save 问题（bond option）KeyError: "None of ['code'] are in the columns"

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MAC 2.3 GHz 八核Intel Core i9 16 GB 2667 MHz DDR4 AMD Radeon Pro 5600M 8 GB

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mongo "version": "4.4.5", python 3.6 conda

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absl-py 0.13.0 aiohttp 3.7.4.post0 akshare 0.6.10 alembic 1.6.5 alpaca-trade-api 1.2.3 alpha-vantage 2.3.1 appdirs 1.4.4 appnope 0.1.2 APScheduler 3.7.0 argo-workflows 3.6.1 argon2-cffi 20.1.0 arviz 0.11.2 astor 0.8.1 astunparse 1.6.3 async-generator 1.10 async-timeout 3.0.1 asyncio 3.4.3 attrdict 2.0.1 attrs 21.2.0 autopep8 1.5.7 backcall 0.2.0 backports.entry-points-selectable 1.1.0 backtrader 1.9.76.123 backtrader-plotting 2.0.0 bcolz 1.2.1 beautifulsoup4 4.9.3 binance 0.3 bleach 3.3.0 bokeh 2.3.2 Bottleneck 1.3.2 brotlipy 0.7.0 bs4 0.0.1 cached-property 1.5.2 cachetools 4.2.2 certifi 2021.5.30 cffi 1.14.5 cftime 1.5.0 chardet 4.0.0 click 7.1.2 cloudpickle 1.6.0 colorama 0.4.4 colorlog 5.0.1 commonmark 0.9.1 contextvars 2.4 cryptography 3.4.7 csscompressor 0.9.5 cvxopt 1.2.5 cvxpy 1.1.13 cycler 0.10.0 cytoolz 0.11.0 daiquiri 3.0.0 dask 2021.3.0 dataclasses 0.8 DateTime 4.3 decorator 5.0.9 defusedxml 0.7.1 delegator.py 0.1.1 demjson 2.2.4 dictdiffer 0.8.1 dill 0.3.4 distlib 0.3.2 distributed 2021.3.0 distro 1.5.0 docopt 0.6.2 e 1.4.5 ecos 2.0.7.post1 empyrical 0.5.5 entrypoints 0.3 et-xmlfile 1.1.0 fastprogress 1.0.0 filelock 3.0.12 Flask 2.0.1 flatbuffers 1.12 fonttools 4.25.0 fpdf 1.7.2 fsspec 2021.6.1 gast 0.3.3 gevent 21.1.2 gevent-websocket 0.10.1 google-auth 1.32.1 google-auth-oauthlib 0.4.4 google-pasta 0.2.0 graphviz 0.17 greenlet 1.1.0 grpcio 1.34.1 h5py 2.10.0 HeapDict 1.0.1 html5lib 1.1 IbPy2 0.8.0 idna 2.10 idna-ssl 1.1.0 img2pdf 0.4.1 immutables 0.15 importlib-metadata 2.1.1 importlib-resources 5.2.0 inflection 0.5.1 intervaltree 3.1.0 invectio 0.1.0 ipykernel 5.3.4 ipython 7.16.1 ipython-genutils 0.2.0 ipywidgets 7.6.3 iso3166 1.0.1 iso4217 1.6.20180829 itsdangerous 2.0.1 janus 0.4.0 jedi 0.17.0 Jinja2 3.0.1 joblib 1.0.1 jqdatasdk 1.8.10 jsonformatter 0.3.1 jsonpath 0.82 jsonschema 3.2.0 jupyter-client 6.1.12 jupyter-contrib-core 0.3.3 jupyter-contrib-nbextensions 0.5.1 jupyter-core 4.7.1 jupyter-highlight-selected-word 0.2.0 jupyter-latex-envs 1.4.6 jupyter-nbextensions-configurator 0.4.1 jupyter-nbrequirements 0.7.3 jupyter-nbutils 0.1.3 jupyter-require 0.6.1 jupyterlab-pygments 0.1.2 jupyterlab-widgets 1.0.0 jupyterthemes 0.20.0 Keras 2.4.0 Keras-Applications 1.0.8 Keras-Preprocessing 1.1.2 kiwisolver 1.3.1 kubernetes 11.0.0 lesscpy 0.14.0 llvmlite 0.36.0 locket 0.2.0 Logbook 1.5.3 lru-dict 1.1.7 lxml 4.6.3 Mako 1.1.4 Markdown 3.3.4 markdown2 2.4.0 MarkupSafe 2.0.1 matplotlib 3.2.2 micropipenv 1.1.0 mistune 0.8.4 mkl-service 2.4.0 