Length of values does not match length of index

Question

用上证50做蒙特卡洛模拟分析有效前沿

出现了如下错误：

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
C:\Users\ADMINI~1\AppData\Local\Temp/ipykernel_8100/1740976838.py in <module>
----> 1 PORT_WEIGHTS,PORT_RETURNS,PORT_SIGMAS,PORT_SR = montecarlo_portfolios(SH50_CODE_LIST,PORT_NUM,START_DATE,END_DATE,RF)

C:\Users\ADMINI~1\AppData\Local\Temp/ipykernel_8100/2484461405.py in montecarlo_portfolios(stock_list, number, start_date, end_date, risk_free, trade_days)
     10         weights_i_array = np.random.random(len(stock_list))
     11         weights_i_array /=np.sum(weights_i_array)
---> 12         port_i_year_return,port_i_year_sigma,port_i_year_sr = get_return_risk(weights_i_array,his_prices_df,risk_free)
     13         port_weights_list.append(weights_i_array)
     14         port_returns_list.append(port_i_year_return)

C:\Users\ADMINI~1\AppData\Local\Temp/ipykernel_8100/3548710514.py in get_return_risk(port_i_weights_array, his_prices_df, risk_free, trade_days)
      1 def get_return_risk(port_i_weights_array,his_prices_df,risk_free,trade_days=250):
      2     his_day_returns = np.log(his_prices_df/his_prices_df.shift(-1))
----> 3     port_i_year_return = np.sum(his_day_returns.mean()*trade_days*port_i_weights_array)
      4     port_i_year_sigma = np.sqrt(np.dot(port_i_weights_array,np.dot(his_day_returns.cov()*trade_days,port_i_weights_array.T)))
      5     port_i_year_sr=(port_i_year_return-risk_free)/port_i_year_sigma

D:\p\lib\site-packages\pandas\core\ops\common.py in new_method(self, other)
     67         other = item_from_zerodim(other)
     68 
---> 69         return method(self, other)
     70 
     71     return new_method

D:\p\lib\site-packages\pandas\core\arraylike.py in __mul__(self, other)
    106     @unpack_zerodim_and_defer("__mul__")
    107     def __mul__(self, other):
--> 108         return self._arith_method(other, operator.mul)
    109 
    110     @unpack_zerodim_and_defer("__rmul__")

D:\p\lib\site-packages\pandas\core\series.py in _arith_method(self, other, op)
   5526             result = ops.arithmetic_op(lvalues, rvalues, op)
   5527 
-> 5528         return self._construct_result(result, name=res_name)
   5529 
   5530 

D:\p\lib\site-packages\pandas\core\series.py in _construct_result(self, result, name)
   2943         # We do not pass dtype to ensure that the Series constructor
   2944         #  does inference in the case where `result` has object-dtype.
-> 2945         out = self._constructor(result, index=self.index)
   2946         out = out.__finalize__(self)
   2947 

D:\p\lib\site-packages\pandas\core\series.py in __init__(self, data, index, dtype, name, copy, fastpath)
    428                 index = ibase.default_index(len(data))
    429             elif is_list_like(data):
--> 430                 com.require_length_match(data, index)
    431 
    432             # create/copy the manager

D:\p\lib\site-packages\pandas\core\common.py in require_length_match(data, index)
    529     """
    530     if len(data) != len(index):
--> 531         raise ValueError(
    532             "Length of values "
    533             f"({len(data)}) "

ValueError: Length of values (50) does not match length of index (1)

Answer 1

len(data) 和len(index)长度不一致，检查一下长度，大概率是index出错