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StressTest Failure

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created on 2020-10-31 19:32:31
Hakan · 2 months ago

Hello our strategy has failed the stress test, but we dont know why


---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-27-a33d9a805563> in <module>
----> 1 port.testFXCarrySubmission(mystrat)

/mnt/public/IT/Libs/Python/alphien/portfolio/portfolio.py in testFXCarrySubmission(self, maxIter)
   1176         print('... passed\n')
   1177 
-> 1178         self.stressTest(maxIter = maxIter)

/mnt/public/IT/Libs/Python/alphien/portfolio/portfolio.py in stressTest(self, maxIter)
   1035         endTestDate = portOri.index[initLength].date()
   1036         lastTestDate = portOri.index[-1].date()
-> 1037         numberEvals = min(int(np.busday_count(endTestDate, lastTestDate)), maxIter) # to count business days
   1038 
   1039         # make sure that we are testing with unprocessed weights

TypeError: '<' not supported between instances of 'function' and 'int'


Comments (3)

Yongcheng · 2 months ago

Hello,


Are you able to post a snippet of a code that could be used to reproduce this error?

Hakan · 2 months ago

I am currently getting the error when I run the sample code as well

Herve · 2 months ago

The tutorial Notebook works on my end. I've opened a chat with you if you need to discuss this further.