wukan1986 / alpha_examples

alpha投研示例
MIT License
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UDF failed: sz50 #3

Open quantcn opened 3 weeks ago

quantcn commented 3 weeks ago

运行alpha_examples\research\step1.py,出现如下错误,请问该如何处理: File "e:\myquant\alpha_examples\research\step1.py", line 105, in df = codegen_exec(df, _code_block_1).filter(pl.col('paused') == 0) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "E:\anaconda3\envs\freqtrade\Lib\site-packages\expr_codegen\tool.py", line 306, in codegen_exec return TOOL.exec(code, df) ^^^^^^^^^^^^^^^^^^^^^ File "E:\anaconda3\envs\freqtrade\Lib\site-packages\exprcodegen\tool.py", line 223, in exec exec(codes, globals) File "", line 169, in File "", line 147, in main File "E:\anaconda3\envs\freqtrade\Lib\site-packages\polars\dataframe\group_by.py", line 322, in map_groups self.df._df.group_by_map_groups( pyo3_runtime.PanicException: UDF failed: sz50

wukan1986 commented 3 weeks ago

你需要有上证50的数据,df中要有一个字段是sz50权重

quantcn commented 3 weeks ago

ok,谢谢