运行quantOS金融终端 案例报错 #64
Description
lecture2_DemoStrategy报错：
Begin: DataApi login 18###9@tcp://data.quantos.org:8910
Already login as 182###9, skip init_from_config
Initialize config success.
Query data...
Query data - query...
NOTE: price adjust method is [post adjust]
Query data - daily fields prepared.
Query instrument info...
Query adj_factor...
Query groups (industry)...
ValueError Traceback (most recent call last)
in ()
1 # 运行这里跑回测
----> 2 test_save_dataview()
3 test_alpha_strategy_dataview()
4 test_backtest_analyze()
in test_save_dataview()
14
15 dv.init_from_config(props, ds)
---> 16 dv.prepare_data()
17
18 # set the benchmark
D:\QuantosFinanceTerminal\python\lib\site-packages\jaqs\data\dataview.py in prepare_data(self)
515 if group_fields:
516 print("Query groups (industry)...")
--> 517 self._prepare_group(group_fields)
518
519 print("Data has been successfully prepared.")
D:\QuantosFinanceTerminal\python\lib\site-packages\jaqs\data\dataview.py in prepare_group(self, group_fields)
789 df = self.data_api.query_industry_daily(symbol=','.join(self.symbol),
790 start_date=self.extended_start_date_q, end_date=self.end_date,
--> 791 type=type_, level=level)
792 self.append_df(df, field, is_quarterly=False)
793
D:\QuantosFinanceTerminal\python\lib\site-packages\jaqs\data\dataservice.py in query_industry_daily(self, symbol, start_date, end_date, type_, level)
867 for sec, df in dic_sec.items()}
868
--> 869 df_ann_tmp = pd.concat({sec: df.loc[:, 'in_date'] for sec, df in dic_sec.items()}, axis=1)
870 df_value_tmp = pd.concat({sec: df.loc[:, 'industry{:d}_code'.format(level)]
871 for sec, df in dic_sec.items()},
D:\QuantosFinanceTerminal\python\lib\site-packages\pandas\core\reshape\concat.py in concat(objs, axis, join, join_axes, ignore_index, keys, levels, names, verify_integrity, copy)
210 keys=keys, levels=levels, names=names,
211 verify_integrity=verify_integrity,
--> 212 copy=copy)
213 return op.get_result()
214
D:\QuantosFinanceTerminal\python\lib\site-packages\pandas\core\reshape\concat.py in init(self, objs, axis, join, join_axes, keys, levels, names, ignore_index, verify_integrity, copy)
243
244 if len(objs) == 0:
--> 245 raise ValueError('No objects to concatenate')
246
247 if keys is None:
ValueError: No objects to concatenate