See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:56 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:57 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:57 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:57 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:58 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:58 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:59 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:59 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:49:59 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:00 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:02 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:02 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:03 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:03 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:03 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:06 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:06 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:06 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:07 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:07 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:13 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:13 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:14 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:14 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:14 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:15 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:15 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:15 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:16 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:16 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:17 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:17 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:17 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:18 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:18 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:20 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:21 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:21 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:21 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:22 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:50:26 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:379 - daily_pnl_v5 开始优化成 daily_opt_v5
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 15, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
4%|▍ | 5/128 [00:02<01:07, 1.82it/s, 2020-03-21 → 2020-04-11]
6%|▋ | 8/128 [00:02<00:37, 3.17it/s, 2020-05-08 → 2020-05-28]
9%|▊ | 11/128 [00:03<00:24, 4.81it/s, 2020-06-19 → 2020-07-11]
11%|█ | 14/128 [00:03<00:16, 6.73it/s, 2020-08-04 → 2020-08-22]
13%|█▎ | 17/128 [00:04<00:23, 4.65it/s, 2020-09-15 → 2020-10-13]
16%|█▌ | 20/128 [00:04<00:17, 6.29it/s, 2020-11-04 → 2020-11-24]
18%|█▊ | 23/128 [00:04<00:12, 8.17it/s, 2020-12-16 → 2021-01-06]
20%|██ | 26/128 [00:04<00:10, 10.20it/s, 2021-01-28 → 2021-02-24]
22%|██▏ | 28/128 [00:05<00:18, 5.43it/s, 2021-03-04 → 2021-03-24]
23%|██▎ | 30/128 [00:06<00:25, 3.81it/s, 2021-04-01 → 2021-04-22]
26%|██▌ | 33/128 [00:07<00:27, 3.41it/s, 2021-05-19 → 2021-06-08]
27%|██▋ | 34/128 [00:08<00:36, 2.59it/s, 2021-06-02 → 2021-06-23]
27%|██▋ | 35/128 [00:09<00:41, 2.23it/s, 2021-06-17 → 2021-07-07]
28%|██▊ | 36/128 [00:10<00:50, 1.83it/s, 2021-07-01 → 2021-07-21]
30%|██▉ | 38/128 [00:11<00:47, 1.89it/s, 2021-07-29 → 2021-08-18]
30%|███ | 39/128 [00:12<00:54, 1.62it/s, 2021-08-12 → 2021-09-01]
31%|███▏ | 40/128 [00:13<01:00, 1.44it/s, 2021-08-26 → 2021-09-15]
34%|███▎ | 43/128 [00:13<00:31, 2.67it/s, 2021-10-16 → 2021-11-05]
36%|███▌ | 46/128 [00:14<00:29, 2.75it/s, 2021-11-27 → 2021-12-17]
37%|███▋ | 47/128 [00:15<00:37, 2.18it/s, 2021-12-11 → 2021-12-31]
39%|███▉ | 50/128 [00:16<00:28, 2.70it/s, 2022-01-25 → 2022-02-19]
40%|███▉ | 51/128 [00:16<00:36, 2.11it/s, 2022-02-15 → 2022-03-05]
42%|████▏ | 54/128 [00:17<00:21, 3.37it/s, 2022-03-29 → 2022-04-20]
43%|████▎ | 55/128 [00:18<00:29, 2.45it/s, 2022-04-14 → 2022-05-07]
45%|████▌ | 58/128 [00:18<00:18, 3.88it/s, 2022-05-31 → 2022-06-21]
47%|████▋ | 60/128 [00:19<00:22, 3.04it/s, 2022-06-29 → 2022-07-19]
48%|████▊ | 61/128 [00:20<00:29, 2.29it/s, 2022-07-13 → 2022-08-02]
48%|████▊ | 62/128 [00:21<00:35, 1.83it/s, 2022-07-27 → 2022-08-16]
51%|█████ | 65/128 [00:21<00:20, 3.14it/s, 2022-09-07 → 2022-09-28]
