3.factorycompare.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 10.6% in forward returns computation and 89.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3121468474961446, 'return_min': -0.018882862287128432, 'ic_mean': 0.028515156236632932, 'ic_std': 0.08680884666529107, 'ir': 0.3284821459105296}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.49064536603582454, 'return_min': 3.6875102331590526, 'ic_mean': 0.001101337567051293, 'ic_std': 0.07559754754016347, 'ir': 0.014568429835189751}\n",
      "Dropped 66.1% entries from factor data: 8.0% in forward returns computation and 58.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 66.1%, consider increasing it.\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.490795559075391, 'return_min': -11.488267110468797, 'ic_mean': 0.06377645167770069, 'ic_std': 0.1309196307482585, 'ir': 0.487142006994616}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.7191270887596524, 'return_min': 0.9881940088507513, 'ic_mean': 5.100519508620071e-05, 'ic_std': 0.11607344127675058, 'ir': 0.000439421753375869}\n",
      "Dropped 93.4% entries from factor data: 12.7% in forward returns computation and 80.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 93.4%, consider increasing it.\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.6646228362416906, 'return_min': -1.1491490498782841, 'ic_mean': 0.027596951366075408, 'ic_std': 0.13866768402398377, 'ir': 0.19901501608191766}\n",
      "Dropped 6.6% entries from factor data: 6.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -9.452166769357007, 'return_min': 1.8680210565569233, 'ic_mean': 0.012974464611177693, 'ic_std': 0.1537018950365591, 'ir': 0.08441317270741278}\n",
      "Dropped 6.6% entries from factor data: 6.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -9.177980926208251, 'return_min': 3.4807302803763207, 'ic_mean': 0.0034684462359063505, 'ic_std': 0.1463252468456798, 'ir': 0.02370367595938045}\n",
      "Dropped 7.0% entries from factor data: 7.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.9353591730442155, 'return_min': -1.8990000291696507, 'ic_mean': -0.0008299218150311156, 'ic_std': 0.11361329184958874, 'ir': -0.007304795077409068}\n",
      "Dropped 6.6% entries from factor data: 6.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.504828315327279, 'return_min': 3.2199487054129783, 'ic_mean': 0.007324161395395641, 'ic_std': 0.10477724220362321, 'ir': 0.06990221579951424}\n",
      "Dropped 7.2% entries from factor data: 7.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.605194039624557, 'return_min': 4.4406594183787895, 'ic_mean': 0.01842848612979604, 'ic_std': 0.08688915152062648, 'ir': 0.21209191029355753}\n",
      "Dropped 7.1% entries from factor data: 7.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.1359149850133079, 'return_min': 2.589842165947598, 'ic_mean': -0.002703090317870771, 'ic_std': 0.11146539803100546, 'ir': -0.02425048818395529}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.3663203097835641, 'return_min': 0.20304131186366092, 'ic_mean': 0.01866052579718277, 'ic_std': 0.07949739296368309, 'ir': 0.23473129245518132}\n",
      "Dropped 7.2% entries from factor data: 7.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.45077736759768783, 'return_min': 3.849412960956755, 'ic_mean': 0.01495616823438208, 'ic_std': 0.08696706317457391, 'ir': 0.17197508675623227}\n",
      "Dropped 10.6% entries from factor data: 10.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.2315438972433359, 'return_min': 2.783183261265698, 'ic_mean': 0.027321211911366904, 'ic_std': 0.14070553743167927, 'ir': 0.19417296866964417}\n",
      "Dropped 7.2% entries from factor data: 7.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.3551159676850055, 'return_min': -3.478036016132391, 'ic_mean': 0.020322876952368004, 'ic_std': 0.1338962377687519, 'ir': 0.15178079153700363}\n",
      "Dropped 64.9% entries from factor data: 64.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 64.9%, consider increasing it.\n",
      "Dropped 6.6% entries from factor data: 6.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.8765731127202692, 'return_min': -1.5401925270952521, 'ic_mean': 0.022784909518849178, 'ic_std': 0.1192110255261068, 'ir': 0.19113089094145375}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 9.9% entries from factor data: 9.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.348442140476028, 'return_min': 4.2035606357759825, 'ic_mean': -0.009535132809523408, 'ic_std': 0.10188374998859775, 'ir': -0.09358835742295044}\n",
      "Dropped 84.1% entries from factor data: 4.3% in forward returns computation and 79.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 84.1%, consider increasing it.\n",
      "Dropped 7.7% entries from factor data: 6.9% in forward returns computation and 0.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 8.003627561512516, 'return_min': -2.0677145559211407, 'ic_mean': 0.04109736330964462, 'ic_std': 0.1083220010702326, 'ir': 0.37939996402945303}\n",
      "Dropped 9.9% entries from factor data: 9.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.928174070088163, 'return_min': -3.278744313574, 'ic_mean': 0.03340232033438042, 'ic_std': 0.1522403203728759, 'ir': 0.21940521573108557}\n",
      "Dropped 7.2% entries from factor data: 4.3% in forward returns computation and 2.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.002124868696221, 'return_min': -2.9114381151706947, 'ic_mean': 0.031249945212268593, 'ic_std': 0.10962770900564041, 'ir': 0.28505516986276497}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 6.4% entries from factor data: 6.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.7215432185845323, 'return_min': -0.4169211974214271, 'ic_mean': -0.006841996130160891, 'ic_std': 0.11162433876077245, 'ir': -0.06129484130539224}\n",
      "Dropped 8.5% entries from factor data: 8.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.4809504066822825, 'return_min': -0.7085413397422968, 'ic_mean': 0.019444254723143654, 'ic_std': 0.1282313971755444, 'ir': 0.15163411731781362}\n",
      "Dropped 9.9% entries from factor data: 9.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.7098186213227997, 'return_min': -1.455703171334699, 'ic_mean': 0.02256043364991146, 'ic_std': 0.12432763688197676, 'ir': 0.18145952272323732}\n",
      "Dropped 9.9% entries from factor data: 9.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.1531407292997287, 'return_min': 0.30201149318287435, 'ic_mean': 0.022020711607006267, 'ic_std': 0.12141837039971343, 'ir': 0.1813622727311636}\n",
      "Dropped 21.9% entries from factor data: 21.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.966516092430265, 'return_min': -4.703905377346773, 'ic_mean': 0.020253986365794077, 'ic_std': 0.11885146659941105, 'ir': 0.1704142737595334}\n",
      "Dropped 6.4% entries from factor data: 6.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.741383022008662, 'return_min': 1.3985564075169599, 'ic_mean': 0.02084908757303083, 'ic_std': 0.16575522085621536, 'ir': 0.12578238842393027}\n",
      "Dropped 6.6% entries from factor data: 6.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.505724082501828, 'return_min': 5.812262843956084, 'ic_mean': 0.02381310886547292, 'ic_std': 0.13779312855683265, 'ir': 0.17281782564107487}\n",
      "Dropped 43.8% entries from factor data: 12.2% in forward returns computation and 31.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 43.8%, consider increasing it.\n",
      "Dropped 46.7% entries from factor data: 46.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 46.7%, consider increasing it.\n",
      "Dropped 6.4% entries from factor data: 6.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.907215626577365, 'return_min': 0.20847145064006867, 'ic_mean': 0.017522684382269015, 'ic_std': 0.13025118342173927, 'ir': 0.1345299437743491}\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.8288735238504152, 'return_min': 0.98026606133228, 'ic_mean': 0.04917918797440046, 'ic_std': 0.14120973782057955, 'ir': 0.34827051401290265}\n",
      "Dropped 64.9% entries from factor data: 64.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 64.9%, consider increasing it.\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5825386521862708, 'return_min': 1.1405871966352343, 'ic_mean': 0.017325054899942273, 'ic_std': 0.13349607662501842, 'ir': 0.12977950616936254}\n",
      "Dropped 6.4% entries from factor data: 6.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -12.648250114389858, 'return_min': 8.205735041832973, 'ic_mean': -0.017556050216047826, 'ic_std': 0.12600233618142873, 'ir': -0.13933114851750966}\n",
      "Dropped 6.4% entries from factor data: 6.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.6690572946398419, 'return_min': -8.079886058921515, 'ic_mean': 0.029485983086045057, 'ic_std': 0.13119590090955574, 'ir': 0.22474774655019292}\n",
      "Dropped 13.6% entries from factor data: 13.2% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.747919858520856, 'return_min': -1.6795463511265485, 'ic_mean': -0.008188463059712173, 'ic_std': 0.11650227783547026, 'ir': -0.0702858623182998}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.1438641164217564, 'return_min': 3.3888014728478133, 'ic_mean': 0.009063746467795753, 'ic_std': 0.10625735122141095, 'ir': 0.08529994737878804}\n",
      "Dropped 9.9% entries from factor data: 9.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.554377192275139, 'return_min': -1.2288228418610991, 'ic_mean': 0.004793805652864609, 'ic_std': 0.09511156070261373, 'ir': 0.05040192398748927}\n",
      "Dropped 74.2% entries from factor data: 6.6% in forward returns computation and 67.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 74.2%, consider increasing it.\n",
      "Dropped 9.9% entries from factor data: 9.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.2540395494696774, 'return_min': -2.1048297929449067, 'ic_mean': -0.009962511990264862, 'ic_std': 0.13676486568502655, 'ir': -0.07284408857760893}\n",
      "Dropped 19.3% entries from factor data: 6.6% in forward returns computation and 12.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -8.950871480767342, 'return_min': 0.08884351964777437, 'ic_mean': 0.024799194150559332, 'ic_std': 0.14494602359667075, 'ir': 0.17109261458297048}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.17290291023375204, 'return_min': -3.0089998365168125, 'ic_mean': 0.02543527672446265, 'ic_std': 0.08725735687545828, 'ir': 0.29149721737235534}\n",
      "Dropped 34.9% entries from factor data: 6.6% in forward returns computation and 28.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -25.867361066910235, 'return_min': -2.0557545289578982, 'ic_mean': 0.030386159772186873, 'ic_std': 0.14493462124801867, 'ir': 0.20965425314210262}\n",
      "Dropped 61.6% entries from factor data: 61.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 61.6%, consider increasing it.\n",
      "Dropped 7.2% entries from factor data: 7.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.692462864523181, 'return_min': 0.7695057109624592, 'ic_mean': 0.010496962943540643, 'ic_std': 0.11884280639786525, 'ir': 0.08832644786591978}\n",
      "Dropped 6.4% entries from factor data: 6.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.04208993448662213, 'return_min': -1.8810937928481763, 'ic_mean': 0.015896580615044068, 'ic_std': 0.12687617009665922, 'ir': 0.1252920907285697}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.9608206847278034, 'return_min': 2.0502324223126145, 'ic_mean': 0.023087542241340003, 'ic_std': 0.08135779251387347, 'ir': 0.2837778844282558}\n",
      "Dropped 11.8% entries from factor data: 11.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.028598041250660344, 'return_min': -3.7973447450290188, 'ic_mean': 0.022581559198980954, 'ic_std': 0.1279684629061728, 'ir': 0.176461908552718}\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.1164881411440675, 'return_min': -2.1229487260765456, 'ic_mean': 0.008180866745139417, 'ic_std': 0.13410127132651242, 'ir': 0.061005139356363605}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 34.2% entries from factor data: 34.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.314623707262431, 'return_min': -5.063126660235229, 'ic_mean': 0.022803331116916035, 'ic_std': 0.09006149969821907, 'ir': 0.2531973284180939}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 58.6% entries from factor data: 9.8% in forward returns computation and 48.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 58.6%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.391471459423979, 'return_min': 0.3369371080763628, 'ic_mean': 0.011509247178151171, 'ic_std': 0.09262833365987053, 'ir': 0.12425190784941578}\n",
      "Dropped 34.5% entries from factor data: 10.1% in forward returns computation and 24.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.4679544303386471, 'return_min': -0.04913480749824117, 'ic_mean': -0.0306823546784965, 'ic_std': 0.147794615783286, 'ir': -0.20760130208996658}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 9.9% entries from factor data: 9.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.4806450486937184, 'return_min': 4.100721047166633, 'ic_mean': 0.0005771100350351355, 'ic_std': 0.13074783869980475, 'ir': 0.0044139164423220205}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.9302944451936597, 'return_min': 2.3064961362861958, 'ic_mean': -0.0009745286711316146, 'ic_std': 0.096585242539585, 'ir': -0.010089829931650363}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 7.6% entries from factor data: 7.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.14296282788662, 'return_min': -8.593116577565452, 'ic_mean': 0.04567382627263698, 'ic_std': 0.14380522297123438, 'ir': 0.3176089527831211}\n",
      "Dropped 26.0% entries from factor data: 12.5% in forward returns computation and 13.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -9.247360077485611, 'return_min': 4.931226550783929, 'ic_mean': -0.06391298181736878, 'ic_std': 0.15434148590383734, 'ir': -0.4141011176812814}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.716008682907221, 'return_min': 0.8249509910318586, 'ic_mean': -0.003184780171962407, 'ic_std': 0.09729438713621405, 'ir': -0.032733441935387825}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 7.8% entries from factor data: 7.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.9034920984384307, 'return_min': 3.5683708439693262, 'ic_mean': 0.036987416163672106, 'ic_std': 0.1514068352864074, 'ir': 0.2442915875872129}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 22.6% entries from factor data: 8.5% in forward returns computation and 14.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.024729434144337, 'return_min': -4.362055955623445, 'ic_mean': 0.04106614493445225, 'ic_std': 0.14896737740510863, 'ir': 0.27567206760158713}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 47.1% entries from factor data: 4.3% in forward returns computation and 42.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 47.1%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.2469269506752987, 'return_min': 0.05348701016094637, 'ic_mean': -0.006089436064318933, 'ic_std': 0.08546073984042633, 'ir': -0.07125419316155261}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 6.4% entries from factor data: 6.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.277499139824226, 'return_min': -5.9637904686205, 'ic_mean': -0.014012180813935229, 'ic_std': 0.15879785775287802, 'ir': -0.08823910481047578}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    3.312147   -0.018883  0.028515  0.086809  0.328482\n",
      "alpha003    0.490645    3.687510  0.001101  0.075598  0.014568\n",
      "alpha005    6.490796  -11.488267  0.063776  0.130920  0.487142\n",
      "alpha006   -0.719127    0.988194  0.000051  0.116073  0.000439\n",
      "alpha008    0.664623   -1.149149  0.027597  0.138668  0.199015\n",
      "alpha009   -9.452167    1.868021  0.012974  0.153702  0.084413\n",
      "alpha010   -9.177981    3.480730  0.003468  0.146325  0.023704\n",
      "alpha011    1.935359   -1.899000 -0.000830  0.113613 -0.007305\n",
      "alpha012   -2.504828    3.219949  0.007324  0.104777  0.069902\n",
      "alpha013   -0.605194    4.440659  0.018428  0.086889  0.212092\n",
      "alpha014    0.135915    2.589842 -0.002703  0.111465 -0.024250\n",
      "alpha015    1.366320    0.203041  0.018661  0.079497  0.234731\n",
      "alpha016   -0.450777    3.849413  0.014956  0.086967  0.171975\n",
      "alpha017   -0.231544    2.783183  0.027321  0.140706  0.194173\n",
      "alpha018   -1.355116   -3.478036  0.020323  0.133896  0.151781\n",
      "alpha020    0.876573   -1.540193  0.022785  0.119211  0.191131\n",
      "alpha022   -4.348442    4.203561 -0.009535  0.101884 -0.093588\n",
      "alpha024    8.003628   -2.067715  0.041097  0.108322  0.379400\n",
      "alpha025   -2.928174   -3.278744  0.033402  0.152240  0.219405\n",
      "alpha026    3.002125   -2.911438  0.031250  0.109628  0.285055\n",
      "alpha028    2.721543   -0.416921 -0.006842  0.111624 -0.061295\n",
      "alpha029    4.480950   -0.708541  0.019444  0.128231  0.151634\n",
      "alpha030   -0.709819   -1.455703  0.022560  0.124328  0.181460\n",
      "alpha031    1.153141    0.302011  0.022021  0.121418  0.181362\n",
      "alpha032    7.966516   -4.703905  0.020254  0.118851  0.170414\n",
      "alpha033   -6.741383    1.398556  0.020849  0.165755  0.125782\n",
      "alpha034    5.505724    5.812263  0.023813  0.137793  0.172818\n",
      "alpha037   -3.907216    0.208471  0.017523  0.130251  0.134530\n",
      "alpha038    0.828874    0.980266  0.049179  0.141210  0.348271\n",
      "alpha040   -0.582539    1.140587  0.017325  0.133496  0.129780\n",
      "alpha041  -12.648250    8.205735 -0.017556  0.126002 -0.139331\n",
      "alpha042    1.669057   -8.079886  0.029486  0.131196  0.224748\n",
      "alpha043   -5.747920   -1.679546 -0.008188  0.116502 -0.070286\n",
      "alpha044   -2.143864    3.388801  0.009064  0.106257  0.085300\n",
      "alpha045   -4.554377   -1.228823  0.004794  0.095112  0.050402\n",
      "alpha047   -2.254040   -2.104830 -0.009963  0.136765 -0.072844\n",
      "alpha049   -8.950871    0.088844  0.024799  0.144946  0.171093\n",
      "alpha050    0.172903   -3.009000  0.025435  0.087257  0.291497\n",
      "alpha051  -25.867361   -2.055755  0.030386  0.144935  0.209654\n",
      "alpha053   -1.692463    0.769506  0.010497  0.118843  0.088326\n",
      "alpha054   -0.042090   -1.881094  0.015897  0.126876  0.125292\n",
      "alpha055    0.960821    2.050232  0.023088  0.081358  0.283778\n",
      "alpha057    0.028598   -3.797345  0.022582  0.127968  0.176462\n",
      "alpha060   -1.116488   -2.122949  0.008181  0.134101  0.061005\n",
      "alpha066    2.314624   -5.063127  0.022803  0.090061  0.253197\n",
      "alpha072    4.391471    0.336937  0.011509  0.092628  0.124252\n",
      "alpha073    1.467954   -0.049135 -0.030682  0.147795 -0.207601\n",
      "alpha077   -1.480645    4.100721  0.000577  0.130748  0.004414\n",
      "alpha078   -2.930294    2.306496 -0.000975  0.096585 -0.010090\n",
      "alpha083    4.142963   -8.593117  0.045674  0.143805  0.317609\n",
      "alpha084   -9.247360    4.931227 -0.063913  0.154341 -0.414101\n",
      "alpha085   -0.716009    0.824951 -0.003185  0.097294 -0.032733\n",
      "alpha088    1.903492    3.568371  0.036987  0.151407  0.244292\n",
      "alpha094    5.024729   -4.362056  0.041066  0.148967  0.275672\n",
      "alpha098   -2.246927    0.053487 -0.006089  0.085461 -0.071254\n",
      "alpha101    4.277499   -5.963790 -0.014012  0.158798 -0.088239\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 99.6% entries from factor data: 12.1% in forward returns computation and 87.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 99.6%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.2738234901243928, 'return_min': 2.135495851653957, 'ic_mean': 0.02410175785471791, 'ic_std': 0.09451804077690742, 'ir': 0.25499637589405505}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.08148226921300683, 'return_min': -0.42720154114550546, 'ic_mean': 0.0055501844664398794, 'ic_std': 0.08138756895238557, 'ir': 0.06819449871622191}\n",
      "Dropped 73.3% entries from factor data: 9.1% in forward returns computation and 64.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 73.3%, consider increasing it.\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.768703187610022, 'return_min': -14.081932724567814, 'ic_mean': 0.07130741749713408, 'ic_std': 0.13732266101245688, 'ir': 0.5192691211442925}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.494026895358715, 'return_min': -1.4141733631911624, 'ic_mean': -0.00863237126549362, 'ic_std': 0.11720688535504378, 'ir': -0.07365071803882844}\n",
      "Dropped 87.1% entries from factor data: 15.1% in forward returns computation and 72.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 87.1%, consider increasing it.\n",
      "Dropped 10.2% entries from factor data: 10.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.535037850326052, 'return_min': -10.033457484107666, 'ic_mean': 0.06225408234042347, 'ic_std': 0.14337238539058728, 'ir': 0.4342125031317962}\n",
      "Dropped 7.6% entries from factor data: 7.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -10.093539932182205, 'return_min': -0.5166417961832703, 'ic_mean': 0.02526530080743112, 'ic_std': 0.1474150641083012, 'ir': 0.17138886694014865}\n",
      "Dropped 7.6% entries from factor data: 7.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -13.408226338451623, 'return_min': 1.587424173972174, 'ic_mean': 0.006476168027966814, 'ic_std': 0.1304009867159806, 'ir': 0.04966348944944878}\n",
      "Dropped 8.0% entries from factor data: 8.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.606600975445186, 'return_min': -6.043045378405498, 'ic_mean': 0.021674639709877562, 'ic_std': 0.11643682536102379, 'ir': 0.18614935303047997}\n",
      "Dropped 7.6% entries from factor data: 7.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.676336506450387, 'return_min': -1.2329519960352364, 'ic_mean': 0.01345486969564808, 'ic_std': 0.09693038823375236, 'ir': 0.13880961317518925}\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.12640229028804129, 'return_min': -0.1967769130595265, 'ic_mean': 0.02315175269172668, 'ic_std': 0.09932070910888922, 'ir': 0.23310096050909682}\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.3766963398542664, 'return_min': 2.572667499975978, 'ic_mean': -0.0021013887124720606, 'ic_std': 0.11389163172227704, 'ir': -0.01845077360552937}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.7135897882546445, 'return_min': -1.2543760621763766, 'ic_mean': 0.01834205135024952, 'ic_std': 0.09719097355176874, 'ir': 0.18872175758667167}\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.6154909229704195, 'return_min': 0.8877406696394807, 'ic_mean': 0.021279920903092785, 'ic_std': 0.10291869816383127, 'ir': 0.20676438084378326}\n",
      "Dropped 12.2% entries from factor data: 12.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.270918816785761, 'return_min': 1.3137396252149713, 'ic_mean': 0.03186131294784404, 'ic_std': 0.15066434758757005, 'ir': 0.2114721462509597}\n",
      "Dropped 8.2% entries from factor data: 8.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.043474879485975, 'return_min': -5.357654926939626, 'ic_mean': 0.032536628263255464, 'ic_std': 0.13185444985625278, 'ir': 0.2467617004866106}\n",
      "Dropped 47.2% entries from factor data: 47.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 47.2%, consider increasing it.\n",
      "Dropped 7.6% entries from factor data: 7.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.100938593561196, 'return_min': -3.7869248237176745, 'ic_mean': 0.020537049088417657, 'ic_std': 0.11535066987465542, 'ir': 0.1780401371811193}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 11.4% entries from factor data: 11.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.054639370773884, 'return_min': -2.400092059520187, 'ic_mean': -0.007232762022848665, 'ic_std': 0.09862619752385846, 'ir': -0.07333509964326672}\n",
      "Dropped 78.0% entries from factor data: 4.3% in forward returns computation and 73.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 78.0%, consider increasing it.\n",
      "Dropped 8.3% entries from factor data: 7.8% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.11891059935376092, 'return_min': -7.957849039130771, 'ic_mean': 0.03512130575842516, 'ic_std': 0.10989729988310452, 'ir': 0.31958297242773903}\n",
      "Dropped 11.4% entries from factor data: 11.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.229733444737315, 'return_min': -12.453921076077679, 'ic_mean': 0.056366514189477204, 'ic_std': 0.14909327801543237, 'ir': 0.3780620759015226}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.018488481285498, 'return_min': -1.2681860276542167, 'ic_mean': 0.013301906330209263, 'ic_std': 0.11639616883174195, 'ir': 0.11428130722616836}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 7.3% entries from factor data: 7.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.164530235229112, 'return_min': 2.707495577136676, 'ic_mean': 0.001852588552596838, 'ic_std': 0.11306039259565866, 'ir': 0.016385831590221937}\n",
      "Dropped 9.8% entries from factor data: 9.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.36818940688521096, 'return_min': 2.2030415447393814, 'ic_mean': 0.0011168563674619947, 'ic_std': 0.11740782469604999, 'ir': 0.009512622947860217}\n",
      "Dropped 11.4% entries from factor data: 11.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.8141264379667454, 'return_min': -6.36928494499811, 'ic_mean': 0.03335660001301694, 'ic_std': 0.1130912490873264, 'ir': 0.2949529718896266}\n",
      "Dropped 11.4% entries from factor data: 11.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.054479211586191, 'return_min': -5.624944365224538, 'ic_mean': 0.0394683244464274, 'ic_std': 0.11644752733963107, 'ir': 0.3389365609397099}\n",
      "Dropped 19.2% entries from factor data: 19.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.26204673158259, 'return_min': -6.269211004448216, 'ic_mean': 0.01652519511881206, 'ic_std': 0.06817882883993517, 'ir': 0.24238015524743903}\n",
      "Dropped 7.3% entries from factor data: 7.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -7.167398011158621, 'return_min': 3.059175939486014, 'ic_mean': 0.03663938439308788, 'ic_std': 0.1630458620624989, 'ir': 0.22471827208373577}\n",
      "Dropped 7.6% entries from factor data: 7.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.06394121415887, 'return_min': 3.9493084610664475, 'ic_mean': 0.034954314308612004, 'ic_std': 0.13656875238372185, 'ir': 0.2559466473736224}\n",
      "Dropped 37.9% entries from factor data: 13.9% in forward returns computation and 24.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 37.9%, consider increasing it.\n",
      "Dropped 38.9% entries from factor data: 38.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 38.9%, consider increasing it.\n",
      "Dropped 7.3% entries from factor data: 7.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -8.1851548550127, 'return_min': 0.25512015107365116, 'ic_mean': 0.02743280937611549, 'ic_std': 0.1300944757479834, 'ir': 0.21086836484323757}\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.745138752695553, 'return_min': -3.8745065475054297, 'ic_mean': 0.0564781939508272, 'ic_std': 0.1537922395460542, 'ir': 0.36723695628292347}\n",
      "Dropped 47.2% entries from factor data: 47.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 47.2%, consider increasing it.\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.0765140541524332, 'return_min': -2.6696189372021895, 'ic_mean': 0.02324340330215534, 'ic_std': 0.13968545060744716, 'ir': 0.16639816960948506}\n",
      "Dropped 7.3% entries from factor data: 7.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -13.69584187440931, 'return_min': 2.5947673738357935, 'ic_mean': -0.009312472176636688, 'ic_std': 0.12957028019476027, 'ir': -0.07187197683480256}\n",
      "Dropped 7.3% entries from factor data: 7.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 12.39670883077082, 'return_min': -12.084132876796216, 'ic_mean': 0.06529124495684553, 'ic_std': 0.1411158561248354, 'ir': 0.46267830384054714}\n",
