Traceback (most recent call last):
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/test/my_alpha_test.py", line 100, in
tr,props = do_back_test(dv)
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/test/my_alpha_test.py", line 76, in do_back_test
bt.run_alpha()
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/jaqs/trade/backtest.py", line 454, in run_alpha
self.re_balance_plan_after_open()
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/jaqs/trade/backtest.py", line 408, in re_balance_plan_after_open
suspensions=all_list)
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/jaqs/trade/strategy.py", line 712, in generate_weights_order
sec, price, w))
ValueError: NaN or Inf encountered!
trade_date=20150520, symbol=600832.SH, price=nan, weight=0.0059713192234979486
CKAtGitHub
commented
4 years ago
Traceback (most recent call last): File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/test/my_alpha_test.py", line 100, in
tr,props = do_back_test(dv)
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/test/my_alpha_test.py", line 76, in do_back_test
bt.run_alpha()
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/jaqs/trade/backtest.py", line 454, in run_alpha
self.re_balance_plan_after_open()
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/jaqs/trade/backtest.py", line 408, in re_balance_plan_after_open
suspensions=all_list)
File "/home/ma/Documents/workspace-python/QuantSystem/JAQS/jaqs/trade/strategy.py", line 712, in generate_weights_order
sec, price, w))
ValueError: NaN or Inf encountered!
trade_date=20150520, symbol=600832.SH, price=nan, weight=0.0059713192234979486
600832这个股票在20150520退市了，这种情况没有处理么，只要遇到这种情况就会终止运行么？