53%|█████▎ | 68/128 [00:22<00:19, 3.02it/s, 2022-10-27 → 2022-11-16]
54%|█████▍ | 69/128 [00:23<00:25, 2.33it/s, 2022-11-10 → 2022-11-30]
55%|█████▍ | 70/128 [00:24<00:30, 1.90it/s, 2022-11-24 → 2022-12-14]
55%|█████▌ | 71/128 [00:25<00:33, 1.68it/s, 2022-12-08 → 2022-12-28]
56%|█████▋ | 72/128 [00:26<00:37, 1.48it/s, 2022-12-22 → 2023-01-12]
57%|█████▋ | 73/128 [00:27<00:41, 1.32it/s, 2023-01-06 → 2023-02-02]
59%|█████▊ | 75/128 [00:28<00:34, 1.52it/s, 2023-02-10 → 2023-03-02]
61%|██████ | 78/128 [00:28<00:18, 2.70it/s, 2023-03-24 → 2023-04-14]
63%|██████▎ | 81/128 [00:29<00:17, 2.74it/s, 2023-05-11 → 2023-05-31]
64%|██████▍ | 82/128 [00:29<00:17, 2.57it/s, 2023-05-25 → 2023-06-14]
66%|██████▋ | 85/128 [00:30<00:10, 4.02it/s, 2023-07-08 → 2023-07-28]
68%|██████▊ | 87/128 [00:31<00:13, 3.10it/s, 2023-08-05 → 2023-08-25]
70%|██████▉ | 89/128 [00:32<00:14, 2.67it/s, 2023-09-02 → 2023-09-22]
71%|███████ | 91/128 [00:33<00:15, 2.42it/s, 2023-10-10 → 2023-10-28]
72%|███████▏ | 92/128 [00:34<00:18, 1.96it/s, 2023-10-24 → 2023-11-11]
74%|███████▍ | 95/128 [00:34<00:10, 3.20it/s, 2023-12-05 → 2023-12-23]
75%|███████▌ | 96/128 [00:34<00:10, 3.11it/s, 2023-12-19 → 2024-01-09]
76%|███████▌ | 97/128 [00:35<00:13, 2.23it/s, 2024-01-03 → 2024-01-23]
77%|███████▋ | 99/128 [00:36<00:13, 2.13it/s, 2024-01-31 → 2024-02-28]
78%|███████▊ | 100/128 [00:37<00:16, 1.75it/s, 2024-02-22 → 2024-03-13]
79%|███████▉ | 101/128 [00:38<00:17, 1.51it/s, 2024-03-07 → 2024-03-27]
81%|████████▏ | 104/128 [00:38<00:08, 2.78it/s, 2024-04-20 → 2024-05-15]
84%|████████▎ | 107/128 [00:38<00:04, 4.34it/s, 2024-06-06 → 2024-06-27]
85%|████████▌ | 109/128 [00:39<00:03, 4.79it/s, 2024-07-05 → 2024-07-25]
87%|████████▋ | 111/128 [00:41<00:07, 2.33it/s, 2024-08-02 → 2024-08-22]
88%|████████▊ | 113/128 [00:42<00:06, 2.21it/s, 2024-08-30 → 2024-09-21]
89%|████████▉ | 114/128 [00:42<00:07, 1.88it/s, 2024-09-13 → 2024-10-12]
91%|█████████▏| 117/128 [00:43<00:03, 3.07it/s, 2024-11-05 → 2024-11-23]
92%|█████████▏| 118/128 [00:43<00:04, 2.40it/s, 2024-11-19 → 2024-12-07]
94%|█████████▍| 120/128 [00:44<00:03, 2.27it/s, 2024-12-17 → 2025-01-07]
95%|█████████▍| 121/128 [00:45<00:03, 1.85it/s, 2024-12-31 → 2025-01-21]
97%|█████████▋| 124/128 [00:46<00:01, 3.13it/s, 2025-02-20 → 2025-03-12]
99%|█████████▉| 127/128 [00:46<00:00, 4.70it/s, 2025-04-03 → 2025-04-25]
100%|██████████| 128/128 [00:47<00:00, 2.71it/s, 2025-04-03 → 2025-04-25]
2025-05-06 23:51:13 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:432 - [v5] 优化前的夏普率: 0.98446
2025-05-06 23:51:13 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:433 - [v5] 优化后的夏普率: 0.24945
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:14 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:15 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:15 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:17 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:19 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:19 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:20 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:20 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:21 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:21 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:22 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:23 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:23 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:24 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:24 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:25 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:25 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:26 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:26 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:28 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:28 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:29 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:29 | WARNING | func_backtester_hf:run_sig2pos:898 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:899: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:51:30 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:379 - daily_pnl_v6 开始优化成 daily_opt_v6
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 15, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
3%|▎ | 4/128 [00:02<01:04, 1.93it/s, 2020-03-07 → 2020-03-27]
4%|▍ | 5/128 [00:03<01:17, 1.58it/s, 2020-03-21 → 2020-04-11]
5%|▌ | 7/128 [00:03<00:47, 2.54it/s, 2020-04-21 → 2020-05-14]