      "Dropped 15.7% entries from factor data: 15.0% in forward returns computation and 0.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.4925187498846544, 'return_min': -0.3686512285117072, 'ic_mean': 0.004395809470934728, 'ic_std': 0.10814396252425802, 'ir': 0.040647756641511025}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.9616422789968677, 'return_min': -0.21675697023382234, 'ic_mean': 0.013595810762681796, 'ic_std': 0.11384228125561828, 'ir': 0.11942672452385368}\n",
      "Dropped 11.3% entries from factor data: 11.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.756109210345416, 'return_min': -6.705428167147476, 'ic_mean': 0.00856162162065079, 'ic_std': 0.0885616543757467, 'ir': 0.09667413827124097}\n",
      "Dropped 67.6% entries from factor data: 7.5% in forward returns computation and 60.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 67.6%, consider increasing it.\n",
      "Dropped 11.4% entries from factor data: 11.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7066045013948141, 'return_min': -7.018468990005466, 'ic_mean': 0.01652935390004474, 'ic_std': 0.12836526000655907, 'ir': 0.1287681254196045}\n",
      "Dropped 16.2% entries from factor data: 7.5% in forward returns computation and 8.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -9.934621402234445, 'return_min': 0.6920164645607407, 'ic_mean': 0.02922530409826468, 'ic_std': 0.14624818770861342, 'ir': 0.19983361541883524}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.3387798666264494, 'return_min': -2.414409285378394, 'ic_mean': 0.017561651559269097, 'ic_std': 0.09840226747389613, 'ir': 0.178467956177207}\n",
      "Dropped 32.3% entries from factor data: 7.5% in forward returns computation and 24.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.360632668135798, 'return_min': -0.5195646290101497, 'ic_mean': 0.03002972021209816, 'ic_std': 0.14130147096328574, 'ir': 0.21252234677656515}\n",
      "Dropped 43.8% entries from factor data: 43.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 43.8%, consider increasing it.\n",
      "Dropped 8.4% entries from factor data: 8.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.0656466582570356, 'return_min': -1.6235486465210336, 'ic_mean': 0.025692366344231592, 'ic_std': 0.11903589287819538, 'ir': 0.2158371372113918}\n",
      "Dropped 7.3% entries from factor data: 7.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.4058932751925823, 'return_min': -4.9588712320713935, 'ic_mean': 0.03681638752705178, 'ic_std': 0.1399514389037139, 'ir': 0.26306544481033406}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.4562459124298783, 'return_min': 2.9387071025310796, 'ic_mean': 0.01045026954743898, 'ic_std': 0.10304303621961747, 'ir': 0.10141655303291076}\n",
      "Dropped 13.6% entries from factor data: 13.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.807053065525423, 'return_min': -8.805953873122219, 'ic_mean': 0.04840576240468433, 'ic_std': 0.12842055083837406, 'ir': 0.3769315899104518}\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7528506621401476, 'return_min': 1.076306514562475, 'ic_mean': 0.016146714403397808, 'ic_std': 0.1405509786952894, 'ir': 0.11488155083148467}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 37.2% entries from factor data: 37.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 37.2%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 37.0% entries from factor data: 11.2% in forward returns computation and 25.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 37.0%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.171626538651772, 'return_min': -2.91184285164503, 'ic_mean': -0.0007625349332854568, 'ic_std': 0.0887233698894255, 'ir': -0.008594521761693584}\n",
      "Dropped 33.5% entries from factor data: 11.6% in forward returns computation and 21.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.114598879553233, 'return_min': 3.560578377468371, 'ic_mean': -0.04234377395181862, 'ic_std': 0.13367734770837303, 'ir': -0.3167610270379891}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 11.4% entries from factor data: 11.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.861758401522142, 'return_min': 0.474140967217096, 'ic_mean': 0.0065125175143567965, 'ic_std': 0.10638189730785656, 'ir': 0.06121828693758248}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.6775979431149501, 'return_min': -0.31466048913131317, 'ic_mean': 0.0028277599173360114, 'ic_std': 0.09941094412744864, 'ir': 0.028445157041368754}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 8.7% entries from factor data: 8.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.9478715507957887, 'return_min': -9.441481041035926, 'ic_mean': 0.0660872101830289, 'ic_std': 0.1381166950103844, 'ir': 0.47848821011869774}\n",
      "Dropped 22.2% entries from factor data: 14.2% in forward returns computation and 8.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -7.955682827250898, 'return_min': 0.9787383196413479, 'ic_mean': -0.06706410470798677, 'ic_std': 0.15221683855347806, 'ir': -0.4405826933820154}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.0300654171555585, 'return_min': -0.4581556363547623, 'ic_mean': -0.005826672227778809, 'ic_std': 0.10525651329120396, 'ir': -0.05535688049687401}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.561127407991858, 'return_min': 0.46907741527268954, 'ic_mean': 0.053211429652103126, 'ic_std': 0.1411674966304266, 'ir': 0.3769382536506224}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 17.5% entries from factor data: 9.8% in forward returns computation and 7.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.645467631720912, 'return_min': -5.746432633014775, 'ic_mean': 0.0583959284760707, 'ic_std': 0.148859811591545, 'ir': 0.3922880719230166}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 48.3% entries from factor data: 4.3% in forward returns computation and 44.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 48.3%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.8482402484876204, 'return_min': -0.09055912455702142, 'ic_mean': -0.020226262817788488, 'ic_std': 0.09177780464152434, 'ir': -0.2203829444035016}\n",
      "Dropped 100.0% entries from factor data: 4.3% in forward returns computation and 95.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 7.3% entries from factor data: 7.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.952732347587197, 'return_min': -7.293537194242861, 'ic_mean': -0.029102467684441285, 'ic_std': 0.1603825472487926, 'ir': -0.18145657481855698}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002   -1.273823    2.135496  0.024102  0.094518  0.254996\n",
      "alpha003   -0.081482   -0.427202  0.005550  0.081388  0.068194\n",
      "alpha005    2.768703  -14.081933  0.071307  0.137323  0.519269\n",
      "alpha006   -3.494027   -1.414173 -0.008632  0.117207 -0.073651\n",
      "alpha008    5.535038  -10.033457  0.062254  0.143372  0.434213\n",
      "alpha009  -10.093540   -0.516642  0.025265  0.147415  0.171389\n",
      "alpha010  -13.408226    1.587424  0.006476  0.130401  0.049663\n",
      "alpha011    5.606601   -6.043045  0.021675  0.116437  0.186149\n",
      "alpha012   -6.676337   -1.232952  0.013455  0.096930  0.138810\n",
      "alpha013    0.126402   -0.196777  0.023152  0.099321  0.233101\n",
      "alpha014   -1.376696    2.572667 -0.002101  0.113892 -0.018451\n",
      "alpha015    2.713590   -1.254376  0.018342  0.097191  0.188722\n",
      "alpha016    1.615491    0.887741  0.021280  0.102919  0.206764\n",
      "alpha017   -2.270919    1.313740  0.031861  0.150664  0.211472\n",
      "alpha018   -4.043475   -5.357655  0.032537  0.131854  0.246762\n",
      "alpha020   -1.100939   -3.786925  0.020537  0.115351  0.178040\n",
      "alpha022   -6.054639   -2.400092 -0.007233  0.098626 -0.073335\n",
      "alpha024   -0.118911   -7.957849  0.035121  0.109897  0.319583\n",
      "alpha025   -3.229733  -12.453921  0.056367  0.149093  0.378062\n",
      "alpha026    4.018488   -1.268186  0.013302  0.116396  0.114281\n",
      "alpha028    2.164530    2.707496  0.001853  0.113060  0.016386\n",
      "alpha029    0.368189    2.203042  0.001117  0.117408  0.009513\n",
      "alpha030    1.814126   -6.369285  0.033357  0.113091  0.294953\n",
      "alpha031    2.054479   -5.624944  0.039468  0.116448  0.338937\n",
      "alpha032    2.262047   -6.269211  0.016525  0.068179  0.242380\n",
      "alpha033   -7.167398    3.059176  0.036639  0.163046  0.224718\n",
      "alpha034   -1.063941    3.949308  0.034954  0.136569  0.255947\n",
      "alpha037   -8.185155    0.255120  0.027433  0.130094  0.210868\n",
      "alpha038    2.745139   -3.874507  0.056478  0.153792  0.367237\n",
      "alpha040    1.076514   -2.669619  0.023243  0.139685  0.166398\n",
      "alpha041  -13.695842    2.594767 -0.009312  0.129570 -0.071872\n",
      "alpha042   12.396709  -12.084133  0.065291  0.141116  0.462678\n",
      "alpha043   -3.492519   -0.368651  0.004396  0.108144  0.040648\n",
      "alpha044   -2.961642   -0.216757  0.013596  0.113842  0.119427\n",
      "alpha045   -4.756109   -6.705428  0.008562  0.088562  0.096674\n",
      "alpha047    0.706605   -7.018469  0.016529  0.128365  0.128768\n",
      "alpha049   -9.934621    0.692016  0.029225  0.146248  0.199834\n",
      "alpha050    1.338780   -2.414409  0.017562  0.098402  0.178468\n",
      "alpha051   -2.360633   -0.519565  0.030030  0.141301  0.212522\n",
      "alpha053   -1.065647   -1.623549  0.025692  0.119036  0.215837\n",
      "alpha054    1.405893   -4.958871  0.036816  0.139951  0.263065\n",
      "alpha055   -3.456246    2.938707  0.010450  0.103043  0.101417\n",
      "alpha057   -3.807053   -8.805954  0.048406  0.128421  0.376932\n",
      "alpha060    0.752851    1.076307  0.016147  0.140551  0.114882\n",
      "alpha072   -2.171627   -2.911843 -0.000763  0.088723 -0.008595\n",
      "alpha073   -4.114599    3.560578 -0.042344  0.133677 -0.316761\n",
      "alpha077   -3.861758    0.474141  0.006513  0.106382  0.061218\n",
      "alpha078    1.677598   -0.314660  0.002828  0.099411  0.028445\n",
      "alpha083    2.947872   -9.441481  0.066087  0.138117  0.478488\n",
      "alpha084   -7.955683    0.978738 -0.067064  0.152217 -0.440583\n",
      "alpha085    3.030065   -0.458156 -0.005827  0.105257 -0.055357\n",
      "alpha088    1.561127    0.469077  0.053211  0.141167  0.376938\n",
      "alpha094    4.645468   -5.746433  0.058396  0.148860  0.392288\n",
      "alpha098   -1.848240   -0.090559 -0.020226  0.091778 -0.220383\n",
      "alpha101    5.952732   -7.293537 -0.029102  0.160383 -0.181457\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 19.3% in forward returns computation and 80.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 7.2% entries from factor data: 4.8% in forward returns computation and 2.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.8739150744749864, 'return_min': 1.8431631573334606, 'ic_mean': 0.017252458079070842, 'ic_std': 0.10464953331141591, 'ir': 0.16485938860072127}\n",
      "Dropped 8.0% entries from factor data: 4.8% in forward returns computation and 3.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.014199479103638168, 'return_min': -5.049067487051806, 'ic_mean': 0.004024572392637595, 'ic_std': 0.08935829771085312, 'ir': 0.045038597374139386}\n",
      "Dropped 66.8% entries from factor data: 14.5% in forward returns computation and 52.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 66.8%, consider increasing it.\n",
      "Dropped 14.8% entries from factor data: 14.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.12499746579309, 'return_min': -14.858263375663316, 'ic_mean': 0.05474877504759822, 'ic_std': 0.18752181098078047, 'ir': 0.29195950466375103}\n",
      "Dropped 8.0% entries from factor data: 4.8% in forward returns computation and 3.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.572965559631603, 'return_min': -7.404075786853204, 'ic_mean': -0.007232246391327812, 'ic_std': 0.17457818395418162, 'ir': -0.04142697688518703}\n",
      "Dropped 89.1% entries from factor data: 23.8% in forward returns computation and 65.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 89.1%, consider increasing it.\n",
      "Dropped 16.5% entries from factor data: 16.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.5477416467180038, 'return_min': -8.500218763971557, 'ic_mean': 0.03741613871488302, 'ic_std': 0.21154076002743655, 'ir': 0.1768743702633488}\n",
      "Dropped 11.9% entries from factor data: 11.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -19.880964667106092, 'return_min': 6.7224837243839985, 'ic_mean': 0.01970766640555429, 'ic_std': 0.19993102437790386, 'ir': 0.09857232746581354}\n",
      "Dropped 11.9% entries from factor data: 11.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -21.37740340361183, 'return_min': 9.143033498266728, 'ic_mean': 0.006296182873524444, 'ic_std': 0.18691868494216451, 'ir': 0.03368407431002726}\n",
      "Dropped 12.6% entries from factor data: 12.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.328063501537471, 'return_min': -18.4859103881585, 'ic_mean': 0.017199420683037297, 'ic_std': 0.16655302675853936, 'ir': 0.10326693556864744}\n",
      "Dropped 11.9% entries from factor data: 11.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.399800377072662, 'return_min': -15.489167657321001, 'ic_mean': 0.027967542179163456, 'ic_std': 0.14325054813895882, 'ir': 0.19523514948113016}\n",
      "Dropped 13.0% entries from factor data: 13.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7597536328273211, 'return_min': -3.3451382941773744, 'ic_mean': 0.025120362657844293, 'ic_std': 0.09758737329493335, 'ir': 0.25741406710399206}\n",
      "Dropped 13.3% entries from factor data: 13.0% in forward returns computation and 0.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.9562427992857465, 'return_min': -4.566077145440328, 'ic_mean': 0.004122085377622884, 'ic_std': 0.16197501575555212, 'ir': 0.02544889629054775}\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 8.203963406645531, 'return_min': -4.389423603926579, 'ic_mean': 0.013260768051706532, 'ic_std': 0.12928441138053232, 'ir': 0.10257051031988024}\n",
      "Dropped 13.0% entries from factor data: 13.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7499625036665467, 'return_min': -2.0090540117279065, 'ic_mean': 0.021843663374929836, 'ic_std': 0.10078372229852416, 'ir': 0.2167380096383849}\n",
      "Dropped 19.6% entries from factor data: 19.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -7.760594768031481, 'return_min': 4.175582895880048, 'ic_mean': 0.036547154133805576, 'ic_std': 0.20510554356581157, 'ir': 0.17818706163872555}\n",
      "Dropped 13.0% entries from factor data: 13.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.21221545444150003, 'return_min': -7.8903924934825564, 'ic_mean': 0.04519355605880177, 'ic_std': 0.1946283545013007, 'ir': 0.23220437831169016}\n",
      "Dropped 58.1% entries from factor data: 58.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 58.1%, consider increasing it.\n",
      "Dropped 11.9% entries from factor data: 11.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -7.29820851959273, 'return_min': 0.3218016804407142, 'ic_mean': 0.008682929656265952, 'ic_std': 0.17120229792483507, 'ir': 0.05071736630590157}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 18.3% entries from factor data: 18.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.5179670315722547, 'return_min': -0.3866269942875977, 'ic_mean': 0.0051244009096843065, 'ic_std': 0.14138971388018287, 'ir': 0.036243095548144685}\n",
      "Dropped 73.6% entries from factor data: 4.8% in forward returns computation and 68.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 73.6%, consider increasing it.\n",
      "Dropped 12.5% entries from factor data: 12.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.653238497531632, 'return_min': 0.4609842824865318, 'ic_mean': 0.042347071575076965, 'ic_std': 0.2045614269514689, 'ir': 0.20701396253519283}\n",
      "Dropped 19.0% entries from factor data: 18.3% in forward returns computation and 0.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.042343650743074, 'return_min': -19.606856373661774, 'ic_mean': 0.06197875148818309, 'ic_std': 0.19736155307165562, 'ir': 0.31403660198032896}\n",
      "Dropped 6.8% entries from factor data: 4.8% in forward returns computation and 2.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 10.028966720310173, 'return_min': -14.423861925493275, 'ic_mean': 0.022476631464930723, 'ic_std': 0.1576805554944695, 'ir': 0.14254535947343913}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 11.5% entries from factor data: 11.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -9.460291452652037, 'return_min': 4.689057608469049, 'ic_mean': -0.002172537346559661, 'ic_std': 0.15301208349928527, 'ir': -0.014198469146195302}\n",
      "Dropped 15.5% entries from factor data: 15.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.15003319400852533, 'return_min': -3.847471416110748, 'ic_mean': 0.014117374401915288, 'ic_std': 0.17344753083519368, 'ir': 0.08139276664208803}\n",
      "Dropped 18.3% entries from factor data: 18.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.860733053418052, 'return_min': -1.7322060478419665, 'ic_mean': 0.0338316698239172, 'ic_std': 0.1730500754153834, 'ir': 0.19550219635968857}\n",
      "Dropped 18.3% entries from factor data: 18.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 11.258574934402965, 'return_min': -7.375272439581471, 'ic_mean': 0.04311182823104711, 'ic_std': 0.15359158182478025, 'ir': 0.2806913485677215}\n",
      "Dropped 32.1% entries from factor data: 32.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.698439845707281, 'return_min': -12.8948118837513, 'ic_mean': 0.018623339852176877, 'ic_std': 0.10126531725029844, 'ir': 0.1839063991291845}\n",
      "Dropped 11.8% entries from factor data: 11.5% in forward returns computation and 0.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -13.168508733308881, 'return_min': -2.212046019129943, 'ic_mean': 0.03472637880797082, 'ic_std': 0.23171071819516692, 'ir': 0.14986954025459126}\n",
      "Dropped 11.9% entries from factor data: 11.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7203981967317539, 'return_min': 5.355079960889242, 'ic_mean': 0.0348102546506666, 'ic_std': 0.1851789179096266, 'ir': 0.1879817370336679}\n",
      "Dropped 38.3% entries from factor data: 22.4% in forward returns computation and 15.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 38.3%, consider increasing it.\n",
      "Dropped 52.5% entries from factor data: 52.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 52.5%, consider increasing it.\n",
      "Dropped 11.5% entries from factor data: 11.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.5293758806155253, 'return_min': -12.538299954595322, 'ic_mean': 0.060436342864356694, 'ic_std': 0.18800468568955844, 'ir': 0.3214618967750188}\n",
      "Dropped 15.1% entries from factor data: 14.8% in forward returns computation and 0.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.19323771002567, 'return_min': -4.422693809318368, 'ic_mean': 0.051763901583051636, 'ic_std': 0.20792638394581642, 'ir': 0.24895302174129474}\n",
      "Dropped 58.1% entries from factor data: 58.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 58.1%, consider increasing it.\n",
      "Dropped 14.8% entries from factor data: 14.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.374141180776501, 'return_min': -13.906578801551328, 'ic_mean': 0.016038926340622452, 'ic_std': 0.17832376413053846, 'ir': 0.08994273095806495}\n",
      "Dropped 11.5% entries from factor data: 11.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -28.685841149385105, 'return_min': 9.344582031447501, 'ic_mean': -0.02065794266885701, 'ic_std': 0.1661433483673375, 'ir': -0.12433806632561044}\n",
      "Dropped 11.5% entries from factor data: 11.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.0509200561357197, 'return_min': -12.146512723638647, 'ic_mean': 0.027967070440009956, 'ic_std': 0.19152383853957827, 'ir': 0.14602396575416685}\n",
      "Dropped 27.7% entries from factor data: 24.3% in forward returns computation and 3.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -9.408133618493686, 'return_min': 5.871438787909966, 'ic_mean': -0.020328239944588603, 'ic_std': 0.14570640402948026, 'ir': -0.13951507540104868}\n",
      "Dropped 5.6% entries from factor data: 4.8% in forward returns computation and 0.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.797402750096214, 'return_min': -6.445985401436483, 'ic_mean': 0.018848558695628907, 'ic_std': 0.14476717761576724, 'ir': 0.13019911699636552}\n",
      "Dropped 18.2% entries from factor data: 18.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.693531082815451, 'return_min': -11.968115988060246, 'ic_mean': 0.025251024832018215, 'ic_std': 0.12401017157441797, 'ir': 0.20362059427411713}\n",
      "Dropped 80.9% entries from factor data: 11.7% in forward returns computation and 69.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 80.9%, consider increasing it.\n",
      "Dropped 18.3% entries from factor data: 18.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -11.082045616849223, 'return_min': 0.5805762099386769, 'ic_mean': -0.008175420735419226, 'ic_std': 0.18732931626702745, 'ir': -0.04364197178708335}\n",
      "Dropped 43.4% entries from factor data: 11.8% in forward returns computation and 31.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 43.4%, consider increasing it.\n",
      "Dropped 5.6% entries from factor data: 4.8% in forward returns computation and 0.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.882070595128578, 'return_min': -3.3684902856268018, 'ic_mean': 0.013721110998353825, 'ic_std': 0.13274407678523312, 'ir': 0.10336514691011965}\n",
      "Dropped 55.9% entries from factor data: 11.8% in forward returns computation and 44.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 55.9%, consider increasing it.\n",
      "Dropped 56.2% entries from factor data: 56.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 56.2%, consider increasing it.\n",
      "Dropped 13.5% entries from factor data: 13.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -26.07250690059515, 'return_min': 15.249876290621689, 'ic_mean': -0.02608477779601336, 'ic_std': 0.1825639410391158, 'ir': -0.14288022951051702}\n",
      "Dropped 16.2% entries from factor data: 11.5% in forward returns computation and 4.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -14.539885539692765, 'return_min': 10.524192148781975, 'ic_mean': -0.01973522310529415, 'ic_std': 0.1815716257384849, 'ir': -0.10869111858765047}\n",
      "Dropped 12.5% entries from factor data: 4.8% in forward returns computation and 7.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.467066132529563, 'return_min': 0.6552130974935011, 'ic_mean': 0.017252388802181322, 'ic_std': 0.10771363645242167, 'ir': 0.16016903124240817}\n",
      "Dropped 21.8% entries from factor data: 21.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.6780852067264114, 'return_min': -5.476290765190628, 'ic_mean': 0.035579756321986726, 'ic_std': 0.18074165290906044, 'ir': 0.19685421566819775}\n",
      "Dropped 14.8% entries from factor data: 14.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -25.547148273378227, 'return_min': 16.95530689837188, 'ic_mean': -0.034400299945834864, 'ic_std': 0.18906132123387182, 'ir': -0.18195313415418882}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 28.6% entries from factor data: 28.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.992409018025114, 'return_min': -7.8300916243345675, 'ic_mean': 0.02577726943544067, 'ic_std': 0.10807783532726009, 'ir': 0.23850652964492677}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 97.6% entries from factor data: 17.9% in forward returns computation and 79.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 97.6%, consider increasing it.\n",
      "Dropped 9.3% entries from factor data: 4.8% in forward returns computation and 4.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.495958307184083, 'return_min': -5.8925474524695876, 'ic_mean': 0.009815077717108442, 'ic_std': 0.13117372435078772, 'ir': 0.0748250289125034}\n",
      "Dropped 40.1% entries from factor data: 18.6% in forward returns computation and 21.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 40.1%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 19.3% entries from factor data: 18.3% in forward returns computation and 1.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.28690053607949295, 'return_min': 0.04503036204805966, 'ic_mean': 0.009415485124408549, 'ic_std': 0.13760803853738915, 'ir': 0.06842249351479776}\n",
      "Dropped 8.0% entries from factor data: 4.8% in forward returns computation and 3.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.3000633814063143, 'return_min': -0.7430207195335825, 'ic_mean': -0.002738195278706931, 'ic_std': 0.13245672347473128, 'ir': -0.020672376659153096}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 13.8% entries from factor data: 13.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -7.582255803436633, 'return_min': -7.860075377161824, 'ic_mean': 0.03072902856770557, 'ic_std': 0.20422198541023984, 'ir': 0.15046875832676532}\n",
      "Dropped 33.0% entries from factor data: 23.0% in forward returns computation and 9.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -29.43876019574465, 'return_min': 18.056714696437215, 'ic_mean': -0.07682877505687259, 'ic_std': 0.21472565577958644, 'ir': -0.35779969923918403}\n",
      "Dropped 11.3% entries from factor data: 4.8% in forward returns computation and 6.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.3408086418907903, 'return_min': -7.009042207352101, 'ic_mean': 0.000456117662702064, 'ic_std': 0.1313918222424336, 'ir': 0.0034714311356491613}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 14.1% entries from factor data: 14.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 14.700918707375443, 'return_min': -9.200698864556545, 'ic_mean': 0.06325033311532322, 'ic_std': 0.1921982186517635, 'ir': 0.32908907043474755}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 24.4% entries from factor data: 15.5% in forward returns computation and 8.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 15.456070325707838, 'return_min': -21.208481719667827, 'ic_mean': 0.055521468485669856, 'ic_std': 0.20367963033151185, 'ir': 0.2725921506991265}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 52.8% entries from factor data: 4.8% in forward returns computation and 48.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 52.8%, consider increasing it.\n",
      "Dropped 12.5% entries from factor data: 4.8% in forward returns computation and 7.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.361369101184454, 'return_min': -2.8119072227872355, 'ic_mean': -0.009428996280075349, 'ic_std': 0.10237502313735915, 'ir': -0.09210250695058918}\n",
      "Dropped 100.0% entries from factor data: 4.8% in forward returns computation and 95.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 11.8% entries from factor data: 11.5% in forward returns computation and 0.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 12.33557734609203, 'return_min': -7.432006574676908, 'ic_mean': -0.020250693371484253, 'ic_std': 0.21815193173429415, 'ir': -0.092828393544318}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    2.873915    1.843163  0.017252  0.104650  0.164859\n",
      "alpha003    0.014199   -5.049067  0.004025  0.089358  0.045039\n",
      "alpha005    4.124997  -14.858263  0.054749  0.187522  0.291960\n",
      "alpha006   -4.572966   -7.404076 -0.007232  0.174578 -0.041427\n",
      "alpha008   -1.547742   -8.500219  0.037416  0.211541  0.176874\n",
      "alpha009  -19.880965    6.722484  0.019708  0.199931  0.098572\n",
      "alpha010  -21.377403    9.143033  0.006296  0.186919  0.033684\n",
      "alpha011    4.328064  -18.485910  0.017199  0.166553  0.103267\n",
      "alpha012    6.399800  -15.489168  0.027968  0.143251  0.195235\n",
      "alpha013   -1.759754   -3.345138  0.025120  0.097587  0.257414\n",
      "alpha014    2.956243   -4.566077  0.004122  0.161975  0.025449\n",
      "alpha015    8.203963   -4.389424  0.013261  0.129284  0.102571\n",
      "alpha016   -1.749963   -2.009054  0.021844  0.100784  0.216738\n",
      "alpha017   -7.760595    4.175583  0.036547  0.205106  0.178187\n",
      "alpha018   -0.212215   -7.890392  0.045194  0.194628  0.232204\n",
      "alpha020   -7.298209    0.321802  0.008683  0.171202  0.050717\n",
      "alpha022   -2.517967   -0.386627  0.005124  0.141390  0.036243\n",
      "alpha024    5.653238    0.460984  0.042347  0.204561  0.207014\n",