mock 4.0.3 more-itertools 8.8.0 motor 2.4.0 mpld3 0.5.5 msgpack 1.0.2 multidict 5.1.0 multipledispatch 0.6.0 multitasking 0.0.9 nbclient 0.5.3 nbconvert 6.0.7 nbformat 5.1.3 nest-asyncio 1.5.1 netCDF4 1.5.7 networkx 1.11 notebook 6.4.0 numba 0.53.1 numexpr 2.7.1 numpy 1.18.5 oauthlib 3.1.1 olefile 0.46 openpyxl 3.0.7 openshift 0.11.0 opt-einsum 3.3.0 osqp 0.6.2.post0 packaging 21.0 pandas 1.1.5 pandas-datareader 0.9.0 pandocfilters 1.4.3 parso 0.8.2 partd 1.2.0 patsy 0.5.1 pdf-bookmark 1.1.0 pexpect 4.8.0 pickleshare 0.7.5 pikepdf 2.16.1 Pillow 7.2.0 pip 21.1.3 pipreqs 0.4.10 platformdirs 2.0.2 plotly 5.1.0 ply 3.11 polling 0.3.1 prettytable 2.1.0 prometheus-client 0.11.0 prompt-toolkit 3.0.17 protobuf 3.17.3 psutil 5.8.0 psycopg2 2.8.6 ptyprocess 0.7.0 pyasn1 0.4.8 pyasn1-modules 0.2.8 pycodestyle 2.7.0 pyconvert 0.6.3 pycparser 2.20 pyecharts 1.9.0 pyecharts-snapshot 0.2.0 pyee 8.1.0 pyelftools 0.27 PyExecJS 1.5.1 pyfolio 0.9.2 Pygments 2.9.0 pyltp 0.2.1 pymc3 3.10.0 pymongo 3.11.4 PyMySQL 1.0.2 pyOpenSSL 20.0.1 pyparsing 2.4.7 PyPDF2 1.26.0 pypinyin 0.42.0 pyportfolioopt 1.4.2 pyppeteer 0.2.5 PyQt5 5.15.4 PyQt5-Qt5 5.15.2 PyQt5-sip 12.9.0 pyrenko 0.1 pyrsistent 0.17.3 PySocks 1.7.1 pytdx 1.72 pytesseract 0.3.8 python-dateutil 2.8.1 python-editor 1.0.4 python-interface 1.6.1 python-json-logger 2.0.1 python-string-utils 1.0.0 pytz 2021.1 PyYAML 5.3.1 pyzmq 20.0.0 qdldl 0.1.5.post0 qgrid 1.3.1 Quandl 3.6.1 quantaxis 1.10.18 /Users/derek/Documents/GitHub/QUANTAXIS ratelimit 2.2.1 requests 2.25.1 requests-oauthlib 1.3.0 retrying 1.3.3 rfc5424-logging-handler 1.4.3 rich 10.6.0 rise 5.3.0 rsa 4.7.2 ruamel.yaml 0.17.10 ruamel.yaml.clib 0.2.6 scikit-learn 0.24.2 scipy 1.5.0 scs 2.1.4 seaborn 0.11.1 semantic-version 2.8.5 Send2Trash 1.5.0 sentry-sdk 1.3.0 setuptools 52.0.0.post20210125 simplejson 3.17.2 six 1.16.0 sortedcontainers 2.4.0 soupsieve 2.2.1 SQLAlchemy 1.3.24 statsmodels 0.12.2 TA-Lib 0.4.18 tables 3.6.1 tabulate 0.8.9 tblib 1.7.0 tenacity 8.0.1 tensorboard 2.5.0 tensorboard-data-server 0.6.1 tensorboard-plugin-wit 1.8.0 tensorflow 2.3.0 tensorflow-estimator 2.3.0 termcolor 1.1.0 terminado 0.9.4 testpath 0.5.0 thamos 1.19.0 Theano-PyMC 1.0.11 thoth-analyzer 0.1.8 thoth-common 0.32.0 thoth-python 0.16.2 threadpoolctl 2.1.0 thriftpy2 0.4.14 toml 0.10.2 toolz 0.11.1 tornado 6.1 tqdm 4.61.2 trading-calendars 2.1.1 traitlets 4.3.3 tushare 1.2.64 typing-extensions 3.10.0.0 tzlocal 2.1 urllib3 1.26.6 virtualenv 20.6.0 wcwidth 0.2.5 webencodings 0.5.1 websocket-client 1.1.0 websockets 8.1 Werkzeug 2.0.1 wheel 0.36.2 widgetsnbextension 3.5.1 wrapt 1.12.1 xarray 0.18.2 xlrd 2.0.1 yarg 0.1.9 yarl 1.6.3 yaspin 2.0.0 yfinance 0.1.63 zenlog 1.1 zict 2.0.0 zipline-trader 1.6.1+6.gacc6dde7 /Users/derek/Documents/GitHub/zipline-trader/src/zipline-trader zipp 3.5.0 zope.event 4.5.0 zope.interface 5.4.0

