社区版4.3.0版本安装后,跑策略后nunpy提示出错,不知道大家遇到过没?
社区版4.3.0版本安装后,跑策略后nunpy提示出错,不知道大家遇到过没?
升级一下vnpy_ctastrategy之后再试试看
xiaohe wrote:
升级一下vnpy_ctastrategy之后再试试看
哈哈解决了,升级后CTA 回测可以用了。之前报错如下:
Traceback (most recent call last):
File "C:\veighna_studio\Lib\threading.py", line 1043, in _bootstrap_inner
self.run()
~~^^
File "C:\veighna_studio\Lib\threading.py", line 994, in run
self._target(*self._args, **self._kwargs)
~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\veighna_studio\Lib\site-packages\vnpy_ctabacktester\engine.py", line 202, in run_backtesting
self.result_statistics = engine.calculate_statistics(output=False)
~~~~~~~^^^^^^^^^^^^^^
File "C:\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 "C:\veighna_studio\Lib\site-packages\empyrical\stats.py", line 819, in downside_risk
np.NINF,
^^^^^^^
File "C:\veighna_studio\Lib\site-packages\numpy__init.py", line 413, in getattr__
raise AttributeError(
...<3 lines>...
)
AttributeError:np.NINFwas removed in the NumPy 2.0 release. Use-np.infinstead.