JamesKBowler
commented
5 years ago Hi mate, Are you using the default data set?
Cheers
James
On Mon, 10 Dec 2018, 09:03 douggie <notifications@github.com wrote:
Hi,
After following the installation instructions and running on max OSX with Python 3.6.3 I wondered if you might know what is causing the following error when running the example buy_and_hold_backtest.py? $ python buy_and_hold_backtest.py No tradelog files to clean. Running Backtest...
Backtest complete. Sharpe Ratio: 0.25 Max Drawdown: 79.59% Traceback (most recent call last): File "pandas/index.pyx", line 575, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:10990) File "pandas/hashtable.pyx", line 303, in pandas.hashtable.Int64HashTable.get_item (pandas/hashtable.c:6589) TypeError: an integer is required
During handling of the above exception, another exception occurred:
Traceback (most recent call last): File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/indexes/base.py", line 1945, in get_loc return self._engine.get_loc(key) File "pandas/index.pyx", line 538, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11140) File "pandas/index.pyx", line 577, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11046) File "pandas/index.pyx", line 583, in pandas.index.DatetimeEngine._date_check_type (pandas/index.c:11210) KeyError: 'next'
During handling of the above exception, another exception occurred:
Traceback (most recent call last): File "pandas/index.pyx", line 575, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:10990) File "pandas/hashtable.pyx", line 303, in pandas.hashtable.Int64HashTable.get_item (pandas/hashtable.c:6589) TypeError: an integer is required
During handling of the above exception, another exception occurred:
Traceback (most recent call last): File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/tseries/index.py", line 1431, in get_loc return Index.get_loc(self, key, method, tolerance) File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/indexes/base.py", line 1947, in get_loc return self._engine.get_loc(self._maybe_cast_indexer(key)) File "pandas/index.pyx", line 538, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11140) File "pandas/index.pyx", line 577, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11046) File "pandas/index.pyx", line 583, in pandas.index.DatetimeEngine._date_check_type (pandas/index.c:11210) KeyError: 'next'
During handling of the above exception, another exception occurred:
ValueError: Error parsing datetime string "next" at position 0
The above exception was the direct cause of the following exception:
Traceback (most recent call last): File "buy_and_hold_backtest.py", line 70, in run(config, testing, tickers, filename) File "buy_and_hold_backtest.py", line 58, in run results = backtest.start_trading(testing=testing) File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/trading_session.py", line 167, in start_trading self.statistics.plot_results() File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/statistics/tearsheet.py", line 632, in plot_results self._plot_txt_curve(stats, ax=ax_txt_curve) File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/statistics/tearsheet.py", line 356, in _plot_txt_curve sortino = perf.create_sortino_ratio(returns, self.periods) File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/statistics/performance.py", line 66, in create_sortino_ratio return np.sqrt(periods) (np.mean(returns)) / np.std(returns[returns < 0]) File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/core/series.py", line 618, in getitem if com.is_iterator(key): File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/core/common.py", line 1449, in is_iterator return hasattr(obj, 'next') or hasattr(obj, 'next') File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/core/generic.py", line 2670, in getattr if name in self._info_axis: File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/tseries/base.py", line 184, in contains res = self.get_loc(key) File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/tseries/index.py", line 1439, in get_loc stamp = Timestamp(key, tz=self.tz) File "pandas/tslib.pyx", line 295, in pandas.tslib.Timestamp.new* (pandas/tslib.c:9203) File "pandas/tslib.pyx", line 1269, in pandas.tslib.convert_to_tsobject (pandas/tslib.c:24653) File "pandas/tslib.pyx", line 1381, in pandas.tslib.convert_str_to_tsobject (pandas/tslib.c:26273) File "pandas/src/datetime.pxd", line 141, in datetime._string_to_dts (pandas/tslib.c:85631) SystemError: <class 'str'> returned a result with an error set
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douggie
Hi,
After following the installation instructions and running on max OSX with Python 3.6.3 I wondered if you might have any pointers on what could be causing the following error when running the example buy_and_hold_backtest.py?
$ python buy_and_hold_backtest.py No tradelog files to clean. Running Backtest...
Backtest complete. Sharpe Ratio: 0.25 Max Drawdown: 79.59% Traceback (most recent call last): File "pandas/index.pyx", line 575, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:10990) File "pandas/hashtable.pyx", line 303, in pandas.hashtable.Int64HashTable.get_item (pandas/hashtable.c:6589) TypeError: an integer is required
During handling of the above exception, another exception occurred:
Traceback (most recent call last): File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/indexes/base.py", line 1945, in get_loc return self._engine.get_loc(key) File "pandas/index.pyx", line 538, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11140) File "pandas/index.pyx", line 577, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11046) File "pandas/index.pyx", line 583, in pandas.index.DatetimeEngine._date_check_type (pandas/index.c:11210) KeyError: 'next'
During handling of the above exception, another exception occurred:
Traceback (most recent call last): File "pandas/index.pyx", line 575, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:10990) File "pandas/hashtable.pyx", line 303, in pandas.hashtable.Int64HashTable.get_item (pandas/hashtable.c:6589) TypeError: an integer is required
During handling of the above exception, another exception occurred:
Traceback (most recent call last): File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/tseries/index.py", line 1431, in get_loc return Index.get_loc(self, key, method, tolerance) File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/indexes/base.py", line 1947, in get_loc return self._engine.get_loc(self._maybe_cast_indexer(key)) File "pandas/index.pyx", line 538, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11140) File "pandas/index.pyx", line 577, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11046) File "pandas/index.pyx", line 583, in pandas.index.DatetimeEngine._date_check_type (pandas/index.c:11210) KeyError: 'next'
During handling of the above exception, another exception occurred:
ValueError: Error parsing datetime string "next" at position 0
The above exception was the direct cause of the following exception:
Traceback (most recent call last): File "buy_and_hold_backtest.py", line 70, in
run(config, testing, tickers, filename)
File "buy_and_hold_backtest.py", line 58, in run
results = backtest.start_trading(testing=testing)
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/trading_session.py", line 167, in start_trading
self.statistics.plot_results()
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/statistics/tearsheet.py", line 632, in plot_results
self._plot_txt_curve(stats, ax=ax_txt_curve)
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/statistics/tearsheet.py", line 356, in _plot_txt_curve
sortino = perf.create_sortino_ratio(returns, self.periods)
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/qstrader/statistics/performance.py", line 66, in create_sortino_ratio
return np.sqrt(periods) * (np.mean(returns)) / np.std(returns[returns < 0])
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/core/series.py", line 618, in getitem
if com.is_iterator(key):
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/core/common.py", line 1449, in is_iterator
return hasattr(obj, 'next') or hasattr(obj, 'next')
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/core/generic.py", line 2670, in getattr
if name in self._info_axis:
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/tseries/base.py", line 184, in contains
res = self.get_loc(key)
File "/Users/douggieclarke/Development/python/venv/qstraderp3/lib/python3.6/site-packages/pandas/tseries/index.py", line 1439, in get_loc
stamp = Timestamp(key, tz=self.tz)
File "pandas/tslib.pyx", line 295, in pandas.tslib.Timestamp.new (pandas/tslib.c:9203)
File "pandas/tslib.pyx", line 1269, in pandas.tslib.convert_to_tsobject (pandas/tslib.c:24653)
File "pandas/tslib.pyx", line 1381, in pandas.tslib.convert_str_to_tsobject (pandas/tslib.c:26273)
File "pandas/src/datetime.pxd", line 141, in datetime._string_to_dts (pandas/tslib.c:85631)
SystemError: <class 'str'> returned a result with an error set