2025-05-23 19:07:51 | WARNING | dataFuture:get_latest_valid_dir:99 - 使用的数据目录日期(2025-05-22)不是今天(2025-05-23)，可能不是最新数据
生成的参数组合数量：18
2025-05-23 19:07:55 | 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}}}
2025-05-23 19:07:55 | INFO | metric_online:run_with_hydra:889 - Total tasks generated: 1
2025-05-23 19:07:55 | INFO | metric_online:run_with_hydra:902 - Starting parallel execution with n_jobs=1...
2025-05-23 19:08:02 | INFO | metric_online:main2:781 - save train test done /root/data/Research1//feature/finalcomd//B8Wstats250412/B8Wstats250412_0--combo52
2025-05-23 19:10:10 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:11 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:11 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:11 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:15 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:15 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:16 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:16 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:17 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:17 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:19 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:19 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:21 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:21 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:21 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:22 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:22 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:23 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:23 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:23 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:24 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:25 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:26 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:26 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:26 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:27 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:28 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:28 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:28 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:29 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:29 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:29 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:30 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:30 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:30 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:31 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:32 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:34 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:35 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:36 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:10:38 | 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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2025-05-23 19:21:24 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v7] 优化前的夏普率: 1.02791
2025-05-23 19:21:24 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v7] 优化后的夏普率: 0.65947
2025-05-23 19:21:24 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:25 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:27 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:27 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:28 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:29 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:30 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:31 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:31 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:32 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:33 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:33 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:35 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:35 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:36 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:36 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:36 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:38 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:21:40 | 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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2025-05-23 19:32:21 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v8] 优化前的夏普率: 0.73291
2025-05-23 19:32:21 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v8] 优化后的夏普率: 0.93236
2025-05-23 19:32:21 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:22 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:24 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:24 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:25 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:26 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:27 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:28 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:28 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:29 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:30 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:30 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:31 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:32 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:32 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:34 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:35 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:36 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-05-23 19:32:37 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
[2025-05-23 19:32:38,612][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.
[2025-05-23 19:32:38,613][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.
[2025-05-23 19:32:38,621][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.
[2025-05-23 19:32:38,622][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.
[2025-05-23 19:32:38,629][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.
[2025-05-23 19:32:38,629][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.
[2025-05-23 19:32:40,574][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.
[2025-05-23 19:32:40,575][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.
[2025-05-23 19:32:40,583][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.
[2025-05-23 19:32:40,584][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.
[2025-05-23 19:32:40,590][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.
[2025-05-23 19:32:40,591][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.
[2025-05-23 19:32:42,354][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.
[2025-05-23 19:32:42,355][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.
[2025-05-23 19:32:42,362][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.
[2025-05-23 19:32:42,363][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.
[2025-05-23 19:32:42,370][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.
[2025-05-23 19:32:42,371][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.
2025-05-23 19:32:45 | INFO | metric_online:run_with_hydra:919 - {'action': 'parallel_done', 'success_count': 1, 'fail_count': 0}
2025-05-23 19:32:45 | INFO | metric_online:run_with_hydra:924 - {'action': 'success', 'description': 'metric_online 完成'}