score_ic_graph got nan data and throw error

[lerit]

follow office document,analysis score IC:

pred_df = recorder.load_object("pred.pkl")

pred_df_dates = pred_df.index.get_level_values(level='datetime')
features_df = D.features(D.instruments('csi500'), ['Ref($close, -2)/Ref($close, -1)-1'], pred_df_dates.min(), pred_df_dates.max())
features_df.columns = ['label']
pred_label = pd.concat([features_df, pred], axis=1, sort=True).reindex(features_df.index)
analysis_position.score_ic_graph(pred_label)

but score_ic_graph throw error:

If using all scalar values, you must pass an index

with debug,score_ic.py drop nan:

concat_data.dropna(axis=0, how="any", inplace=True)

print dataframe for debug,the third variable(pred_label) with nan:

is features_df or pred with wrong format cause nan?

[lerit]

i guess because features_df and pred with different MultiIndex,so use below code to transform it:

pred_df = pred_df.swaplevel(0, 1)
pred_df.sort_index(inplace=True)

now,it work without error,is it a right transform?and why office demo without transform?

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