2025-06-04 19:08:01 | WARNING | dataFuture:get_latest_valid_dir:99 - 使用的数据目录日期(2025-06-03)不是今天(2025-06-04)，可能不是最新数据
生成的参数组合数量：18
2025-06-04 19:08:05 | 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}}}
2025-06-04 19:08:05 | INFO | metric_online:run_with_hydra:889 - Total tasks generated: 1
2025-06-04 19:08:05 | INFO | metric_online:run_with_hydra:902 - Starting parallel execution with n_jobs=1...
2025-06-04 19:08:12 | INFO | metric_online:main2:781 - save train test done /root/data/Research1//feature/finalcomd//B8Wstats250412/B8Wstats250412_0--combo52
2025-06-04 19:10:20 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:20 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:21 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:22 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:23 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:24 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:24 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:24 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:27 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:28 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:28 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:28 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:29 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:29 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:30 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:30 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:33 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:33 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:34 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:34 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:35 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:35 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:35 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:36 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:36 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:38 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:39 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:39 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:40 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:40 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:41 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:41 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:42 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:42 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:44 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:44 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:44 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:45 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:45 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:45 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:47 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:47 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:47 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:10:48 | 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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2025-06-04 19:21:36 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v7] 优化前的夏普率: 1.04248
2025-06-04 19:21:36 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v7] 优化后的夏普率: 0.71254
2025-06-04 19:21:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:37 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:39 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:41 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:41 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:42 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:42 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:44 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:44 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:45 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:45 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:46 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:47 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:47 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:48 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:48 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:49 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:50 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:50 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:51 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:52 | WARNING | func_backtester_hf:run_sig2pos:979 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:21:52 | 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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2025-06-04 19:32:36 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:463 - [v8] 优化前的夏普率: 0.76457
2025-06-04 19:32:36 | INFO | metric_online:run_optimize_portfolio_new_with_sector_constraints:464 - [v8] 优化后的夏普率: 0.96367
2025-06-04 19:32:37 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:37 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:38 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:39 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:41 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:41 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:42 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:42 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:44 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:44 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:45 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:45 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:46 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:47 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:47 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:48 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:49 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:49 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:50 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:50 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:51 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
2025-06-04 19:32:52 | WARNING | func_backtester_hf:run_sig2pos:1020 - The given signal has NaN. Will use 0 to fill
[2025-06-04 19:32:53,946][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.
[2025-06-04 19:32:53,947][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.
[2025-06-04 19:32:53,955][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.
[2025-06-04 19:32:53,956][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.
[2025-06-04 19:32:53,963][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.
[2025-06-04 19:32:53,964][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.
[2025-06-04 19:32:55,942][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.
[2025-06-04 19:32:55,943][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.
[2025-06-04 19:32:55,951][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.
[2025-06-04 19:32:55,952][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.
[2025-06-04 19:32:55,959][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.
[2025-06-04 19:32:55,960][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.
[2025-06-04 19:32:57,779][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.
[2025-06-04 19:32:57,780][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.
[2025-06-04 19:32:57,787][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.
[2025-06-04 19:32:57,788][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.
[2025-06-04 19:32:57,795][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.
[2025-06-04 19:32:57,796][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.
2025-06-04 19:33:01 | INFO | metric_online:run_with_hydra:919 - {'action': 'parallel_done', 'success_count': 1, 'fail_count': 0}
2025-06-04 19:33:01 | INFO | metric_online:run_with_hydra:924 - {'action': 'success', 'description': 'metric_online 完成'}