BestTest

Alphathon
#1

Dear Sir,

When I run my strategy, all goes well untill running backtest(). Could you please help me in your end?

The error is :

---------------------------------------------------------------------------

AttributeError                            Traceback (most recent call last)

<ipython-input-14-7fb61b6786f7> in <module>

----> 1 port.backtest()


/mnt/public/IT/Libs/Python/alphien/portfolio/portfolio.py in backtest(self, zoom, period, plot, printStats, tc, fc)

560

561         #single stats

–> 562         startDatetime = datetime.datetime.strptime(str(cumulativePnl.first_valid_index().date()), ‘%Y-%m-%d’)

563         endDatetime = datetime.datetime.strptime(str(cumulativePnl.last_valid_index().date()), ‘%Y-%m-%d’)

564         timeDelta = (endDatetime - startDatetime).days


AttributeError: ‘NoneType’ object has no attribute ‘date’

I have read payout noyebook many times and checked my payout indeed took a pandas dataframe (with dates as indices) as first argument and return a pandas data frame (again with dates as indices) of weights.



px.index




Index([‘2016-01-04’, ‘2016-01-05’, ