From e8f30c2642c8d8a1dc4e28b4c48ba3750d948a81 Mon Sep 17 00:00:00 2001 From: zengbin93 Date: Tue, 5 Nov 2024 15:15:47 +0800 Subject: [PATCH] 0.9.61 update --- czsc/eda.py | 10 +++++++--- 1 file changed, 7 insertions(+), 3 deletions(-) diff --git a/czsc/eda.py b/czsc/eda.py index 016117fc3..2f045932a 100644 --- a/czsc/eda.py +++ b/czsc/eda.py @@ -478,6 +478,7 @@ def tsf_type(df: pd.DataFrame, factor, n=5, **kwargs): :return: str, 返回分层收益排序（从大到小）结果，例如：第01层->第02层->第03层->第04层->第05层 """ + logger = kwargs.get("logger", loguru.logger) window = kwargs.get("window", 600) min_periods = kwargs.get("min_periods", 300) target = kwargs.get("target", "n1b") @@ -491,9 +492,12 @@ def tsf_type(df: pd.DataFrame, factor, n=5, **kwargs): rows = [] for symbol, dfg in df.groupby("symbol"): - dfg = dfg.copy().reset_index(drop=True) - dfg = rolling_layers(dfg, factor, n=n, window=window, min_periods=min_periods) - rows.append(dfg) + try: + dfg = dfg.copy().reset_index(drop=True) + dfg = rolling_layers(dfg, factor, n=n, window=window, min_periods=min_periods) + rows.append(dfg) + except Exception as e: + logger.warning(f"{symbol} 计算分层失败: {e}") df = pd.concat(rows, ignore_index=True) layers = [x for x in df[f"{factor}分层"].unique() if x != "第00层" and str(x).endswith("层")]