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alphalens报错,求助如何解决

AssertionError                            Traceback (most recent call last)
Cell In[18], line 2
      1 # 特征表现分析
----> 2 dataset.show_feature_performance("rsv_5")

File d:\VeighNaStation\Lib\site-packages\vnpy\alpha\dataset\template.py:237, in AlphaDataset.show_feature_performance(self, name)
    234 price_df = price_df.pivot(index="datetime", columns="vt_symbol", values="close")
    236 # Merge data
--> 237 clean_data: pd.DataFrame = get_clean_factor_and_forward_returns(feature_s, price_df, quantiles=10)
    239 # Perform analysis
    240 create_full_tear_sheet(clean_data)

File D:\VeighNaStation\alphalens-master\alphalens\utils.py:835, in get_clean_factor_and_forward_returns(factor, prices, groupby, binning_by_group, quantiles, bins, periods, filter_zscore, groupby_labels, max_loss, zero_aware, cumulative_returns)
    678 """
    679 Formats the factor data, pricing data, and group mappings into a DataFrame
    680 that contains aligned MultiIndex indices of timestamp and asset. The
   (...)    825     For use when forward returns are already available.
    826 """
    827 forward_returns = compute_forward_returns(
    828     factor,
    829     prices,
   (...)    832     cumulative_returns,
    833 )
--> 835 factor_data = get_clean_factor(factor, forward_returns, groupby=groupby,
...
   2584         yield recode_for_categories(
   2585             self.codes[i], self.levels[i], new_levels[i], copy=copy
   2586         )

AssertionError: Length of new_levels (3) must be <= self.nlevels (2)
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在 VeighNa 的 vnpy.alpha 模块中,推荐使用的是 alphalens-reloaded,而不是原始的 alphalens(或你本地的 alphalens-master)

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xiaohe wrote:

在 VeighNa 的 vnpy.alpha 模块中,推荐使用的是 alphalens-reloaded,而不是原始的 alphalens(或你本地的 alphalens-master)

已解决,感谢

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