【代码报错】DNN深度学习报错NameError: name 'factor_df_stack' is not defined
由bqkzh1gu创建,最终由small_q 被浏览 17 用户
老师讲的这个DNN深度学习策略(https://bigquant.com/college/courses/course-v1:plus+CS1119DNN+2024-11/courseware/7dea67c96c3b4405aa59cca499e1a5f8/eea5330d53a04b4db1b58787222505b9),
运行到这里报错,请问老师如何修改
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st = factor_df_stack.date.min().strftime('%Y-%m-%d')
et = factor_df_stack.date.max().strftime('%Y-%m-%d')
print('--------', st, et)
sql = """
select date, instrument, close from cn_stock_factors
WHERE st_status = 0 and date >= '{0}' and date <= '{1}'
QUALIFY
st_status = 0
AND list_days > 270
AND suspended = 0
AND list_sector < 4
AND COLUMNS(*) IS NOT NULL
ORDER BY date, instrument
""".format(st, et)
import dai
info_df = dai.query(sql).df()
merge_df = pd.merge(info_df, factor_df_stack, how='inner', on=['date', 'instrument'])
merge_df = merge_df.sort_values(['date','pred_label'], ascending=[True, False])
merge_df_ds = dai.DataSource.write_bdb(merge_df)
\