执行1.research.ipynb时，弹出错误 invalid index to scalar variable

[Michael5531]

作者您好，按照顺序执行代码之后，出现如下错误。我是Mac的环境

IndexError Traceback (most recent call last) Cell In[17], line 37 34 from alphalens.utils import get_clean_factor_and_forward_returns 35 from alphalens.tears import create_full_tear_sheet ---> 37 ret = get_clean_factor_and_forward_returns(alpha, close,quantiles=5) 38 create_full_tear_sheet(ret, long_short=False)

File ~/Documents/alphas/alphas-main/alphalens/utils.py:827, in get_clean_factor_and_forward_returns(factor, prices, groupby, binning_by_group, quantiles, bins, periods, filter_zscore, groupby_labels, max_loss, zero_aware, cumulative_returns) 666 def get_clean_factor_and_forward_returns(factor, 667 prices, 668 groupby=None, (...) 676 zero_aware=False, 677 cumulative_returns=True): 678 """ 679 Formats the factor data, pricing data, and group mappings into a DataFrame 680 that contains aligned MultiIndex indices of timestamp and asset. The (...) 825 For use when forward returns are already available. 826 """ --> 827 forward_returns = compute_forward_returns( 828 factor, 829 prices, 830 periods, 831 filter_zscore, 832 cumulative_returns, 833 ) 835 factor_data = get_clean_factor(factor, forward_returns, groupby=groupby, 836 groupby_labels=groupby_labels, 837 quantiles=quantiles, bins=bins, 838 binning_by_group=binning_by_group, 839 max_loss=max_loss, zero_aware=zero_aware) 841 return factor_data

File ~/Documents/alphas/alphas-main/alphalens/utils.py:319, in compute_forward_returns(factor, prices, periods, filter_zscore, cumulative_returns) 316 period_len = diff_custom_calendar_timedeltas(start, end, freq) 317 days_diffs.append(period_len.components.days) --> 319 delta_days = period_len.components.days - mode(days_diffs).mode[0] 320 period_len -= pd.Timedelta(days=delta_days) 321 label = timedelta_to_string(period_len)

IndexError: invalid index to scalar variable.

期盼您的回复，谢谢

[HouTong-s]

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