paulhybryant / convertible_bond Goto Github PK
View Code? Open in Web Editor NEW可转债策略及量化回测
可转债策略及量化回测
你好,谢谢你的分享,请问转债的历史数据的获取是从哪里获得的呢?我知道集思录上没有可导出的历史数据。你所说的量化回测平台上有详细完整的历史数据吗?比如聚宽与米筐之类的。谢谢
I0706 19:33:21.221671 4605296128 main.py:99] https://www.jisilu.cn/data/cbnew/cb_list/?___jsl=LST___t=1625571201221 Traceback (most recent call last): File "/Users/libsu/Downloads/convertible_bond-main/main.py", line 262, in <module> app.run(main) File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/absl/app.py", line 312, in run _run_main(main, args) File "/Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/absl/app.py", line 258, in _run_main sys.exit(main(argv)) File "/Users/libsu/Downloads/convertible_bond-main/main.py", line 257, in main data = process(dat) File "/Users/libsu/Downloads/convertible_bond-main/main.py", line 214, in process cc_dict = get_cc() File "/Users/libsu/Downloads/convertible_bond-main/main.py", line 75, in get_cc with open(FLAGS.cc, 'r', encoding='utf-8') as cc_file: FileNotFoundError: [Errno 2] No such file or directory: 'cc.csv'
这个可转债策略原理是什么?麻烦简要介绍一下哦
W1129 20:04:57.347531 32804 legend.py:1193] No handles with labels found to put in legend.
Traceback (most recent call last):
File "D:\Sites\convertible_bond\examples\backtest.py", line 196, in
app.run(main)
File "C:\Users\F\AppData\Local\Programs\Python\Python37\lib\site-packages\absl\app.py", line 312, in run
_run_main(main, args)
File "C:\Users\F\AppData\Local\Programs\Python\Python37\lib\site-packages\absl\app.py", line 258, in _run_main
sys.exit(main(argv))
File "D:\Sites\convertible_bond\examples\backtest.py", line 192, in main
strategy.plot_results(backtest_time, results, savefile=FLAGS.results)
File "d:\sites\convertible_bond\library\conbond\strategy.py", line 139, in plot_results
ax2.table(cellText=df.values, colLabels=df.columns, loc='center')
File "C:\Users\F\AppData\Local\Programs\Python\Python37\lib\site-packages\matplotlib-3.3.3-py3.7-win-amd64.egg\matplotlib\table.py", line 741, in table
cols = len(cellText[0])
IndexError: index 0 is out of bounds for axis 0 with size 0
大神,您好,首先感谢你今天百忙之中更新代码,请问能提供个简单的使用手册吗?
更新前我配置了auth.json文件后能运行,但是更新后我不知道如何使用了,非常感谢!
你好,谢谢你的分享,请问转债的历史数据的获取是从哪里获得的呢?我知道集思录上没有可导出的历史数据。你所说的量化回测平台上有详细完整的历史数据吗?比如聚宽与米筐之类的。谢谢
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