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equity_pricing_loader.py 的 load_adjusted_array 函数出错 #28

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jingmouren opened this issue Jul 12, 2019 · 0 comments
Open

equity_pricing_loader.py 的 load_adjusted_array 函数出错 #28

jingmouren opened this issue Jul 12, 2019 · 0 comments

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@jingmouren
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 76         raw_arrays = self.raw_price_loader.load_raw_arrays(

---> 77 colnames,
78 start_date,
79 end_date,

的结果是272 ×3040
---> 82 adjustments = self.adjustments_loader.load_adjustments(
83 colnames,
84 dates,
之后运行到 for c, c_raw, c_adjs in zip(columns, raw_arrays, adjustments):
时 c_adjs对应的矩阵是279 × 3040
不匹配,于是报错 ValueError: Mask shape (279, 3040) != data shape (272, 3040).

读取数据的时限为 2017-1-1 到2017-10-30 , 用的bundle是tdx注入的

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