7%|▋ | 9/128 [00:03<00:32, 3.62it/s, 2020-05-22 → 2020-06-11]
9%|▊ | 11/128 [00:03<00:24, 4.82it/s, 2020-06-19 → 2020-07-11]
10%|█ | 13/128 [00:03<00:19, 6.01it/s, 2020-07-21 → 2020-08-08]
12%|█▏ | 15/128 [00:03<00:15, 7.17it/s, 2020-08-18 → 2020-09-05]
13%|█▎ | 17/128 [00:04<00:13, 8.00it/s, 2020-09-15 → 2020-10-13]
15%|█▍ | 19/128 [00:04<00:12, 8.89it/s, 2020-10-21 → 2020-11-10]
16%|█▋ | 21/128 [00:04<00:11, 9.69it/s, 2020-11-18 → 2020-12-08]
18%|█▊ | 23/128 [00:04<00:10, 10.29it/s, 2020-12-16 → 2021-01-06]
20%|█▉ | 25/128 [00:04<00:09, 10.72it/s, 2021-01-14 → 2021-02-03]
21%|██ | 27/128 [00:04<00:09, 11.09it/s, 2021-02-11 → 2021-03-10]
23%|██▎ | 29/128 [00:05<00:15, 6.53it/s, 2021-03-18 → 2021-04-08]
24%|██▍ | 31/128 [00:05<00:12, 7.55it/s, 2021-04-16 → 2021-05-11]
26%|██▌ | 33/128 [00:06<00:24, 3.82it/s, 2021-05-19 → 2021-06-08]
27%|██▋ | 34/128 [00:07<00:36, 2.57it/s, 2021-06-02 → 2021-06-23]
29%|██▉ | 37/128 [00:07<00:21, 4.15it/s, 2021-07-15 → 2021-08-04]
30%|███ | 39/128 [00:08<00:28, 3.12it/s, 2021-08-12 → 2021-09-01]
31%|███▏ | 40/128 [00:09<00:38, 2.30it/s, 2021-08-26 → 2021-09-15]
34%|███▎ | 43/128 [00:10<00:22, 3.72it/s, 2021-10-16 → 2021-11-05]
36%|███▌ | 46/128 [00:11<00:24, 3.32it/s, 2021-11-27 → 2021-12-17]
37%|███▋ | 47/128 [00:12<00:32, 2.46it/s, 2021-12-11 → 2021-12-31]
39%|███▉ | 50/128 [00:12<00:20, 3.79it/s, 2022-01-25 → 2022-02-19]
41%|████ | 52/128 [00:12<00:16, 4.74it/s, 2022-03-01 → 2022-03-19]
43%|████▎ | 55/128 [00:13<00:19, 3.77it/s, 2022-04-14 → 2022-05-07]
45%|████▌ | 58/128 [00:13<00:13, 5.28it/s, 2022-05-31 → 2022-06-21]
47%|████▋ | 60/128 [00:14<00:18, 3.71it/s, 2022-06-29 → 2022-07-19]
48%|████▊ | 61/128 [00:15<00:25, 2.65it/s, 2022-07-13 → 2022-08-02]
50%|█████ | 64/128 [00:15<00:15, 4.05it/s, 2022-08-24 → 2022-09-14]
52%|█████▏ | 66/128 [00:16<00:19, 3.13it/s, 2022-09-22 → 2022-10-19]
53%|█████▎ | 68/128 [00:16<00:14, 4.02it/s, 2022-10-27 → 2022-11-16]
55%|█████▍ | 70/128 [00:17<00:18, 3.08it/s, 2022-11-24 → 2022-12-14]
57%|█████▋ | 73/128 [00:18<00:18, 2.95it/s, 2023-01-06 → 2023-02-02]
59%|█████▊ | 75/128 [00:20<00:20, 2.58it/s, 2023-02-10 → 2023-03-02]
60%|██████ | 77/128 [00:20<00:15, 3.37it/s, 2023-03-10 → 2023-03-30]
62%|██████▎ | 80/128 [00:20<00:09, 4.92it/s, 2023-04-22 → 2023-05-17]
65%|██████▍ | 83/128 [00:20<00:06, 6.71it/s, 2023-06-08 → 2023-06-30]
66%|██████▋ | 85/128 [00:20<00:05, 7.80it/s, 2023-07-08 → 2023-07-28]
68%|██████▊ | 87/128 [00:20<00:04, 8.58it/s, 2023-08-05 → 2023-08-25]
70%|██████▉ | 89/128 [00:21<00:09, 4.22it/s, 2023-09-02 → 2023-09-22]
71%|███████ | 91/128 [00:22<00:12, 3.03it/s, 2023-10-10 → 2023-10-28]
73%|███████▎ | 93/128 [00:24<00:13, 2.51it/s, 2023-11-07 → 2023-11-25]
73%|███████▎ | 94/128 [00:25<00:17, 1.97it/s, 2023-11-21 → 2023-12-09]
75%|███████▌ | 96/128 [00:25<00:11, 2.71it/s, 2023-12-19 → 2024-01-09]
76%|███████▌ | 97/128 [00:26<00:15, 1.99it/s, 2024-01-03 → 2024-01-23]
77%|███████▋ | 99/128 [00:26<00:10, 2.83it/s, 2024-01-31 → 2024-02-28]
78%|███████▊ | 100/128 [00:27<00:13, 2.03it/s, 2024-02-22 → 2024-03-13]
79%|███████▉ | 101/128 [00:28<00:16, 1.61it/s, 2024-03-07 → 2024-03-27]
80%|███████▉ | 102/128 [00:29<00:18, 1.38it/s, 2024-03-21 → 2024-04-12]
81%|████████▏ | 104/128 [00:29<00:11, 2.17it/s, 2024-04-20 → 2024-05-15]
83%|████████▎ | 106/128 [00:30<00:07, 3.12it/s, 2024-05-23 → 2024-06-13]
84%|████████▍ | 108/128 [00:30<00:04, 4.19it/s, 2024-06-21 → 2024-07-11]
85%|████████▌ | 109/128 [00:31<00:07, 2.51it/s, 2024-07-05 → 2024-07-25]
86%|████████▌ | 110/128 [00:32<00:09, 1.85it/s, 2024-07-19 → 2024-08-08]
87%|████████▋ | 111/128 [00:33<00:11, 1.50it/s, 2024-08-02 → 2024-08-22]
88%|████████▊ | 112/128 [00:34<00:12, 1.30it/s, 2024-08-16 → 2024-09-05]
88%|████████▊ | 113/128 [00:35<00:12, 1.19it/s, 2024-08-30 → 2024-09-21]
89%|████████▉ | 114/128 [00:36<00:12, 1.11it/s, 2024-09-13 → 2024-10-12]
91%|█████████ | 116/128 [00:36<00:06, 1.85it/s, 2024-10-22 → 2024-11-09]
92%|█████████▏| 118/128 [00:37<00:05, 1.81it/s, 2024-11-19 → 2024-12-07]
94%|█████████▍| 120/128 [00:38<00:04, 1.80it/s, 2024-12-17 → 2025-01-07]
95%|█████████▍| 121/128 [00:40<00:04, 1.53it/s, 2024-12-31 → 2025-01-21]
96%|█████████▌| 123/128 [00:40<00:02, 2.25it/s, 2025-02-06 → 2025-02-26]
98%|█████████▊| 125/128 [00:40<00:00, 3.13it/s, 2025-03-06 → 2025-03-26]
99%|█████████▉| 127/128 [00:40<00:00, 4.11it/s, 2025-04-03 → 2025-04-25]
100%|██████████| 128/128 [00:41<00:00, 2.50it/s, 2025-04-03 → 2025-04-25]
100%|██████████| 128/128 [00:41<00:00, 3.08it/s, 2025-04-03 → 2025-04-25]