      "alpha025   -4.042344  -19.606856  0.061979  0.197362  0.314037\n",
      "alpha026   10.028967  -14.423862  0.022477  0.157681  0.142545\n",
      "alpha028   -9.460291    4.689058 -0.002173  0.153012 -0.014198\n",
      "alpha029    0.150033   -3.847471  0.014117  0.173448  0.081393\n",
      "alpha030    2.860733   -1.732206  0.033832  0.173050  0.195502\n",
      "alpha031   11.258575   -7.375272  0.043112  0.153592  0.280691\n",
      "alpha032    4.698440  -12.894812  0.018623  0.101265  0.183906\n",
      "alpha033  -13.168509   -2.212046  0.034726  0.231711  0.149870\n",
      "alpha034   -1.720398    5.355080  0.034810  0.185179  0.187982\n",
      "alpha037    2.529376  -12.538300  0.060436  0.188005  0.321462\n",
      "alpha038    9.193238   -4.422694  0.051764  0.207926  0.248953\n",
      "alpha040    2.374141  -13.906579  0.016039  0.178324  0.089943\n",
      "alpha041  -28.685841    9.344582 -0.020658  0.166143 -0.124338\n",
      "alpha042    3.050920  -12.146513  0.027967  0.191524  0.146024\n",
      "alpha043   -9.408134    5.871439 -0.020328  0.145706 -0.139515\n",
      "alpha044    5.797403   -6.445985  0.018849  0.144767  0.130199\n",
      "alpha045    5.693531  -11.968116  0.025251  0.124010  0.203621\n",
      "alpha047  -11.082046    0.580576 -0.008175  0.187329 -0.043642\n",
      "alpha050    9.882071   -3.368490  0.013721  0.132744  0.103365\n",
      "alpha053  -26.072507   15.249876 -0.026085  0.182564 -0.142880\n",
      "alpha054  -14.539886   10.524192 -0.019735  0.181572 -0.108691\n",
      "alpha055    5.467066    0.655213  0.017252  0.107714  0.160169\n",
      "alpha057    3.678085   -5.476291  0.035580  0.180742  0.196854\n",
      "alpha060  -25.547148   16.955307 -0.034400  0.189061 -0.181953\n",
      "alpha066    6.992409   -7.830092  0.025777  0.108078  0.238507\n",
      "alpha072    9.495958   -5.892547  0.009815  0.131174  0.074825\n",
      "alpha077    0.286901    0.045030  0.009415  0.137608  0.068422\n",
      "alpha078   -2.300063   -0.743021 -0.002738  0.132457 -0.020672\n",
      "alpha083   -7.582256   -7.860075  0.030729  0.204222  0.150469\n",
      "alpha084  -29.438760   18.056715 -0.076829  0.214726 -0.357800\n",
      "alpha085   -2.340809   -7.009042  0.000456  0.131392  0.003471\n",
      "alpha088   14.700919   -9.200699  0.063250  0.192198  0.329089\n",
      "alpha094   15.456070  -21.208482  0.055521  0.203680  0.272592\n",
      "alpha098   -5.361369   -2.811907 -0.009429  0.102375 -0.092103\n",
      "alpha101   12.335577   -7.432007 -0.020251  0.218152 -0.092828\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 12.9% in forward returns computation and 87.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.507652236456547, 'return_min': 0.608682014144879, 'ic_mean': 0.028752666138028713, 'ic_std': 0.08429204516477722, 'ir': 0.3411077057369048}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.052238789522544, 'return_min': -2.1553611149249807, 'ic_mean': 0.01618864252357087, 'ic_std': 0.09042190626162427, 'ir': 0.17903451932025294}\n",
      "Dropped 67.9% entries from factor data: 10.2% in forward returns computation and 57.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 67.9%, consider increasing it.\n",
      "Dropped 10.4% entries from factor data: 10.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.4559049565997526, 'return_min': -13.297041215301064, 'ic_mean': 0.07515753657473942, 'ic_std': 0.1746263088264531, 'ir': 0.4303906844267801}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.983584546310091, 'return_min': -3.9468205699599856, 'ic_mean': 0.0012510631074836658, 'ic_std': 0.1437593752621038, 'ir': 0.008702480135314394}\n",
      "Dropped 89.7% entries from factor data: 15.3% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 89.7%, consider increasing it.\n",
      "Dropped 11.3% entries from factor data: 11.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.8252934961981993, 'return_min': -6.432593013298016, 'ic_mean': 0.05089575899058228, 'ic_std': 0.17832097835382965, 'ir': 0.2854165531191369}\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.1998492918936545, 'return_min': -5.921572545620757, 'ic_mean': 0.05851873970254346, 'ic_std': 0.1641799443058314, 'ir': 0.35643050038764673}\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.241363248635778, 'return_min': -4.733789466425664, 'ic_mean': 0.04444990989710133, 'ic_std': 0.15109933036175463, 'ir': 0.29417674976243463}\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.684060613908581, 'return_min': -7.964318477829968, 'ic_mean': 0.014975770707446809, 'ic_std': 0.12666401827321877, 'ir': 0.11823224078635766}\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.671192222781672, 'return_min': 1.3301334956650201, 'ic_mean': 0.012063092603481694, 'ic_std': 0.1289698883314847, 'ir': 0.09353417886566316}\n",
      "Dropped 9.5% entries from factor data: 9.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.515724183998035, 'return_min': -3.8805140747744105, 'ic_mean': 0.02775669848117555, 'ic_std': 0.09699683032358423, 'ir': 0.2861608816347751}\n",
      "Dropped 9.4% entries from factor data: 9.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7628448066175917, 'return_min': -2.9758295056514505, 'ic_mean': 0.009051424834513896, 'ic_std': 0.13548750178216915, 'ir': 0.06680634534886014}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.590339803301255, 'return_min': -0.6094648503962574, 'ic_mean': 0.02002359412653619, 'ic_std': 0.09372199762830977, 'ir': 0.2136488192019484}\n",
      "Dropped 9.5% entries from factor data: 9.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.6270137999597747, 'return_min': -3.8225110828327136, 'ic_mean': 0.030017101937923063, 'ic_std': 0.09642918520010256, 'ir': 0.31128648319109864}\n",
      "Dropped 13.0% entries from factor data: 13.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.17524490851794639, 'return_min': -3.164677858980003, 'ic_mean': 0.04345182928252015, 'ic_std': 0.1593900770544204, 'ir': 0.27261313932161807}\n",
      "Dropped 9.5% entries from factor data: 9.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.0634806432706654, 'return_min': -8.514926928889777, 'ic_mean': 0.04767195607357609, 'ic_std': 0.15830800296336692, 'ir': 0.30113421419767117}\n",
      "Dropped 56.4% entries from factor data: 56.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 56.4%, consider increasing it.\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5422115990072474, 'return_min': -2.0977742493943907, 'ic_mean': 0.012405743946959605, 'ic_std': 0.13685542136472148, 'ir': 0.09064853860555612}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 12.2% entries from factor data: 12.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.7768337797738916, 'return_min': -1.639683734545594, 'ic_mean': 0.0029376844468461958, 'ic_std': 0.1071412787323197, 'ir': 0.027418792099594653}\n",
      "Dropped 80.6% entries from factor data: 5.5% in forward returns computation and 75.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 80.6%, consider increasing it.\n",
      "Dropped 9.6% entries from factor data: 9.2% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.8732156675705927, 'return_min': -3.1476307724143116, 'ic_mean': 0.02299423699290755, 'ic_std': 0.13172101959910032, 'ir': 0.17456771184198003}\n",
      "Dropped 12.2% entries from factor data: 12.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.4794783177562998, 'return_min': -12.551044683946078, 'ic_mean': 0.07989561942437673, 'ic_std': 0.17768470001437284, 'ir': 0.44964827820242265}\n",
      "Dropped 8.2% entries from factor data: 5.5% in forward returns computation and 2.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.906242737168661, 'return_min': -3.172807102250763, 'ic_mean': 0.020780547266196436, 'ic_std': 0.12195289807510445, 'ir': 0.1703981421860002}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 8.7% entries from factor data: 8.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.795397059350945, 'return_min': -0.9800993039221773, 'ic_mean': -0.0010819407986017177, 'ic_std': 0.11159130046443405, 'ir': -0.009695565820084243}\n",
      "Dropped 10.8% entries from factor data: 10.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.48044940509762, 'return_min': -5.593056845361044, 'ic_mean': 0.03135447734970555, 'ic_std': 0.13034647802172336, 'ir': 0.24054717722775798}\n",
      "Dropped 12.2% entries from factor data: 12.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.8946194819646767, 'return_min': -2.256531520916649, 'ic_mean': 0.025941649447682864, 'ic_std': 0.12281801714079119, 'ir': 0.21122022689834602}\n",
      "Dropped 12.2% entries from factor data: 12.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.021629708157448, 'return_min': -1.6864947238548478, 'ic_mean': 0.03794545566331911, 'ic_std': 0.1310259958775531, 'ir': 0.28960249765077184}\n",
      "Dropped 25.3% entries from factor data: 25.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.097983928754932, 'return_min': -7.082793553983002, 'ic_mean': 0.009327715651804031, 'ic_std': 0.11496225521293882, 'ir': 0.08113720137558864}\n",
      "Dropped 8.7% entries from factor data: 8.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.751633992667649, 'return_min': -7.244244214682505, 'ic_mean': 0.06554046688196917, 'ic_std': 0.18882410184036366, 'ir': 0.3470979935462827}\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.704360463885447, 'return_min': -1.017823494118275, 'ic_mean': 0.05564894660113976, 'ic_std': 0.16686008521802426, 'ir': 0.33350664137817754}\n",
      "Dropped 41.9% entries from factor data: 14.6% in forward returns computation and 27.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 41.9%, consider increasing it.\n",
      "Dropped 46.8% entries from factor data: 46.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 46.8%, consider increasing it.\n",
      "Dropped 8.7% entries from factor data: 8.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.4278266287701697, 'return_min': -4.119256173878982, 'ic_mean': 0.05570618752681884, 'ic_std': 0.1666973772553804, 'ir': 0.3341755487938899}\n",
      "Dropped 10.4% entries from factor data: 10.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.41304521847362885, 'return_min': -5.765908366071049, 'ic_mean': 0.0578147917665973, 'ic_std': 0.16755471302131078, 'ir': 0.3450502270219281}\n",
      "Dropped 56.4% entries from factor data: 56.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 56.4%, consider increasing it.\n",
      "Dropped 10.4% entries from factor data: 10.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.412529585014255, 'return_min': -2.8655200561367167, 'ic_mean': 0.023884966956565216, 'ic_std': 0.17106557268435899, 'ir': 0.1396246280403625}\n",
      "Dropped 8.7% entries from factor data: 8.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -10.753780219134867, 'return_min': 2.48493119115345, 'ic_mean': -0.0017513044670756696, 'ic_std': 0.1492701536733003, 'ir': -0.011732449012604737}\n",
      "Dropped 8.7% entries from factor data: 8.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 8.03586807912593, 'return_min': -9.107466211971671, 'ic_mean': 0.06005967537592079, 'ic_std': 0.15002576031587686, 'ir': 0.40032908514821786}\n",
      "Dropped 17.5% entries from factor data: 15.7% in forward returns computation and 1.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.647479642387765, 'return_min': 3.1226750823543092, 'ic_mean': -0.012752992160622022, 'ic_std': 0.1276482038271502, 'ir': -0.09990733734013982}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.0361817720161426, 'return_min': -2.7517640871721483, 'ic_mean': 0.028319055306300932, 'ic_std': 0.11333887554244428, 'ir': 0.2498617987055618}\n",
      "Dropped 12.3% entries from factor data: 12.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.786269580314585, 'return_min': -1.8607208916476825, 'ic_mean': 0.001550943731201654, 'ic_std': 0.1145849000830944, 'ir': 0.013535323852243573}\n",
      "Dropped 77.0% entries from factor data: 8.8% in forward returns computation and 68.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 77.0%, consider increasing it.\n",
      "Dropped 12.2% entries from factor data: 12.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.6848336093134844, 'return_min': -4.271936879807203, 'ic_mean': 0.007002507895734075, 'ic_std': 0.1740507373694785, 'ir': 0.04023256667318224}\n",
      "Dropped 25.5% entries from factor data: 8.9% in forward returns computation and 16.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.369896716097665, 'return_min': -9.905272225051442, 'ic_mean': 0.06516698016829812, 'ic_std': 0.16421173517938628, 'ir': 0.39684727828440014}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.0242091213208404, 'return_min': -3.7435806285213147, 'ic_mean': 0.025385296018949913, 'ic_std': 0.10528774335316678, 'ir': 0.24110399948263675}\n",
      "Dropped 42.3% entries from factor data: 8.9% in forward returns computation and 33.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 42.3%, consider increasing it.\n",
      "Dropped 53.9% entries from factor data: 53.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 53.9%, consider increasing it.\n",
      "Dropped 9.8% entries from factor data: 9.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.6648018387588337, 'return_min': 3.4640075458391983, 'ic_mean': 0.024282054733678, 'ic_std': 0.15918342131805546, 'ir': 0.15254135470025731}\n",
      "Dropped 9.5% entries from factor data: 8.7% in forward returns computation and 0.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.8876463059226403, 'return_min': -4.662957529985023, 'ic_mean': 0.0468910584810102, 'ic_std': 0.15574619704477372, 'ir': 0.3010735374009166}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.9363793530936526, 'return_min': -1.389137455312106, 'ic_mean': 0.02723733368380211, 'ic_std': 0.10201104924582864, 'ir': 0.26700375974140744}\n",
      "Dropped 14.3% entries from factor data: 14.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.2570195975980525, 'return_min': -7.030723132652739, 'ic_mean': 0.057419078628811036, 'ic_std': 0.15441520701925449, 'ir': 0.37184860051802593}\n",
      "Dropped 10.4% entries from factor data: 10.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.3846484425260606, 'return_min': -3.0501104623070763, 'ic_mean': 0.03095168794706311, 'ic_std': 0.13490171120562094, 'ir': 0.22943880897022637}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 35.0% entries from factor data: 35.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.5522990891536637, 'return_min': -1.3583281126061664, 'ic_mean': 0.0267676266919103, 'ic_std': 0.08360658138514493, 'ir': 0.32016171751601274}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 75.1% entries from factor data: 12.1% in forward returns computation and 63.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 75.1%, consider increasing it.\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.23985699885354, 'return_min': 1.5045878829922366, 'ic_mean': 0.00842136473100255, 'ic_std': 0.10071566807243452, 'ir': 0.0836152397355486}\n",
      "Dropped 39.6% entries from factor data: 12.4% in forward returns computation and 27.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 39.6%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 12.2% entries from factor data: 12.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.4327744433118017, 'return_min': -3.593150748799623, 'ic_mean': 0.015045834724664383, 'ic_std': 0.11399093509942504, 'ir': 0.13199150188162878}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5782983217028637, 'return_min': -0.3921365228876095, 'ic_mean': 0.00869432243118676, 'ic_std': 0.08866754050838607, 'ir': 0.09805530165082747}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 9.8% entries from factor data: 9.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.217439473079732, 'return_min': -11.888072170169739, 'ic_mean': 0.08549084796401202, 'ic_std': 0.18689626631725703, 'ir': 0.4574240547903243}\n",
      "Dropped 26.2% entries from factor data: 14.9% in forward returns computation and 11.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -11.609777397113552, 'return_min': 5.560884961284263, 'ic_mean': -0.08016786157515762, 'ic_std': 0.17075763357491386, 'ir': -0.4694833249723317}\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.916060136926024, 'return_min': 0.15269965446318423, 'ic_mean': 0.0009798099446858913, 'ic_std': 0.10113502896706562, 'ir': 0.009688136293558228}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 10.0% entries from factor data: 10.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.496067842141294, 'return_min': -5.234986241404727, 'ic_mean': 0.06648288590244722, 'ic_std': 0.17130996169472776, 'ir': 0.3880853468458472}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 23.3% entries from factor data: 10.8% in forward returns computation and 12.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.530546726462358, 'return_min': -13.539669977897795, 'ic_mean': 0.05965641981022122, 'ic_std': 0.15241952419505192, 'ir': 0.3913961818558011}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 47.1% entries from factor data: 5.5% in forward returns computation and 41.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 47.1%, consider increasing it.\n",
      "Dropped 5.5% entries from factor data: 5.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.4494168251287807, 'return_min': 0.7682202430325802, 'ic_mean': -0.008577092645715845, 'ic_std': 0.08228498300976415, 'ir': -0.10423642725548189}\n",
      "Dropped 100.0% entries from factor data: 5.5% in forward returns computation and 94.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 8.7% entries from factor data: 8.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.3806914434466577, 'return_min': -7.519618319413723, 'ic_mean': -0.044982018076591954, 'ic_std': 0.17342842052770607, 'ir': -0.25936935791562404}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    1.507652    0.608682  0.028753  0.084292  0.341108\n",
      "alpha003    4.052239   -2.155361  0.016189  0.090422  0.179035\n",
      "alpha005    2.455905  -13.297041  0.075158  0.174626  0.430391\n",
      "alpha006   -1.983585   -3.946821  0.001251  0.143759  0.008702\n",
      "alpha008    1.825293   -6.432593  0.050896  0.178321  0.285417\n",
      "alpha009   -5.199849   -5.921573  0.058519  0.164180  0.356431\n",
      "alpha010   -6.241363   -4.733789  0.044450  0.151099  0.294177\n",
      "alpha011    5.684061   -7.964318  0.014976  0.126664  0.118232\n",
      "alpha012   -3.671192    1.330133  0.012063  0.128970  0.093534\n",
      "alpha013   -1.515724   -3.880514  0.027757  0.096997  0.286161\n",
      "alpha014   -1.762845   -2.975830  0.009051  0.135488  0.066806\n",
      "alpha015    1.590340   -0.609465  0.020024  0.093722  0.213649\n",
      "alpha016   -0.627014   -3.822511  0.030017  0.096429  0.311286\n",
      "alpha017    0.175245   -3.164678  0.043452  0.159390  0.272613\n",
      "alpha018    2.063481   -8.514927  0.047672  0.158308  0.301134\n",
      "alpha020   -0.542212   -2.097774  0.012406  0.136855  0.090649\n",
      "alpha022   -3.776834   -1.639684  0.002938  0.107141  0.027419\n",
      "alpha024   -0.873216   -3.147631  0.022994  0.131721  0.174568\n",
      "alpha025   -1.479478  -12.551045  0.079896  0.177685  0.449648\n",
      "alpha026    0.906243   -3.172807  0.020781  0.121953  0.170398\n",
      "alpha028   -1.795397   -0.980099 -0.001082  0.111591 -0.009696\n",
      "alpha029    4.480449   -5.593057  0.031354  0.130346  0.240547\n",
      "alpha030   -1.894619   -2.256532  0.025942  0.122818  0.211220\n",
      "alpha031    4.021630   -1.686495  0.037945  0.131026  0.289602\n",
      "alpha032    2.097984   -7.082794  0.009328  0.114962  0.081137\n",
      "alpha033   -6.751634   -7.244244  0.065540  0.188824  0.347098\n",
      "alpha034    2.704360   -1.017823  0.055649  0.166860  0.333507\n",
      "alpha037   -3.427827   -4.119256  0.055706  0.166697  0.334176\n",
      "alpha038   -0.413045   -5.765908  0.057815  0.167555  0.345050\n",
      "alpha040    1.412530   -2.865520  0.023885  0.171066  0.139625\n",
      "alpha041  -10.753780    2.484931 -0.001751  0.149270 -0.011732\n",
      "alpha042    8.035868   -9.107466  0.060060  0.150026  0.400329\n",
      "alpha043   -5.647480    3.122675 -0.012753  0.127648 -0.099907\n",
      "alpha044    1.036182   -2.751764  0.028319  0.113339  0.249862\n",
      "alpha045   -5.786270   -1.860721  0.001551  0.114585  0.013535\n",
      "alpha047   -0.684834   -4.271937  0.007003  0.174051  0.040233\n",
      "alpha049   -4.369897   -9.905272  0.065167  0.164212  0.396847\n",
      "alpha050    1.024209   -3.743581  0.025385  0.105288  0.241104\n",
      "alpha053   -1.664802    3.464008  0.024282  0.159183  0.152541\n",
      "alpha054    0.887646   -4.662958  0.046891  0.155746  0.301074\n",
      "alpha055    0.936379   -1.389137  0.027237  0.102011  0.267004\n",
      "alpha057   -1.257020   -7.030723  0.057419  0.154415  0.371849\n",
      "alpha060   -2.384648   -3.050110  0.030952  0.134902  0.229439\n",
      "alpha066    1.552299   -1.358328  0.026768  0.083607  0.320162\n",
      "alpha072   -2.239857    1.504588  0.008421  0.100716  0.083615\n",
      "alpha077   -1.432774   -3.593151  0.015046  0.113991  0.131992\n",
      "alpha078    0.578298   -0.392137  0.008694  0.088668  0.098055\n",
      "alpha083    5.217439  -11.888072  0.085491  0.186896  0.457424\n",
      "alpha084  -11.609777    5.560885 -0.080168  0.170758 -0.469483\n",
      "alpha085   -2.916060    0.152700  0.000980  0.101135  0.009688\n",
      "alpha088    4.496068   -5.234986  0.066483  0.171310  0.388085\n",
      "alpha094    3.530547  -13.539670  0.059656  0.152420  0.391396\n",
      "alpha098   -2.449417    0.768220 -0.008577  0.082285 -0.104236\n",
      "alpha101   -1.380691   -7.519618 -0.044982  0.173428 -0.259369\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 13.3% in forward returns computation and 86.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.838948373733221, 'return_min': -0.9917777644019576, 'ic_mean': 0.028807785722627002, 'ic_std': 0.10107743353018475, 'ir': 0.2850070952189752}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.3059233186464283, 'return_min': -2.00435230334417, 'ic_mean': 0.004305462482494705, 'ic_std': 0.09300893137817647, 'ir': 0.04629084990761366}\n",
      "Dropped 70.4% entries from factor data: 11.2% in forward returns computation and 59.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 70.4%, consider increasing it.\n",
      "Dropped 11.3% entries from factor data: 11.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.317456753535012, 'return_min': -8.144857513006087, 'ic_mean': 0.07164213754653416, 'ic_std': 0.1853241550392178, 'ir': 0.38657744065458405}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.4452239670292855, 'return_min': -2.3167565879878005, 'ic_mean': 0.009636420028618269, 'ic_std': 0.12262757012661095, 'ir': 0.07858281802916607}\n",
      "Dropped 95.8% entries from factor data: 15.1% in forward returns computation and 80.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 95.8%, consider increasing it.\n",
      "Dropped 12.1% entries from factor data: 12.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.097384351078425, 'return_min': -2.737523673974618, 'ic_mean': 0.03891075519503544, 'ic_std': 0.15655137384479673, 'ir': 0.2485494329395737}\n",
      "Dropped 10.2% entries from factor data: 10.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.6996230744091854, 'return_min': 3.3103144659185624, 'ic_mean': 0.028940960595831837, 'ic_std': 0.1691965531758813, 'ir': 0.171049350903428}\n",
      "Dropped 10.2% entries from factor data: 10.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.1304783201879793, 'return_min': 3.1445068967905776, 'ic_mean': 0.018319621877061786, 'ic_std': 0.15281349935583394, 'ir': 0.11988222214847409}\n",
      "Dropped 10.5% entries from factor data: 10.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.834257448740111, 'return_min': -4.955065579287377, 'ic_mean': 0.02827758774498035, 'ic_std': 0.1205407981923491, 'ir': 0.23458935206200726}\n",
      "Dropped 10.2% entries from factor data: 10.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.352908774696516, 'return_min': -0.3940798316304228, 'ic_mean': 0.01929300326088231, 'ic_std': 0.11340890870847244, 'ir': 0.1701189393372673}\n",
      "Dropped 10.6% entries from factor data: 10.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.04343897459069268, 'return_min': -0.3831641209273151, 'ic_mean': 0.019430627642075104, 'ic_std': 0.09305238304009773, 'ir': 0.20881386383949072}\n",
      "Dropped 10.6% entries from factor data: 10.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.479293847594711, 'return_min': -1.0533328494899408, 'ic_mean': 0.011207156500705397, 'ic_std': 0.11411595092699055, 'ir': 0.09820850117505085}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.5115169435108164, 'return_min': -1.9257421722662649, 'ic_mean': 0.019261031993951475, 'ic_std': 0.09182950312019143, 'ir': 0.20974775360312678}\n",
      "Dropped 10.6% entries from factor data: 10.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.3518177290294808, 'return_min': -1.167054842275972, 'ic_mean': 0.013810372354656215, 'ic_std': 0.09063322271665489, 'ir': 0.15237648999673498}\n",
      "Dropped 13.4% entries from factor data: 13.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.517843383111565, 'return_min': 2.39482205238728, 'ic_mean': 0.022685187066482017, 'ic_std': 0.16753838012513744, 'ir': 0.1354029270758022}\n",
      "Dropped 10.6% entries from factor data: 10.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.2572243394171068, 'return_min': -1.0839485485991673, 'ic_mean': 0.02714574370910788, 'ic_std': 0.14195743031710106, 'ir': 0.19122453575322107}\n",
      "Dropped 41.4% entries from factor data: 41.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 41.4%, consider increasing it.\n",
      "Dropped 10.2% entries from factor data: 10.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.8478197231973645, 'return_min': -0.3902083501350351, 'ic_mean': 0.016007487604046636, 'ic_std': 0.11983826067004585, 'ir': 0.13357576715937589}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 12.8% entries from factor data: 12.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.1185566846361183, 'return_min': 1.1042070659672554, 'ic_mean': 0.009050677251110627, 'ic_std': 0.1042547269332228, 'ir': 0.08681311166742361}\n",
      "Dropped 94.4% entries from factor data: 5.3% in forward returns computation and 89.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 94.4%, consider increasing it.\n",
      "Dropped 10.8% entries from factor data: 10.4% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.753810771958463, 'return_min': -0.9251742537530472, 'ic_mean': 0.028558899490536558, 'ic_std': 0.13139471499134528, 'ir': 0.2173519649737638}\n",
      "Dropped 12.8% entries from factor data: 12.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.9540853756750955, 'return_min': 1.520912853683054, 'ic_mean': 0.03788329641977804, 'ic_std': 0.1785864287568851, 'ir': 0.21212864092461178}\n",
      "Dropped 5.7% entries from factor data: 5.3% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.724877530377757, 'return_min': -0.7376102437550713, 'ic_mean': 0.02713931583294292, 'ic_std': 0.11216136381711386, 'ir': 0.24196670679927962}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.810796240531154, 'return_min': -0.5936802064909763, 'ic_mean': 0.007012963054301636, 'ic_std': 0.10727887901936332, 'ir': 0.06537133048375561}\n",
      "Dropped 11.6% entries from factor data: 11.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.101974637915397, 'return_min': -0.12128809140699026, 'ic_mean': 0.014307972337985983, 'ic_std': 0.13822826677618943, 'ir': 0.10350974277318081}\n",
      "Dropped 12.8% entries from factor data: 12.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.794159829248132, 'return_min': -0.6352820908661627, 'ic_mean': 0.015913164025014692, 'ic_std': 0.14422203095367728, 'ir': 0.11033795544125881}\n",
      "Dropped 12.8% entries from factor data: 12.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.969155110012835, 'return_min': 3.860802998294499, 'ic_mean': 0.018381640039734966, 'ic_std': 0.1300768905568107, 'ir': 0.14131364888144246}\n",
