想看下长期回测,克隆之后无法运行。
错误日志如下,能帮忙看下是什么原因吗?
Traceback (most recent call last):
File "kuanke/user_space.py", line 148, in exec_msg
return getattr(self, func)(*msg['args'], **msg['kwargs'])
File "kuanke/user_space.py", line 501, in call_schedule_funcs
func(self.user_context)
File "user_code.py", line 55, in before_market_open
g.buy_list = get_buy_list(context,g.lag,g.stock_set)
File "user_code.py", line 76, in get_buy_list
unsuspend_index = suspend_info.iloc[:,0]<1
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 1187, in __getitem__
return self._getitem_tuple(key)
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 1426, in _getitem_tuple
retval = getattr(retval, self.name)._getitem_axis(key, axis=axis)
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 1480, in _getitem_axis
return self._get_loc(key, axis=axis)
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 89, in _get_loc
return self.obj._ixs(key, axis=axis)
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/frame.py", line 1743, in _ixs
label = self.columns[i]
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/index.py", line 1076, in __getitem__
return getitem(key)
IndexError: index 0 is out of bounds for axis 0 with size 0
========全局变量========
{ 'g': PersistentState({'lim': 0.12, 'lag': 5, 'N': 0, 'check_list': [], 'stock_set': '000300.XSHG', 'tested_fields': set(['lim', 'lag', 'N', 'check_list', 'stock_set', 'Max']), 'Max': 1})}
========局部变量========
File "kuanke/user_space.py", line 148, in exec_msg
return getattr(self, func)(*msg['args'], **msg['kwargs'])
{ 'context': ,
'func': ,
'func_id': ('user_code', 'before_market_open'),
'func_ids': [('user_code', 'before_market_open')],
'module': 'user_code',
'name': 'before_market_open',
'self': }
------------
File "kuanke/user_space.py", line 501, in call_schedule_funcs
func(self.user_context)
{ 'context': UserContext({'current_dt': datetime.datetime(2005, 1, 5, 9, 20), 'portfolio': Portfolio({'available_cash': 1000000.0, 'subportfolios': [SubPortfolio({'maintenance_margin_rate': None, 'available_cash': 1000000.0, 'interest': 0, 'total_value': 1000000.0, 'transferable_cash': 1000000.0, 'margin': 0, 'locked_cash': 0.0, 'sec_liability': None, 'total_liability': None, 'cash_liability': None, 'inout_cash': 1000000.0, 'available_margin': None, 'short_positions': {}, 'positions_value': 0, 'type': 'stock', 'long_positions': {}, 'net_value': 1000000.0})], '_unsell_positions': {}, 'transferable_cash': 1000000.0, 'portfolio_value': 1000000.0, 'locked_cash': 0.0, 'starting_cash': 1000000.0, 'inout_cash': 1000000.0, 'short_positions': {}, 'positions_value': 0, 'margin': 0, 'long_positions': {}}), 'previous_date': datetime.date(2005, 1, 4), 'run_params': RunParams({'end_date': datetime.date(2017, 8, 16), 'frequency': u'day', 'type': 'simple_backtest', 'start_date': datetime.date(2005, 1, 5), 'extra_gloabl_vars': {}}), 'universe': []})}
------------
File "user_code.py", line 55, in before_market_open
g.buy_list = get_buy_list(context,g.lag,g.stock_set)
{ 'context': UserContext({'current_dt': datetime.datetime(2005, 1, 5, 9, 20), 'portfolio': Portfolio({'available_cash': 1000000.0, 'subportfolios': [SubPortfolio({'maintenance_margin_rate': None, 'available_cash': 1000000.0, 'interest': 0, 'total_value': 1000000.0, 'transferable_cash': 1000000.0, 'margin': 0, 'locked_cash': 0.0, 'sec_liability': None, 'total_liability': None, 'cash_liability': None, 'inout_cash': 1000000.0, 'available_margin': None, 'short_positions': {}, 'positions_value': 0, 'type': 'stock', 'long_positions': {}, 'net_value': 1000000.0})], '_unsell_positions': {}, 'transferable_cash': 1000000.0, 'portfolio_value': 1000000.0, 'locked_cash': 0.0, 'starting_cash': 1000000.0, 'inout_cash': 1000000.0, 'short_positions': {}, 'positions_value': 0, 'margin': 0, 'long_positions': {}}), 'previous_date': datetime.date(2005, 1, 4), 'run_params': RunParams({'end_date': datetime.date(2017, 8, 16), 'frequency': u'day', 'type': 'simple_backtest', 'start_date': datetime.date(2005, 1, 5), 'extra_gloabl_vars': {}}), 'universe': []}),
'lag': 5,
'stk_set': '000300.XSHG',
'suspend_info': Empty DataFrame
Columns: []
Index: []}
------------
File "user_code.py", line 76, in get_buy_list
unsuspend_index = suspend_info.iloc[:,0]<1
{ 'key': (slice(None, None, None), 0),
'self': }
------------
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 1187, in __getitem__
return self._getitem_tuple(key)
{ 'axis': 1,
'i': 1,
'key': 0,
'retval': Empty DataFrame
Columns: []
Index: [],
'self': ,
'tup': (slice(None, None, None), 0)}
------------
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 1426, in _getitem_tuple
retval = getattr(retval, self.name)._getitem_axis(key, axis=axis)
{ 'axis': 1,
'key': 0,
'self': }
------------
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 1480, in _getitem_axis
return self._get_loc(key, axis=axis)
{ 'axis': 1,
'key': 0,
'self': }
------------
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/indexing.py", line 89, in _get_loc
return self.obj._ixs(key, axis=axis)
{ 'axis': 1, 'i': 0, 'self': Empty DataFrame
Columns: []
Index: []}
------------
File "/home/server/y/envs/kuanke/lib/python2.7/site-packages/pandas/core/frame.py", line 1743, in _ixs
label = self.columns[i]
{ 'getitem': ,
'key': 0,
'promote': ,
'self': Index([], dtype='object')}
2017-08-26