From 07463f68e1f6955e022e80319ce6a732545e0eaf Mon Sep 17 00:00:00 2001 From: aszerW Date: Fri, 15 May 2026 23:38:45 +0800 Subject: [PATCH] =?UTF-8?q?fix(strategy):=20=E6=B6=88=E9=99=A4pandas=20pct?= =?UTF-8?q?=5Fchange=E5=BC=83=E7=94=A8=E8=AD=A6=E5=91=8A?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - 添加 fill_method=None 参数避免 FutureWarning - pandas 未来版本将移除默认 fill_method='pad' 行为 --- strategies/rotation/strategy.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/strategies/rotation/strategy.py b/strategies/rotation/strategy.py index 7b8953c..b08d7c3 100644 --- a/strategies/rotation/strategy.py +++ b/strategies/rotation/strategy.py @@ -417,7 +417,7 @@ class RotationStrategy(StrategyBase): for idx_code in valid_codes: etf_code = etf_code_map.get(idx_code, idx_code) if etf_code in etf_data.columns: - returns_data[f'日收益率_{idx_code}'] = etf_data[etf_code].pct_change() + returns_data[f'日收益率_{idx_code}'] = etf_data[etf_code].pct_change(fill_method=None) returns_df = pd.DataFrame(returns_data) else: # 回退到指数收盘价数据