2025-05-06 23:52:12 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:432 - [v6] 优化前的夏普率: 0.98852
2025-05-06 23:52:12 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:433 - [v6] 优化后的夏普率: 0.7946
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:13 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:14 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:14 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:16 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:18 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:18 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:19 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:19 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:20 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:20 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:21 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:22 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:23 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:23 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:23 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:24 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:24 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:25 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:26 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:27 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:28 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:28 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:29 | WARNING | func_backtester_hf:run_sig2pos:939 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:940: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:52:30 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:379 - daily_pnl_v7 开始优化成 daily_opt_v7
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 15, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
3%|▎ | 4/128 [00:02<01:04, 1.92it/s, 2020-03-07 → 2020-03-27]
4%|▍ | 5/128 [00:03<01:17, 1.58it/s, 2020-03-21 → 2020-04-11]
5%|▌ | 7/128 [00:03<00:48, 2.52it/s, 2020-04-21 → 2020-05-14]
7%|▋ | 9/128 [00:03<00:33, 3.58it/s, 2020-05-22 → 2020-06-11]
9%|▊ | 11/128 [00:03<00:24, 4.77it/s, 2020-06-19 → 2020-07-11]
10%|█ | 13/128 [00:03<00:19, 5.95it/s, 2020-07-21 → 2020-08-08]
12%|█▏ | 15/128 [00:03<00:15, 7.11it/s, 2020-08-18 → 2020-09-05]
13%|█▎ | 17/128 [00:04<00:29, 3.73it/s, 2020-09-15 → 2020-10-13]
15%|█▍ | 19/128 [00:05<00:22, 4.75it/s, 2020-10-21 → 2020-11-10]
16%|█▋ | 21/128 [00:05<00:18, 5.83it/s, 2020-11-18 → 2020-12-08]
18%|█▊ | 23/128 [00:05<00:15, 6.89it/s, 2020-12-16 → 2021-01-06]
20%|█▉ | 25/128 [00:05<00:12, 7.96it/s, 2021-01-14 → 2021-02-03]
22%|██▏ | 28/128 [00:06<00:21, 4.64it/s, 2021-03-04 → 2021-03-24]
23%|██▎ | 30/128 [00:06<00:17, 5.74it/s, 2021-04-01 → 2021-04-22]
25%|██▌ | 32/128 [00:06<00:13, 6.86it/s, 2021-04-30 → 2021-05-25]
27%|██▋ | 34/128 [00:08<00:24, 3.88it/s, 2021-06-02 → 2021-06-23]
29%|██▉ | 37/128 [00:08<00:16, 5.60it/s, 2021-07-15 → 2021-08-04]
30%|███ | 39/128 [00:09<00:23, 3.72it/s, 2021-08-12 → 2021-09-01]
31%|███▏ | 40/128 [00:10<00:34, 2.55it/s, 2021-08-26 → 2021-09-15]
33%|███▎ | 42/128 [00:10<00:25, 3.40it/s, 2021-09-25 → 2021-10-22]
34%|███▍ | 44/128 [00:10<00:19, 4.34it/s, 2021-10-30 → 2021-11-19]
36%|███▌ | 46/128 [00:11<00:27, 3.00it/s, 2021-11-27 → 2021-12-17]
37%|███▋ | 47/128 [00:12<00:37, 2.18it/s, 2021-12-11 → 2021-12-31]
38%|███▊ | 49/128 [00:12<00:26, 3.02it/s, 2022-01-11 → 2022-01-29]
40%|███▉ | 51/128 [00:14<00:31, 2.47it/s, 2022-02-15 → 2022-03-05]
41%|████▏ | 53/128 [00:14<00:22, 3.31it/s, 2022-03-15 → 2022-04-02]
43%|████▎ | 55/128 [00:15<00:27, 2.61it/s, 2022-04-14 → 2022-05-07]
45%|████▍ | 57/128 [00:15<00:20, 3.46it/s, 2022-05-17 → 2022-06-07]
46%|████▌ | 59/128 [00:15<00:15, 4.39it/s, 2022-06-15 → 2022-07-05]
47%|████▋ | 60/128 [00:16<00:26, 2.59it/s, 2022-06-29 → 2022-07-19]
48%|████▊ | 61/128 [00:17<00:34, 1.93it/s, 2022-07-13 → 2022-08-02]
49%|████▉ | 63/128 [00:17<00:23, 2.80it/s, 2022-08-10 → 2022-08-30]
51%|█████ | 65/128 [00:18<00:16, 3.79it/s, 2022-09-07 → 2022-09-28]
52%|█████▏ | 66/128 [00:19<00:25, 2.41it/s, 2022-09-22 → 2022-10-19]
53%|█████▎ | 68/128 [00:20<00:28, 2.13it/s, 2022-10-27 → 2022-11-16]
54%|█████▍ | 69/128 [00:21<00:34, 1.71it/s, 2022-11-10 → 2022-11-30]
55%|█████▌ | 71/128 [00:21<00:22, 2.51it/s, 2022-12-08 → 2022-12-28]
57%|█████▋ | 73/128 [00:22<00:25, 2.18it/s, 2023-01-06 → 2023-02-02]
59%|█████▊ | 75/128 [00:23<00:26, 2.03it/s, 2023-02-10 → 2023-03-02]
