当程序运行到 =====逐时间点进行Volatility Regime调整============================= 这个环节时,报错
Traceback (most recent call last):
File "D:\workspace\Barra-master\demo.py", line 36, in
vr_cov_ls, lamb = model.vol_regime_adj_by_time(tao=42)
File "D:\workspace\Barra-master\mfm\MFM.py", line 158, in vol_regime_adj_by_time
okidx = pd.isna(factor_var[:i]).sum(axis = 1) == 0
NameError: name 'i' is not defined
当程序运行到 =====逐时间点进行Volatility Regime调整============================= 这个环节时,报错
Traceback (most recent call last):
File "D:\workspace\Barra-master\demo.py", line 36, in
vr_cov_ls, lamb = model.vol_regime_adj_by_time(tao=42)
File "D:\workspace\Barra-master\mfm\MFM.py", line 158, in vol_regime_adj_by_time
okidx = pd.isna(factor_var[:i]).sum(axis = 1) == 0
NameError: name 'i' is not defined