问题：在聚宽可以用，在一创聚宽报time有问题。
这是时间代码：
#获取指定周期的日期列表 'W、M、Q'
def get_period_date(peroid,start_date, end_date):
#设定转换周期period_type 转换为周是'W',月'M',季度线'Q',五分钟'5min',12天'12D'
stock_data = get_price('000001.XSHE',start_date,end_date,'daily',fields=['close'])
#记录每个周期中最后一个交易日
stock_data['date']=stock_data.index
#进行转换，周线的每个变量都等于那一周中最后一个交易日的变量值
period_stock_data=stock_data.resample(peroid).last()
date = period_stock_data.index
pydate_array = date.to_pydatetime()
date_only_array = np.vectorize(lambda s: s.strftime('%Y-%m-%d'))(pydate_array )
date_only_series = pd.Series(date_only_array)
start_date = datetime.datetime.strptime(start_date, "%Y-%m-%d")
start_date = start_date-datetime.timedelta(days=1)
start_date = start_date.strftime("%Y-%m-%d")
date_list = date_only_series.values.tolist()
date_list.insert(0,start_date)
return date_list
可以生成的数据如下：
['2015-07-16',
'2015-07-31',
'2015-08-31',
'2015-09-30']
以下处理时出错：
# （财务数据）因子
df_q_factor = {}
# 预处理前的原始因子训练集
df_factor_pre_train = {}
for date in dateList:
df_q_factor = get_fundamentals(q, date = date)
df_q_factor.index = df_q_factor['code']
del df_q_factor['code']
# 合并得大表
#df_factor_pre_train[date] = pd.concat([df_q_factor,df_jq_factor],axis=1)
# 初始化
df_factor_pre_train[date] = initialize_df(df_q_factor[date],date)
出错的问题为：
---------------------------------------------------------------------------
KeyError Traceback (most recent call last)
/opt/conda/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3077 try:
-> 3078 return self._engine.get_loc(key)
3079 except KeyError:
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
KeyError: '2015-07-16'
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
< ipython-input-21-510a685071dc> in < module>
11 #df_factor_pre_train[date] = pd.concat([df_q_factor,df_jq_factor],axis=1)
12 # 初始化
---> 13 df_factor_pre_train[date] = initialize_df(df_q_factor[date],date)
/opt/conda/lib/python3.6/site-packages/pandas/core/frame.py in __getitem__(self, key)
2686 return self._getitem_multilevel(key)
2687 else:
-> 2688 return self._getitem_column(key)
2689
2690 def _getitem_column(self, key):
/opt/conda/lib/python3.6/site-packages/pandas/core/frame.py in _getitem_column(self, key)
2693 # get column
2694 if self.columns.is_unique:
-> 2695 return self._get_item_cache(key)
2696
2697 # duplicate columns & possible reduce dimensionality
/opt/conda/lib/python3.6/site-packages/pandas/core/generic.py in _get_item_cache(self, item)
2487 res = cache.get(item)
2488 if res is None:
-> 2489 values = self._data.get(item)
2490 res = self._box_item_values(item, values)
2491 cache[item] = res
/opt/conda/lib/python3.6/site-packages/pandas/core/internals.py in get(self, item, fastpath)
4113
4114 if not isna(item):
-> 4115 loc = self.items.get_loc(item)
4116 else:
4117 indexer = np.arange(len(self.items))[isna(self.items)]
/opt/conda/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3078 return self._engine.get_loc(key)
3079 except KeyError:
-> 3080 return self._engine.get_loc(self._maybe_cast_indexer(key))
3081
3082 indexer = self.get_indexer([key], method=method, tolerance=tolerance)
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()
KeyError: '2015-07-16'
麻烦帮忙看看什么什么原因，要怎么修改呢？谢谢
2020-07-20
雪球
