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The Alpha158 handler get NAN in y["label"]["LABEL0"] in other instruments except csi300 #1860

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lzd-1230 opened this issue Nov 17, 2024 · 0 comments
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❓ Questions and Help

After changing market from default "csi300" to other specific code like market = ["SH600519"] in example tutorial workflow_by_code.ipynb

I got 0 loss in model.fit(dataset)
Image

After debug, I find that the output of y["LABEL0"] in

https://github.com/microsoft/qlib/blob/f2caf452e95348ea0ab986dbdc88f2dd96751835/qlib/contrib/model/gbdt.py#L40C1-L41C1

are all NAN

Image

and using default ”csi300“ is work fine with

Image

So how do i do model fit in such specific stock id,rather than sci300?

I'd appreciate it if someone can tell me Why is that happen and how to solve it?

@lzd-1230 lzd-1230 added the question Further information is requested label Nov 17, 2024
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