Traceback (most recent call last):
File "/Users/xxx/code/futudata/main.py", line 46, in <module>
ret = func(**kwargs)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/alphas/alpha191.py", line 622, in alpha_083
t1 = COVIANCE(RANK(HIGH), RANK(VOLUME), 5)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/utils_long.py", line 88, in decorated
s3 = s2.groupby(by=by, group_keys=False).apply(to_pd(dataframe_split(func)), **_kwargs)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/groupby.py", line 1423, in apply
result = self._python_apply_general(f, self._selected_obj)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/groupby.py", line 1464, in _python_apply_general
values, mutated = self.grouper.apply(f, data, self.axis)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/ops.py", line 761, in apply
res = f(group)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/pandas/core/groupby/groupby.py", line 1397, in f
return func(g, *args, **kwargs)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/utils.py", line 14, in decorated
return np_to_pd(func(*args, **kwargs),
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/utils_long.py", line 107, in decorated
return func(*args_input, *args, **kwargs_input, **kwargs)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/statistics.py", line 79, in COVAR
return numpy_rolling_apply([pd_to_np(real0), pd_to_np(real1)],
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py", line 289, in numpy_rolling_apply
return func1(*arrs, out, window, func2, *args)
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/dispatcher.py", line 468, in _compile_for_args
error_rewrite(e, 'typing')
File "/Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/dispatcher.py", line 409, in error_rewrite
raise e.with_traceback(None)
numba.core.errors.TypingError: Failed in nopython mode pipeline (step: nopython frontend)
Failed in nopython mode pipeline (step: nopython frontend)
No implementation of function Function(<function cov at 0x10408ecb0>) found for signature:
>>> cov(readonly array(float64, 1d, A), readonly array(float64, 1d, A))
There are 2 candidate implementations:
- Of which 2 did not match due to:
Overload in function 'np_cov': File: numba/np/arraymath.py: Line 2888.
With argument(s): '(readonly array(float64, 1d, A), readonly array(float64, 1d, A))':
Rejected as the implementation raised a specific error:
TypingError: Failed in nopython mode pipeline (step: nopython frontend)
No implementation of function Function(<function np_cov_impl_inner at 0x148201240>) found for signature:
>>> np_cov_impl_inner(array(float64, 2d, C), Literal[bool](False), none)
There are 2 candidate implementations:
- Of which 2 did not match due to:
Overload in function 'register_jitable.<locals>.wrap.<locals>.ov_wrap': File: numba/core/extending.py: Line 159.
With argument(s): '(array(float64, 2d, C), bool, none)':
Rejected as the implementation raised a specific error:
TypingError: Failed in nopython mode pipeline (step: nopython frontend)
No implementation of function Function(<function dot at 0x103259870>) found for signature:
>>> dot(array(float64, 2d, C), array(float64, 2d, F))
There are 4 candidate implementations:
- Of which 4 did not match due to:
Overload in function '_OverloadWrapper._build.<locals>.ol_generated': File: numba/core/overload_glue.py: Line 131.
With argument(s): '(array(float64, 2d, C), array(float64, 2d, F))':
Rejected as the implementation raised a specific error:
LoweringError: Failed in nopython mode pipeline (step: native lowering)
scipy 0.16+ is required for linear algebra
File "<string>", line 3:
<source missing, REPL/exec in use?>
During: lowering "$8call_function.3 = call $2load_global.0(tmp0, tmp1, func=$2load_global.0, args=[Var(tmp0, <string>:3), Var(tmp1, <string>:3)], kws=(), vararg=None, target=None)" at <string> (3)
raised from /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/errors.py:837
During: resolving callee type: Function(<function dot at 0x103259870>)
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py (2739)
File "../../.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py", line 2739:
def np_cov_impl_inner(X, bias, ddof):
<source elided>
# calculate result - requires blas
c = np.dot(X, np.conj(X.T))
^
raised from /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/typeinfer.py:1086
During: resolving callee type: Function(<function np_cov_impl_inner at 0x148201240>)
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py (2927)
File "../../.conda/envs/futudata/lib/python3.10/site-packages/numba/np/arraymath.py", line 2927:
def np_cov_impl(m, y=None, rowvar=True, bias=False, ddof=None):
<source elided>
else:
return np_cov_impl_inner(X, bias, ddof)
^
raised from /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/numba/core/typeinfer.py:1086
During: resolving callee type: Function(<function cov at 0x10408ecb0>)
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py (207)
File "../../.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py", line 207:
def _cov_nb(arr0, arr1):
<source elided>
"""协方差矩阵"""
return _np.cov(arr0, arr1)[0, 1]
^
During: resolving callee type: type(CPUDispatcher(<function _cov_nb at 0x13709edd0>))
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py (239)
During: resolving callee type: type(CPUDispatcher(<function _cov_nb at 0x13709edd0>))
During: typing of call at /Users/xxx/.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py (239)
File "../../.conda/envs/futudata/lib/python3.10/site-packages/ta_cn/nb.py", line 239:
def _rolling_func_2_nb(arr0, arr1, out, timeperiod, func, *args):
<source elided>
for i, (a, b) in enumerate(zip(arr0, arr1)):
out[i + timeperiod - 1] = func(a, b, *args)
^