60%|██████ | 77/128 [00:23<00:18, 2.77it/s, 2023-03-10 → 2023-03-30]
62%|██████▏ | 79/128 [00:24<00:13, 3.65it/s, 2023-04-08 → 2023-04-28]
63%|██████▎ | 81/128 [00:24<00:10, 4.67it/s, 2023-05-11 → 2023-05-31]
64%|██████▍ | 82/128 [00:24<00:09, 5.10it/s, 2023-05-25 → 2023-06-14]
66%|██████▌ | 84/128 [00:24<00:06, 6.48it/s, 2023-06-22 → 2023-07-14]
67%|██████▋ | 86/128 [00:25<00:12, 3.43it/s, 2023-07-22 → 2023-08-11]
69%|██████▉ | 88/128 [00:25<00:08, 4.46it/s, 2023-08-19 → 2023-09-08]
70%|██████▉ | 89/128 [00:26<00:14, 2.65it/s, 2023-09-02 → 2023-09-22]
71%|███████ | 91/128 [00:28<00:16, 2.25it/s, 2023-10-10 → 2023-10-28]
73%|███████▎ | 93/128 [00:29<00:16, 2.08it/s, 2023-11-07 → 2023-11-25]
73%|███████▎ | 94/128 [00:30<00:19, 1.72it/s, 2023-11-21 → 2023-12-09]
75%|███████▌ | 96/128 [00:30<00:12, 2.47it/s, 2023-12-19 → 2024-01-09]
76%|███████▌ | 97/128 [00:31<00:16, 1.85it/s, 2024-01-03 → 2024-01-23]
77%|███████▋ | 99/128 [00:31<00:10, 2.77it/s, 2024-01-31 → 2024-02-28]
78%|███████▊ | 100/128 [00:32<00:13, 2.00it/s, 2024-02-22 → 2024-03-13]
79%|███████▉ | 101/128 [00:33<00:16, 1.61it/s, 2024-03-07 → 2024-03-27]
80%|███████▉ | 102/128 [00:34<00:18, 1.39it/s, 2024-03-21 → 2024-04-12]
81%|████████▏ | 104/128 [00:34<00:10, 2.19it/s, 2024-04-20 → 2024-05-15]
83%|████████▎ | 106/128 [00:34<00:07, 3.14it/s, 2024-05-23 → 2024-06-13]
84%|████████▍ | 108/128 [00:35<00:04, 4.22it/s, 2024-06-21 → 2024-07-11]
85%|████████▌ | 109/128 [00:36<00:07, 2.51it/s, 2024-07-05 → 2024-07-25]
86%|████████▌ | 110/128 [00:37<00:09, 1.84it/s, 2024-07-19 → 2024-08-08]
87%|████████▋ | 111/128 [00:38<00:11, 1.50it/s, 2024-08-02 → 2024-08-22]
88%|████████▊ | 112/128 [00:39<00:12, 1.31it/s, 2024-08-16 → 2024-09-05]
88%|████████▊ | 113/128 [00:40<00:12, 1.19it/s, 2024-08-30 → 2024-09-21]
89%|████████▉ | 114/128 [00:41<00:12, 1.11it/s, 2024-09-13 → 2024-10-12]
91%|█████████ | 116/128 [00:41<00:06, 1.80it/s, 2024-10-22 → 2024-11-09]
92%|█████████▏| 118/128 [00:42<00:05, 1.78it/s, 2024-11-19 → 2024-12-07]
94%|█████████▍| 120/128 [00:43<00:04, 1.77it/s, 2024-12-17 → 2025-01-07]
95%|█████████▍| 121/128 [00:44<00:04, 1.52it/s, 2024-12-31 → 2025-01-21]
96%|█████████▌| 123/128 [00:45<00:02, 2.24it/s, 2025-02-06 → 2025-02-26]
98%|█████████▊| 125/128 [00:45<00:00, 3.10it/s, 2025-03-06 → 2025-03-26]
99%|█████████▉| 127/128 [00:45<00:00, 4.05it/s, 2025-04-03 → 2025-04-25]
100%|██████████| 128/128 [00:46<00:00, 2.50it/s, 2025-04-03 → 2025-04-25]
100%|██████████| 128/128 [00:46<00:00, 2.75it/s, 2025-04-03 → 2025-04-25]
2025-05-06 23:53:16 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:432 - [v7] 优化前的夏普率: 1.03437
2025-05-06 23:53:16 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:433 - [v7] 优化后的夏普率: 0.54736
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:17 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:18 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:18 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:20 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:22 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:22 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:23 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:24 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:24 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:24 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:25 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:26 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:27 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:27 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:27 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:28 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:28 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:29 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:30 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:31 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:31 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:32 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:33 | WARNING | func_backtester_hf:run_sig2pos:978 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:979: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:53:33 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:379 - daily_pnl_v8 开始优化成 daily_opt_v8
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 15, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
4%|▍ | 5/128 [00:02<01:08, 1.78it/s, 2020-03-24 → 2020-04-14]