zipline

您需要反馈的问题

除了save all/save min之外

save bond/option 时候出了这样的问题

QUANTAXIS>> === The BEST SERVER === stock_ip 121.14.104.70 future_ip 106.14.95.149 Traceback (most recent call last): File "/Users/derek/opt/anaconda3/envs/zipline/bin/quantaxis", line 33, in sys.exit(load_entry_point('quantaxis', 'console_scripts', 'quantaxis')()) File "/Users/derek/Documents/GitHub/QUANTAXIS/QUANTAXIS/QACmd/init.py", line 735, in QA_cmd cli.cmdloop() File "/Users/derek/opt/anaconda3/envs/zipline/lib/python3.6/cmd.py", line 138, in cmdloop stop = self.onecmd(line) File "/Users/derek/opt/anaconda3/envs/zipline/lib/python3.6/cmd.py", line 217, in onecmd return func(arg) File "/Users/derek/Documents/GitHub/QUANTAXIS/QUANTAXIS/QACmd/init.py", line 630, in do_save QA_SU_save_option_contract_list("tdx") File "/Users/derek/Documents/GitHub/QUANTAXIS/QUANTAXIS/QASU/main.py", line 250, in QA_SU_save_option_contract_list engine.QA_SU_save_option_contract_list(client=client) File "/Users/derek/Documents/GitHub/QUANTAXIS/QUANTAXIS/QASU/save_tdx.py", line 5432, in QA_SU_save_option_contract_list rows_of_option = QA_fetch_get_option_all_contract_time_to_market() File "/Users/derek/Documents/GitHub/QUANTAXIS/QUANTAXIS/QAFetch/QATdx.py", line 1703, in QA_fetch_get_option_all_contract_time_to_market result = QA_fetch_get_option_list('tdx') File "/Users/derek/Documents/GitHub/QUANTAXIS/QUANTAXIS/QAFetch/QATdx.py", line 2008, in QA_fetch_get_option_list ) if extension_market_list is None else extension_market_list File "/Users/derek/Documents/GitHub/QUANTAXIS/QUANTAXIS/QAFetch/QATdx.py", line 1515, in QA_fetch_get_extensionmarket_list drop=False) File "/Users/derek/opt/anaconda3/envs/zipline/lib/python3.6/site-packages/pandas/core/frame.py", line 4555, in set_index raise KeyError(f"None of {missing} are in the columns") KeyError: "None of ['code'] are in the columns"

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