Closed twiecki closed 6 years ago
When passing in signals and prices that either don't have the same convention in terms of datetimes or symbol-names this is the error message:
/opt/virtualenv/python2/local/lib/python2.7/site-packages/alphalens/utils.pyc in get_clean_factor_and_forward_returns(factor, prices, groupby, binning_by_group, quantiles, bins, periods, filter_zscore, groupby_labels, max_loss) 533 534 merged_data = compute_forward_returns(factor_dateindex, prices, periods, --> 535 filter_zscore) 536 merged_data['factor'] = factor 537 /opt/virtualenv/python2/local/lib/python2.7/site-packages/alphalens/utils.pyc in compute_forward_returns(factor_idx, prices, periods, filter_zscore) 245 days_diffs.append(period_len.components.days) 246 --> 247 delta_days = period_len.components.days - mode(days_diffs).mode[0] 248 period_len -= pd.Timedelta(days=delta_days) 249 UnboundLocalError: local variable 'period_len' referenced before assignment
Should be helpful to detect that no signals and prices can be matched and display a clear error message.
When passing in signals and prices that either don't have the same convention in terms of datetimes or symbol-names this is the error message:
Should be helpful to detect that no signals and prices can be matched and display a clear error message.