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abbass2 / pyqstrat

A fast, extensible, transparent python library for backtesting quantitative strategies.
BSD 3-Clause "New" or "Revised" License
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The 'i' indexer is greater than the length of my timestamps? #25

Closed BlackArbsCEO closed 9 months ago

BlackArbsCEO commented 2 years ago

within the trading rule parameters trading_rule(contract_group, i, timestamps, indicators, signal, account, strategy_context), how is the i generated?

my timestamps are len 1986 but the indexer has a value of 2548. I'm not sure how that can happen.

~\AppData\Local\Temp/ipykernel_9196/1456800533.py in model_predict_trading_rule(contract_group, i, timestamps, indicators, signal, account, strategy_context)
     76                     curr_equity
     77                     * risk_percent
---> 78                     / indicators.c[i]  # long only * np.sign(signal_value)
     79                 )
     80 

IndexError: Exception: index 2548 is out of bounds for axis 0 with size 1986 at rule: <class 'function'> contract_group: IWM index: 2548
abbass2 commented 2 years ago

That should not be possible. If you can develop a simple standalone case, I could take a look.

On Sun, Jan 16, 2022 at 2:28 PM Brian @.***> wrote:

within the trading rule parameters trading_rule(contract_group, i, timestamps, indicators, signal, account, strategy_context), how is the i generated?

my timestamps are len 1986 but the indexer has a value of 2548. I'm not sure how that can happen.

~\AppData\Local\Temp/ipykernel_9196/1456800533.py in model_predict_trading_rule(contract_group, i, timestamps, indicators, signal, account, strategy_context) 76 curr_equity 77 risk_percent ---> 78 / indicators.c[i] # long only np.sign(signal_value) 79 ) 80

IndexError: Exception: index 2548 is out of bounds for axis 0 with size 1986 at rule: <class 'function'> contract_group: IWM index: 2548

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