配置:
Windows11 + VN Station4.3.0 + tushare
问题描述:
CTA回测时,下载数据正常,这是日志:
11:30:41 初始化CTA回测引擎
11:30:41 策略文件加载完成
11:30:41 数据服务初始化成功
11:30:42 ----------------------------------------
11:30:42 IF2406.CFFEX-1m开始下载历史数据
11:30:45 IF2406.CFFEX-1m历史数据下载完成
但是,点击开始回测就会报错,这是异常日志:
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.


