VeighNa量化社区
你的开源社区量化交易平台 | vn.py | vnpy
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CTA回测触发异常,VeighNa Studio版本是4.3.0,交易接口是中泰XTP,数据源用的xt

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Traceback (most recent call last):
File "D:\Soft\veighna_studio\Lib\threading.py", line 1043, in _bootstrap_inner
self.run()
~~~~^^
File "D:\Soft\veighna_studio\Lib\threading.py", line 994, in run
self._target(*self._args, **self.kwargs)
~~~~^^^^^^^^^^^
File "D:\Soft\veighna_studio\Lib\site-packages\vnpy_ctabacktester\engine.py", line 202, in run_backtesting
self.result_statistics = engine.calculate_statistics(output=False)
~~~~~~~~~^^^^^^
File "D:\Soft\veighna_studio\Lib\site-packages\vnpy_ctastrategy\backtesting.py", line 433, in calculate_statistics
annual_downside_risk: float = float(ep.downside_risk(returns_series, required_return=0, period='daily'))
~~~~~~^^^^^^^^^^^^^^^^^
File "D:\Soft\veighna_studio\Lib\site-packages\empyrical\stats.py", line 819, in downside_risk
np.NINF,
^^^
File "D:\Soft\veighna_studio\Lib\site-packages\numpy_init
.py", line 413, in getattr
raise AttributeError(
...<3 lines>...
)
AttributeError: np.NINF was removed in the NumPy 2.0 release. Use -np.inf instead.

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查看一下vnpy_ctastrategy的版本,如果是1.4.0就升级到1.4.1之后pip uninstall empyrical-reloaded再试
如果已经是1.4.1了,就直接pip uninstall empyrical-reloaded

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xiaohe wrote:

查看一下vnpy_ctastrategy的版本,如果是1.4.0就升级到1.4.1之后pip uninstall empyrical-reloaded再试
如果已经是1.4.1了,就直接pip uninstall empyrical-reloaded
谢谢大佬