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Published 20 hours ago • verified publisher icon rainx

Zipline AssertionError

Open HungryFour opened this issue 6 years ago • 2 comments

您好，能否告知，一般如果出现这种错误，是数据源的问题还是日历的问题？ AssertionError: Got 382 rows for daily bars table with first day=2016-08-09, last day=2018-03-07, expected 383 rows. Missing sessions: [Timestamp('2016-10-31 00:00:00+0000', tz='UTC'), Timestamp('2016-11-01 00:00:00+0000', tz='UTC')] Extra sessions: [Timestamp('2017-02-02 00:00:00+0000', tz='UTC')]

HungryFour avatar Mar 07 '18 08:03 HungryFour

一般是ingest用的数据和日历里面的交易日没有完全匹配，zipline对这个限制比较严格

rainx avatar Mar 08 '18 00:03 rainx

数据问题， 2016-10-31 和 2016-11-01 是交易日。 试着补上空行 df_i.add(df_i.reindex(['2016-10-31']))

txu2014 avatar Apr 19 '19 01:04 txu2014