      "Dropped 18.5% entries from factor data: 18.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.1513545961427951, 'return_min': -3.51487082825952, 'ic_mean': 0.008143764292236393, 'ic_std': 0.06191264744004484, 'ir': 0.13153636016167256}\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5582525217873169, 'return_min': 0.6314719828925952, 'ic_mean': 0.04312851697079056, 'ic_std': 0.19073396127712802, 'ir': 0.22611870839366005}\n",
      "Dropped 10.2% entries from factor data: 10.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.4876833584340794, 'return_min': 6.046950782236937, 'ic_mean': 0.024569637316144827, 'ic_std': 0.14496201765083058, 'ir': 0.16949017207614764}\n",
      "Dropped 48.0% entries from factor data: 14.8% in forward returns computation and 33.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 48.0%, consider increasing it.\n",
      "Dropped 33.9% entries from factor data: 33.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.2880638718715254, 'return_min': -2.3377100634169867, 'ic_mean': 0.0273913294229565, 'ic_std': 0.12369372842941047, 'ir': 0.2214447714589522}\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.92868064235574, 'return_min': 0.33991521897647203, 'ic_mean': 0.030186345000784424, 'ic_std': 0.1550304151349189, 'ir': 0.19471240514007554}\n",
      "Dropped 11.3% entries from factor data: 11.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.008685929456797581, 'return_min': -3.431377126806856, 'ic_mean': 0.0494813983179626, 'ic_std': 0.1762129605878252, 'ir': 0.2808045342005413}\n",
      "Dropped 41.4% entries from factor data: 41.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 41.4%, consider increasing it.\n",
      "Dropped 11.3% entries from factor data: 11.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5958967219488187, 'return_min': 0.9491557993657196, 'ic_mean': 0.017647928295721094, 'ic_std': 0.13350138778489568, 'ir': 0.1321928452470947}\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.474375306737887, 'return_min': 4.523450319093847, 'ic_mean': 0.0016369542956809408, 'ic_std': 0.13515143013445907, 'ir': 0.012112001286648409}\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3588048054511432, 'return_min': -7.123435411864332, 'ic_mean': 0.04042060780011587, 'ic_std': 0.1663738920973977, 'ir': 0.24295042503695866}\n",
      "Dropped 15.6% entries from factor data: 15.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5287351517269112, 'return_min': -0.6094649299748234, 'ic_mean': 0.008172145725860018, 'ic_std': 0.12436851756638274, 'ir': 0.0657091190421086}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.483737819251262, 'return_min': -0.8057218129253751, 'ic_mean': 0.01847845003248095, 'ic_std': 0.1021175270112341, 'ir': 0.1809527764068171}\n",
      "Dropped 12.8% entries from factor data: 12.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5543316585421287, 'return_min': -1.3705988036039063, 'ic_mean': 0.014480667164122961, 'ic_std': 0.10151147139331633, 'ir': 0.14265054939471983}\n",
      "Dropped 84.2% entries from factor data: 10.2% in forward returns computation and 74.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 84.2%, consider increasing it.\n",
      "Dropped 12.8% entries from factor data: 12.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.9354300913522184, 'return_min': 1.8641372136896095, 'ic_mean': 0.004945623986469939, 'ic_std': 0.15572689280298357, 'ir': 0.031758316739337045}\n",
      "Dropped 14.8% entries from factor data: 10.2% in forward returns computation and 4.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.27614856405788757, 'return_min': 1.546275812387421, 'ic_mean': 0.03839627352676107, 'ic_std': 0.16306688219342144, 'ir': 0.2354633449189113}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5186222495168202, 'return_min': -0.31792879739200863, 'ic_mean': 0.017386934024773842, 'ic_std': 0.09738367023489555, 'ir': 0.17854054979480094}\n",
      "Dropped 32.1% entries from factor data: 10.2% in forward returns computation and 21.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.090655752581942, 'return_min': 0.3845761850773677, 'ic_mean': 0.03623769798358197, 'ic_std': 0.1585614168572789, 'ir': 0.22854045266383763}\n",
      "Dropped 38.8% entries from factor data: 38.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 38.8%, consider increasing it.\n",
      "Dropped 10.9% entries from factor data: 10.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.12658727868597452, 'return_min': 0.046830827233890204, 'ic_mean': 0.025209892381757592, 'ic_std': 0.1653989958026872, 'ir': 0.152418654414515}\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.6301290202956906, 'return_min': -4.520311214689654, 'ic_mean': 0.041718212735871146, 'ic_std': 0.1877993028988794, 'ir': 0.22214253243705773}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.9093774181343512, 'return_min': -1.6472104154485745, 'ic_mean': 0.03147733751246703, 'ic_std': 0.09728700913635535, 'ir': 0.3235512921190647}\n",
      "Dropped 14.5% entries from factor data: 14.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.9796359637577225, 'return_min': -4.639386997975503, 'ic_mean': 0.04956372207145063, 'ic_std': 0.18321202159850564, 'ir': 0.2705265824753876}\n",
      "Dropped 11.3% entries from factor data: 11.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3050346971408295, 'return_min': -3.4198718632316716, 'ic_mean': 0.025375271697981112, 'ic_std': 0.15870419788526943, 'ir': 0.15989036229731884}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 36.1% entries from factor data: 36.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 36.1%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 23.9% entries from factor data: 12.6% in forward returns computation and 11.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.8031033606381577, 'return_min': 0.07625874187011661, 'ic_mean': 0.012347726658805083, 'ic_std': 0.08379992680413716, 'ir': 0.1473477021962683}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.539943310488791, 'return_min': -2.1479150092107435, 'ic_mean': 0.016608592608159757, 'ic_std': 0.09720911266144057, 'ir': 0.17085427645044024}\n",
      "Dropped 29.8% entries from factor data: 12.9% in forward returns computation and 16.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3577701800635573, 'return_min': 0.2487160994735227, 'ic_mean': -0.011011313871793302, 'ic_std': 0.13509834046597996, 'ir': -0.08150591512681192}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 12.8% entries from factor data: 12.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.119426772567822, 'return_min': 0.7366497484828649, 'ic_mean': 0.00411248172085533, 'ic_std': 0.1148816090581666, 'ir': 0.035797563722955054}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.2201902938702158, 'return_min': 3.0476719880989656, 'ic_mean': -0.0004162310875653405, 'ic_std': 0.0896056230129348, 'ir': -0.004645144730540588}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 10.9% entries from factor data: 10.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.02329843449623, 'return_min': -10.187048832726031, 'ic_mean': 0.07440962727475246, 'ic_std': 0.18913933445345485, 'ir': 0.39341170090171734}\n",
      "Dropped 21.9% entries from factor data: 15.0% in forward returns computation and 6.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7911771186795988, 'return_min': 4.531171759889485, 'ic_mean': -0.05598158215404965, 'ic_std': 0.17581550798333556, 'ir': -0.3184109456337366}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.2533612939823477, 'return_min': -2.598861203847447, 'ic_mean': 0.01915089216549555, 'ic_std': 0.10133651788222839, 'ir': 0.18898312835016098}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 11.0% entries from factor data: 11.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.8640456948693096, 'return_min': -3.0087301824377466, 'ic_mean': 0.035600349276804145, 'ic_std': 0.14164349901472684, 'ir': 0.25133768598234596}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 17.3% entries from factor data: 11.6% in forward returns computation and 5.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7428282694220698, 'return_min': 2.6589840210022864, 'ic_mean': 0.023572000230597256, 'ic_std': 0.16739246715625844, 'ir': 0.1408187634189843}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 44.5% entries from factor data: 5.3% in forward returns computation and 39.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 44.5%, consider increasing it.\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.42402092450322115, 'return_min': -1.0853805121291416, 'ic_mean': 0.006421144282281454, 'ic_std': 0.08520199540130731, 'ir': 0.0753637781842716}\n",
      "Dropped 100.0% entries from factor data: 5.3% in forward returns computation and 94.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.620849735195385, 'return_min': -1.9632958853976756, 'ic_mean': -0.03310829369357441, 'ic_std': 0.18451508267560945, 'ir': -0.17943407776469486}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    4.838948   -0.991778  0.028808  0.101077  0.285007\n",
      "alpha003   -0.305923   -2.004352  0.004305  0.093009  0.046291\n",
      "alpha005    7.317457   -8.144858  0.071642  0.185324  0.386577\n",
      "alpha006    1.445224   -2.316757  0.009636  0.122628  0.078583\n",
      "alpha008    3.097384   -2.737524  0.038911  0.156551  0.248549\n",
      "alpha009   -2.699623    3.310314  0.028941  0.169197  0.171049\n",
      "alpha010   -3.130478    3.144507  0.018320  0.152813  0.119882\n",
      "alpha011    6.834257   -4.955066  0.028278  0.120541  0.234589\n",
      "alpha012    2.352909   -0.394080  0.019293  0.113409  0.170119\n",
      "alpha013   -0.043439   -0.383164  0.019431  0.093052  0.208814\n",
      "alpha014    3.479294   -1.053333  0.011207  0.114116  0.098209\n",
      "alpha015    2.511517   -1.925742  0.019261  0.091830  0.209748\n",
      "alpha016   -1.351818   -1.167055  0.013810  0.090633  0.152376\n",
      "alpha017   -5.517843    2.394822  0.022685  0.167538  0.135403\n",
      "alpha018   -1.257224   -1.083949  0.027146  0.141957  0.191225\n",
      "alpha020    2.847820   -0.390208  0.016007  0.119838  0.133576\n",
      "alpha022   -1.118557    1.104207  0.009051  0.104255  0.086813\n",
      "alpha024    0.753811   -0.925174  0.028559  0.131395  0.217352\n",
      "alpha025    0.954085    1.520913  0.037883  0.178586  0.212129\n",
      "alpha026    3.724878   -0.737610  0.027139  0.112161  0.241967\n",
      "alpha028    1.810796   -0.593680  0.007013  0.107279  0.065371\n",
      "alpha029    6.101975   -0.121288  0.014308  0.138228  0.103510\n",
      "alpha030   -1.794160   -0.635282  0.015913  0.144222  0.110338\n",
      "alpha031   -4.969155    3.860803  0.018382  0.130077  0.141314\n",
      "alpha032   -1.151355   -3.514871  0.008144  0.061913  0.131536\n",
      "alpha033   -0.558253    0.631472  0.043129  0.190734  0.226119\n",
      "alpha034    3.487683    6.046951  0.024570  0.144962  0.169490\n",
      "alpha036    1.288064   -2.337710  0.027391  0.123694  0.221445\n",
      "alpha037   -1.928681    0.339915  0.030186  0.155030  0.194712\n",
      "alpha038   -0.008686   -3.431377  0.049481  0.176213  0.280805\n",
      "alpha040    0.595897    0.949156  0.017648  0.133501  0.132193\n",
      "alpha041   -3.474375    4.523450  0.001637  0.135151  0.012112\n",
      "alpha042    3.358805   -7.123435  0.040421  0.166374  0.242950\n",
      "alpha043   -0.528735   -0.609465  0.008172  0.124369  0.065709\n",
      "alpha044   -0.483738   -0.805722  0.018478  0.102118  0.180953\n",
      "alpha045    0.554332   -1.370599  0.014481  0.101511  0.142651\n",
      "alpha047   -0.935430    1.864137  0.004946  0.155727  0.031758\n",
      "alpha049    0.276149    1.546276  0.038396  0.163067  0.235463\n",
      "alpha050    0.518622   -0.317929  0.017387  0.097384  0.178541\n",
      "alpha051    6.090656    0.384576  0.036238  0.158561  0.228540\n",
      "alpha053   -0.126587    0.046831  0.025210  0.165399  0.152419\n",
      "alpha054    2.630129   -4.520311  0.041718  0.187799  0.222143\n",
      "alpha055    2.909377   -1.647210  0.031477  0.097287  0.323551\n",
      "alpha057    4.979636   -4.639387  0.049564  0.183212  0.270527\n",
      "alpha060    3.305035   -3.419872  0.025375  0.158704  0.159890\n",
      "alpha071    0.803103    0.076259  0.012348  0.083800  0.147348\n",
      "alpha072    3.539943   -2.147915  0.016609  0.097209  0.170854\n",
      "alpha073    3.357770    0.248716 -0.011011  0.135098 -0.081506\n",
      "alpha077   -1.119427    0.736650  0.004112  0.114882  0.035798\n",
      "alpha078   -1.220190    3.047672 -0.000416  0.089606 -0.004645\n",
      "alpha083    9.023298  -10.187049  0.074410  0.189139  0.393412\n",
      "alpha084   -1.791177    4.531172 -0.055982  0.175816 -0.318411\n",
      "alpha085    2.253361   -2.598861  0.019151  0.101337  0.188983\n",
      "alpha088   -1.864046   -3.008730  0.035600  0.141643  0.251338\n",
      "alpha094   -1.742828    2.658984  0.023572  0.167392  0.140819\n",
      "alpha098    0.424021   -1.085381  0.006421  0.085202  0.075364\n",
      "alpha101    2.620850   -1.963296 -0.033108  0.184515 -0.179434\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 9.6% in forward returns computation and 90.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.10850763777270345, 'return_min': -0.8845423047521006, 'ic_mean': 0.017582333839091524, 'ic_std': 0.1097536218246183, 'ir': 0.1601982107450391}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.403933849508654, 'return_min': 0.6437257555225173, 'ic_mean': 0.0005507887296556778, 'ic_std': 0.08722481677691898, 'ir': 0.006314587407667961}\n",
      "Dropped 73.7% entries from factor data: 8.3% in forward returns computation and 65.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 73.7%, consider increasing it.\n",
      "Dropped 8.4% entries from factor data: 8.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.912027521961296, 'return_min': -15.389324518675362, 'ic_mean': 0.07876434190955893, 'ic_std': 0.17838641600801033, 'ir': 0.4415377788969204}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5095289464929209, 'return_min': -0.1457483376532398, 'ic_mean': 0.005561503017342348, 'ic_std': 0.12646761415346564, 'ir': 0.04397570915344056}\n",
      "Dropped 92.4% entries from factor data: 10.5% in forward returns computation and 81.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 92.4%, consider increasing it.\n",
      "Dropped 8.9% entries from factor data: 8.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.5300500354985545, 'return_min': -6.01952975291975, 'ic_mean': 0.0326134579084693, 'ic_std': 0.1654914453861553, 'ir': 0.19707035510125334}\n",
      "Dropped 7.8% entries from factor data: 7.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.9476100317183942, 'return_min': -1.583938182598832, 'ic_mean': 0.02660467898184374, 'ic_std': 0.16117970177807295, 'ir': 0.16506221744023025}\n",
      "Dropped 7.8% entries from factor data: 7.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.205653857997424, 'return_min': -0.9617677264872615, 'ic_mean': 0.017592329690143647, 'ic_std': 0.14716247927410678, 'ir': 0.11954358051671542}\n",
      "Dropped 7.9% entries from factor data: 7.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.461018354389168, 'return_min': -0.389114369906407, 'ic_mean': 0.012963230036430058, 'ic_std': 0.11863480925906426, 'ir': 0.10927003733046088}\n",
      "Dropped 7.8% entries from factor data: 7.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7902783388402668, 'return_min': 0.2905878901482417, 'ic_mean': 0.009355035426360712, 'ic_std': 0.12442685230321561, 'ir': 0.07518502038099814}\n",
      "Dropped 8.0% entries from factor data: 8.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.3905959354354458, 'return_min': 0.08001918848643541, 'ic_mean': 0.014817510215033037, 'ic_std': 0.107862339247288, 'ir': 0.13737427093122864}\n",
      "Dropped 8.0% entries from factor data: 8.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.83116419134355, 'return_min': 0.7456969339725283, 'ic_mean': 0.012192315601087226, 'ic_std': 0.11798127168527972, 'ir': 0.10334111021968613}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.614175681872055, 'return_min': -1.7872800483809126, 'ic_mean': 0.017201419366166024, 'ic_std': 0.08837354784415595, 'ir': 0.1946444358723744}\n",
      "Dropped 8.0% entries from factor data: 8.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.292648902746496, 'return_min': -1.0317760445721635, 'ic_mean': 0.014931773945643764, 'ic_std': 0.10176146639247724, 'ir': 0.14673308546925187}\n",
      "Dropped 9.6% entries from factor data: 9.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.04897858141839073, 'return_min': 0.39437286797783244, 'ic_mean': 0.01832803947476365, 'ic_std': 0.14738578926373666, 'ir': 0.12435418344143676}\n",
      "Dropped 8.0% entries from factor data: 8.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.9731338735494717, 'return_min': -1.1801146519896388, 'ic_mean': 0.0134267436493753, 'ic_std': 0.16708233229329164, 'ir': 0.08036004444686809}\n",
      "Dropped 29.6% entries from factor data: 29.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.4276424741012086, 'return_min': -3.2239766697006456, 'ic_mean': 0.02263988989789656, 'ic_std': 0.1634198250793285, 'ir': 0.13853820909982328}\n",
      "Dropped 7.8% entries from factor data: 7.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.409016103529284, 'return_min': 3.581321678596261, 'ic_mean': -0.007286953500759306, 'ic_std': 0.13015477172512185, 'ir': -0.05598683324610536}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3384886148279946, 'return_min': -0.4239102412839646, 'ic_mean': 0.006582341507024286, 'ic_std': 0.10755264716527636, 'ir': 0.06120111108849965}\n",
      "Dropped 92.7% entries from factor data: 5.2% in forward returns computation and 87.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 92.7%, consider increasing it.\n",
      "Dropped 12.6% entries from factor data: 7.9% in forward returns computation and 4.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.063966205770983, 'return_min': -1.5014716525707517, 'ic_mean': 0.013269769303719701, 'ic_std': 0.14329829462674942, 'ir': 0.09260242306639872}\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.3756958089206073, 'return_min': -0.8536121295943389, 'ic_mean': 0.035873306559529534, 'ic_std': 0.17217837045490442, 'ir': 0.20834966938501248}\n",
      "Dropped 7.6% entries from factor data: 5.2% in forward returns computation and 2.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.43760601109887887, 'return_min': -3.5998662173986062, 'ic_mean': 0.016809060294181916, 'ic_std': 0.11954445729756956, 'ir': 0.140609281886996}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 7.7% entries from factor data: 7.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.520379602366177, 'return_min': -6.402580751482256, 'ic_mean': 0.025418216764603003, 'ic_std': 0.11049731834664762, 'ir': 0.23003469355574788}\n",
      "Dropped 8.6% entries from factor data: 8.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7473658436429886, 'return_min': -0.5020966227708978, 'ic_mean': 0.008944891194262861, 'ic_std': 0.1345357159264767, 'ir': 0.06648711186218545}\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.8827480282801456, 'return_min': 1.135578649640312, 'ic_mean': 0.017490808880645907, 'ic_std': 0.12751945566780093, 'ir': 0.13716188474181507}\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.1650739530078003, 'return_min': -0.2133820352101523, 'ic_mean': 0.014323666749416212, 'ic_std': 0.12046941031091997, 'ir': 0.11889878694058686}\n",
      "Dropped 12.9% entries from factor data: 12.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.921003553921885, 'return_min': -3.763724636750565, 'ic_mean': 0.009608236448351985, 'ic_std': 0.07832986026424683, 'ir': 0.12266377618878}\n",
      "Dropped 7.7% entries from factor data: 7.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.0167550483031196, 'return_min': -1.6169756102268895, 'ic_mean': 0.03515095130340301, 'ic_std': 0.17852380730394546, 'ir': 0.19689783583629722}\n",
      "Dropped 7.8% entries from factor data: 7.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.3796007411591713, 'return_min': 8.777918319797795, 'ic_mean': 0.004786348132730479, 'ic_std': 0.14347119003771253, 'ir': 0.033361040160553135}\n",
      "Dropped 49.8% entries from factor data: 10.3% in forward returns computation and 39.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 49.8%, consider increasing it.\n",
      "Dropped 23.2% entries from factor data: 23.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.618064514168129, 'return_min': -3.9229340598190277, 'ic_mean': 0.026294049804687802, 'ic_std': 0.12692127565713154, 'ir': 0.20716818097321396}\n",
      "Dropped 7.7% entries from factor data: 7.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.2577223134925255, 'return_min': -1.638039711611139, 'ic_mean': 0.017855120173774042, 'ic_std': 0.14698581571031238, 'ir': 0.12147512389198072}\n",
      "Dropped 8.4% entries from factor data: 8.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.10376407822033, 'return_min': -1.4466241661792445, 'ic_mean': 0.02569263621447589, 'ic_std': 0.17847362433822267, 'ir': 0.14395760891696896}\n",
      "Dropped 29.6% entries from factor data: 29.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.960617564711111, 'return_min': -5.996771420800906, 'ic_mean': 0.02895130427753851, 'ic_std': 0.18625463077007895, 'ir': 0.15543937972354252}\n",
      "Dropped 8.4% entries from factor data: 8.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.0748638726963975, 'return_min': 0.21069660753436636, 'ic_mean': 0.013660451694524052, 'ic_std': 0.14791941111712867, 'ir': 0.0923506360075159}\n",
      "Dropped 7.7% entries from factor data: 7.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -10.710167826800676, 'return_min': 8.21809537840057, 'ic_mean': -0.023027583928740856, 'ic_std': 0.14092974590435023, 'ir': -0.16339761191629337}\n",
      "Dropped 7.7% entries from factor data: 7.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.561251655019749, 'return_min': -14.907112862450056, 'ic_mean': 0.051196718379155896, 'ic_std': 0.16702002256812762, 'ir': 0.30653042426857957}\n",
      "Dropped 12.6% entries from factor data: 10.6% in forward returns computation and 1.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.304617055774784, 'return_min': -1.1999824809150184, 'ic_mean': 0.006359605803450492, 'ic_std': 0.12626628440520132, 'ir': 0.050366618717011355}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.3209343355879977, 'return_min': 2.545718247128903, 'ic_mean': 0.007647274272662373, 'ic_std': 0.12259235029187927, 'ir': 0.06237970195085607}\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.4310110477678819, 'return_min': -4.046892698518212, 'ic_mean': 0.005757781655463866, 'ic_std': 0.10356924655318983, 'ir': 0.05559354583608808}\n",
      "Dropped 69.9% entries from factor data: 7.7% in forward returns computation and 62.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 69.9%, consider increasing it.\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.1394520676312183, 'return_min': -6.463641073697346, 'ic_mean': 0.020747644616685046, 'ic_std': 0.14692756427243053, 'ir': 0.14121002222711}\n",
      "Dropped 25.6% entries from factor data: 7.7% in forward returns computation and 17.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -21.279341354701884, 'return_min': -1.0535591668092703, 'ic_mean': 0.025890551224962848, 'ic_std': 0.1645044065636206, 'ir': 0.1573851531749085}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5138405230664667, 'return_min': 4.492412777949983, 'ic_mean': 0.005238103621374174, 'ic_std': 0.09611479684120847, 'ir': 0.054498410167042856}\n",
      "Dropped 41.4% entries from factor data: 7.7% in forward returns computation and 33.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 41.4%, consider increasing it.\n",
      "Dropped 27.0% entries from factor data: 27.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.6634501327894569, 'return_min': -2.7149968605788555, 'ic_mean': 0.01367230954536651, 'ic_std': 0.164271660022294, 'ir': 0.08322987387788607}\n",
      "Dropped 8.3% entries from factor data: 8.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.738291734298517, 'return_min': -4.83492435277344, 'ic_mean': 0.044362064747330295, 'ic_std': 0.13687766236356796, 'ir': 0.3241001050229648}\n",
      "Dropped 8.9% entries from factor data: 7.7% in forward returns computation and 1.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.063316415354624, 'return_min': -11.602309206126815, 'ic_mean': 0.0615856900637672, 'ic_std': 0.15343241213606842, 'ir': 0.40138644244966426}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.0231559162710013, 'return_min': 2.1515750874501194, 'ic_mean': 0.012621507253940173, 'ic_std': 0.10075291168643283, 'ir': 0.12527188587086519}\n",
      "Dropped 10.1% entries from factor data: 10.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 11.32521099466599, 'return_min': -12.28924005343024, 'ic_mean': 0.0692101774907488, 'ic_std': 0.15510505071297204, 'ir': 0.44621485356286006}\n",
      "Dropped 8.4% entries from factor data: 8.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.854875465233892, 'return_min': -9.212416276808133, 'ic_mean': 0.05514997202896119, 'ic_std': 0.14987959957505212, 'ir': 0.3679618319326032}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 32.9% entries from factor data: 32.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.2415369133876872, 'return_min': -5.459408788294207, 'ic_mean': 0.012014990767317713, 'ic_std': 0.09401915340466827, 'ir': 0.1277930116601235}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 29.8% entries from factor data: 9.2% in forward returns computation and 20.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5180783322944471, 'return_min': 5.1643858061889425, 'ic_mean': 7.605317426182312e-05, 'ic_std': 0.08635358001454807, 'ir': 0.0008807182545183462}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.0510311964417873, 'return_min': -0.19401129944696116, 'ic_mean': 0.009899278451051577, 'ic_std': 0.10411947965531307, 'ir': 0.09507614217649839}\n",
      "Dropped 35.0% entries from factor data: 9.3% in forward returns computation and 25.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 35.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 9.3% entries from factor data: 9.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.4359175425302535, 'return_min': 2.665229347813547, 'ic_mean': -0.005286444511907405, 'ic_std': 0.1280488430267947, 'ir': -0.04128459412008273}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3569343624306747, 'return_min': 1.356063708695121, 'ic_mean': 0.007476725166909044, 'ic_std': 0.09744288396239043, 'ir': 0.07672930913862115}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 8.3% entries from factor data: 8.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 16.945162443351425, 'return_min': -20.967567075990125, 'ic_mean': 0.10065398955005533, 'ic_std': 0.16643459428369275, 'ir': 0.6047660342686184}\n",
      "Dropped 20.7% entries from factor data: 10.4% in forward returns computation and 10.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.625257721428746, 'return_min': 0.6992679932227297, 'ic_mean': -0.036758460449432075, 'ic_std': 0.17347301145515714, 'ir': -0.21189728673692942}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.873742212729958, 'return_min': -0.18687502571057557, 'ic_mean': 0.005014079504774535, 'ic_std': 0.10747641715566628, 'ir': 0.04665283452380313}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 8.3% entries from factor data: 8.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.652660687693098, 'return_min': 0.44767354545394156, 'ic_mean': 0.02331348651347403, 'ic_std': 0.1466785835769976, 'ir': 0.15894267550815164}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 20.7% entries from factor data: 8.6% in forward returns computation and 12.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.5635525840046505, 'return_min': 0.2363638999569595, 'ic_mean': 0.005468667948475259, 'ic_std': 0.1713648394608464, 'ir': 0.031912427109790774}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 56.9% entries from factor data: 5.2% in forward returns computation and 51.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 56.9%, consider increasing it.\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.22895963249447426, 'return_min': 0.20860249566378997, 'ic_mean': -0.004982935571539421, 'ic_std': 0.09253559135263119, 'ir': -0.053848854248422486}\n",
