ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''

[xuanronaldo]

Problem Description

I cathed an exception as the title saying when I call the function "get_clean_factor_and_forward_returns()".But it worked well before. Please provide a minimal, self-contained, and reproducible example:

factor_return = get_clean_factor_and_forward_returns(multi_index_series, prices)

Please provide the full traceback:

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-7-8d1ecc81ba64> in <module>
----> 1 factor_rice, IC_return_on_equity = alphalens_ic_calculate(fundamentals.financial_indicator.return_on_equity, start_date="2020-01-01", end_date="2020-08-20")

<ipython-input-6-86025a787884> in alphalens_ic_calculate(factor, start_date, end_date)
     30     prices = get_price(stock_list, start_date=start_date, end_date=end_date, fields='close')
     31 
---> 32     factor_return = get_clean_factor_and_forward_returns(multi_index_series, prices, zero_aware=True)
     33     return factor_returns(factor_return).iloc[:, 0].mean(), factor_information_coefficient(factor_return)
     34 

/usr/local/lib/python3.6/site-packages/alphalens/utils.py in get_clean_factor_and_forward_returns(factor, prices, groupby, binning_by_group, quantiles, bins, periods, filter_zscore, groupby_labels, max_loss, zero_aware, cumulative_returns)
    837                                    quantiles=quantiles, bins=bins,
    838                                    binning_by_group=binning_by_group,
--> 839                                    max_loss=max_loss, zero_aware=zero_aware)
    840 
    841     return factor_data

/usr/local/lib/python3.6/site-packages/alphalens/utils.py in get_clean_factor(factor, forward_returns, groupby, binning_by_group, quantiles, bins, groupby_labels, max_loss, zero_aware)
    593     factor_copy = factor.copy()
    594     factor_copy.index = factor_copy.index.rename(['date', 'asset'])
--> 595     factor_copy = factor_copy[np.isfinite(factor_copy)]
    596 
    597     merged_data = forward_returns.copy()

TypeError: ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''

Please provide any additional information below:

Versions

• Alphalens version: 0.4.0
• Python version: 3.6
• Pandas version: 0.24.2
• Matplotlib version: 3.1.3

[OnlyAnJ]

same as u...

[xuanronaldo]

same as u...

I deleted this line,and it works now.

[OnlyAnJ]

same as u...

I deleted this line,and it works now.

so u donot use this function? But how do u get the best factor return

[xuanronaldo]

same as u...

I deleted this line,and it works now.

so u donot use this function? But how do u get the best factor return

I do call this function! I mean this line "factor_copy = factor_copy[np.isfinite(factor_copy)]" was deleted.U can track this line by ctrl and left mouse button if u use pycharm or some IDE else.

[syejing]

There is something wrong with your factor data dtype. Try astype ('float ')

[xuanronaldo]

There is something wrong with your factor data dtype. Try astype ('float ')

Wow!It works.Thank you,dude.