5%|▌ | 7/128 [00:02<00:45, 2.66it/s, 2020-04-22 → 2020-05-15]
7%|▋ | 9/128 [00:03<00:31, 3.78it/s, 2020-05-23 → 2020-06-12]
9%|▉ | 12/128 [00:03<00:20, 5.79it/s, 2020-07-08 → 2020-07-28]
12%|█▏ | 15/128 [00:03<00:14, 7.96it/s, 2020-08-19 → 2020-09-08]
13%|█▎ | 17/128 [00:04<00:24, 4.49it/s, 2020-09-16 → 2020-10-14]
15%|█▍ | 19/128 [00:04<00:19, 5.67it/s, 2020-10-22 → 2020-11-11]
16%|█▋ | 21/128 [00:04<00:15, 6.74it/s, 2020-11-19 → 2020-12-09]
18%|█▊ | 23/128 [00:04<00:13, 7.57it/s, 2020-12-17 → 2021-01-07]
20%|█▉ | 25/128 [00:04<00:12, 8.30it/s, 2021-01-15 → 2021-02-04]
21%|██ | 27/128 [00:05<00:11, 9.01it/s, 2021-02-19 → 2021-03-11]
23%|██▎ | 29/128 [00:06<00:23, 4.18it/s, 2021-03-19 → 2021-04-09]
24%|██▍ | 31/128 [00:06<00:18, 5.13it/s, 2021-04-17 → 2021-05-12]
25%|██▌ | 32/128 [00:07<00:32, 2.92it/s, 2021-05-01 → 2021-05-26]
26%|██▌ | 33/128 [00:08<00:44, 2.13it/s, 2021-05-20 → 2021-06-09]
27%|██▋ | 34/128 [00:09<00:54, 1.71it/s, 2021-06-03 → 2021-06-24]
28%|██▊ | 36/128 [00:09<00:34, 2.64it/s, 2021-07-02 → 2021-07-22]
30%|██▉ | 38/128 [00:09<00:23, 3.78it/s, 2021-07-30 → 2021-08-19]
31%|███▏ | 40/128 [00:11<00:44, 1.98it/s, 2021-08-27 → 2021-09-16]
34%|███▎ | 43/128 [00:11<00:26, 3.18it/s, 2021-10-19 → 2021-11-06]
35%|███▌ | 45/128 [00:11<00:19, 4.17it/s, 2021-11-16 → 2021-12-04]
37%|███▋ | 47/128 [00:12<00:25, 3.12it/s, 2021-12-14 → 2022-01-01]
39%|███▉ | 50/128 [00:12<00:16, 4.62it/s, 2022-01-26 → 2022-02-22]
41%|████ | 52/128 [00:13<00:13, 5.79it/s, 2022-03-02 → 2022-03-22]
43%|████▎ | 55/128 [00:14<00:17, 4.17it/s, 2022-04-15 → 2022-05-10]
45%|████▍ | 57/128 [00:14<00:13, 5.21it/s, 2022-05-18 → 2022-06-08]
46%|████▌ | 59/128 [00:14<00:10, 6.48it/s, 2022-06-16 → 2022-07-06]
48%|████▊ | 61/128 [00:16<00:25, 2.61it/s, 2022-07-14 → 2022-08-03]
49%|████▉ | 63/128 [00:16<00:19, 3.34it/s, 2022-08-11 → 2022-08-31]
51%|█████ | 65/128 [00:16<00:14, 4.39it/s, 2022-09-08 → 2022-09-29]
52%|█████▏ | 67/128 [00:17<00:19, 3.19it/s, 2022-10-14 → 2022-11-03]
54%|█████▍ | 69/128 [00:19<00:29, 1.97it/s, 2022-11-11 → 2022-12-01]
55%|█████▌ | 71/128 [00:19<00:21, 2.67it/s, 2022-12-09 → 2022-12-29]
57%|█████▋ | 73/128 [00:21<00:26, 2.06it/s, 2023-01-07 → 2023-02-03]
59%|█████▊ | 75/128 [00:22<00:26, 2.00it/s, 2023-02-11 → 2023-03-03]
60%|██████ | 77/128 [00:22<00:18, 2.74it/s, 2023-03-11 → 2023-03-31]
62%|██████▏ | 79/128 [00:22<00:13, 3.68it/s, 2023-04-11 → 2023-04-29]
64%|██████▍ | 82/128 [00:23<00:14, 3.24it/s, 2023-05-26 → 2023-06-15]
65%|██████▍ | 83/128 [00:23<00:12, 3.58it/s, 2023-06-09 → 2023-07-01]
66%|██████▋ | 85/128 [00:23<00:09, 4.78it/s, 2023-07-11 → 2023-07-29]
69%|██████▉ | 88/128 [00:23<00:05, 6.87it/s, 2023-08-22 → 2023-09-09]
70%|███████ | 90/128 [00:25<00:14, 2.63it/s, 2023-09-19 → 2023-10-17]
72%|███████▏ | 92/128 [00:26<00:10, 3.48it/s, 2023-10-25 → 2023-11-14]
73%|███████▎ | 94/128 [00:27<00:12, 2.82it/s, 2023-11-22 → 2023-12-12]
74%|███████▍ | 95/128 [00:28<00:15, 2.16it/s, 2023-12-06 → 2023-12-26]
76%|███████▌ | 97/128 [00:29<00:15, 2.06it/s, 2024-01-04 → 2024-01-24]
78%|███████▊ | 100/128 [00:29<00:08, 3.27it/s, 2024-02-23 → 2024-03-14]
79%|███████▉ | 101/128 [00:30<00:11, 2.38it/s, 2024-03-08 → 2024-03-28]
80%|████████ | 103/128 [00:30<00:07, 3.22it/s, 2024-04-09 → 2024-04-27]
82%|████████▏ | 105/128 [00:30<00:05, 4.35it/s, 2024-05-10 → 2024-05-30]
84%|████████▍ | 108/128 [00:30<00:03, 6.38it/s, 2024-06-22 → 2024-07-12]
86%|████████▌ | 110/128 [00:31<00:04, 3.83it/s, 2024-07-20 → 2024-08-09]
88%|████████▊ | 112/128 [00:33<00:05, 2.68it/s, 2024-08-17 → 2024-09-06]
88%|████████▊ | 113/128 [00:34<00:07, 2.06it/s, 2024-08-31 → 2024-09-24]
90%|████████▉ | 115/128 [00:34<00:04, 2.89it/s, 2024-10-09 → 2024-10-29]
91%|█████████▏| 117/128 [00:34<00:02, 3.95it/s, 2024-11-06 → 2024-11-26]
93%|█████████▎| 119/128 [00:34<00:01, 5.05it/s, 2024-12-04 → 2024-12-24]
95%|█████████▍| 121/128 [00:36<00:03, 2.19it/s, 2025-01-01 → 2025-01-22]
96%|█████████▌| 123/128 [00:36<00:01, 2.91it/s, 2025-02-07 → 2025-02-27]
98%|█████████▊| 125/128 [00:36<00:00, 3.75it/s, 2025-03-07 → 2025-03-27]
99%|█████████▉| 127/128 [00:37<00:00, 4.53it/s, 2025-04-04 → 2025-04-26]
100%|██████████| 128/128 [00:38<00:00, 2.72it/s, 2025-04-04 → 2025-04-26]
100%|██████████| 128/128 [00:38<00:00, 3.35it/s, 2025-04-04 → 2025-04-26]
2025-05-06 23:54:12 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:432 - [v8] 优化前的夏普率: 0.74471
2025-05-06 23:54:12 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:433 - [v8] 优化后的夏普率: 0.40708