      "Dropped 100.0% entries from factor data: 5.2% in forward returns computation and 94.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 7.7% entries from factor data: 7.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5503991311273104, 'return_min': -0.19464112831490965, 'ic_mean': -0.02748950573891089, 'ic_std': 0.16745530772307568, 'ir': -0.16416025333977982}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    0.108508   -0.884542  0.017582  0.109754  0.160198\n",
      "alpha003   -1.403934    0.643726  0.000551  0.087225  0.006315\n",
      "alpha005    7.912028  -15.389325  0.078764  0.178386  0.441538\n",
      "alpha006   -0.509529   -0.145748  0.005562  0.126468  0.043976\n",
      "alpha008    2.530050   -6.019530  0.032613  0.165491  0.197070\n",
      "alpha009   -1.947610   -1.583938  0.026605  0.161180  0.165062\n",
      "alpha010   -1.205654   -0.961768  0.017592  0.147162  0.119544\n",
      "alpha011    4.461018   -0.389114  0.012963  0.118635  0.109270\n",
      "alpha012    0.790278    0.290588  0.009355  0.124427  0.075185\n",
      "alpha013   -1.390596    0.080019  0.014818  0.107862  0.137374\n",
      "alpha014    3.831164    0.745697  0.012192  0.117981  0.103341\n",
      "alpha015    2.614176   -1.787280  0.017201  0.088374  0.194644\n",
      "alpha016   -1.292649   -1.031776  0.014932  0.101761  0.146733\n",
      "alpha017   -0.048979    0.394373  0.018328  0.147386  0.124354\n",
      "alpha018   -2.973134   -1.180115  0.013427  0.167082  0.080360\n",
      "alpha019    0.427642   -3.223977  0.022640  0.163420  0.138538\n",
      "alpha020   -4.409016    3.581322 -0.007287  0.130155 -0.055987\n",
      "alpha022    3.338489   -0.423910  0.006582  0.107553  0.061201\n",
      "alpha024   -1.063966   -1.501472  0.013270  0.143298  0.092602\n",
      "alpha025    1.375696   -0.853612  0.035873  0.172178  0.208350\n",
      "alpha026   -0.437606   -3.599866  0.016809  0.119544  0.140609\n",
      "alpha028    5.520380   -6.402581  0.025418  0.110497  0.230035\n",
      "alpha029    0.747366   -0.502097  0.008945  0.134536  0.066487\n",
      "alpha030   -1.882748    1.135579  0.017491  0.127519  0.137162\n",
      "alpha031   -1.165074   -0.213382  0.014324  0.120469  0.118899\n",
      "alpha032    1.921004   -3.763725  0.009608  0.078330  0.122664\n",
      "alpha033   -1.016755   -1.616976  0.035151  0.178524  0.196898\n",
      "alpha034   -2.379601    8.777918  0.004786  0.143471  0.033361\n",
      "alpha036    3.618065   -3.922934  0.026294  0.126921  0.207168\n",
      "alpha037   -0.257722   -1.638040  0.017855  0.146986  0.121475\n",
      "alpha038   -5.103764   -1.446624  0.025693  0.178474  0.143958\n",
      "alpha039    3.960618   -5.996771  0.028951  0.186255  0.155439\n",
      "alpha040    2.074864    0.210697  0.013660  0.147919  0.092351\n",
      "alpha041  -10.710168    8.218095 -0.023028  0.140930 -0.163398\n",
      "alpha042    4.561252  -14.907113  0.051197  0.167020  0.306530\n",
      "alpha043   -4.304617   -1.199982  0.006360  0.126266  0.050367\n",
      "alpha044   -1.320934    2.545718  0.007647  0.122592  0.062380\n",
      "alpha045   -0.431011   -4.046893  0.005758  0.103569  0.055594\n",
      "alpha047    0.139452   -6.463641  0.020748  0.146928  0.141210\n",
      "alpha049  -21.279341   -1.053559  0.025891  0.164504  0.157385\n",
      "alpha050   -0.513841    4.492413  0.005238  0.096115  0.054498\n",
      "alpha052    1.663450   -2.714997  0.013672  0.164272  0.083230\n",
      "alpha053    5.738292   -4.834924  0.044362  0.136878  0.324100\n",
      "alpha054    5.063316  -11.602309  0.061586  0.153432  0.401386\n",
      "alpha055    1.023156    2.151575  0.012622  0.100753  0.125272\n",
      "alpha057   11.325211  -12.289240  0.069210  0.155105  0.446215\n",
      "alpha060    9.854875   -9.212416  0.055150  0.149880  0.367962\n",
      "alpha066   -2.241537   -5.459409  0.012015  0.094019  0.127793\n",
      "alpha071   -0.518078    5.164386  0.000076  0.086354  0.000881\n",
      "alpha072    1.051031   -0.194011  0.009899  0.104119  0.095076\n",
      "alpha077   -3.435918    2.665229 -0.005286  0.128049 -0.041285\n",
      "alpha078    3.356934    1.356064  0.007477  0.097443  0.076729\n",
      "alpha083   16.945162  -20.967567  0.100654  0.166435  0.604766\n",
      "alpha084   -6.625258    0.699268 -0.036758  0.173473 -0.211897\n",
      "alpha085    3.873742   -0.186875  0.005014  0.107476  0.046653\n",
      "alpha088   -2.652661    0.447674  0.023313  0.146679  0.158943\n",
      "alpha094   -6.563553    0.236364  0.005469  0.171365  0.031912\n",
      "alpha098   -0.228960    0.208602 -0.004983  0.092536 -0.053849\n",
      "alpha101    0.550399   -0.194641 -0.027490  0.167455 -0.164160\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 99.6% entries from factor data: 5.8% in forward returns computation and 93.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 99.6%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.5269158957375026, 'return_min': -2.732298632018848, 'ic_mean': 0.022637714437928322, 'ic_std': 0.07929747223073734, 'ir': 0.28547838665093633}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.3080609822168086, 'return_min': -5.127145200589656, 'ic_mean': 0.01062514820527827, 'ic_std': 0.08771547647913107, 'ir': 0.12113196703441682}\n",
      "Dropped 83.0% entries from factor data: 5.0% in forward returns computation and 78.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 83.0%, consider increasing it.\n",
      "Dropped 5.0% entries from factor data: 5.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 11.082291546187228, 'return_min': -11.457657360782747, 'ic_mean': 0.06231949187815281, 'ic_std': 0.13384305631631854, 'ir': 0.4656161745953393}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.8342024219883974, 'return_min': -4.807046256548597, 'ic_mean': 0.00924531668224347, 'ic_std': 0.1184846443198902, 'ir': 0.07802966144104333}\n",
      "Dropped 86.2% entries from factor data: 6.7% in forward returns computation and 79.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 86.2%, consider increasing it.\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.625064000403409, 'return_min': -1.121514100752563, 'ic_mean': 0.01536056450365289, 'ic_std': 0.14249548516542038, 'ir': 0.10779685044632183}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.619622883395344, 'return_min': 0.1302551042781097, 'ic_mean': 0.028930597192261518, 'ic_std': 0.1455098944500384, 'ir': 0.19882219900994427}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.6794483373662175, 'return_min': 1.133704000650937, 'ic_mean': 0.01836486783982765, 'ic_std': 0.13513313138067926, 'ir': 0.13590203714063698}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.966765666636341, 'return_min': -5.009402725445478, 'ic_mean': 0.019101055308193247, 'ic_std': 0.11492020894784835, 'ir': 0.16621145647987334}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3063494193541487, 'return_min': 2.1901699594439883, 'ic_mean': 0.008716240688440135, 'ic_std': 0.10402097024720364, 'ir': 0.08379311082877013}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.1195582822984846, 'return_min': -2.152255431634442, 'ic_mean': 0.02186741619518386, 'ic_std': 0.0938347373271424, 'ir': 0.23304180112899986}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.2428807200270953, 'return_min': -1.9934012606037665, 'ic_mean': 0.005846025165429915, 'ic_std': 0.11431121599469815, 'ir': 0.051141308528299255}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.135073592033244, 'return_min': -1.569290204898044, 'ic_mean': 0.01589052651667338, 'ic_std': 0.08712529459274833, 'ir': 0.18238706211497838}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.4244820332829384, 'return_min': -2.9089093389722542, 'ic_mean': 0.02345060204450327, 'ic_std': 0.09330968656822755, 'ir': 0.2513201244905727}\n",
      "Dropped 5.8% entries from factor data: 5.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.1106371483071698, 'return_min': 0.7384582104275061, 'ic_mean': 0.01904753369002277, 'ic_std': 0.1437040079254837, 'ir': 0.13254698992041808}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.6727542801243658, 'return_min': -2.5141533600236965, 'ic_mean': 0.02062338062306759, 'ic_std': 0.12974272645565418, 'ir': 0.15895596760190348}\n",
      "Dropped 19.4% entries from factor data: 19.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.186361722875343, 'return_min': -4.771658156618175, 'ic_mean': 0.03080472735096858, 'ic_std': 0.13448304883989257, 'ir': 0.2290602988012477}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.078316858624476, 'return_min': 2.8243179842268873, 'ic_mean': -0.003354040869039774, 'ic_std': 0.12554734141851814, 'ir': -0.026715347622208237}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 5.6% entries from factor data: 5.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.059914390388773, 'return_min': 0.9876241944994923, 'ic_mean': 0.009253334892118327, 'ic_std': 0.09518023812519258, 'ir': 0.09721907692589737}\n",
      "Dropped 75.4% entries from factor data: 4.1% in forward returns computation and 71.3% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 75.4%, consider increasing it.\n",
      "Dropped 5.0% entries from factor data: 4.6% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.1028839537762245, 'return_min': 1.4712035726383021, 'ic_mean': 0.01573511963451097, 'ic_std': 0.12875645916176112, 'ir': 0.12220839045241531}\n",
      "Dropped 5.6% entries from factor data: 5.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.557611397615016, 'return_min': -2.630890994269608, 'ic_mean': 0.04082193107035829, 'ic_std': 0.15069689357841806, 'ir': 0.2708876745963964}\n",
      "Dropped 6.2% entries from factor data: 4.1% in forward returns computation and 2.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.908654822286749, 'return_min': -3.045814210865805, 'ic_mean': 0.017825721289744093, 'ic_std': 0.09891136760995044, 'ir': 0.18021913679364426}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.8427891387639015, 'return_min': -5.1439461557833965, 'ic_mean': 0.020518599625434154, 'ic_std': 0.10270896663022346, 'ir': 0.19977418037225475}\n",
      "Dropped 5.1% entries from factor data: 5.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.2262007287811016, 'return_min': -0.8599276007148493, 'ic_mean': 0.009692181678166689, 'ic_std': 0.12432293105723538, 'ir': 0.0779597263010525}\n",
      "Dropped 5.6% entries from factor data: 5.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.0535378754416023, 'return_min': -3.7754249069099632, 'ic_mean': 0.013483594989006245, 'ic_std': 0.11166336749738125, 'ir': 0.1207521794407863}\n",
      "Dropped 5.6% entries from factor data: 5.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.8151910338114483, 'return_min': 0.2271370041806442, 'ic_mean': 0.023709489034368984, 'ic_std': 0.11543196162902948, 'ir': 0.20539795650848913}\n",
      "Dropped 6.8% entries from factor data: 6.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.968745797544802, 'return_min': 0.7420295450666359, 'ic_mean': 0.0007497965926771986, 'ic_std': 0.0790962380438273, 'ir': 0.009479548095090636}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.325210633537857, 'return_min': -4.695585787336531, 'ic_mean': 0.04460763632533326, 'ic_std': 0.15473063397586712, 'ir': 0.2882922093648927}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.4139321413604335, 'return_min': -0.9229932105070393, 'ic_mean': 0.03337888309777455, 'ic_std': 0.1357947250907262, 'ir': 0.2458039741637511}\n",
      "Dropped 36.7% entries from factor data: 6.3% in forward returns computation and 30.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 36.7%, consider increasing it.\n",
      "Dropped 14.4% entries from factor data: 14.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 8.690250131206945, 'return_min': -6.424887540932289, 'ic_mean': 0.03373703566560343, 'ic_std': 0.10080199588154105, 'ir': 0.3346861872184555}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.169881945279563, 'return_min': -6.31229096001551, 'ic_mean': 0.03296968337897795, 'ic_std': 0.12631752805189214, 'ir': 0.26100640099158506}\n",
      "Dropped 5.0% entries from factor data: 5.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7496919115301814, 'return_min': -3.635728802483529, 'ic_mean': 0.030951606730072127, 'ic_std': 0.13840801064591662, 'ir': 0.22362583340103281}\n",
      "Dropped 19.4% entries from factor data: 19.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.587100257058442, 'return_min': -4.284217458611073, 'ic_mean': 0.031000273677031443, 'ic_std': 0.1447401394207175, 'ir': 0.21417882973652982}\n",
      "Dropped 5.0% entries from factor data: 5.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.1540854993907779, 'return_min': -3.6039940322729613, 'ic_mean': 0.012919084301964964, 'ic_std': 0.12341693962093266, 'ir': 0.1046783718802712}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.981316246871481, 'return_min': 5.390763969097545, 'ic_mean': -0.008228041017915081, 'ic_std': 0.12200283549603595, 'ir': -0.06744139170587082}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.46680818988953376, 'return_min': -9.573699250176038, 'ic_mean': 0.030479589065425913, 'ic_std': 0.13840233043541156, 'ir': 0.22022453646219398}\n",
      "Dropped 8.3% entries from factor data: 6.7% in forward returns computation and 1.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.15356097551100234, 'return_min': -1.8575416520738575, 'ic_mean': 0.0056106987061370454, 'ic_std': 0.10694521553071452, 'ir': 0.052463297944597254}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.64033472475478, 'return_min': -3.157454475913868, 'ic_mean': 0.021000666344349675, 'ic_std': 0.10472777340768456, 'ir': 0.20052623732004904}\n",
      "Dropped 5.6% entries from factor data: 5.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7684425737131129, 'return_min': 2.5239299512569424, 'ic_mean': 0.0016723960487462137, 'ic_std': 0.08816665584343973, 'ir': 0.018968577550632512}\n",
      "Dropped 71.4% entries from factor data: 4.5% in forward returns computation and 66.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 71.4%, consider increasing it.\n",
      "Dropped 5.6% entries from factor data: 5.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.5508940306061554, 'return_min': -5.089525801043049, 'ic_mean': 0.015112273085789957, 'ic_std': 0.1349740094700459, 'ir': 0.11196431924283726}\n",
      "Dropped 22.5% entries from factor data: 4.5% in forward returns computation and 18.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 8.013487586449042, 'return_min': 0.95966072966025, 'ic_mean': 0.029890194252107306, 'ic_std': 0.15429056963020354, 'ir': 0.19372664397925765}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.14329818537439643, 'return_min': -4.163975986468671, 'ic_mean': 0.017603536333573932, 'ic_std': 0.08792513779280701, 'ir': 0.20021050606774304}\n",
      "Dropped 35.5% entries from factor data: 4.5% in forward returns computation and 31.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 35.5%, consider increasing it.\n",
      "Dropped 16.5% entries from factor data: 16.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.609744631074442, 'return_min': -3.565641624810878, 'ic_mean': 0.0231533113786279, 'ic_std': 0.1413624957118279, 'ir': 0.16378680400370607}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.360755331760281, 'return_min': -5.198980746706772, 'ic_mean': 0.039095605288415165, 'ic_std': 0.12231203689416119, 'ir': 0.31963824886871356}\n",
      "Dropped 4.9% entries from factor data: 4.5% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.405641132418925, 'return_min': -11.342687734584578, 'ic_mean': 0.048231767617062125, 'ic_std': 0.12381252393669322, 'ir': 0.3895548372935487}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.616558219821208, 'return_min': -4.315985361372787, 'ic_mean': 0.026383135235255446, 'ic_std': 0.0824549029344659, 'ir': 0.319970484426189}\n",
      "Dropped 6.2% entries from factor data: 6.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.592116104897297, 'return_min': -9.953082305028671, 'ic_mean': 0.05575228858932666, 'ic_std': 0.13265268038948239, 'ir': 0.4202876898200022}\n",
      "Dropped 5.0% entries from factor data: 5.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.538537778884354, 'return_min': -5.41495318917673, 'ic_mean': 0.03285338828859206, 'ic_std': 0.1348373733348321, 'ir': 0.24365194512510688}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 30.5% entries from factor data: 30.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.8548819935527696, 'return_min': -0.09506690636928994, 'ic_mean': 0.008542853088686839, 'ic_std': 0.08463260046544822, 'ir': 0.10094045369874355}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 24.5% entries from factor data: 5.5% in forward returns computation and 19.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.44185709872513, 'return_min': -1.0452090197898833, 'ic_mean': 0.008777000279204326, 'ic_std': 0.08598864287682546, 'ir': 0.10207162231618135}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.9768780070060785, 'return_min': -2.2311017520726395, 'ic_mean': 0.012081031933016862, 'ic_std': 0.09207030552787424, 'ir': 0.1312152910077977}\n",
      "Dropped 29.0% entries from factor data: 5.7% in forward returns computation and 23.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.993110017368572, 'return_min': -1.2356105390387562, 'ic_mean': -0.012643939291387275, 'ic_std': 0.1313539243628791, 'ir': -0.09625855757805192}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 5.6% entries from factor data: 5.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.1630392664097045, 'return_min': 0.21289323063999888, 'ic_mean': 0.0010943022404003605, 'ic_std': 0.10706314813411442, 'ir': 0.010221091565788489}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.032798647562337635, 'return_min': -0.7698126378086201, 'ic_mean': 0.005814596397627227, 'ic_std': 0.09033416294117655, 'ir': 0.06436763466124719}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 5.0% entries from factor data: 5.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 11.5847841814265, 'return_min': -13.223762762020197, 'ic_mean': 0.07402149749962507, 'ic_std': 0.1473789063829409, 'ir': 0.5022529975035359}\n",
      "Dropped 16.8% entries from factor data: 6.4% in forward returns computation and 10.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.2405023500082777, 'return_min': 5.36763938213225, 'ic_mean': -0.03785989668875191, 'ic_std': 0.14596534572759093, 'ir': -0.259375925840701}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.9616532910404771, 'return_min': -2.9574458874370713, 'ic_mean': 0.01173671311946528, 'ic_std': 0.10265329561617889, 'ir': 0.11433352479348448}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.9% entries from factor data: 4.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.4740087317720594, 'return_min': 0.020697923051038458, 'ic_mean': 0.03278170560940921, 'ic_std': 0.1350085401491006, 'ir': 0.2428120885775506}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 14.9% entries from factor data: 5.1% in forward returns computation and 9.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.1419182535287185, 'return_min': 3.734358159788176, 'ic_mean': 0.015273193119828886, 'ic_std': 0.14238180500923342, 'ir': 0.1072692758659607}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 49.2% entries from factor data: 4.1% in forward returns computation and 45.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 49.2%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.06252158509911787, 'return_min': -3.9660982477396356, 'ic_mean': 0.0020802819065692036, 'ic_std': 0.08850246588042171, 'ir': 0.023505355312697544}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.3748381736594695, 'return_min': 3.733849329428107, 'ic_mean': -0.043605051543204564, 'ic_std': 0.14417835764655848, 'ir': -0.30243825949313974}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    2.526916   -2.732299  0.022638  0.079297  0.285478\n",
      "alpha003    2.308061   -5.127145  0.010625  0.087715  0.121132\n",
      "alpha005   11.082292  -11.457657  0.062319  0.133843  0.465616\n",
      "alpha006    3.834202   -4.807046  0.009245  0.118485  0.078030\n",
      "alpha008    1.625064   -1.121514  0.015361  0.142495  0.107797\n",
      "alpha009    1.619623    0.130255  0.028931  0.145510  0.198822\n",
      "alpha010    0.679448    1.133704  0.018365  0.135133  0.135902\n",
      "alpha011    4.966766   -5.009403  0.019101  0.114920  0.166211\n",
      "alpha012    3.306349    2.190170  0.008716  0.104021  0.083793\n",
      "alpha013    3.119558   -2.152255  0.021867  0.093835  0.233042\n",
      "alpha014    1.242881   -1.993401  0.005846  0.114311  0.051141\n",
      "alpha015    3.135074   -1.569290  0.015891  0.087125  0.182387\n",
      "alpha016    3.424482   -2.908909  0.023451  0.093310  0.251320\n",
      "alpha017    1.110637    0.738458  0.019048  0.143704  0.132547\n",
      "alpha018    0.672754   -2.514153  0.020623  0.129743  0.158956\n",
      "alpha019    5.186362   -4.771658  0.030805  0.134483  0.229060\n",
      "alpha020   -4.078317    2.824318 -0.003354  0.125547 -0.026715\n",
      "alpha022    2.059914    0.987624  0.009253  0.095180  0.097219\n",
      "alpha024    2.102884    1.471204  0.015735  0.128756  0.122208\n",
      "alpha025    7.557611   -2.630891  0.040822  0.150697  0.270888\n",
      "alpha026    2.908655   -3.045814  0.017826  0.098911  0.180219\n",
      "alpha028    2.842789   -5.143946  0.020519  0.102709  0.199774\n",
      "alpha029    1.226201   -0.859928  0.009692  0.124323  0.077960\n",
      "alpha030   -2.053538   -3.775425  0.013484  0.111663  0.120752\n",
      "alpha031    2.815191    0.227137  0.023709  0.115432  0.205398\n",
      "alpha032   -1.968746    0.742030  0.000750  0.079096  0.009480\n",
      "alpha033    4.325211   -4.695586  0.044608  0.154731  0.288292\n",
      "alpha034    5.413932   -0.922993  0.033379  0.135795  0.245804\n",
      "alpha036    8.690250   -6.424888  0.033737  0.100802  0.334686\n",
      "alpha037    4.169882   -6.312291  0.032970  0.126318  0.261006\n",
      "alpha038    0.749692   -3.635729  0.030952  0.138408  0.223626\n",
      "alpha039    5.587100   -4.284217  0.031000  0.144740  0.214179\n",
      "alpha040    1.154085   -3.603994  0.012919  0.123417  0.104678\n",
      "alpha041   -4.981316    5.390764 -0.008228  0.122003 -0.067441\n",
      "alpha042    0.466808   -9.573699  0.030480  0.138402  0.220225\n",
      "alpha043    0.153561   -1.857542  0.005611  0.106945  0.052463\n",
      "alpha044    4.640335   -3.157454  0.021001  0.104728  0.200526\n",
      "alpha045    0.768443    2.523930  0.001672  0.088167  0.018969\n",
      "alpha047    3.550894   -5.089526  0.015112  0.134974  0.111964\n",
      "alpha049    8.013488    0.959661  0.029890  0.154291  0.193727\n",
      "alpha050   -0.143298   -4.163976  0.017604  0.087925  0.200211\n",
      "alpha052    4.609745   -3.565642  0.023153  0.141362  0.163787\n",
      "alpha053    5.360755   -5.198981  0.039096  0.122312  0.319638\n",
      "alpha054    4.405641  -11.342688  0.048232  0.123813  0.389555\n",
      "alpha055    2.616558   -4.315985  0.026383  0.082455  0.319970\n",
      "alpha057    9.592116   -9.953082  0.055752  0.132653  0.420288\n",
      "alpha060    3.538538   -5.414953  0.032853  0.134837  0.243652\n",
      "alpha066    0.854882   -0.095067  0.008543  0.084633  0.100940\n",
      "alpha071    1.441857   -1.045209  0.008777  0.085989  0.102072\n",
      "alpha072    2.976878   -2.231102  0.012081  0.092070  0.131215\n",
      "alpha073   -2.993110   -1.235611 -0.012644  0.131354 -0.096259\n",
      "alpha077   -1.163039    0.212893  0.001094  0.107063  0.010221\n",
      "alpha078    0.032799   -0.769813  0.005815  0.090334  0.064368\n",
      "alpha083   11.584784  -13.223763  0.074021  0.147379  0.502253\n",
      "alpha084   -2.240502    5.367639 -0.037860  0.145965 -0.259376\n",
      "alpha085    1.961653   -2.957446  0.011737  0.102653  0.114334\n",
      "alpha088   -2.474009    0.020698  0.032782  0.135009  0.242812\n",
      "alpha094   -2.141918    3.734358  0.015273  0.142382  0.107269\n",
      "alpha098   -0.062522   -3.966098  0.002080  0.088502  0.023505\n",
      "alpha101   -6.374838    3.733849 -0.043605  0.144178 -0.302438\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 4.9% in forward returns computation and 95.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.387523498650566, 'return_min': 1.227309268008181, 'ic_mean': 0.009144619333415214, 'ic_std': 0.09799384289725478, 'ir': 0.09331830514089771}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.5520345842268135, 'return_min': -0.3765341339256878, 'ic_mean': 0.00822644443890023, 'ic_std': 0.08643626665692673, 'ir': 0.09517352793072059}\n",
      "Dropped 95.1% entries from factor data: 4.5% in forward returns computation and 90.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 95.1%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.962478600054279, 'return_min': -7.910268232861339, 'ic_mean': 0.05629259926501336, 'ic_std': 0.15796849881367056, 'ir': 0.3563533216290956}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.3559692054431203, 'return_min': -4.415440632175027, 'ic_mean': 0.016222684036572968, 'ic_std': 0.12944929256620435, 'ir': 0.1253207624002749}\n",
      "Dropped 91.5% entries from factor data: 5.5% in forward returns computation and 86.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 91.5%, consider increasing it.\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.943986128289502, 'return_min': 2.0573554298186636, 'ic_mean': 0.01429764100969351, 'ic_std': 0.14929650213225248, 'ir': 0.09576675143419046}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.336840558838869, 'return_min': 8.377963183985315, 'ic_mean': 0.01626690658785927, 'ic_std': 0.1600172731729796, 'ir': 0.10165719153503291}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.2209449206189724, 'return_min': 9.392622400403727, 'ic_mean': 0.009924462116902061, 'ic_std': 0.14803528359798107, 'ir': 0.06704119366470693}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.22492680145281, 'return_min': -3.760489350471685, 'ic_mean': 0.006889774966141608, 'ic_std': 0.12505052055621363, 'ir': 0.05509593191213039}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.3360668795734405, 'return_min': 11.245152561376592, 'ic_mean': -0.0010746656613880115, 'ic_std': 0.1141796397462927, 'ir': -0.009412060361864164}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.515242855847255, 'return_min': 0.17055889004025104, 'ic_mean': 0.014865002138251374, 'ic_std': 0.09832367995609058, 'ir': 0.1511843550291221}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.6371293916914738, 'return_min': -1.034533274477667, 'ic_mean': 0.01673090350876417, 'ic_std': 0.12198240131145197, 'ir': 0.13715833865285154}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.6308609222281945, 'return_min': 0.459555155514213, 'ic_mean': 0.01729151330913632, 'ic_std': 0.08750403114923287, 'ir': 0.19760819109746705}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.46789375553801804, 'return_min': 0.11467010148979995, 'ic_mean': 0.018267743277242003, 'ic_std': 0.09867029115953625, 'ir': 0.1851392456895215}\n",
      "Dropped 4.9% entries from factor data: 4.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.22829054025064188, 'return_min': 5.836937877001791, 'ic_mean': 0.023538023384459098, 'ic_std': 0.14959970670253106, 'ir': 0.1573400369778991}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.553670669920404, 'return_min': 6.389479375592533, 'ic_mean': 0.011438924690168552, 'ic_std': 0.1460352134358622, 'ir': 0.07832990702062732}\n",
      "Dropped 15.9% entries from factor data: 15.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.288634930538215, 'return_min': 5.160964441166538, 'ic_mean': 0.022625351361429933, 'ic_std': 0.1563469920389323, 'ir': 0.14471241861689252}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.0540255040678588, 'return_min': 0.1542173911683875, 'ic_mean': 0.003432927496072023, 'ic_std': 0.15694322294185847, 'ir': 0.021873690572442192}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.12056139118555, 'return_min': 6.3558689400844415, 'ic_mean': -0.0034419591444908495, 'ic_std': 0.09970485813670817, 'ir': -0.0345214787806175}\n",
