官方demo跑不通，报错AssertionError: Length of new_levels (3) must be <= self.nlevels (2) #12
Description
使用官方demo：
# 载入函数库
import pandas as pd
import jqfactor_analyzer as ja
# 获取 jqdatasdk 授权，输入用户名、密码，申请地址：http://t.cn/EINDOxE
# 聚宽官网，使用方法参见：http://t.cn/EINcS4j
import jqdatasdk
jqdatasdk.auth('user', 'passwd')
# 获取5日平均换手率因子2018-01-01到2018-12-31之间的数据（示例用从库中直接调取）
# 聚宽因子库数据获取方法在下方
from jqfactor_analyzer.sample import VOL5
factor_data = VOL5
# 对因子进行分析
far = ja.analyze_factor(
factor_data, # factor_data 为因子值的 pandas.DataFrame
quantiles=10,
periods=(1, 10),
industry='jq_l1',
weight_method='avg',
max_loss=0.1
)报错信息如下：
实际上，测试其他因子也报错。
(l2ck) [sunshe35@arch Alphalen-master]$ cd /home/sunshe35/Data/Projects/Alphalen-master ; /usr/bin/env /home/sunshe35/.conda/envs/l2ck/bin/python /home/sunshe35/.vscode/extensions/ms-python.debugpy-2024.6.0-linux-x64/bundled/libs/debugpy/adapter/../../debugpy/launcher 42437 -- /home/sunshe35/Data/Projects/Alphalen-master/test3.py
auth success ( 如需更多使用说明请查看API文档：https://www.joinquant.com/help/api/doc?name=JQDatadoc )
/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/jqfactor_analyzer/analyze.py:258: FutureWarning: The previous implementation of stack is deprecated and will be removed in a future version of pandas. See the What's New notes for pandas 2.1.0 for details. Specify future_stack=True to adopt the new implementation and silence this warning.
factor_data = factor_data.stack(dropna=False)
Traceback (most recent call last):
File "/home/sunshe35/Data/Projects/Alphalen-master/test3.py", line 16, in <module>
far = ja.analyze_factor(
^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/jqfactor_analyzer/__init__.py", line 37, in analyze_factor
return FactorAnalyzer(factor,
^^^^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/jqfactor_analyzer/analyze.py", line 251, in __init__
self.__gen_clean_factor_and_forward_returns()
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/jqfactor_analyzer/analyze.py", line 290, in __gen_clean_factor_and_forward_returns
self._clean_factor_data = get_clean_factor_and_forward_returns(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/jqfactor_analyzer/prepare.py", line 387, in get_clean_factor_and_forward_returns
factor_data = get_clean_factor(factor, forward_returns, groupby=groupby,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/jqfactor_analyzer/prepare.py", line 296, in get_clean_factor
merged_data['factor_quantile'] = quantile_data
~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/frame.py", line 4299, in __setitem__
self._set_item(key, value)
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/frame.py", line 4512, in _set_item
value, refs = self._sanitize_column(value)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/frame.py", line 5250, in _sanitize_column
return _reindex_for_setitem(value, self.index)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/frame.py", line 12674, in _reindex_for_setitem
reindexed_value = value.reindex(index)._values
^^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/series.py", line 5144, in reindex
return super().reindex(
^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/generic.py", line 5607, in reindex
return self._reindex_axes(
^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/generic.py", line 5630, in _reindex_axes
new_index, indexer = ax.reindex(
^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 4422, in reindex
indexer = self.get_indexer(
^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3953, in get_indexer
return self._get_indexer(target, method, limit, tolerance)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/indexes/base.py", line 3974, in _get_indexer
tgt_values = engine._extract_level_codes( # type: ignore[union-attr]
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "index.pyx", line 734, in pandas._libs.index.BaseMultiIndexCodesEngine._extract_level_codes
File "/home/sunshe35/.conda/envs/l2ck/lib/python3.11/site-packages/pandas/core/indexes/multi.py", line 2579, in _recode_for_new_levels
raise AssertionError(
AssertionError: Length of new_levels (3) must be <= self.nlevels (2)