2-arm64-arm-64bit
Darwin Kernel Version 23.2.0: Wed Nov 15 21:54:55 PST 2023; root:xnu-10002.61.3~2/RELEASE_ARM64_T8122
🐛 Bug Description
To Reproduce
Steps to reproduce the behavior:
python scripts/data_collector/baostock_5min/collector.py download_data --source_dir ~/.qlib/stock_data/source/hs300_5min_original --start 2022-01-01 --end 2022-01-30 --interval 5min --region HS300
python scripts/dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/hs300_5min_original --qlib_dir ~/.qlib/qlib_data/samples
Error: """ Traceback (most recent call last): File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 239, in _process_worker r = call_item.fn(*call_item.args, *call_item.kwargs) File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 198, in _process_chunk return [fn(args) for args in chunk] File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 198, in
return [fn(*args) for args in chunk]
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 264, in _dump_bin
self._data_to_bin(df, calendar_list, features_dir)
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 238, in _data_to_bin
np.hstack([date_index, _df[field]]).astype("<f").tofile(str(bin_path.resolve()))
ValueError: could not convert string to float: 'SH600000'
"""
The above exception was the direct cause of the following exception:
Traceback (most recent call last): File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 508, in
fire.Fire({"dump_all": DumpDataAll, "dump_fix": DumpDataFix, "dump_update": DumpDataUpdate})
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/site-packages/fire/core.py", line 143, in Fire
component_trace = _Fire(component, args, parsed_flag_args, context, name)
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/site-packages/fire/core.py", line 568, in _Fire
component, remaining_args = _CallAndUpdateTrace(
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/site-packages/fire/core.py", line 693, in _CallAndUpdateTrace
component = fn(*varargs, **kwargs)
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 271, in call
self.dump()
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 322, in dump
self._dump_features()
File "/Users/didi/Code/Github/qlib/scripts/dump_bin.py", line 313, in _dumpfeatures
for in executor.map(_dump_func, self.csv_files):
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/process.py", line 484, in _chain_from_iterable_of_lists
for element in iterable:
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/_base.py", line 619, in result_iterator
yield fs.pop().result()
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/_base.py", line 444, in result
return self.get_result()
File "/Users/didi/miniconda3/envs/qlib/lib/python3.8/concurrent/futures/_base.py", line 389, in get_result
raise self._exception
ValueError: could not convert string to float: 'SH600000'
Screenshot
Environment
Darwin arm64 macOS-14.2-arm64-arm-64bit Darwin Kernel Version 23.2.0: Wed Nov 15 21:54:55 PST 2023; root:xnu-10002.61.3~2/RELEASE_ARM64_T8122
Python version: 3.8.19 (default, Mar 20 2024, 15:27:52) [Clang 14.0.6 ]
Qlib version: 0.9.5 numpy==1.23.5 pandas==2.0.3 scipy==1.10.1 requests==2.32.3 sacred==0.8.6 python-socketio==5.11.4 redis==5.0.8 python-redis-lock==4.0.0 schedule==1.2.2 cvxpy==1.5.2 hyperopt==0.1.2 fire==0.6.0 statsmodels==0.14.1 xlrd==2.0.1 plotly==5.24.1 matplotlib==3.7.5 tables==3.7.0 pyyaml==6.0.2 mlflow==1.14.1 tqdm==4.66.5 loguru==0.7.2 lightgbm==4.5.0 tornado==6.4.1 joblib==1.4.2 fire==0.6.0 ruamel.yaml==0.17.36
Additional Notes