      "Dropped 87.7% entries from factor data: 4.1% in forward returns computation and 83.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 87.7%, consider increasing it.\n",
      "Dropped 6.0% entries from factor data: 4.3% in forward returns computation and 1.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.6938355216320495, 'return_min': 3.4350324932463927, 'ic_mean': 0.013518373634506914, 'ic_std': 0.12726567713545464, 'ir': 0.10622167687929476}\n",
      "Dropped 5.2% entries from factor data: 4.8% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.614713880666255, 'return_min': 1.7778828898507015, 'ic_mean': 0.03656408120116096, 'ic_std': 0.1710369946891819, 'ir': 0.21377878667482011}\n",
      "Dropped 5.8% entries from factor data: 4.1% in forward returns computation and 1.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.667418704167314, 'return_min': -3.250092979906194, 'ic_mean': 0.027716705163088568, 'ic_std': 0.11280179914240131, 'ir': 0.24571155224305352}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.9639895745428007, 'return_min': -0.9964418534513797, 'ic_mean': 0.004976781833038002, 'ic_std': 0.12463814800689761, 'ir': 0.03992984421400887}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.01751035128639, 'return_min': -2.201277009109548, 'ic_mean': 0.01513703101260384, 'ic_std': 0.13494607197356293, 'ir': 0.11217096423206237}\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.0947966948149368, 'return_min': -6.423583477893624, 'ic_mean': 0.026577362826022966, 'ic_std': 0.1422099431243009, 'ir': 0.1868882178146474}\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.34905008951424676, 'return_min': 1.4065833938681216, 'ic_mean': 0.009338967832920248, 'ic_std': 0.12727259876414065, 'ir': 0.07337767849171573}\n",
      "Dropped 5.3% entries from factor data: 5.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.166516379575988, 'return_min': 4.162174192285928, 'ic_mean': -0.0052931304624541445, 'ic_std': 0.08128075401730527, 'ir': -0.06512157184623556}\n",
      "Dropped 4.7% entries from factor data: 4.3% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.5103104351021912, 'return_min': 1.8882268474351704, 'ic_mean': 0.03223007327488121, 'ic_std': 0.17503521366071373, 'ir': 0.1841347955123797}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.758878111235429, 'return_min': 6.393436684279941, 'ic_mean': 0.018482408175282933, 'ic_std': 0.1455482704321392, 'ir': 0.1269847324218134}\n",
      "Dropped 35.4% entries from factor data: 5.2% in forward returns computation and 30.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 35.4%, consider increasing it.\n",
      "Dropped 11.4% entries from factor data: 11.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.745185726043097, 'return_min': 3.4063960362651358, 'ic_mean': 0.01225994774300666, 'ic_std': 0.13482173614800116, 'ir': 0.09093450428162597}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.11654193692089976, 'return_min': 0.9663187999509049, 'ic_mean': 0.027605194300076248, 'ic_std': 0.1362266649728061, 'ir': 0.20264163631684637}\n",
      "Dropped 4.9% entries from factor data: 4.5% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.1913134941955441, 'return_min': 3.2993876875409, 'ic_mean': 0.027677098498096138, 'ic_std': 0.16341139499516164, 'ir': 0.16937067637734574}\n",
      "Dropped 15.9% entries from factor data: 15.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.0637688185297662, 'return_min': 6.551899347224666, 'ic_mean': 0.02163268223187699, 'ic_std': 0.16228919471323167, 'ir': 0.1332971198119652}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.1337262002731876, 'return_min': 1.9623157859527396, 'ic_mean': 0.009829354488603054, 'ic_std': 0.14661475506242164, 'ir': 0.06704205510842466}\n",
      "Dropped 4.7% entries from factor data: 4.3% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.8112914303057845, 'return_min': 10.286558081908925, 'ic_mean': -0.0020430595528140396, 'ic_std': 0.14404936074023933, 'ir': -0.014183051853303525}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.751437182105688, 'return_min': -0.2652411659631593, 'ic_mean': 0.013311903084287249, 'ic_std': 0.17407658618068528, 'ir': 0.07647153115968146}\n",
      "Dropped 7.1% entries from factor data: 5.4% in forward returns computation and 1.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.22134813034336, 'return_min': -1.149428498702365, 'ic_mean': -0.0009797919747332631, 'ic_std': 0.12568011910505372, 'ir': -0.007795918572564948}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.5437854546895835, 'return_min': -0.3794925082578615, 'ic_mean': 0.014526912677936685, 'ic_std': 0.11658531628586774, 'ir': 0.12460327887533133}\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.9262128674913939, 'return_min': 6.088506400521165, 'ic_mean': -0.0036335795951562546, 'ic_std': 0.09985247523199682, 'ir': -0.036389479446693844}\n",
      "Dropped 77.0% entries from factor data: 4.3% in forward returns computation and 72.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 77.0%, consider increasing it.\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.1313729543083184, 'return_min': 0.29406822281696776, 'ic_mean': -0.012260254534154089, 'ic_std': 0.13771613848233652, 'ir': -0.08902554681873098}\n",
      "Dropped 22.8% entries from factor data: 4.3% in forward returns computation and 18.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -7.461771087881042, 'return_min': 5.3311727235683115, 'ic_mean': 0.018048046538073452, 'ic_std': 0.16742897293355366, 'ir': 0.10779524130053675}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.6257862157830214, 'return_min': -0.5431503781594405, 'ic_mean': 0.014923787506530305, 'ic_std': 0.08452375111122974, 'ir': 0.176563241814614}\n",
      "Dropped 38.4% entries from factor data: 4.3% in forward returns computation and 34.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 38.4%, consider increasing it.\n",
      "Dropped 13.3% entries from factor data: 13.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.946968789964924, 'return_min': 2.7630081801532924, 'ic_mean': 0.019538136455259182, 'ic_std': 0.16048685682269287, 'ir': 0.12174290681538531}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.2892041897449857, 'return_min': -2.1777636892073016, 'ic_mean': 0.02469129254696148, 'ic_std': 0.12630578044743943, 'ir': 0.19548822278356812}\n",
      "Dropped 7.2% entries from factor data: 4.3% in forward returns computation and 2.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.9906088352396036, 'return_min': -5.7755050037855415, 'ic_mean': 0.029921050705466676, 'ic_std': 0.13355657402592716, 'ir': 0.22403278104197358}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.4826087880581706, 'return_min': 1.2383565543028219, 'ic_mean': 0.01723451514288564, 'ic_std': 0.09631665063560291, 'ir': 0.1789359890439857}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.942788794564002, 'return_min': -3.53630444639208, 'ic_mean': 0.04247547054848353, 'ic_std': 0.14193911270024154, 'ir': 0.29925134616127025}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.2307289187372135, 'return_min': -7.514502933884115, 'ic_mean': 0.02461559806077155, 'ic_std': 0.14921045271179834, 'ir': 0.16497234351481296}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 28.9% entries from factor data: 28.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.011971050929426852, 'return_min': 0.8513885761263218, 'ic_mean': 0.005125607764249015, 'ic_std': 0.09356320256793721, 'ir': 0.05478230355066414}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 29.3% entries from factor data: 4.8% in forward returns computation and 24.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7067341484477971, 'return_min': -2.4071370833500527, 'ic_mean': 0.010167096780878161, 'ic_std': 0.07037430882297141, 'ir': 0.14447171064164602}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.6850446803640118, 'return_min': -3.0824939900686577, 'ic_mean': 0.010511169280428341, 'ic_std': 0.10508032259517168, 'ir': 0.10002985355234642}\n",
      "Dropped 31.0% entries from factor data: 4.8% in forward returns computation and 26.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.20632191908287467, 'return_min': 1.870781484598627, 'ic_mean': -0.020222907918823408, 'ic_std': 0.15133056070192946, 'ir': -0.13363399848002788}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.0846718405499445, 'return_min': 5.030473906850741, 'ic_mean': 0.0004571806312160598, 'ic_std': 0.11578567424846462, 'ir': 0.003948507742287663}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.586651672605415, 'return_min': 3.816549606145969, 'ic_mean': -0.014406834413345698, 'ic_std': 0.10299997460511862, 'ir': -0.13987221325615498}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 12.061089554415982, 'return_min': -10.234035815676057, 'ic_mean': 0.06457051162338942, 'ic_std': 0.1641617528014345, 'ir': 0.3933346868042529}\n",
      "Dropped 16.7% entries from factor data: 5.3% in forward returns computation and 11.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.919257873199246, 'return_min': 1.110812928257765, 'ic_mean': -0.01760447500420693, 'ic_std': 0.15295095101807507, 'ir': -0.11509882669592889}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.31160956702481, 'return_min': -2.8096716437420177, 'ic_mean': 0.005360362413331745, 'ic_std': 0.11590037973370575, 'ir': 0.04624973986839202}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.6825650653840007, 'return_min': 3.23297124499744, 'ic_mean': 0.028029941521311576, 'ic_std': 0.13728794699070096, 'ir': 0.20416899032811783}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 13.2% entries from factor data: 4.6% in forward returns computation and 8.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.445460105174659, 'return_min': 3.8663420938789272, 'ic_mean': 0.005931689026562152, 'ic_std': 0.15490747481046566, 'ir': 0.03829181925416941}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 55.6% entries from factor data: 4.1% in forward returns computation and 51.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 55.6%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.5941124735241452, 'return_min': 2.1389045599673473, 'ic_mean': -0.0026558831979614905, 'ic_std': 0.08961538099809184, 'ir': -0.02963646606622184}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.7% entries from factor data: 4.3% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.35552267366468, 'return_min': 0.49569259629178575, 'ic_mean': -0.025742127271284245, 'ic_std': 0.166306571050943, 'ir': -0.15478719276461375}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    0.387523    1.227309  0.009145  0.097994  0.093318\n",
      "alpha003    1.552035   -0.376534  0.008226  0.086436  0.095174\n",
      "alpha005    7.962479   -7.910268  0.056293  0.157968  0.356353\n",
      "alpha006    2.355969   -4.415441  0.016223  0.129449  0.125321\n",
      "alpha008    5.943986    2.057355  0.014298  0.149297  0.095767\n",
      "alpha009    0.336841    8.377963  0.016267  0.160017  0.101657\n",
      "alpha010    2.220945    9.392622  0.009924  0.148035  0.067041\n",
      "alpha011    3.224927   -3.760489  0.006890  0.125051  0.055096\n",
      "alpha012    3.336067   11.245153 -0.001075  0.114180 -0.009412\n",
      "alpha013   -2.515243    0.170559  0.014865  0.098324  0.151184\n",
      "alpha014    3.637129   -1.034533  0.016731  0.121982  0.137158\n",
      "alpha015    1.630861    0.459555  0.017292  0.087504  0.197608\n",
      "alpha016    0.467894    0.114670  0.018268  0.098670  0.185139\n",
      "alpha017   -0.228291    5.836938  0.023538  0.149600  0.157340\n",
      "alpha018   -1.553671    6.389479  0.011439  0.146035  0.078330\n",
      "alpha019    4.288635    5.160964  0.022625  0.156347  0.144712\n",
      "alpha020   -3.054026    0.154217  0.003433  0.156943  0.021874\n",
      "alpha022    3.120561    6.355869 -0.003442  0.099705 -0.034521\n",
      "alpha024    3.693836    3.435032  0.013518  0.127266  0.106222\n",
      "alpha025    4.614714    1.777883  0.036564  0.171037  0.213779\n",
      "alpha026    4.667419   -3.250093  0.027717  0.112802  0.245712\n",
      "alpha028   -0.963990   -0.996442  0.004977  0.124638  0.039930\n",
      "alpha029    3.017510   -2.201277  0.015137  0.134946  0.112171\n",
      "alpha030   -1.094797   -6.423583  0.026577  0.142210  0.186888\n",
      "alpha031    0.349050    1.406583  0.009339  0.127273  0.073378\n",
      "alpha032   -1.166516    4.162174 -0.005293  0.081281 -0.065122\n",
      "alpha033    1.510310    1.888227  0.032230  0.175035  0.184135\n",
      "alpha034    1.758878    6.393437  0.018482  0.145548  0.126985\n",
      "alpha036    1.745186    3.406396  0.012260  0.134822  0.090935\n",
      "alpha037   -0.116542    0.966319  0.027605  0.136227  0.202642\n",
      "alpha038    0.191313    3.299388  0.027677  0.163411  0.169371\n",
      "alpha039    3.063769    6.551899  0.021633  0.162289  0.133297\n",
      "alpha040    0.133726    1.962316  0.009829  0.146615  0.067042\n",
      "alpha041   -2.811291   10.286558 -0.002043  0.144049 -0.014183\n",
      "alpha042   -3.751437   -0.265241  0.013312  0.174077  0.076472\n",
      "alpha043   -3.221348   -1.149428 -0.000980  0.125680 -0.007796\n",
      "alpha044    1.543785   -0.379493  0.014527  0.116585  0.124603\n",
      "alpha045    0.926213    6.088506 -0.003634  0.099852 -0.036389\n",
      "alpha047   -1.131373    0.294068 -0.012260  0.137716 -0.089026\n",
      "alpha049   -7.461771    5.331173  0.018048  0.167429  0.107795\n",
      "alpha050   -2.625786   -0.543150  0.014924  0.084524  0.176563\n",
      "alpha052    5.946969    2.763008  0.019538  0.160487  0.121743\n",
      "alpha053    1.289204   -2.177764  0.024691  0.126306  0.195488\n",
      "alpha054   -0.990609   -5.775505  0.029921  0.133557  0.224033\n",
      "alpha055   -1.482609    1.238357  0.017235  0.096317  0.178936\n",
      "alpha057    5.942789   -3.536304  0.042475  0.141939  0.299251\n",
      "alpha060    3.230729   -7.514503  0.024616  0.149210  0.164972\n",
      "alpha066   -0.011971    0.851389  0.005126  0.093563  0.054782\n",
      "alpha071   -1.706734   -2.407137  0.010167  0.070374  0.144472\n",
      "alpha072    1.685045   -3.082494  0.010511  0.105080  0.100030\n",
      "alpha073    0.206322    1.870781 -0.020223  0.151331 -0.133634\n",
      "alpha077    1.084672    5.030474  0.000457  0.115786  0.003949\n",
      "alpha078   -6.586652    3.816550 -0.014407  0.103000 -0.139872\n",
      "alpha083   12.061090  -10.234036  0.064571  0.164162  0.393335\n",
      "alpha084    5.919258    1.110813 -0.017604  0.152951 -0.115099\n",
      "alpha085    4.311610   -2.809672  0.005360  0.115900  0.046250\n",
      "alpha088   -1.682565    3.232971  0.028030  0.137288  0.204169\n",
      "alpha094   -4.445460    3.866342  0.005932  0.154907  0.038292\n",
      "alpha098    1.594112    2.138905 -0.002656  0.089615 -0.029636\n",
      "alpha101    4.355523    0.495693 -0.025742  0.166307 -0.154787\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 99.2% entries from factor data: 4.8% in forward returns computation and 94.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 99.2%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.17202363136403775, 'return_min': 0.0818248587064474, 'ic_mean': 0.016307972383699167, 'ic_std': 0.0971842510175134, 'ir': 0.16780468247638536}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.7458000147829722, 'return_min': -0.12530054577575278, 'ic_mean': 0.012740318280616579, 'ic_std': 0.07849821352072088, 'ir': 0.16230074175195802}\n",
      "Dropped 95.1% entries from factor data: 4.5% in forward returns computation and 90.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 95.1%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.63331344590301, 'return_min': -13.824688743385716, 'ic_mean': 0.04121022734549092, 'ic_std': 0.16986599655728707, 'ir': 0.24260433624567604}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.4264142648909868, 'return_min': -2.165208031211785, 'ic_mean': 0.00950345682632219, 'ic_std': 0.11858356722444006, 'ir': 0.08014143147115184}\n",
      "Dropped 93.1% entries from factor data: 5.1% in forward returns computation and 88.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 93.1%, consider increasing it.\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.192145681036873, 'return_min': -4.903863626946059, 'ic_mean': 0.01898699734890663, 'ic_std': 0.1588921611565093, 'ir': 0.11949612372761659}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.425391555795578, 'return_min': -5.713111339519239, 'ic_mean': 0.02846863835889668, 'ic_std': 0.1514229139439889, 'ir': 0.1880074660921344}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.925116441847564, 'return_min': -4.2975963709224185, 'ic_mean': 0.020462307857059398, 'ic_std': 0.14147561464973296, 'ir': 0.14463487511766765}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.801764633945883, 'return_min': -6.068450694232119, 'ic_mean': 0.01795548580511415, 'ic_std': 0.10850549417828026, 'ir': 0.16547996892777003}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.4677807083919294, 'return_min': -0.3641294763689906, 'ic_mean': 0.01426861524392835, 'ic_std': 0.095536431065735, 'ir': 0.1493526091016594}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.451442076662035, 'return_min': -1.2577686859138737, 'ic_mean': 0.021268126149637474, 'ic_std': 0.09386016666029545, 'ir': 0.22659373945725453}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.8519373491110436, 'return_min': -0.929666205031765, 'ic_mean': 0.008779536661958956, 'ic_std': 0.1157497737654872, 'ir': 0.07584927707717669}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.6987001348846, 'return_min': -2.6480821715102465, 'ic_mean': 0.020699905854909696, 'ic_std': 0.08000504602214827, 'ir': 0.25873250356207805}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.6744266801139709, 'return_min': -1.4931233495130147, 'ic_mean': 0.02329790500567538, 'ic_std': 0.0886202159564156, 'ir': 0.2628960531661709}\n",
      "Dropped 4.8% entries from factor data: 4.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.830110730084213, 'return_min': -3.1024146157321297, 'ic_mean': 0.020567063735742984, 'ic_std': 0.14701709100058125, 'ir': 0.1398957331815365}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.369410415154817, 'return_min': -7.310557014799102, 'ic_mean': 0.037851954762259075, 'ic_std': 0.16806307358455028, 'ir': 0.22522469662686648}\n",
      "Dropped 13.3% entries from factor data: 13.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.944217958962049, 'return_min': -3.788022935609092, 'ic_mean': 0.023022930755818564, 'ic_std': 0.16276607745042895, 'ir': 0.14144796702390453}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.0732452009654114, 'return_min': -2.6166785829928596, 'ic_mean': 0.014979683030004501, 'ic_std': 0.14203621689769308, 'ir': 0.10546382716454762}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.160968342417302, 'return_min': -0.7686502340042978, 'ic_mean': 0.00018981249619752383, 'ic_std': 0.09457823424896879, 'ir': 0.002006936349624157}\n",
      "Dropped 94.7% entries from factor data: 4.1% in forward returns computation and 90.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 94.7%, consider increasing it.\n",
      "Dropped 4.8% entries from factor data: 4.4% in forward returns computation and 0.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.8614172988428166, 'return_min': -6.209147040958651, 'ic_mean': 0.0366813522489812, 'ic_std': 0.15630811205930623, 'ir': 0.2346733753336078}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.714575111250731, 'return_min': -9.305190598144497, 'ic_mean': 0.038281505439449706, 'ic_std': 0.16308412728794916, 'ir': 0.2347347107046049}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.9238847125291336, 'return_min': -0.39741537893100976, 'ic_mean': 0.010869935582387247, 'ic_std': 0.12396174301158296, 'ir': 0.08768782463289147}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.21754564301978974, 'return_min': -6.688361017137545, 'ic_mean': 0.013794224823299004, 'ic_std': 0.1195373402158681, 'ir': 0.1153967856268888}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.616039740911182, 'return_min': 4.603803907083925, 'ic_mean': -0.013614670405361561, 'ic_std': 0.14431231265787794, 'ir': -0.09434171038224536}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.2264600121092428, 'return_min': -5.631268177616056, 'ic_mean': 0.017190654368437447, 'ic_std': 0.13089166285998952, 'ir': 0.13133498339635064}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7645315249060758, 'return_min': -5.84557079543635, 'ic_mean': 0.014959903756103723, 'ic_std': 0.11852261092195943, 'ir': 0.1262198296150765}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.6952483212781, 'return_min': -2.6125684393984994, 'ic_mean': 0.014246692704114314, 'ic_std': 0.10127706005503645, 'ir': 0.1406704805251289}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.835155826245941, 'return_min': -6.035431188436968, 'ic_mean': 0.039820479783002696, 'ic_std': 0.1717469051172455, 'ir': 0.23185558863968275}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.3866197586383, 'return_min': -0.9074171371792339, 'ic_mean': 0.027074202347971817, 'ic_std': 0.1369639835115361, 'ir': 0.19767388224139545}\n",
      "Dropped 44.1% entries from factor data: 5.0% in forward returns computation and 39.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 44.1%, consider increasing it.\n",
      "Dropped 9.0% entries from factor data: 9.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.897593543367492, 'return_min': 1.1216385383883143, 'ic_mean': 0.004019831358559741, 'ic_std': 0.11798831916897845, 'ir': 0.03406974001216755}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.690359877517203, 'return_min': -5.4106434846323825, 'ic_mean': 0.026887196468520405, 'ic_std': 0.1352360772402631, 'ir': 0.1988167434105034}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.6839657547230704, 'return_min': -4.831501915520953, 'ic_mean': 0.03138658380222299, 'ic_std': 0.16792295843790156, 'ir': 0.1869106171913345}\n",
      "Dropped 13.3% entries from factor data: 13.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.124097036579677, 'return_min': -5.14264302357792, 'ic_mean': 0.02213425685902193, 'ic_std': 0.17246927329522055, 'ir': 0.1283373927200012}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.1223100844004463, 'return_min': -4.32269438461419, 'ic_mean': 0.01761760699955628, 'ic_std': 0.13043943244735737, 'ir': 0.13506350548302468}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.7590562367698617, 'return_min': 0.019429276156834874, 'ic_mean': 0.014998313254546192, 'ic_std': 0.1473441235702216, 'ir': 0.10179105139132516}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.921486625031225, 'return_min': -14.456724105207375, 'ic_mean': 0.041796834827145427, 'ic_std': 0.21459909471538646, 'ir': 0.19476706032976873}\n",
      "Dropped 5.1% entries from factor data: 5.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.152161888750003, 'return_min': 0.33693090650599444, 'ic_mean': 0.008237100405562092, 'ic_std': 0.1157157785734056, 'ir': 0.07118389995826536}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.315269379495998, 'return_min': 0.2538349533764972, 'ic_mean': 0.012710286615286235, 'ic_std': 0.10850172228019761, 'ir': 0.11714363927295889}\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.832630946315584, 'return_min': -3.006468677559937, 'ic_mean': 0.01229825162277458, 'ic_std': 0.08265174014174231, 'ir': 0.14879603988595866}\n",
      "Dropped 73.3% entries from factor data: 4.3% in forward returns computation and 69.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 73.3%, consider increasing it.\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.6240103069354852, 'return_min': -1.2599148303693575, 'ic_mean': 0.004469896034602398, 'ic_std': 0.12793752558147103, 'ir': 0.03493811541443291}\n",
      "Dropped 24.5% entries from factor data: 4.3% in forward returns computation and 20.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.8294268848918485, 'return_min': -4.913544393354563, 'ic_mean': 0.024680613154946754, 'ic_std': 0.16525859147405889, 'ir': 0.14934541638533172}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.8422576242649313, 'return_min': -0.9775204682471728, 'ic_mean': 0.017382039542406965, 'ic_std': 0.08746346991809553, 'ir': 0.19873484963132879}\n",
      "Dropped 42.1% entries from factor data: 4.3% in forward returns computation and 37.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 42.1%, consider increasing it.\n",
      "Dropped 10.4% entries from factor data: 10.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.1630592280837995, 'return_min': -4.836245242958448, 'ic_mean': 0.02065492532042867, 'ic_std': 0.170601554013554, 'ir': 0.1210711440458958}\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.032019817066246, 'return_min': 0.6178529500733276, 'ic_mean': 0.026237136298848433, 'ic_std': 0.12809220779113267, 'ir': 0.20483007320500513}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.837168240720892, 'return_min': -11.562315722325467, 'ic_mean': 0.04588084336419724, 'ic_std': 0.13987607649272424, 'ir': 0.32801065424925446}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.3692523951303048, 'return_min': -3.0420513765838653, 'ic_mean': 0.019917570936079473, 'ic_std': 0.10426344375575167, 'ir': 0.19103120152772363}\n",
      "Dropped 4.9% entries from factor data: 4.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 10.948457697483871, 'return_min': -12.451336657344214, 'ic_mean': 0.042782739889080615, 'ic_std': 0.14986164390268936, 'ir': 0.2854815867151505}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.991155607583231, 'return_min': -6.390715213486775, 'ic_mean': 0.02791406649771421, 'ic_std': 0.14483392470030199, 'ir': 0.19273154791237945}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 24.8% entries from factor data: 24.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.012707626966037, 'return_min': -5.1923226418026935, 'ic_mean': 0.011228238156540803, 'ic_std': 0.09082456096600149, 'ir': 0.12362557040869031}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 24.3% entries from factor data: 4.7% in forward returns computation and 19.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.6700419937877289, 'return_min': -0.5589865418886841, 'ic_mean': 0.001024572694461956, 'ic_std': 0.08449089944952348, 'ir': 0.012126426646387587}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.5610811580411017, 'return_min': 1.893399157184561, 'ic_mean': -0.000585162981743943, 'ic_std': 0.09032661549311245, 'ir': -0.006478300759409751}\n",
      "Dropped 21.5% entries from factor data: 4.7% in forward returns computation and 16.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.266209845315446, 'return_min': -4.802380600746892, 'ic_mean': -0.009829758218365047, 'ic_std': 0.158121589675049, 'ir': -0.06216581959848679}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.7% entries from factor data: 4.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.4278173477978431, 'return_min': -1.8427328752934624, 'ic_mean': 0.013143055956896688, 'ic_std': 0.11547815769773487, 'ir': 0.11381421576969349}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.47187500518242054, 'return_min': -0.5186312767757606, 'ic_mean': 0.009956928506818875, 'ic_std': 0.09805631462971648, 'ir': 0.10154296074065766}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.534332187233208, 'return_min': -15.22027048665442, 'ic_mean': 0.05118700574702874, 'ic_std': 0.15771890193628124, 'ir': 0.32454579076202544}\n",
      "Dropped 13.1% entries from factor data: 5.0% in forward returns computation and 8.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.1286307100009125, 'return_min': -4.618370953647366, 'ic_mean': -0.020319465030188163, 'ic_std': 0.16437862406170153, 'ir': -0.12361379191591847}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.357647572735823, 'return_min': 2.3165213982068167, 'ic_mean': -0.0064817409516119496, 'ic_std': 0.08449467597625086, 'ir': -0.0767118268307673}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.0329620146154461, 'return_min': -2.1888001796055434, 'ic_mean': 0.03157558419180377, 'ic_std': 0.1303617932356142, 'ir': 0.24221501874199042}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 9.1% entries from factor data: 4.6% in forward returns computation and 4.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.3316915343896127, 'return_min': -4.375691011090366, 'ic_mean': 0.02112943606723804, 'ic_std': 0.17596866870569283, 'ir': 0.12007498961407141}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 69.1% entries from factor data: 4.1% in forward returns computation and 65.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 69.1%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.52257125058264, 'return_min': 2.7101394116124666, 'ic_mean': -0.00040742591299500376, 'ic_std': 0.08265362597535977, 'ir': -0.004929316871306568}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.508027096231659, 'return_min': 2.814865080429385, 'ic_mean': -0.03644119014882869, 'ic_std': 0.16766213325659368, 'ir': -0.21734895912995644}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    0.172024    0.081825  0.016308  0.097184  0.167805\n",
