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~~> Test: 100%|█████████████████████████████████████████████████████████████████| 2/2 [00:00<00:00, 21.61it/s, 2.48251]
RET = -24.25% / MEAN = -12.61% / PLAN = 33.23% / STD = 17.41% / DD = 9.13% / POS = 5 / MAX = 34.61%
LLH worst difference: median - -0.0382, upper - -0.0049, max - 0.0656
RET worst difference: median - -0.4175, upper - 0.2462, max - 0.9418
Traceback (most recent call last):
File "/Users/usr/miniconda3/lib/python3.9/runpy.py", line 197, in _run_module_as_main
return _run_code(code, main_globals, None,
File "/Users/usr/miniconda3/lib/python3.9/runpy.py", line 87, in _run_code
exec(code, run_globals)
File "/Users/usr/poptimizer/poptimizer/main.py", line 46, in
app(prog_name="poptimizer")
File "/Users/usr/.local/lib/python3.9/site-packages/typer/main.py", line 214, in call
return get_command(self)(*args, **kwargs)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1128, in call
return self.main(*args, **kwargs)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1053, in main
rv = self.invoke(ctx)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1659, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1395, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 754, in invoke
return __callback(*args, **kwargs)
File "/Users/usr/.local/lib/python3.9/site-packages/typer/main.py", line 500, in wrapper
return callback(**use_params) # type: ignore
File "/Users/usr/poptimizer/poptimizer/main.py", line 17, in evolve
ev.evolve()
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 64, in evolve
current = self._step(current)
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 117, in _step
if (hunter_margin := self._eval_organism(hunter)) is None:
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 183, in _eval_organism
return self._get_margin(organism)
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 215, in _get_margin
time_delta = _time_delta(org)
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 228, in _time_delta
max_timer = max(doc["timer"] for doc in population.base_pop_metrics())
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 228, in
max_timer = max(doc["timer"] for doc in population.base_pop_metrics())
KeyError: 'timer'
The text was updated successfully, but these errors were encountered:
Не запускается evolve после ночного обновления данных. Перезагрузка компьютера не помогла.
(base) usr@macbookpro poptimizer % python3 -m poptimizer evolve
{'P_VALUE': 0.05, 'FORECAST_DAYS': 21, 'HISTORY_DAYS_MIN': 63, 'TARGET_POPULATION': 100, 'START_EVOLVE_HOUR': 1, 'STOP_EVOLVE_HOUR': 1, 'COSTS': 0.025, 'MARKET_IMPACT_FACTOR': 1, 'OPTIMIZER': 'hmean'}
DateCheckRequired(timestamp=datetime.datetime(2022, 1, 21, 7, 42, 54, 441795))
DateCheckRequired(timestamp=datetime.datetime(2022, 1, 21, 7, 42, 54, 857282))
2022-01-20: Шаг эволюции — 1
LLH - (2.2584, 2.5542, 2.6298)
RET - (-0.3664, 0.1511, 1.4129)
Организмов - 315 / Максимум оценок - 47 / Поколений - 46
Scale - 100.00% / Jump - 100.00%
Родитель:
LLH — 2.3963: 2.3901, 2.6493, 2.6055, 2.5613, 2.5048, 2.7029, 2.7147, 2.6704, 2.6321, 2.5576, 2.6209, 2.5343, 2.4712, 2.5926, 2.6181, 2.3990, 2.5223, 2.5368, 2.5439, 2.2595, 2.3036, 2.2998, 1.8157, 1.6775, 1.6825, 2.2263, 2.0741, 2.2370, 2.3936, 2.1730, 2.2580, 2.4198, 2.2640, 2.2981, 2.3188, 2.0094, 2.2812, 2.3129, 2.4277, 2.1300, 2.2505, 2.3495, 2.5247, 2.4868
RET — 0.2492: -0.7723, -0.4505, -0.4916, 0.6591, 0.9796, -0.3230, 0.1437, -0.6328, 1.3425, 0.4985, 0.8764, -0.2682, -0.5779, 0.2591, 0.4496, -0.3588, -0.1654, 0.0780, 0.2898, -0.2750, 0.1712, -0.6531, -0.1056, -1.0902, -0.2169, -0.3889, -0.5889, 0.1422, 0.8783, 0.0086, 1.3413, 1.4211, 1.2323, 1.1356, 1.2360, 0.2829, 0.2394, 1.7225, 1.2317, 1.1361, 2.2526, 1.4470, 2.1715, 1.9925
Timer — 0:00:49 / Scores - 44
