---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
Cell In[146], line 76
73 return all_client_df
75 # 计算每日持仓余弦相似性
---> 76 daily_positions_cos = calculate_positions_consine_similarity(multi_cpty_df[(multi_cpty_df["client_id"] == "ABRH400")], interval=90)
78 # plot_pos_sim(daily_positions_cos["date"], daily_positions_cos["pos_sim"])
80 daily_positions_cos
Cell In[146], line 68, in calculate_positions_consine_similarity(df, interval)
66 similarity_median = calculate_cosine_similarity(merged, interval)
67 print(similarity_median)
---> 68 similarity_results = pd.DataFrame({"client_id": client, "pos_sim": similarity_median})
70 all_client_result.append(similarity_results)
72 all_client_df = pd.concat(all_client_result, axis=1)
File c:\Users\matianht\.conda\envs\nomura\lib\site-packages\pandas\core\frame.py:778, in DataFrame.__init__(self, data, index, columns, dtype, copy)
772 mgr = self._init_mgr(
773 data, axes={"index": index, "columns": columns}, dtype=dtype, copy=copy
774 )
776 elif isinstance(data, dict):
777 # GH#38939 de facto copy defaults to False only in non-dict cases
--> 778 mgr = dict_to_mgr(data, index, columns, dtype=dtype, copy=copy, typ=manager)
779 elif isinstance(data, ma.MaskedArray):
780 from numpy.ma import mrecords
File c:\Users\matianht\.conda\envs\nomura\lib\site-packages\pandas\core\internals\construction.py:503, in dict_to_mgr(data, index, columns, dtype, typ, copy)
499 else:
500 # dtype check to exclude e.g. range objects, scalars
501 arrays = [x.copy() if hasattr(x, "dtype") else x for x in arrays]
--> 503 return arrays_to_mgr(arrays, columns, index, dtype=dtype, typ=typ, consolidate=copy)
File c:\Users\matianht\.conda\envs\nomura\lib\site-packages\pandas\core\internals\construction.py:114, in arrays_to_mgr(arrays, columns, index, dtype, verify_integrity, typ, consolidate)
111 if verify_integrity:
112 # figure out the index, if necessary
113 if index is None:
--> 114 index = _extract_index(arrays)
115 else:
116 index = ensure_index(index)
File c:\Users\matianht\.conda\envs\nomura\lib\site-packages\pandas\core\internals\construction.py:667, in _extract_index(data)
664 raise ValueError("Per-column arrays must each be 1-dimensional")
666 if not indexes and not raw_lengths:
--> 667 raise ValueError("If using all scalar values, you must pass an index")
669 if have_series:
670 index = union_indexes(indexes)
ValueError: If using all scalar values, you must pass an index
这是什么意思
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