2025-05-20 12:15:55 | WARNING | dataFuture:get_latest_valid_dir:99 - 使用的数据目录日期(2025-05-19)不是今天(2025-05-20)，可能不是最新数据
生成的参数组合数量：18
2025-05-20 12:15:59 | INFO | metric_online:run_with_hydra:842 - {'envs': {'env': {'mode': 'prod', 'enable_monitor': False, 'n_jobs': 1}, 'incremental': {'enabled': True, 'lookback_days': 20, 'start_date': None, 'end_date': 'today'}, 'run': {'n_jobs': 1, 'retry_times': 3, 'retry_delay': 2}, 'shard': {'num_shards': 1, 'shard_id': 0}}}
2025-05-20 12:15:59 | INFO | metric_online:run_with_hydra:889 - Total tasks generated: 1
2025-05-20 12:15:59 | INFO | metric_online:run_with_hydra:902 - Starting parallel execution with n_jobs=1...
2025-05-20 12:16:06 | INFO | metric_online:main2:781 - save train test done /root/data/Research1//feature/finalcomd//B8Wstats250412/B8Wstats250412_0--combo52
2025-05-20 12:18:15 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:15 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:16 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:17 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:17 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:17 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:18 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:18 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:21 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:22 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:22 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:22 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:24 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:25 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:26 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:26 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:27 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:27 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:28 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:28 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:29 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:30 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:31 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:31 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:32 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:32 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:32 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:33 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:33 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:34 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:34 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:35 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:36 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:36 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:36 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:38 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:40 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:40 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:41 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:41 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:42 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:18:42 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 256, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
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2025-05-20 12:29:25 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v7] 优化前的夏普率: 1.02791
2025-05-20 12:29:25 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v7] 优化后的夏普率: 0.65947
2025-05-20 12:29:26 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:27 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:27 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:28 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:30 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:30 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:31 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:32 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:33 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:35 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:35 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:36 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:36 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:38 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:38 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:40 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:41 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:29:41 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 256, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
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2025-05-20 12:40:21 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v8] 优化前的夏普率: 0.73291
2025-05-20 12:40:21 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v8] 优化后的夏普率: 0.93236
2025-05-20 12:40:21 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:22 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:22 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:23 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:25 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:25 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:26 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:27 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:28 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:29 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:29 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:30 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:30 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:32 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:34 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:35 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:36 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 12:40:36 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
[2025-05-20 13:07:20,021][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.
[2025-05-20 13:07:20,022][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.
[2025-05-20 13:07:20,030][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.
[2025-05-20 13:07:20,031][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.
[2025-05-20 13:07:20,038][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.
[2025-05-20 13:07:20,039][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.
[2025-05-20 13:07:21,985][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.
[2025-05-20 13:07:21,986][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.
[2025-05-20 13:07:21,994][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.
[2025-05-20 13:07:21,995][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.
[2025-05-20 13:07:22,002][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.
[2025-05-20 13:07:22,003][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.
[2025-05-20 13:07:23,777][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.
[2025-05-20 13:07:23,778][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.
[2025-05-20 13:07:23,785][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.
[2025-05-20 13:07:23,786][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.
[2025-05-20 13:07:23,793][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.
[2025-05-20 13:07:23,794][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.
2025-05-20 13:07:27 | INFO | metric_online:run_with_hydra:919 - {'action': 'parallel_done', 'success_count': 1, 'fail_count': 0}
2025-05-20 13:07:27 | INFO | metric_online:run_with_hydra:924 - {'action': 'success', 'description': 'metric_online 完成'}
生成的参数组合数量：18
2025-05-20 19:08:27 | INFO | metric_online:run_with_hydra:842 - {'envs': {'env': {'mode': 'prod', 'enable_monitor': False, 'n_jobs': 1}, 'incremental': {'enabled': True, 'lookback_days': 20, 'start_date': None, 'end_date': 'today'}, 'run': {'n_jobs': 1, 'retry_times': 3, 'retry_delay': 2}, 'shard': {'num_shards': 1, 'shard_id': 0}}}
2025-05-20 19:08:27 | INFO | metric_online:run_with_hydra:889 - Total tasks generated: 1
2025-05-20 19:08:27 | INFO | metric_online:run_with_hydra:902 - Starting parallel execution with n_jobs=1...
2025-05-20 19:08:34 | INFO | metric_online:main2:781 - save train test done /root/data/Research1//feature/finalcomd//B8Wstats250412/B8Wstats250412_0--combo52
2025-05-20 19:10:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:39 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:40 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:40 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:41 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:43 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:43 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:46 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:47 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:47 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:47 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:49 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:49 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:49 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:50 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:51 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:52 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:53 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:53 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:55 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:55 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:56 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:56 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:56 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:57 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:57 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:58 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:59 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:10:59 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:00 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:00 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:00 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:01 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:02 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:02 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:03 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:03 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:04 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:04 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:04 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:05 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:05 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:11:05 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 256, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
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2025-05-20 19:21:52 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v7] 优化前的夏普率: 1.02791
2025-05-20 19:21:52 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v7] 优化后的夏普率: 0.65947
2025-05-20 19:21:53 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:21:53 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:21:54 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:21:55 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:21:57 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:21:58 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:21:59 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:21:59 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:00 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:01 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:01 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:02 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:03 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:03 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:04 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:05 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:05 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:06 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:06 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:07 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:07 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:08 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:22:08 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
{'obj': 'Sharpe', 'rm': 'MDD', 'model': 'Classic', 'method_mu': 'hist', 'method_cov': 'hist', 'linkage': 'single', 'leaf_order': True, 'codependence': 'pearson', 'lookback_period': 256, 'every': 10, 'nea': 5, 'split_every': False, 'normalize_every': False}
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2025-05-20 19:32:49 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v8] 优化前的夏普率: 0.73291
2025-05-20 19:32:49 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v8] 优化后的夏普率: 0.93236
2025-05-20 19:32:49 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:50 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:51 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:54 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:54 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:55 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:56 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:57 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:57 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:58 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:59 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:32:59 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:00 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:00 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:01 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:02 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:02 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:03 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:04 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:04 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:04 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-20 19:33:05 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
[2025-05-20 19:33:06,924][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.
[2025-05-20 19:33:06,925][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.
[2025-05-20 19:33:06,933][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.
[2025-05-20 19:33:06,934][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.
[2025-05-20 19:33:06,941][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.
[2025-05-20 19:33:06,942][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.
[2025-05-20 19:33:08,902][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.
[2025-05-20 19:33:08,904][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.
[2025-05-20 19:33:08,912][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.
[2025-05-20 19:33:08,913][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.
[2025-05-20 19:33:08,920][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.
[2025-05-20 19:33:08,921][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.
[2025-05-20 19:33:10,747][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.
[2025-05-20 19:33:10,751][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.
[2025-05-20 19:33:10,759][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.
[2025-05-20 19:33:10,760][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.
[2025-05-20 19:33:10,767][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.
[2025-05-20 19:33:10,768][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.
2025-05-20 19:33:14 | INFO | metric_online:run_with_hydra:919 - {'action': 'parallel_done', 'success_count': 1, 'fail_count': 0}
2025-05-20 19:33:14 | INFO | metric_online:run_with_hydra:924 - {'action': 'success', 'description': 'metric_online 完成'}