Data: {'batch_size': 134.93720982008335, 'history_days': 95.15098732309566, 'ticker_on': 0.278420801448794, 'day_of_year_on': 1.1551116675663693, 'day_of_period_on': 1.407492925322691, 'prices_on': -1.773827611186878, 'dividends_on': 0.014815914938429209, 'turnover_on': -5.916029228275023, 'average_turnover_on': 2.5581540279669333, 'rvi_on': 4.121499840929927, 'mcftrr_on': 0.5684369411017152, 'imoex_on': 0.2905145279785871, 'ticker_type_on': 0.6350888402315884, 'usd_on': -0.49814312990177595, 'open_on': 2.186429049519103, 'high_on': 7.9216789403768875, 'low_on': 923.4768231918068, 'meogtrr_on': -0.863917323297819}
Model: {'start_bn': 0.9910986626592879, 'kernels': 6.515293278016405, 'sub_blocks': 1.824447247226041, 'gate_channels': 4.39506695664396, 'residual_channels': 5.4473180230707285, 'skip_channels': 13.305460075664165, 'end_channels': 15.178670905203244, 'mixture_size': 3.878975632979092}
Optimizer: {'betas': 0.9989941493992441, 'eps': 1.9611817594831026e-08, 'weight_decay': 0.00041400063415165337}
Scheduler: {'max_lr': 0.0037451630007245304, 'epochs': 0.2425709289463799, 'pct_start': 0.30574198650894757, 'anneal_strategy': 0.6214439018017496, 'base_momentum': 0.8484705644342704, 'max_momentum': 0.9500814644420272, 'div_factor': 136.75930600312077, 'final_div_factor': 76869.10327725377}
Utility: {'risk_aversion': 0.9999993419164337, 'error_tolerance': 7.944409623215222e-07}
~~> Test: 100%|█████████████████████████████████████████████████████████████████| 2/2 [00:00<00:00, 21.61it/s, 2.48251]
RET = -24.25% / MEAN = -12.61% / PLAN = 33.23% / STD = 17.41% / DD = 9.13% / POS = 5 / MAX = 34.61%
LLH worst difference: median - -0.0382, upper - -0.0049, max - 0.0656
RET worst difference: median - -0.4175, upper - 0.2462, max - 0.9418
Traceback (most recent call last):
File "/Users/usr/miniconda3/lib/python3.9/runpy.py", line 197, in _run_module_as_main
return _run_code(code, main_globals, None,
File "/Users/usr/miniconda3/lib/python3.9/runpy.py", line 87, in _run_code
exec(code, run_globals)
File "/Users/usr/poptimizer/poptimizer/main.py", line 46, in
app(prog_name="poptimizer")
File "/Users/usr/.local/lib/python3.9/site-packages/typer/main.py", line 214, in call
return get_command(self)(*args, **kwargs)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1128, in call
return self.main(*args, **kwargs)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1053, in main
rv = self.invoke(ctx)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1659, in invoke
return _process_result(sub_ctx.command.invoke(sub_ctx))
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 1395, in invoke
return ctx.invoke(self.callback, **ctx.params)
File "/Users/usr/.local/lib/python3.9/site-packages/click/core.py", line 754, in invoke
return __callback(*args, **kwargs)
File "/Users/usr/.local/lib/python3.9/site-packages/typer/main.py", line 500, in wrapper
return callback(**use_params) # type: ignore
File "/Users/usr/poptimizer/poptimizer/main.py", line 17, in evolve
ev.evolve()
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 64, in evolve
current = self._step(current)
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 117, in _step
if (hunter_margin := self._eval_organism(hunter)) is None:
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 183, in _eval_organism
return self._get_margin(organism)
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 215, in _get_margin
time_delta = _time_delta(org)
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 228, in _time_delta
max_timer = max(doc["timer"] for doc in population.base_pop_metrics())
File "/Users/usr/poptimizer/poptimizer/evolve/evolve.py", line 228, in
max_timer = max(doc["timer"] for doc in population.base_pop_metrics())
KeyError: 'timer'
The text was updated successfully, but these errors were encountered: