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billray0259 / stockbot_2020

A previous attempt at profitable algorithmic trading
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Errors when calculating PDFs given Deltas #22

Open billray0259 opened 4 years ago

billray0259 commented 4 years ago

For most tickers, this process works fine. For other various different errors occur. I'm going to use this thread as a place to record the different error messages and see if I can fix them.

billray0259 commented 4 years ago

[2020-09-08 10:19:38] Getting data for SAVE [2020-09-08 10:19:39] Calculating PDF for SAVE Warning dropped 4 rows containing NaN /home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py:829: OptimizeWarning: Covariance of the parameters could not be estimated category=OptimizeWarning) /home/bill/rillion/delta_bot/delta_bot_V3.py:151: RuntimeWarning: invalid value encountered in double_scalars profile["sort_key"] = (u / mark) / s

billray0259 commented 4 years ago

[2020-09-08 10:19:32] Getting data for BKR [2020-09-08 10:19:33] Calculating PDF for BKR Warning dropped 22 rows containing NaN /home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py:829: OptimizeWarning: Covariance of the parameters could not be estimated category=OptimizeWarning) /home/bill/.local/lib/python3.6/site-packages/numpy/core/fromnumeric.py:87: RuntimeWarning: invalid value encountered in reduce return ufunc.reduce(obj, axis, dtype, out, **passkwargs) /home/bill/rillion/delta_bot/delta_bot_V3.py:151: RuntimeWarning: invalid value encountered in double_scalars profile["sort_key"] = (u / mark) / s

billray0259 commented 4 years ago

[2020-09-08 10:17:52] Getting data for BBD [2020-09-08 10:17:53] Calculating PDF for BBD Warning dropped 7 rows containing NaN /home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py:829: OptimizeWarning: Covariance of the parameters could not be estimated category=OptimizeWarning) /home/bill/.local/lib/python3.6/site-packages/numpy/core/fromnumeric.py:87: RuntimeWarning: invalid value encountered in reduce return ufunc.reduce(obj, axis, dtype, out, **passkwargs) [2020-09-08 10:17:53] Exception when getting data or gettings PDFs for BBD Traceback (most recent call last): File "/home/bill/rillion/delta_bot/delta_bot_V3.py", line 123, in get_profiles mean_opts, mean_cov = curve_fit(mean_line, days, means, p0=(1, mark), bounds=((-np.inf, 0), (np.inf, np.inf)), sigma=stds) File "/home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py", line 734, in curve_fit ydata = np.asarray_chkfinite(ydata, float) File "/home/bill/.local/lib/python3.6/site-packages/numpy/lib/function_base.py", line 486, in asarray_chkfinite "array must not contain infs or NaNs") ValueError: array must not contain infs or NaNs

billray0259 commented 4 years ago

[2020-09-08 10:15:57] Getting data for PTON [2020-09-08 10:16:00] Calculating PDF for PTON Warning dropped 17 rows containing NaN [2020-09-08 10:16:01] Exception when getting data or gettings PDFs for PTON Traceback (most recent call last): File "/home/bill/rillion/delta_bot/delta_bot_V3.py", line 132, in get_profiles std_opts, std_cov = curve_fit(std_line, days, stds, p0=(1, 0, 0.5), bounds=((-np.inf, -np.inf, 0), (np.inf, np.inf, 1)), sigma=std_errs) File "/home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py", line 799, in curve_fit raise RuntimeError("Optimal parameters not found: " + res.message) RuntimeError: Optimal parameters not found: The maximum number of function evaluations is exceeded.

billray0259 commented 4 years ago

[2020-09-08 10:14:31] Getting data for OXY [2020-09-08 10:14:33] Calculating PDF for OXY Warning dropped 24 rows containing NaN /home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py:829: OptimizeWarning: Covariance of the parameters could not be estimated category=OptimizeWarning) /home/bill/.local/lib/python3.6/site-packages/numpy/core/fromnumeric.py:87: RuntimeWarning: invalid value encountered in reduce return ufunc.reduce(obj, axis, dtype, out, **passkwargs) [2020-09-08 10:14:33] Exception when getting data or gettings PDFs for OXY Traceback (most recent call last): File "/home/bill/rillion/delta_bot/delta_bot_V3.py", line 123, in get_profiles mean_opts, mean_cov = curve_fit(mean_line, days, means, p0=(1, mark), bounds=((-np.inf, 0), (np.inf, np.inf)), sigma=stds) File "/home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py", line 734, in curve_fit ydata = np.asarray_chkfinite(ydata, float) File "/home/bill/.local/lib/python3.6/site-packages/numpy/lib/function_base.py", line 486, in asarray_chkfinite "array must not contain infs or NaNs") ValueError: array must not contain infs or NaNs

billray0259 commented 4 years ago

[2020-09-08 13:47:30] Getting data for VOD [2020-09-08 13:47:32] Calculating PDF for VOD Warning dropped 107 rows containing NaN /home/bill/rillion/delta_bot/price_probability_distobution.py:132: RuntimeWarning: invalid value encountered in sqrt call_err = np.sqrt(np.sum(np.diag(call_pcov) / call_popt)) [2020-09-08 13:47:32] Exception when getting data or gettings PDFs for VOD Traceback (most recent call last): File "delta_bot_V3.py", line 130, in get_profiles mean_opts, mean_cov = curve_fit(mean_line, days, means, p0=(1, mark), bounds=((-np.inf, 0), (np.inf, np.inf)), sigma=stds) File "/home/bill/.local/lib/python3.6/site-packages/scipy/optimize/minpack.py", line 734, in curve_fit ydata = np.asarray_chkfinite(ydata, float) File "/home/bill/.local/lib/python3.6/site-packages/numpy/lib/function_base.py", line 486, in asarray_chkfinite "array must not contain infs or NaNs") ValueError: array must not contain infs or NaNs