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:13 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:13 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:14 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:15 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:18 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:18 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:18 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:19 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:20 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:20 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:21 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:22 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:22 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:23 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:23 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:24 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:24 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:25 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:26 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:27 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:27 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:28 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:29 | WARNING | func_backtester_hf:run_sig2pos:1019 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1020: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:54:29 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:379 - daily_pnl_v9 开始优化成 daily_opt_v9
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 15, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
4%|▍ | 5/128 [00:02<01:11, 1.73it/s, 2020-03-21 → 2020-04-11]
6%|▋ | 8/128 [00:03<00:40, 2.99it/s, 2020-05-08 → 2020-05-28]
8%|▊ | 10/128 [00:03<00:29, 4.04it/s, 2020-06-05 → 2020-06-25]
10%|█ | 13/128 [00:03<00:19, 5.86it/s, 2020-07-21 → 2020-08-08]
12%|█▏ | 15/128 [00:03<00:15, 7.20it/s, 2020-08-18 → 2020-09-05]
13%|█▎ | 17/128 [00:04<00:26, 4.15it/s, 2020-09-15 → 2020-10-13]
15%|█▍ | 19/128 [00:04<00:20, 5.31it/s, 2020-10-21 → 2020-11-10]
17%|█▋ | 22/128 [00:04<00:14, 7.34it/s, 2020-12-02 → 2020-12-22]
19%|█▉ | 24/128 [00:04<00:11, 8.82it/s, 2020-12-30 → 2021-01-20]
20%|██ | 26/128 [00:04<00:09, 10.42it/s, 2021-01-28 → 2021-02-24]
22%|██▏ | 28/128 [00:05<00:21, 4.73it/s, 2021-03-04 → 2021-03-24]
23%|██▎ | 30/128 [00:06<00:16, 6.03it/s, 2021-04-01 → 2021-04-22]
25%|██▌ | 32/128 [00:06<00:12, 7.53it/s, 2021-04-30 → 2021-05-25]
27%|██▋ | 34/128 [00:08<00:37, 2.48it/s, 2021-06-02 → 2021-06-23]
28%|██▊ | 36/128 [00:08<00:27, 3.35it/s, 2021-07-01 → 2021-07-21]
30%|██▉ | 38/128 [00:08<00:20, 4.41it/s, 2021-07-29 → 2021-08-18]
31%|███▏ | 40/128 [00:10<00:40, 2.20it/s, 2021-08-26 → 2021-09-15]
33%|███▎ | 42/128 [00:10<00:28, 2.99it/s, 2021-09-25 → 2021-10-22]
34%|███▍ | 44/128 [00:10<00:20, 4.00it/s, 2021-10-30 → 2021-11-19]
36%|███▌ | 46/128 [00:11<00:27, 3.02it/s, 2021-11-27 → 2021-12-17]
38%|███▊ | 48/128 [00:12<00:31, 2.57it/s, 2021-12-25 → 2022-01-15]
40%|███▉ | 51/128 [00:13<00:29, 2.64it/s, 2022-02-15 → 2022-03-05]
41%|████▏ | 53/128 [00:13<00:22, 3.34it/s, 2022-03-15 → 2022-04-02]
43%|████▎ | 55/128 [00:14<00:18, 4.05it/s, 2022-04-14 → 2022-05-07]
45%|████▍ | 57/128 [00:14<00:14, 5.00it/s, 2022-05-17 → 2022-06-07]
46%|████▌ | 59/128 [00:14<00:11, 5.85it/s, 2022-06-15 → 2022-07-05]
47%|████▋ | 60/128 [00:15<00:21, 3.13it/s, 2022-06-29 → 2022-07-19]
48%|████▊ | 61/128 [00:16<00:31, 2.14it/s, 2022-07-13 → 2022-08-02]
49%|████▉ | 63/128 [00:16<00:20, 3.15it/s, 2022-08-10 → 2022-08-30]
52%|█████▏ | 66/128 [00:17<00:20, 2.98it/s, 2022-09-22 → 2022-10-19]
53%|█████▎ | 68/128 [00:18<00:23, 2.55it/s, 2022-10-27 → 2022-11-16]
54%|█████▍ | 69/128 [00:19<00:29, 2.02it/s, 2022-11-10 → 2022-11-30]
56%|█████▋ | 72/128 [00:20<00:17, 3.27it/s, 2022-12-22 → 2023-01-12]
57%|█████▋ | 73/128 [00:21<00:23, 2.37it/s, 2023-01-06 → 2023-02-02]
59%|█████▊ | 75/128 [00:22<00:24, 2.19it/s, 2023-02-10 → 2023-03-02]
61%|██████ | 78/128 [00:22<00:14, 3.48it/s, 2023-03-24 → 2023-04-14]
63%|██████▎ | 81/128 [00:22<00:09, 5.04it/s, 2023-05-11 → 2023-05-31]
66%|██████▌ | 84/128 [00:22<00:06, 6.84it/s, 2023-06-22 → 2023-07-14]
67%|██████▋ | 86/128 [00:22<00:05, 7.96it/s, 2023-07-22 → 2023-08-11]
70%|██████▉ | 89/128 [00:23<00:08, 4.80it/s, 2023-09-02 → 2023-09-22]
71%|███████ | 91/128 [00:24<00:10, 3.49it/s, 2023-10-10 → 2023-10-28]
73%|███████▎ | 93/128 [00:25<00:12, 2.88it/s, 2023-11-07 → 2023-11-25]