      "alpha003    1.745800   -0.125301  0.012740  0.078498  0.162301\n",
      "alpha005    5.633313  -13.824689  0.041210  0.169866  0.242604\n",
      "alpha006    3.426414   -2.165208  0.009503  0.118584  0.080141\n",
      "alpha008    3.192146   -4.903864  0.018987  0.158892  0.119496\n",
      "alpha009    5.425392   -5.713111  0.028469  0.151423  0.188007\n",
      "alpha010    2.925116   -4.297596  0.020462  0.141476  0.144635\n",
      "alpha011    5.801765   -6.068451  0.017955  0.108505  0.165480\n",
      "alpha012   -0.467781   -0.364129  0.014269  0.095536  0.149353\n",
      "alpha013   -1.451442   -1.257769  0.021268  0.093860  0.226594\n",
      "alpha014    1.851937   -0.929666  0.008780  0.115750  0.075849\n",
      "alpha015    0.698700   -2.648082  0.020700  0.080005  0.258733\n",
      "alpha016    0.674427   -1.493123  0.023298  0.088620  0.262896\n",
      "alpha017   -3.830111   -3.102415  0.020567  0.147017  0.139896\n",
      "alpha018    4.369410   -7.310557  0.037852  0.168063  0.225225\n",
      "alpha019    4.944218   -3.788023  0.023023  0.162766  0.141448\n",
      "alpha020   -1.073245   -2.616679  0.014980  0.142036  0.105464\n",
      "alpha022   -2.160968   -0.768650  0.000190  0.094578  0.002007\n",
      "alpha024    2.861417   -6.209147  0.036681  0.156308  0.234673\n",
      "alpha025    6.714575   -9.305191  0.038282  0.163084  0.234735\n",
      "alpha026    1.923885   -0.397415  0.010870  0.123962  0.087688\n",
      "alpha028    0.217546   -6.688361  0.013794  0.119537  0.115397\n",
      "alpha029   -4.616040    4.603804 -0.013615  0.144312 -0.094342\n",
      "alpha030    1.226460   -5.631268  0.017191  0.130892  0.131335\n",
      "alpha031    0.764532   -5.845571  0.014960  0.118523  0.126220\n",
      "alpha032    4.695248   -2.612568  0.014247  0.101277  0.140670\n",
      "alpha033    5.835156   -6.035431  0.039820  0.171747  0.231856\n",
      "alpha034    5.386620   -0.907417  0.027074  0.136964  0.197674\n",
      "alpha036    0.897594    1.121639  0.004020  0.117988  0.034070\n",
      "alpha037    4.690360   -5.410643  0.026887  0.135236  0.198817\n",
      "alpha038   -0.683966   -4.831502  0.031387  0.167923  0.186911\n",
      "alpha039    4.124097   -5.142643  0.022134  0.172469  0.128337\n",
      "alpha040    1.122310   -4.322694  0.017618  0.130439  0.135064\n",
      "alpha041    0.759056    0.019429  0.014998  0.147344  0.101791\n",
      "alpha042    5.921487  -14.456724  0.041797  0.214599  0.194767\n",
      "alpha043   -1.152162    0.336931  0.008237  0.115716  0.071184\n",
      "alpha044    1.315269    0.253835  0.012710  0.108502  0.117144\n",
      "alpha045   -2.832631   -3.006469  0.012298  0.082652  0.148796\n",
      "alpha047    0.624010   -1.259915  0.004470  0.127938  0.034938\n",
      "alpha049    0.829427   -4.913544  0.024681  0.165259  0.149345\n",
      "alpha050    1.842258   -0.977520  0.017382  0.087463  0.198735\n",
      "alpha052    5.163059   -4.836245  0.020655  0.170602  0.121071\n",
      "alpha053    4.032020    0.617853  0.026237  0.128092  0.204830\n",
      "alpha054    6.837168  -11.562316  0.045881  0.139876  0.328011\n",
      "alpha055   -1.369252   -3.042051  0.019918  0.104263  0.191031\n",
      "alpha057   10.948458  -12.451337  0.042783  0.149862  0.285482\n",
      "alpha060    4.991156   -6.390715  0.027914  0.144834  0.192732\n",
      "alpha066    2.012708   -5.192323  0.011228  0.090825  0.123626\n",
      "alpha071   -0.670042   -0.558987  0.001025  0.084491  0.012126\n",
      "alpha072   -3.561081    1.893399 -0.000585  0.090327 -0.006478\n",
      "alpha073   -0.266210   -4.802381 -0.009830  0.158122 -0.062166\n",
      "alpha077   -0.427817   -1.842733  0.013143  0.115478  0.113814\n",
      "alpha078   -0.471875   -0.518631  0.009957  0.098056  0.101543\n",
      "alpha083    9.534332  -15.220270  0.051187  0.157719  0.324546\n",
      "alpha084   -3.128631   -4.618371 -0.020319  0.164379 -0.123614\n",
      "alpha085   -4.357648    2.316521 -0.006482  0.084495 -0.076712\n",
      "alpha088    1.032962   -2.188800  0.031576  0.130362  0.242215\n",
      "alpha094   -2.331692   -4.375691  0.021129  0.175969  0.120075\n",
      "alpha098    3.522571    2.710139 -0.000407  0.082654 -0.004929\n",
      "alpha101   -4.508027    2.814865 -0.036441  0.167662 -0.217349\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 4.5% in forward returns computation and 95.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.0412156754525661, 'return_min': 0.511832897631681, 'ic_mean': 0.005520313589583972, 'ic_std': 0.09754360452865153, 'ir': 0.05659329093136482}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.801292361296337, 'return_min': -4.449060265354632, 'ic_mean': 0.013513636807356164, 'ic_std': 0.0819282469519926, 'ir': 0.16494478168530485}\n",
      "Dropped 96.7% entries from factor data: 4.3% in forward returns computation and 92.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 96.7%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5604740757181315, 'return_min': -10.201234191318242, 'ic_mean': 0.013015302492938006, 'ic_std': 0.19240018809303658, 'ir': 0.06764703622142176}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.6463724144737455, 'return_min': -7.430420435321494, 'ic_mean': 0.024426500265388205, 'ic_std': 0.12016554616227704, 'ir': 0.2032737423121395}\n",
      "Dropped 91.8% entries from factor data: 4.7% in forward returns computation and 87.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 91.8%, consider increasing it.\n",
      "Dropped 4.4% entries from factor data: 4.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.8523801679192218, 'return_min': -0.9316810962223254, 'ic_mean': 0.009826011116324003, 'ic_std': 0.173389232954649, 'ir': 0.05667024963939979}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.808102398592638, 'return_min': -2.0192618191972045, 'ic_mean': 0.014720690509042381, 'ic_std': 0.1537689303505893, 'ir': 0.09573254151849515}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.387098769970121, 'return_min': -1.4901957525426113, 'ic_mean': 0.010020805196461207, 'ic_std': 0.14426637564368508, 'ir': 0.06946043491943678}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.279098541824176, 'return_min': -2.2482105056820245, 'ic_mean': -0.005269499454123663, 'ic_std': 0.13393463627913485, 'ir': -0.03934381427027907}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7170037769209667, 'return_min': -2.009931968144363, 'ic_mean': 0.00639274702835825, 'ic_std': 0.09693104099539664, 'ir': 0.0659514946162793}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.8880906687269707, 'return_min': -1.7409274593549462, 'ic_mean': 0.018076992039685682, 'ic_std': 0.0951677574091085, 'ir': 0.18994870249990292}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.700801659638046, 'return_min': -7.408396175828669, 'ic_mean': 0.018415419846265373, 'ic_std': 0.11615450353720837, 'ir': 0.15854245238426135}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.4752732955481953, 'return_min': -2.6677476959879876, 'ic_mean': 0.015342691823741036, 'ic_std': 0.07724071644529867, 'ir': 0.1986347684204434}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.34621034393444994, 'return_min': -2.4387667694436566, 'ic_mean': 0.01995871642621837, 'ic_std': 0.08762765998587475, 'ir': 0.22776731033826123}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.2051529231892353, 'return_min': -1.3990002916408617, 'ic_mean': 0.014825639768970804, 'ic_std': 0.14174430848020916, 'ir': 0.10459425092924145}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.3577355659122325, 'return_min': -5.05430927521755, 'ic_mean': 0.03189019517325839, 'ic_std': 0.15137026159807418, 'ir': 0.21067675272924358}\n",
      "Dropped 10.6% entries from factor data: 10.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.019467244038676, 'return_min': -4.296553656235602, 'ic_mean': 0.022680989512857724, 'ic_std': 0.15285126994925327, 'ir': 0.1483860063471362}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.5060816910072994, 'return_min': -0.6278665480641266, 'ic_mean': 0.0017424080454145618, 'ic_std': 0.15369438631649196, 'ir': 0.01133683595851409}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -3.00098720505404, 'return_min': -0.9838506584203266, 'ic_mean': 0.004096977997442842, 'ic_std': 0.1031104986227054, 'ir': 0.039733858842388226}\n",
      "Dropped 89.3% entries from factor data: 4.1% in forward returns computation and 85.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 89.3%, consider increasing it.\n",
      "Dropped 8.8% entries from factor data: 4.2% in forward returns computation and 4.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5810203420764104, 'return_min': -5.024298470700517, 'ic_mean': 0.027160776632399367, 'ic_std': 0.182116460283364, 'ir': 0.1491396032524384}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.3722767786682475, 'return_min': -8.860852912119244, 'ic_mean': 0.0332919911235417, 'ic_std': 0.15478040873912843, 'ir': 0.215091763839783}\n",
      "Dropped 5.0% entries from factor data: 4.1% in forward returns computation and 0.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7509798072024019, 'return_min': -7.104857165177725, 'ic_mean': 0.013069798600613466, 'ic_std': 0.11988360882152435, 'ir': 0.10902073043255656}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.576240609674766, 'return_min': -3.9241495342778876, 'ic_mean': 0.018340335358541716, 'ic_std': 0.11767664988254933, 'ir': 0.1558536496139789}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.43216437765037, 'return_min': -3.554850099092288, 'ic_mean': 0.011521309029538124, 'ic_std': 0.15730654053830648, 'ir': 0.07324113155188557}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.6643760341595861, 'return_min': -5.754006302097769, 'ic_mean': 0.004835117289363495, 'ic_std': 0.13959543184165366, 'ir': 0.03463664409053214}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.5027720629956498, 'return_min': -4.0045906370378415, 'ic_mean': 0.0038715139376878324, 'ic_std': 0.13497438740619003, 'ir': 0.028683322903603575}\n",
      "Dropped 5.2% entries from factor data: 5.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 10.307834057372567, 'return_min': -8.114865913938507, 'ic_mean': 0.023414429224366613, 'ic_std': 0.09993121714701829, 'ir': 0.23430545421977025}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.07355367618755437, 'return_min': -1.6132457173778647, 'ic_mean': 0.02190247733130282, 'ic_std': 0.1697499243935597, 'ir': 0.1290279062541591}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.687519837858531, 'return_min': 0.5619034112624988, 'ic_mean': 0.01190415476325013, 'ic_std': 0.13084592858170718, 'ir': 0.09097841172655624}\n",
      "Dropped 42.5% entries from factor data: 4.7% in forward returns computation and 37.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 42.5%, consider increasing it.\n",
      "Dropped 7.2% entries from factor data: 7.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.002245744605503, 'return_min': -4.323462753534901, 'ic_mean': 0.017249772744489765, 'ic_std': 0.12120403209945392, 'ir': 0.14232012290098955}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.677143343439049, 'return_min': -2.5951604472185252, 'ic_mean': 0.014752279711123561, 'ic_std': 0.13657305923158114, 'ir': 0.10801749476892618}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.9815145935642153, 'return_min': -6.595920193870342, 'ic_mean': 0.01797961120006331, 'ic_std': 0.1741120751409703, 'ir': 0.10326458509845494}\n",
      "Dropped 10.6% entries from factor data: 10.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.038435019945494, 'return_min': -4.80293988088909, 'ic_mean': 0.008842730083032968, 'ic_std': 0.18838851059213954, 'ir': 0.046938797144468365}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.577308123736469, 'return_min': -11.609178030199674, 'ic_mean': 0.043389631960710315, 'ic_std': 0.12942650153846302, 'ir': 0.3352453434570799}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.887591135379621, 'return_min': -1.411709740336553, 'ic_mean': 0.001738967531632804, 'ic_std': 0.14831731979036475, 'ir': 0.011724642368744948}\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.5747445404462646, 'return_min': -10.530854387160726, 'ic_mean': 0.0525472582446205, 'ic_std': 0.1945074639262502, 'ir': 0.27015548495632236}\n",
      "Dropped 6.4% entries from factor data: 4.8% in forward returns computation and 1.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.5384370746064349, 'return_min': -2.659344409483566, 'ic_mean': 0.004617519575575652, 'ic_std': 0.12322210640909917, 'ir': 0.037473142686308414}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.8752705573565898, 'return_min': -0.2067611657352586, 'ic_mean': 0.014456585446851227, 'ic_std': 0.09961160581355409, 'ir': 0.14512952912244015}\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.84669421603634, 'return_min': -3.9751963275080904, 'ic_mean': 0.0067002955794787135, 'ic_std': 0.0910683727674486, 'ir': 0.07357434173759236}\n",
      "Dropped 75.6% entries from factor data: 4.2% in forward returns computation and 71.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 75.6%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5987128410467335, 'return_min': -2.5758180408630427, 'ic_mean': -0.004741643872569683, 'ic_std': 0.1329726209366835, 'ir': -0.03565879832381039}\n",
      "Dropped 24.4% entries from factor data: 4.2% in forward returns computation and 20.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -13.94109622924189, 'return_min': -3.020091080765397, 'ic_mean': -0.0029211546268647233, 'ic_std': 0.16270980604084762, 'ir': -0.017953156591750712}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.3326794253388776, 'return_min': -3.967638577707655, 'ic_mean': 0.01610139102552725, 'ic_std': 0.0867556313373832, 'ir': 0.18559476517334872}\n",
      "Dropped 43.4% entries from factor data: 4.2% in forward returns computation and 39.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 43.4%, consider increasing it.\n",
      "Dropped 7.7% entries from factor data: 7.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.15016215111574027, 'return_min': -7.144119499026269, 'ic_mean': 0.012448958743642215, 'ic_std': 0.1657354100166598, 'ir': 0.07511345187121352}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.6429385750195138, 'return_min': -3.795279709191135, 'ic_mean': 0.019915503836117933, 'ic_std': 0.14042233052356468, 'ir': 0.14182576063125413}\n",
      "Dropped 7.1% entries from factor data: 4.2% in forward returns computation and 2.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.9624220081237986, 'return_min': -6.4955881917161395, 'ic_mean': 0.026695789625228106, 'ic_std': 0.16083336852278132, 'ir': 0.1659841478818916}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.3341678458312902, 'return_min': 0.45024607318477905, 'ic_mean': 0.0071630234264277795, 'ic_std': 0.09860259211584471, 'ir': 0.07264538662444285}\n",
      "Dropped 4.6% entries from factor data: 4.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.1474633951744657, 'return_min': -5.464833426989113, 'ic_mean': 0.026087333952396402, 'ic_std': 0.17007363368956935, 'ir': 0.15338846702136608}\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.931192000916518, 'return_min': -2.5846218116931663, 'ic_mean': 0.02292189134679965, 'ic_std': 0.16143758914994955, 'ir': 0.14198608556715314}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 24.1% entries from factor data: 24.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.7464235413290332, 'return_min': 0.8749719682699109, 'ic_mean': 0.004306097079108374, 'ic_std': 0.08900175661075622, 'ir': 0.048382158320097304}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 27.1% entries from factor data: 4.4% in forward returns computation and 22.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.519447511705186, 'return_min': -0.05356428262270896, 'ic_mean': 0.0011360961092162596, 'ic_std': 0.07533121615512363, 'ir': 0.015081345651937791}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.32583680449560504, 'return_min': -1.1665789823200878, 'ic_mean': 0.0017921690399205251, 'ic_std': 0.10756280992338135, 'ir': 0.016661604891106088}\n",
      "Dropped 22.2% entries from factor data: 4.5% in forward returns computation and 17.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7566965781168342, 'return_min': 0.7493457700102901, 'ic_mean': -0.007976225581141487, 'ic_std': 0.17688541203890223, 'ir': -0.045092613852109435}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.5% entries from factor data: 4.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.7199246959509473, 'return_min': -3.9410016785135227, 'ic_mean': 0.006287087249420141, 'ic_std': 0.12107836267800275, 'ir': 0.051925770305798535}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.3054440468752695, 'return_min': -0.11047055603730094, 'ic_mean': 0.007472935673431939, 'ic_std': 0.09145116641462822, 'ir': 0.08171503947309515}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.070443590533657, 'return_min': -13.299213531047238, 'ic_mean': 0.04122354725581315, 'ic_std': 0.1626903368042332, 'ir': 0.25338657516836927}\n",
      "Dropped 12.9% entries from factor data: 4.7% in forward returns computation and 8.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.0139221255133233, 'return_min': -2.7093675277589657, 'ic_mean': -0.009925522417565566, 'ic_std': 0.1824996831653666, 'ir': -0.054386518625195925}\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.5290611551942455, 'return_min': -0.290501792910014, 'ic_mean': -0.0048553479510056894, 'ic_std': 0.10623354230608403, 'ir': -0.045704471917318544}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.3% entries from factor data: 4.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.28818494590465704, 'return_min': -1.1234349916744435, 'ic_mean': 0.03223936291114111, 'ic_std': 0.11244260093102765, 'ir': 0.28671840249334635}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 14.2% entries from factor data: 4.3% in forward returns computation and 9.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -2.4619657560054353, 'return_min': -4.5519925153347796, 'ic_mean': 0.027641585428720084, 'ic_std': 0.16784653247829043, 'ir': 0.16468368467662742}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 67.4% entries from factor data: 4.1% in forward returns computation and 63.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 67.4%, consider increasing it.\n",
      "Dropped 4.1% entries from factor data: 4.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.10577122174337816, 'return_min': -1.9114150981214273, 'ic_mean': -0.0018741153438684415, 'ic_std': 0.08652533852211078, 'ir': -0.021659728535930872}\n",
      "Dropped 100.0% entries from factor data: 4.1% in forward returns computation and 95.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 4.2% entries from factor data: 4.2% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.601802716237998, 'return_min': -0.3742666796047178, 'ic_mean': -0.01598994698081562, 'ic_std': 0.1702926580522814, 'ir': -0.09389686651027881}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    0.041216    0.511833  0.005520  0.097544  0.056593\n",
      "alpha003    2.801292   -4.449060  0.013514  0.081928  0.164945\n",
      "alpha005   -0.560474  -10.201234  0.013015  0.192400  0.067647\n",
      "alpha006    7.646372   -7.430420  0.024427  0.120166  0.203274\n",
      "alpha008   -2.852380   -0.931681  0.009826  0.173389  0.056670\n",
      "alpha009   -2.808102   -2.019262  0.014721  0.153769  0.095733\n",
      "alpha010   -4.387099   -1.490196  0.010021  0.144266  0.069460\n",
      "alpha011   -2.279099   -2.248211 -0.005269  0.133935 -0.039344\n",
      "alpha012   -1.717004   -2.009932  0.006393  0.096931  0.065951\n",
      "alpha013    0.888091   -1.740927  0.018077  0.095168  0.189949\n",
      "alpha014    7.700802   -7.408396  0.018415  0.116155  0.158542\n",
      "alpha015    0.475273   -2.667748  0.015343  0.077241  0.198635\n",
      "alpha016   -0.346210   -2.438767  0.019959  0.087628  0.227767\n",
      "alpha017   -2.205153   -1.399000  0.014826  0.141744  0.104594\n",
      "alpha018    1.357736   -5.054309  0.031890  0.151370  0.210677\n",
      "alpha019    3.019467   -4.296554  0.022681  0.152851  0.148386\n",
      "alpha020   -1.506082   -0.627867  0.001742  0.153694  0.011337\n",
      "alpha022   -3.000987   -0.983851  0.004097  0.103110  0.039734\n",
      "alpha024   -0.581020   -5.024298  0.027161  0.182116  0.149140\n",
      "alpha025    2.372277   -8.860853  0.033292  0.154780  0.215092\n",
      "alpha026   -1.750980   -7.104857  0.013070  0.119884  0.109021\n",
      "alpha028    6.576241   -3.924150  0.018340  0.117677  0.155854\n",
      "alpha029    2.432164   -3.554850  0.011521  0.157307  0.073241\n",
      "alpha030   -0.664376   -5.754006  0.004835  0.139595  0.034637\n",
      "alpha031   -1.502772   -4.004591  0.003872  0.134974  0.028683\n",
      "alpha032   10.307834   -8.114866  0.023414  0.099931  0.234305\n",
      "alpha033    0.073554   -1.613246  0.021902  0.169750  0.129028\n",
      "alpha034    1.687520    0.561903  0.011904  0.130846  0.090978\n",
      "alpha036    3.002246   -4.323463  0.017250  0.121204  0.142320\n",
      "alpha037    3.677143   -2.595160  0.014752  0.136573  0.108017\n",
      "alpha038   -1.981515   -6.595920  0.017980  0.174112  0.103265\n",
      "alpha039   -1.038435   -4.802940  0.008843  0.188389  0.046939\n",
      "alpha040    5.577308  -11.609178  0.043390  0.129427  0.335245\n",
      "alpha041   -4.887591   -1.411710  0.001739  0.148317  0.011725\n",
      "alpha042    6.574745  -10.530854  0.052547  0.194507  0.270155\n",
      "alpha043   -0.538437   -2.659344  0.004618  0.123222  0.037473\n",
      "alpha044   -1.875271   -0.206761  0.014457  0.099612  0.145130\n",
      "alpha045   -4.846694   -3.975196  0.006700  0.091068  0.073574\n",
      "alpha047    0.598713   -2.575818 -0.004742  0.132973 -0.035659\n",
      "alpha049  -13.941096   -3.020091 -0.002921  0.162710 -0.017953\n",
      "alpha050    0.332679   -3.967639  0.016101  0.086756  0.185595\n",
      "alpha052    0.150162   -7.144119  0.012449  0.165735  0.075113\n",
      "alpha053    0.642939   -3.795280  0.019916  0.140422  0.141826\n",
      "alpha054    1.962422   -6.495588  0.026696  0.160833  0.165984\n",
      "alpha055   -0.334168    0.450246  0.007163  0.098603  0.072645\n",
      "alpha057    3.147463   -5.464833  0.026087  0.170074  0.153388\n",
      "alpha060    4.931192   -2.584622  0.022922  0.161438  0.141986\n",
      "alpha066   -0.746424    0.874972  0.004306  0.089002  0.048382\n",
      "alpha071   -2.519448   -0.053564  0.001136  0.075331  0.015081\n",
      "alpha072    0.325837   -1.166579  0.001792  0.107563  0.016662\n",
      "alpha073   -1.756697    0.749346 -0.007976  0.176885 -0.045093\n",
      "alpha077   -1.719925   -3.941002  0.006287  0.121078  0.051926\n",
      "alpha078    0.305444   -0.110471  0.007473  0.091451  0.081715\n",
      "alpha083    4.070444  -13.299214  0.041224  0.162690  0.253387\n",
      "alpha084   -2.013922   -2.709368 -0.009926  0.182500 -0.054387\n",
      "alpha085   -2.529061   -0.290502 -0.004855  0.106234 -0.045704\n",
      "alpha088   -0.288185   -1.123435  0.032239  0.112443  0.286718\n",
      "alpha094   -2.461966   -4.551993  0.027642  0.167847  0.164684\n",
      "alpha098   -0.105771   -1.911415 -0.001874  0.086525 -0.021660\n",
      "alpha101    0.601803   -0.374267 -0.015990  0.170293 -0.093897\n",
      "login success!\n",
      "login respond error_code:0\n",
      "login respond  error_msg:success\n",
      "query_hs300 error_code:0\n",
      "query_hs300  error_msg:success\n",
      "logout success!\n",
      "300\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\code\\StockProject\\alphas\\alphas\\analy_alphas.py:52: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame.\n",
      "Try using .loc[row_indexer,col_indexer] = value instead\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  df_all['date'] = pd.to_datetime(df_all['date'])\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Dropped 100.0% entries from factor data: 25.8% in forward returns computation and 74.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.7393295590051316, 'return_min': -2.0197437874036606, 'ic_mean': 0.01587473362084304, 'ic_std': 0.091125629250307, 'ir': 0.1742071220955608}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.1382930091086152, 'return_min': 9.630295669109668, 'ic_mean': -0.006409761871546377, 'ic_std': 0.07880300618128823, 'ir': -0.08133905268538315}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.711291243388761, 'return_min': -7.154775203540575, 'ic_mean': 0.02777060714434915, 'ic_std': 0.15943344713040633, 'ir': 0.1741830691375228}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.4044131688727433, 'return_min': 0.127423313902586, 'ic_mean': 0.006100548861808641, 'ic_std': 0.11455051478145926, 'ir': 0.053256407214296114}\n",
      "Dropped 94.9% entries from factor data: 25.9% in forward returns computation and 69.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 94.9%, consider increasing it.\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -1.9492460105874354, 'return_min': -2.0585566408415357, 'ic_mean': -0.01247677059085159, 'ic_std': 0.14329183313345303, 'ir': -0.08707244731269163}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.090740019992879, 'return_min': -7.682473592300898, 'ic_mean': 0.03386034583742496, 'ic_std': 0.12435764079212325, 'ir': 0.27228198944386584}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.573731764685451, 'return_min': -8.540840485672385, 'ic_mean': 0.025375021621445625, 'ic_std': 0.1271697212710031, 'ir': 0.19953666146181584}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.227439626962262, 'return_min': -1.1794570472889454, 'ic_mean': 0.016287717872895836, 'ic_std': 0.1163219021895211, 'ir': 0.14002279507395402}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 8.995680822172503, 'return_min': -9.800769181561586, 'ic_mean': 0.030727807585009, 'ic_std': 0.07540695900365489, 'ir': 0.4074929952223595}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.7670557222815297, 'return_min': 0.09877112516321063, 'ic_mean': 0.014957639524121972, 'ic_std': 0.10351446228537328, 'ir': 0.14449806523542658}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.98534084268254, 'return_min': -11.720140400278689, 'ic_mean': 0.02223916226728026, 'ic_std': 0.10907963220632148, 'ir': 0.20388006282616927}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.2294112122929235, 'return_min': 11.163866268784073, 'ic_mean': -0.005416441216508675, 'ic_std': 0.0922717400591193, 'ir': -0.058700976193126024}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.6158937713174328, 'return_min': 5.764745621956724, 'ic_mean': 0.007441205262632865, 'ic_std': 0.10809285046387741, 'ir': 0.06884086441146794}\n",
      "Dropped 25.8% entries from factor data: 25.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.502210842742716, 'return_min': -8.625125922254728, 'ic_mean': 0.03166323914340283, 'ic_std': 0.11211999701244003, 'ir': 0.28240492318145266}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.323589498687163, 'return_min': -6.5155196939736815, 'ic_mean': 0.03792884375608365, 'ic_std': 0.15322879825689875, 'ir': 0.24753077872798626}\n",
      "Dropped 47.5% entries from factor data: 47.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 47.5%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.2322818781006504, 'return_min': 3.744672431591489, 'ic_mean': -0.016344585779052487, 'ic_std': 0.12842866253409765, 'ir': -0.12726587240377918}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.34811152758596, 'return_min': -3.1495704098727373, 'ic_mean': 0.0015496572078206575, 'ic_std': 0.10910985618187205, 'ir': 0.014202724318851442}\n",
