你好，你的代码写的特别好，不过我运行的时候出现了这个错误，请问这个是什么原因造成的呢？谢谢哈
t值序列绝对值平均值——判断因子的显著性是否稳定 1.841514089529046
t值序列绝对值大于1.96的占比——判断因子的显著性是否稳定 0.46808510638297873
IC 值序列的均值大小 0.0051018958492753605
IC 值序列的标准差 0.09538192525746245
IR 比率（IC值序列均值与标准差的比值） 0.05348912632560015
IC 值序列大于零的占比 0.425531914893617
IC 值序列绝对值大于0.02的占比 0.8085106382978723
【已完成|运行中|待运行】:
[0|0|10].
[0|10|0].
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[0|10|0].
[0|6|4].
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KeyError Traceback (most recent call last)
/opt/conda/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3077 try:
-> 3078 return self._engine.get_loc(key)
3079 except KeyError:
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
KeyError: 10
During handling of the above exception, another exception occurred:
KeyError Traceback (most recent call last)
in
770 initial_cash = '1000000',
771 param_names = ['factor', 'quantile'],
--> 772 param_values = [['gross_profit_margin'], tuple(zip(range(0,100,10), range(10,101,10)))]
773 )
774
in get_backtest_data(self, algorithm_id, benchmark_id, file_name, running_max, start_date, end_date, frequency, initial_cash, param_names, param_values)
251 initial_cash=initial_cash,
252 param_names=param_names,
--> 253 param_values=param_values
254 )
255 # 回测结果指标中加入 log 收益率和超额收益率等指标
in run_backtest(self, algorithm_id, running_max, start_date, end_date, frequency, initial_cash, param_names, param_values)
102 for i in range(pointer, pointer+to_run):
103 # 备选的参数排列组合的 df 中第 i 行变成 dict，每个 key 为列名字，value 为 df 中对应的值
--> 104 params = to_run_df.ix[i].to_dict()
105 # 记录策略回测结果的 id，调整参数 extras 使用 params 的内容
106 backtest = create_backtest(algorithm_id = algorithm_id,
/opt/conda/lib/python3.6/site-packages/pandas/core/indexing.py in __getitem__(self, key)
120
121 key = com._apply_if_callable(key, self.obj)
--> 122 return self._getitem_axis(key, axis=axis)
123
124 def _get_label(self, label, axis=None):
/opt/conda/lib/python3.6/site-packages/pandas/core/indexing.py in _getitem_axis(self, key, axis)
1114 return self._get_loc(key, axis=axis)
1115
-> 1116 return self._get_label(key, axis=axis)
1117
1118 def _getitem_iterable(self, key, axis=None):
/opt/conda/lib/python3.6/site-packages/pandas/core/indexing.py in _get_label(self, label, axis)
138 raise IndexingError('no slices here, handle elsewhere')
139
--> 140 return self.obj._xs(label, axis=axis)
141
142 def _get_loc(self, key, axis=None):
/opt/conda/lib/python3.6/site-packages/pandas/core/generic.py in xs(self, key, axis, level, drop_level)
2985 drop_level=drop_level)
2986 else:
-> 2987 loc = self.index.get_loc(key)
2988
2989 if isinstance(loc, np.ndarray):
/opt/conda/lib/python3.6/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
3078 return self._engine.get_loc(key)
3079 except KeyError:
-> 3080 return self._engine.get_loc(self._maybe_cast_indexer(key))
3081
3082 indexer = self.get_indexer([key], method=method, tolerance=tolerance)
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/index.pyx in pandas._libs.index.IndexEngine.get_loc()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()
KeyError: 10
2019-07-25
雪球
