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模拟交易报错

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问题

开始几天运行的还好,23号开始运行就出现了个这个错误提示:

<TypeError: '<' not supported between instances of 'int' and 'NaTType'>,请问这个NaT类型是什么?只记得有个NaN类型呀…

请大佬指教!!

这是报错信息链接,劳烦大佬过目!!

https://bigquant.com/trade/execution_output?notebook_id=22ee5c64-d52e-11ec-a800-361fbc3525fa&execution_id=3499288

下面是一些细节:

[2022-05-23 19:40:14.528182] INFO forward_test: c_initialize() positions len:7, value:669907.0 [2022-05-23 19:40:14.530271] INFO forward_test: c_initialize() orders len:4 [2022-05-23 19:40:14.532581] INFO Blotter: place order [sid:924, oid:522a4d, symbol:000585.SZA, amount:5800, position_effect:None, is_stored_order:True], dt:2022-05-23 00:00:00+00:00 [2022-05-23 19:40:14.534439] INFO Blotter: place order [sid:2619, oid:48de95, symbol:600695.SHA, amount:64400, position_effect:None, is_stored_order:True], dt:2022-05-23 00:00:00+00:00 [2022-05-23 19:40:14.537893] INFO Blotter: place order [sid:186, oid:d3f1ac, symbol:830839.BJA, amount:4800, position_effect:None, is_stored_order:True], dt:2022-05-23 00:00:00+00:00 [2022-05-23 19:40:14.541694] INFO Blotter: place order [sid:3632, oid:6985a7, symbol:832000.BJA, amount:4800, position_effect:None, is_stored_order:True], dt:2022-05-23 00:00:00+00:00 [2022-05-23 19:40:14.874456] ERROR forward_test: run hit Exception, e '<' not supported between instances of 'int' and 'NaTType' Traceback (most recent call last): File "/var/app/enabled/bigline/zipline/data/data_portal.py", line 498, in get_spot_value session_label = self.dt_to_session_dict[dt] KeyError: NaT

KeyError Traceback (most recent call last) /var/app/enabled/bigline/zipline/data/data_portal.py in get_spot_value(self, asset, field, dt, data_frequency) 497 try: --> 498 session_label = self.dt_to_session_dict[dt] 499 except KeyError:

KeyError: NaT

During handling of the above exception, another exception occurred:

TypeError Traceback (most recent call last) /usr/local/python3/lib/python3.8/site-packages/numpy/core/fromnumeric.py in _wrapfunc(obj, method, *args, **kwds) 57 try: ---> 58 return bound(*args, **kwds) 59 except TypeError:

TypeError: '<' not supported between instances of 'int' and 'NaTType'

During handling of the above exception, another exception occurred:

TypeError Traceback (most recent call last) <ipython-input-1-ed1b83ca5bcc> in <module> 196 ) 197 --> 198 m15 = M.trade.v4( 199 instruments=m8.data, 200 options_data=m7.predictions,

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解答

NaTType是日期为NA的意思

  1. 光看这个报错信息有限,可以把notebook或者完整的报错截图发出来;
  2. 或者在开发环境中把开始和结束日期均设置为该日期,看下是否会报错 以及报错的内容。

看了下,建议不要使用stockranker.v2模块(这个模块很久没有维护了),尝试将这个模块换成「stockranker训练.v6」和「stockranker预测.v5」这两个模块进行训练和预测。

标签

模拟交易
评论
  • NaTType是日期为NA的意思 1. 光看这个报错信息有限,可以把notebook或者完整的报错截图发出来; 2. 或者在开发环境中把开始和结束日期均设置为该日期,看下是否会报错 以及报错的内容。 \
  • 这是报错信息链接,劳烦大佬过目!!
  • 看了下,建议不要使用stockranker.v2模块(这个模块很久没有维护了),尝试将这个模块换成「stockranker训练.v6」和「stockranker预测.v5」这两个模块进行训练和预测。
  • 多谢,多谢!!
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