VeighNa量化社区
你的开源社区量化交易平台 | vn.py | vnpy
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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?

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升级一下vnpy_ctastrategy之后再试试看

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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.NINF was removed in the NumPy 2.0 release. Use -np.inf instead.