2025-06-02 19:06:15 | WARNING | dataFuture:get_latest_valid_dir:99 - 使用的数据目录日期(2025-05-30)不是今天(2025-06-02)，可能不是最新数据
生成的参数组合数量：18
2025-06-02 19:06:18 | 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}}}
2025-06-02 19:06:19 | INFO | metric_online:run_with_hydra:889 - Total tasks generated: 1
2025-06-02 19:06:19 | INFO | metric_online:run_with_hydra:902 - Starting parallel execution with n_jobs=1...
2025-06-02 19:06:26 | INFO | metric_online:main2:781 - save train test done /root/data/Research1//feature/finalcomd//B8Wstats250412/B8Wstats250412_0--combo52
2025-06-02 19:08:32 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:32 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:33 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:35 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:37 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:39 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:41 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:41 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:42 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:42 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:43 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:43 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:44 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:44 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:44 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:45 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:46 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:46 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:47 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:47 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:47 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:48 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:49 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:50 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:51 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:52 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:53 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:53 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:54 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:54 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:55 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:55 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:56 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:56 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:57 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:57 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:58 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:59 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:59 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:08:59 | 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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2025-06-02 19:19:48 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v7] 优化前的夏普率: 1.04248
2025-06-02 19:19:48 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v7] 优化后的夏普率: 0.71254
2025-06-02 19:19:49 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:49 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:50 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:52 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:53 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:54 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:55 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:55 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:55 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:56 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:57 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:57 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:58 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:19:59 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:00 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:00 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:00 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:01 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:02 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:02 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:03 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:04 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:20:04 | 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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2025-06-02 19:30:49 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v8] 优化前的夏普率: 0.76457
2025-06-02 19:30:49 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v8] 优化后的夏普率: 0.96367
2025-06-02 19:30:50 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:50 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:51 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:54 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:55 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:55 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:56 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:56 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:57 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:58 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:58 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:30:58 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:00 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:01 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:01 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:01 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:02 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:03 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:03 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:04 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:05 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-02 19:31:05 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
[2025-06-02 19:31:06,902][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.
[2025-06-02 19:31:06,903][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.
[2025-06-02 19:31:06,911][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.
[2025-06-02 19:31:06,912][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.
[2025-06-02 19:31:06,919][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.
[2025-06-02 19:31:06,920][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.
[2025-06-02 19:31:08,885][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.
[2025-06-02 19:31:08,886][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.
[2025-06-02 19:31:08,894][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.
[2025-06-02 19:31:08,895][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.
[2025-06-02 19:31:08,903][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.
[2025-06-02 19:31:08,904][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.
[2025-06-02 19:31:10,714][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.
[2025-06-02 19:31:10,715][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.
[2025-06-02 19:31:10,722][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.
[2025-06-02 19:31:10,723][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.
[2025-06-02 19:31:10,730][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.
[2025-06-02 19:31:10,731][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.
2025-06-02 19:31:14 | INFO | metric_online:run_with_hydra:919 - {'action': 'parallel_done', 'success_count': 1, 'fail_count': 0}
2025-06-02 19:31:14 | INFO | metric_online:run_with_hydra:924 - {'action': 'success', 'description': 'metric_online 完成'}