      "Dropped 71.8% entries from factor data: 25.6% in forward returns computation and 46.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 71.8%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.680063175249046, 'return_min': -3.9970918054876847, 'ic_mean': 0.0449118617786812, 'ic_std': 0.17443807478744894, 'ir': 0.2574659335893603}\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 2.6788109780673253, 'return_min': -3.2396320908356646, 'ic_mean': 0.03278476021702533, 'ic_std': 0.12701422360376666, 'ir': 0.2581188097429199}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 3.6757207269255687, 'return_min': -2.846768727622351, 'ic_mean': 0.02163259230383407, 'ic_std': 0.10590162063771162, 'ir': 0.20427064452430763}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 13.95952116599597, 'return_min': -10.131989085535587, 'ic_mean': 0.027776131691389892, 'ic_std': 0.1009778764013589, 'ir': 0.275071458038863}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -16.79142467322481, 'return_min': 8.847656759378708, 'ic_mean': -0.04952050032867032, 'ic_std': 0.1452237834204983, 'ir': -0.34099442365637}\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 12.364111354838947, 'return_min': -6.574972850806882, 'ic_mean': 0.04609399047771349, 'ic_std': 0.12089097871573373, 'ir': 0.3812856092934786}\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 12.034009446171279, 'return_min': -5.3855013011594455, 'ic_mean': 0.031853278190337855, 'ic_std': 0.10477737582780512, 'ir': 0.3040091235219201}\n",
      "Dropped 27.1% entries from factor data: 27.1% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.490387553188537, 'return_min': -6.412406137498161, 'ic_mean': 0.02318848761272485, 'ic_std': 0.08752412545475446, 'ir': 0.2649382383684842}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 12.999137672955463, 'return_min': -14.601005372046894, 'ic_mean': 0.05978748935301311, 'ic_std': 0.11535565475746981, 'ir': 0.51828832733613}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.7039993390599584, 'return_min': -5.3680925060439755, 'ic_mean': 0.025093463795218218, 'ic_std': 0.1301514936058508, 'ir': 0.19280196561716734}\n",
      "Dropped 38.6% entries from factor data: 25.8% in forward returns computation and 12.8% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 38.6%, consider increasing it.\n",
      "Dropped 27.0% entries from factor data: 27.0% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.6938751302609791, 'return_min': 5.5610197262701, 'ic_mean': -0.02431038849556415, 'ic_std': 0.07700238137413645, 'ir': -0.31570956718137966}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.800890418168116, 'return_min': -3.3443737807326013, 'ic_mean': 0.03410270369272159, 'ic_std': 0.0816944301439138, 'ir': 0.41744221280013705}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 6.274803953065788, 'return_min': -1.4933874945999293, 'ic_mean': 0.03265304374750718, 'ic_std': 0.1354649475951163, 'ir': 0.24104422824642477}\n",
      "Dropped 47.5% entries from factor data: 47.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 47.5%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 5.82341020219701, 'return_min': -1.332612123655652, 'ic_mean': 0.040778739282964334, 'ic_std': 0.1481518088821844, 'ir': 0.27524968875265665}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5710594492258636, 'return_min': -1.9820334354914149, 'ic_mean': 0.022737545033544387, 'ic_std': 0.12439321004920872, 'ir': 0.18278767003881996}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.158457641378899, 'return_min': -16.651585457377884, 'ic_mean': 0.06755940493020969, 'ic_std': 0.2097097326488001, 'ir': 0.322156745311154}\n",
      "Dropped 25.9% entries from factor data: 25.9% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.49684702064123343, 'return_min': -5.0270469762236925, 'ic_mean': 0.019037100294100877, 'ic_std': 0.1408280360896643, 'ir': 0.13517976123717354}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -6.200700547410731, 'return_min': 7.352227785188958, 'ic_mean': -0.012198356171197813, 'ic_std': 0.10794212992823564, 'ir': -0.11300829601294492}\n",
      "Dropped 25.8% entries from factor data: 25.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.830718498187174, 'return_min': -2.3083125698541984, 'ic_mean': 0.02740696256930427, 'ic_std': 0.07289891968210331, 'ir': 0.3759584187093609}\n",
      "Dropped 74.4% entries from factor data: 25.6% in forward returns computation and 48.7% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 74.4%, consider increasing it.\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 17.4247492627444, 'return_min': -10.280416657802993, 'ic_mean': 0.042435545177126235, 'ic_std': 0.12442787591699822, 'ir': 0.34104532336012555}\n",
      "Dropped 48.7% entries from factor data: 25.6% in forward returns computation and 23.1% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 48.7%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -5.448900337642337, 'return_min': 7.055373303195278, 'ic_mean': 0.000321476077306744, 'ic_std': 0.08762790360846301, 'ir': 0.0036686496431907814}\n",
      "Dropped 53.8% entries from factor data: 25.6% in forward returns computation and 28.2% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 53.8%, consider increasing it.\n",
      "Dropped 27.4% entries from factor data: 27.4% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 7.989000457422346, 'return_min': -8.576014833709955, 'ic_mean': 0.04411798062697764, 'ic_std': 0.12184710734908992, 'ir': 0.3620765530410202}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 9.55954489162858, 'return_min': -7.243138533639115, 'ic_mean': 0.04514124072310028, 'ic_std': 0.12784810485858783, 'ir': 0.3530849422682549}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 11.666784933608287, 'return_min': -20.172271407485898, 'ic_mean': 0.08031663075696943, 'ic_std': 0.11641035984407405, 'ir': 0.68994401241049}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 1.5738288855793314, 'return_min': -4.201114307085252, 'ic_mean': 0.013110273063529802, 'ic_std': 0.07944957831568729, 'ir': 0.16501375263990775}\n",
      "Dropped 25.8% entries from factor data: 25.8% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 10.669170188719601, 'return_min': -10.353373375138197, 'ic_mean': 0.05200059151043978, 'ic_std': 0.16206923846409363, 'ir': 0.3208541732116579}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 12.217788845685362, 'return_min': -20.9422863619535, 'ic_mean': 0.07244636029053061, 'ic_std': 0.1259920874133311, 'ir': 0.5750072228969606}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 41.6% entries from factor data: 41.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 41.6%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 46.2% entries from factor data: 25.7% in forward returns computation and 20.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 46.2%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 4.8721778692484286, 'return_min': -0.7985102842533731, 'ic_mean': 0.013114188670722789, 'ic_std': 0.11005145506861544, 'ir': 0.11916415519037243}\n",
      "Dropped 46.2% entries from factor data: 25.7% in forward returns computation and 20.5% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 46.2%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 0.5397914861893227, 'return_min': -0.7891149714489565, 'ic_mean': 0.016986764864074615, 'ic_std': 0.08141216454212342, 'ir': 0.20865143384420767}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.1573315612468651, 'return_min': -6.253219883531891, 'ic_mean': 0.0173683679869004, 'ic_std': 0.10383509413539868, 'ir': 0.16726876526208403}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.7% entries from factor data: 25.7% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 11.459710271619628, 'return_min': -14.32046023714717, 'ic_mean': 0.0764458545372505, 'ic_std': 0.16425727481946903, 'ir': 0.4654031586806136}\n",
      "Dropped 28.4% entries from factor data: 25.8% in forward returns computation and 2.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -0.8930251104877218, 'return_min': 2.870075835819108, 'ic_mean': -0.019765966801208457, 'ic_std': 0.16112363168292965, 'ir': -0.12267577756753466}\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 14.404678324260178, 'return_min': -9.515394693316859, 'ic_mean': 0.027123023292733996, 'ic_std': 0.10822874197434744, 'ir': 0.25060832083923457}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.926642009319693, 'return_min': 4.438605282743868, 'ic_mean': 0.019587532687999405, 'ic_std': 0.1426732699279341, 'ir': 0.1372894354905673}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 28.2% entries from factor data: 25.6% in forward returns computation and 2.6% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -4.593920525242101, 'return_min': -0.12234881518358165, 'ic_mean': 0.03447231624009057, 'ic_std': 0.15855283449545007, 'ir': 0.2174184797754581}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 82.1% entries from factor data: 25.6% in forward returns computation and 56.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 82.1%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': 10.141070878753045, 'return_min': -6.19443721924906, 'ic_mean': 0.00863913677592391, 'ic_std': 0.08357864149994258, 'ir': 0.10336536489325261}\n",
      "Dropped 100.0% entries from factor data: 25.6% in forward returns computation and 74.4% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss (35.0%) exceeded 100.0%, consider increasing it.\n",
      "Dropped 25.6% entries from factor data: 25.6% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).\n",
      "max_loss is 35.0%, not exceeded: OK!\n",
      "{'return_max': -8.932320483477918, 'return_min': 8.791992790435632, 'ic_mean': -0.06283665863527638, 'ic_std': 0.11483102322417126, 'ir': -0.5472097772098371}\n",
      "          return_max  return_min   ic_mean    ic_std        ir\n",
      "name                                                          \n",
      "alpha002    1.739330   -2.019744  0.015875  0.091126  0.174207\n",
      "alpha003    1.138293    9.630296 -0.006410  0.078803 -0.081339\n",
      "alpha005    5.711291   -7.154775  0.027771  0.159433  0.174183\n",
      "alpha006    2.404413    0.127423  0.006101  0.114551  0.053256\n",
      "alpha008   -1.949246   -2.058557 -0.012477  0.143292 -0.087072\n",
      "alpha009    5.090740   -7.682474  0.033860  0.124358  0.272282\n",
      "alpha010    4.573732   -8.540840  0.025375  0.127170  0.199537\n",
      "alpha011    7.227440   -1.179457  0.016288  0.116322  0.140023\n",
      "alpha012    8.995681   -9.800769  0.030728  0.075407  0.407493\n",
      "alpha013    1.767056    0.098771  0.014958  0.103514  0.144498\n",
      "alpha014   -4.985341  -11.720140  0.022239  0.109080  0.203880\n",
      "alpha015   -6.229411   11.163866 -0.005416  0.092272 -0.058701\n",
      "alpha016   -0.615894    5.764746  0.007441  0.108093  0.068841\n",
      "alpha017    5.502211   -8.625126  0.031663  0.112120  0.282405\n",
      "alpha018    3.323589   -6.515520  0.037929  0.153229  0.247531\n",
      "alpha020    2.232282    3.744672 -0.016345  0.128429 -0.127266\n",
      "alpha022    1.348112   -3.149570  0.001550  0.109110  0.014203\n",
      "alpha024    0.680063   -3.997092  0.044912  0.174438  0.257466\n",
      "alpha025    2.678811   -3.239632  0.032785  0.127014  0.258119\n",
      "alpha026    3.675721   -2.846769  0.021633  0.105902  0.204271\n",
      "alpha028   13.959521  -10.131989  0.027776  0.100978  0.275071\n",
      "alpha029  -16.791425    8.847657 -0.049521  0.145224 -0.340994\n",
      "alpha030   12.364111   -6.574973  0.046094  0.120891  0.381286\n",
      "alpha031   12.034009   -5.385501  0.031853  0.104777  0.304009\n",
      "alpha032    6.490388   -6.412406  0.023188  0.087524  0.264938\n",
      "alpha033   12.999138  -14.601005  0.059787  0.115356  0.518288\n",
      "alpha034    1.703999   -5.368093  0.025093  0.130151  0.192802\n",
      "alpha036   -0.693875    5.561020 -0.024310  0.077002 -0.315710\n",
      "alpha037    7.800890   -3.344374  0.034103  0.081694  0.417442\n",
      "alpha038    6.274804   -1.493387  0.032653  0.135465  0.241044\n",
      "alpha040    5.823410   -1.332612  0.040779  0.148152  0.275250\n",
      "alpha041    0.571059   -1.982033  0.022738  0.124393  0.182788\n",
      "alpha042    4.158458  -16.651585  0.067559  0.209710  0.322157\n",
      "alpha043    0.496847   -5.027047  0.019037  0.140828  0.135180\n",
      "alpha044   -6.200701    7.352228 -0.012198  0.107942 -0.113008\n",
      "alpha045    9.830718   -2.308313  0.027407  0.072899  0.375958\n",
      "alpha047   17.424749  -10.280417  0.042436  0.124428  0.341045\n",
      "alpha050   -5.448900    7.055373  0.000321  0.087628  0.003669\n",
      "alpha052    7.989000   -8.576015  0.044118  0.121847  0.362077\n",
      "alpha053    9.559545   -7.243139  0.045141  0.127848  0.353085\n",
      "alpha054   11.666785  -20.172271  0.080317  0.116410  0.689944\n",
      "alpha055    1.573829   -4.201114  0.013110  0.079450  0.165014\n",
      "alpha057   10.669170  -10.353373  0.052001  0.162069  0.320854\n",
      "alpha060   12.217789  -20.942286  0.072446  0.125992  0.575007\n",
      "alpha072    4.872178   -0.798510  0.013114  0.110051  0.119164\n",
      "alpha077    0.539791   -0.789115  0.016987  0.081412  0.208651\n",
      "alpha078   -0.157332   -6.253220  0.017368  0.103835  0.167269\n",
      "alpha083   11.459710  -14.320460  0.076446  0.164257  0.465403\n",
      "alpha084   -0.893025    2.870076 -0.019766  0.161124 -0.122676\n",
      "alpha085   14.404678   -9.515395  0.027123  0.108229  0.250608\n",
      "alpha088   -4.926642    4.438605  0.019588  0.142673  0.137289\n",
      "alpha094   -4.593921   -0.122349  0.034472  0.158553  0.217418\n",
      "alpha098   10.141071   -6.194437  0.008639  0.083579  0.103365\n",
      "alpha101   -8.932320    8.791993 -0.062837  0.114831 -0.547210\n"
     ]
    }
   ],
   "source": [
    "from analy_alphas import *\n",
    "\n",
    "start = 2013\n",
    "end = 2023\n",
    "alpha_name = 'Alphas101'\n",
    "for year in range(start, end + 1):  # 2013-2023, including 2022 and 2023.\n",
    "    list_assets, df_assets = get_hs300_stocks(f'{year}-01-01')\n",
    "    generate_year_report(alpha_name, list_assets, year)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "year          2013      2014      2015      2016      2017      2018  \\\n",
      "name                                                                   \n",
      "alpha002  0.839286  0.454545  0.603774  0.722222  0.894737  0.525424   \n",
      "alpha003  0.589286  0.545455  0.490566  0.907407  0.368421  0.254237   \n",
      "alpha005  0.964286  0.854545  0.679245  0.833333  0.982456  0.949153   \n",
      "alpha006  0.392857  0.272727  0.301887  0.296296  0.596491  0.423729   \n",
      "alpha008  0.607143  0.945455  0.452830  0.777778  0.754386  0.728814   \n",
      "...            ...       ...       ...       ...       ...       ...   \n",
      "alpha085  0.410714  0.890909  0.358491  0.222222  0.631579  0.830508   \n",
      "alpha088  0.750000  0.690909  0.981132  0.944444  0.122807  0.169492   \n",
      "alpha094  0.928571  0.927273  1.000000  0.870370  0.175439  0.067797   \n",
      "alpha098  0.285714  0.418182  0.283019  0.240741  0.456140  0.491525   \n",
      "alpha101  0.875000  0.981818  0.962264  0.444444  0.684211  0.576271   \n",
      "\n",
      "year          2019      2020      2021      2022  \n",
      "name                                              \n",
      "alpha002  0.533333  0.450000  0.333333  0.533333  \n",
      "alpha003  0.516667  0.566667  0.550000  0.800000  \n",
      "alpha005  0.983333  0.983333  0.883333  0.433333  \n",
      "alpha006  0.733333  0.683333  0.683333  0.966667  \n",
      "alpha008  0.450000  0.950000  0.666667  0.100000  \n",
      "...            ...       ...       ...       ...  \n",
      "alpha085  0.466667  0.850000  0.050000  0.133333  \n",
      "alpha088  0.083333  0.183333  0.483333  0.500000  \n",
      "alpha094  0.116667  0.050000  0.133333  0.166667  \n",
      "alpha098  0.200000  0.583333  0.700000  0.516667  \n",
      "alpha101  0.016667  0.866667  0.033333  0.666667  \n",
      "\n",
      "[61 rows x 10 columns]\n",
      "year          2013      2014      2015      2016      2017      2018  \\\n",
      "name                                                                   \n",
      "alpha002  0.839286  0.454545  0.603774  0.722222  0.894737  0.525424   \n",
      "alpha003  0.589286  0.545455  0.490566  0.907407  0.368421  0.254237   \n",
      "alpha005  0.964286  0.854545  0.679245  0.833333  0.982456  0.949153   \n",
      "alpha006  0.392857  0.272727  0.301887  0.296296  0.596491  0.423729   \n",
      "alpha008  0.607143  0.945455  0.452830  0.777778  0.754386  0.728814   \n",
      "...            ...       ...       ...       ...       ...       ...   \n",
      "alpha085  0.410714  0.890909  0.358491  0.222222  0.631579  0.830508   \n",
      "alpha088  0.750000  0.690909  0.981132  0.944444  0.122807  0.169492   \n",
      "alpha094  0.928571  0.927273  1.000000  0.870370  0.175439  0.067797   \n",
      "alpha098  0.285714  0.418182  0.283019  0.240741  0.456140  0.491525   \n",
      "alpha101  0.875000  0.981818  0.962264  0.444444  0.684211  0.576271   \n",
      "\n",
      "year          2019      2020      2021      2022        avg  \n",
      "name                                                         \n",
      "alpha002  0.533333  0.450000  0.333333  0.533333  29.741480  \n",
      "alpha003  0.516667  0.566667  0.550000  0.800000  31.249052  \n",
      "alpha005  0.983333  0.983333  0.883333  0.433333  45.684975  \n",
      "alpha006  0.733333  0.683333  0.683333  0.966667  34.970653  \n",
      "alpha008  0.450000  0.950000  0.666667  0.100000  32.862465  \n",
      "...            ...       ...       ...       ...        ...  \n",
      "alpha085  0.466667  0.850000  0.050000  0.133333  24.147839  \n",
      "alpha088  0.083333  0.183333  0.483333  0.500000  21.883976  \n",
      "alpha094  0.116667  0.050000  0.133333  0.166667  14.631904  \n",
      "alpha098  0.200000  0.583333  0.700000  0.516667  25.697285  \n",
      "alpha101  0.016667  0.866667  0.033333  0.666667  28.398553  \n",
      "\n",
      "[61 rows x 11 columns]\n",
      "year          2013      2014      2015      2016      2017      2018  \\\n",
      "name                                                                   \n",
      "alpha002  0.839286  0.454545  0.603774  0.722222  0.894737  0.525424   \n",
      "alpha003  0.589286  0.545455  0.490566  0.907407  0.368421  0.254237   \n",
      "alpha005  0.964286  0.854545  0.679245  0.833333  0.982456  0.949153   \n",
      "alpha006  0.392857  0.272727  0.301887  0.296296  0.596491  0.423729   \n",
      "alpha008  0.607143  0.945455  0.452830  0.777778  0.754386  0.728814   \n",
      "...            ...       ...       ...       ...       ...       ...   \n",
      "alpha085  0.410714  0.890909  0.358491  0.222222  0.631579  0.830508   \n",
      "alpha088  0.750000  0.690909  0.981132  0.944444  0.122807  0.169492   \n",
      "alpha094  0.928571  0.927273  1.000000  0.870370  0.175439  0.067797   \n",
      "alpha098  0.285714  0.418182  0.283019  0.240741  0.456140  0.491525   \n",
      "alpha101  0.875000  0.981818  0.962264  0.444444  0.684211  0.576271   \n",
      "\n",
      "year          2019      2020      2021      2022        avg  avg_rank  \n",
      "name                                                                   \n",
      "alpha002  0.533333  0.450000  0.333333  0.533333  29.741480  0.590164  \n",
      "alpha003  0.516667  0.566667  0.550000  0.800000  31.249052  0.655738  \n",
      "alpha005  0.983333  0.983333  0.883333  0.433333  45.684975  0.967213  \n",
      "alpha006  0.733333  0.683333  0.683333  0.966667  34.970653  0.819672  \n",
      "alpha008  0.450000  0.950000  0.666667  0.100000  32.862465  0.754098  \n",
      "...            ...       ...       ...       ...        ...       ...  \n",
      "alpha085  0.466667  0.850000  0.050000  0.133333  24.147839  0.360656  \n",
      "alpha088  0.083333  0.183333  0.483333  0.500000  21.883976  0.311475  \n",
      "alpha094  0.116667  0.050000  0.133333  0.166667  14.631904  0.131148  \n",
      "alpha098  0.200000  0.583333  0.700000  0.516667  25.697285  0.475410  \n",
      "alpha101  0.016667  0.866667  0.033333  0.666667  28.398553  0.557377  \n",
      "\n",
      "[61 rows x 12 columns]\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>year</th>\n",
       "      <th>2013</th>\n",
       "      <th>2014</th>\n",
       "      <th>2015</th>\n",
       "      <th>2016</th>\n",
       "      <th>2017</th>\n",
       "      <th>2018</th>\n",
       "      <th>2019</th>\n",
       "      <th>2020</th>\n",
       "      <th>2021</th>\n",
       "      <th>2022</th>\n",
       "      <th>avg</th>\n",
       "      <th>avg_rank</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>name</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>alpha002</th>\n",
       "      <td>0.839286</td>\n",
       "      <td>0.454545</td>\n",
       "      <td>0.603774</td>\n",
       "      <td>0.722222</td>\n",
       "      <td>0.894737</td>\n",
       "      <td>0.525424</td>\n",
       "      <td>0.533333</td>\n",
       "      <td>0.450000</td>\n",
       "      <td>0.333333</td>\n",
       "      <td>0.533333</td>\n",
       "      <td>29.741480</td>\n",
       "      <td>0.590164</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha003</th>\n",
       "      <td>0.589286</td>\n",
       "      <td>0.545455</td>\n",
       "      <td>0.490566</td>\n",
       "      <td>0.907407</td>\n",
       "      <td>0.368421</td>\n",
       "      <td>0.254237</td>\n",
       "      <td>0.516667</td>\n",
       "      <td>0.566667</td>\n",
       "      <td>0.550000</td>\n",
       "      <td>0.800000</td>\n",
       "      <td>31.249052</td>\n",
       "      <td>0.655738</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha005</th>\n",
       "      <td>0.964286</td>\n",
       "      <td>0.854545</td>\n",
       "      <td>0.679245</td>\n",
       "      <td>0.833333</td>\n",
       "      <td>0.982456</td>\n",
       "      <td>0.949153</td>\n",
       "      <td>0.983333</td>\n",
       "      <td>0.983333</td>\n",
       "      <td>0.883333</td>\n",
       "      <td>0.433333</td>\n",
       "      <td>45.684975</td>\n",
       "      <td>0.967213</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha006</th>\n",
       "      <td>0.392857</td>\n",
       "      <td>0.272727</td>\n",
       "      <td>0.301887</td>\n",
       "      <td>0.296296</td>\n",
       "      <td>0.596491</td>\n",
       "      <td>0.423729</td>\n",
       "      <td>0.733333</td>\n",
       "      <td>0.683333</td>\n",
       "      <td>0.683333</td>\n",
       "      <td>0.966667</td>\n",
       "      <td>34.970653</td>\n",
       "      <td>0.819672</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha008</th>\n",
       "      <td>0.607143</td>\n",
       "      <td>0.945455</td>\n",
       "      <td>0.452830</td>\n",
       "      <td>0.777778</td>\n",
       "      <td>0.754386</td>\n",
       "      <td>0.728814</td>\n",
       "      <td>0.450000</td>\n",
       "      <td>0.950000</td>\n",
       "      <td>0.666667</td>\n",
       "      <td>0.100000</td>\n",
       "      <td>32.862465</td>\n",
       "      <td>0.754098</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha085</th>\n",
       "      <td>0.410714</td>\n",
       "      <td>0.890909</td>\n",
       "      <td>0.358491</td>\n",
       "      <td>0.222222</td>\n",
       "      <td>0.631579</td>\n",
       "      <td>0.830508</td>\n",
       "      <td>0.466667</td>\n",
       "      <td>0.850000</td>\n",
       "      <td>0.050000</td>\n",
       "      <td>0.133333</td>\n",
       "      <td>24.147839</td>\n",
       "      <td>0.360656</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha088</th>\n",
       "      <td>0.750000</td>\n",
       "      <td>0.690909</td>\n",
       "      <td>0.981132</td>\n",
       "      <td>0.944444</td>\n",
       "      <td>0.122807</td>\n",
       "      <td>0.169492</td>\n",
       "      <td>0.083333</td>\n",
       "      <td>0.183333</td>\n",
       "      <td>0.483333</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>21.883976</td>\n",
       "      <td>0.311475</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha094</th>\n",
       "      <td>0.928571</td>\n",
       "      <td>0.927273</td>\n",
       "      <td>1.000000</td>\n",
       "      <td>0.870370</td>\n",
       "      <td>0.175439</td>\n",
       "      <td>0.067797</td>\n",
       "      <td>0.116667</td>\n",
       "      <td>0.050000</td>\n",
       "      <td>0.133333</td>\n",
       "      <td>0.166667</td>\n",
       "      <td>14.631904</td>\n",
       "      <td>0.131148</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha098</th>\n",
       "      <td>0.285714</td>\n",
       "      <td>0.418182</td>\n",
       "      <td>0.283019</td>\n",
       "      <td>0.240741</td>\n",
       "      <td>0.456140</td>\n",
       "      <td>0.491525</td>\n",
       "      <td>0.200000</td>\n",
       "      <td>0.583333</td>\n",
       "      <td>0.700000</td>\n",
       "      <td>0.516667</td>\n",
       "      <td>25.697285</td>\n",
       "      <td>0.475410</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>alpha101</th>\n",
       "      <td>0.875000</td>\n",
       "      <td>0.981818</td>\n",
       "      <td>0.962264</td>\n",
       "      <td>0.444444</td>\n",
       "      <td>0.684211</td>\n",
       "      <td>0.576271</td>\n",
       "      <td>0.016667</td>\n",
       "      <td>0.866667</td>\n",
       "      <td>0.033333</td>\n",
       "      <td>0.666667</td>\n",
       "      <td>28.398553</td>\n",
       "      <td>0.557377</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>61 rows × 12 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "year          2013      2014      2015      2016      2017      2018  \\\n",
       "name                                                                   \n",
       "alpha002  0.839286  0.454545  0.603774  0.722222  0.894737  0.525424   \n",
       "alpha003  0.589286  0.545455  0.490566  0.907407  0.368421  0.254237   \n",
       "alpha005  0.964286  0.854545  0.679245  0.833333  0.982456  0.949153   \n",
       "alpha006  0.392857  0.272727  0.301887  0.296296  0.596491  0.423729   \n",
       "alpha008  0.607143  0.945455  0.452830  0.777778  0.754386  0.728814   \n",
       "...            ...       ...       ...       ...       ...       ...   \n",
       "alpha085  0.410714  0.890909  0.358491  0.222222  0.631579  0.830508   \n",
       "alpha088  0.750000  0.690909  0.981132  0.944444  0.122807  0.169492   \n",
       "alpha094  0.928571  0.927273  1.000000  0.870370  0.175439  0.067797   \n",
       "alpha098  0.285714  0.418182  0.283019  0.240741  0.456140  0.491525   \n",
       "alpha101  0.875000  0.981818  0.962264  0.444444  0.684211  0.576271   \n",
       "\n",
       "year          2019      2020      2021      2022        avg  avg_rank  \n",
       "name                                                                   \n",
       "alpha002  0.533333  0.450000  0.333333  0.533333  29.741480  0.590164  \n",
       "alpha003  0.516667  0.566667  0.550000  0.800000  31.249052  0.655738  \n",
       "alpha005  0.983333  0.983333  0.883333  0.433333  45.684975  0.967213  \n",
       "alpha006  0.733333  0.683333  0.683333  0.966667  34.970653  0.819672  \n",
       "alpha008  0.450000  0.950000  0.666667  0.100000  32.862465  0.754098  \n",
       "...            ...       ...       ...       ...        ...       ...  \n",
       "alpha085  0.466667  0.850000  0.050000  0.133333  24.147839  0.360656  \n",
       "alpha088  0.083333  0.183333  0.483333  0.500000  21.883976  0.311475  \n",
       "alpha094  0.116667  0.050000  0.133333  0.166667  14.631904  0.131148  \n",
       "alpha098  0.200000  0.583333  0.700000  0.516667  25.697285  0.475410  \n",
       "alpha101  0.016667  0.866667  0.033333  0.666667  28.398553  0.557377  \n",
       "\n",
       "[61 rows x 12 columns]"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from analy_alphas import *\n",
    "ret = compare_factor('Alphas101', 2013, 2023)\n",
    "ret\n",
    "ret.to_csv('analysis/compare_result.csv')"
   ]
  }
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