73%|███████▎ | 94/128 [00:25<00:10, 3.18it/s, 2023-11-21 → 2023-12-09]
76%|███████▌ | 97/128 [00:27<00:10, 3.00it/s, 2024-01-03 → 2024-01-23]
78%|███████▊ | 100/128 [00:28<00:09, 2.91it/s, 2024-02-22 → 2024-03-13]
79%|███████▉ | 101/128 [00:29<00:11, 2.26it/s, 2024-03-07 → 2024-03-27]
80%|███████▉ | 102/128 [00:30<00:14, 1.85it/s, 2024-03-21 → 2024-04-12]
82%|████████▏ | 105/128 [00:30<00:07, 3.04it/s, 2024-05-09 → 2024-05-29]
84%|████████▍ | 108/128 [00:30<00:04, 4.50it/s, 2024-06-21 → 2024-07-11]
86%|████████▌ | 110/128 [00:32<00:07, 2.33it/s, 2024-07-19 → 2024-08-08]
87%|████████▋ | 111/128 [00:33<00:08, 1.93it/s, 2024-08-02 → 2024-08-22]
88%|████████▊ | 112/128 [00:34<00:09, 1.64it/s, 2024-08-16 → 2024-09-05]
88%|████████▊ | 113/128 [00:35<00:10, 1.45it/s, 2024-08-30 → 2024-09-21]
89%|████████▉ | 114/128 [00:36<00:10, 1.31it/s, 2024-09-13 → 2024-10-12]
91%|█████████ | 116/128 [00:36<00:05, 2.07it/s, 2024-10-22 → 2024-11-09]
92%|█████████▏| 118/128 [00:37<00:04, 2.01it/s, 2024-11-19 → 2024-12-07]
94%|█████████▍| 120/128 [00:38<00:04, 1.98it/s, 2024-12-17 → 2025-01-07]
95%|█████████▍| 121/128 [00:39<00:04, 1.66it/s, 2024-12-31 → 2025-01-21]
97%|█████████▋| 124/128 [00:39<00:01, 2.86it/s, 2025-02-20 → 2025-03-12]
98%|█████████▊| 126/128 [00:39<00:00, 3.85it/s, 2025-03-20 → 2025-04-10]
100%|██████████| 128/128 [00:40<00:00, 2.94it/s, 2025-04-03 → 2025-04-25]
100%|██████████| 128/128 [00:40<00:00, 3.13it/s, 2025-04-03 → 2025-04-25]
2025-05-06 23:55:11 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:432 - [v9] 优化前的夏普率: 1.01065
2025-05-06 23:55:11 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:433 - [v9] 优化后的夏普率: 0.68166
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:11 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:12 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:13 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:14 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:17 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:17 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:17 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:18 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:19 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:19 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:20 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:21 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:21 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:22 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:22 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:22 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:23 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:24 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:24 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:26 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:26 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:27 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
2025-05-06 23:55:28 | WARNING | func_backtester_hf:run_sig2pos:1060 - The given signal has NaN. Will use 0 to fill
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
/root/project/auto/auto/functions/func_backtester_hf.py:1061: SettingWithCopyWarning:
A value is trying to be set on a copy of a slice from a DataFrame
See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
signal.fillna(0, inplace=True)
[2025-05-06 23:55:30,891][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:30,892][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:30,899][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:30,900][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:30,907][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:30,908][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:34,573][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:34,574][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:34,581][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:34,582][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:34,589][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
[2025-05-06 23:55:34,590][matplotlib.category][INFO] - Using categorical units to plot a list of strings that are all parsable as floats or dates. If these strings should be plotted as numbers, cast to the appropriate data type before plotting.
2025-05-06 23:55:43 | INFO | metric_online:run_with_hydra:1008 - {'action': 'parallel_done', 'success_count': 1, 'fail_count': 0}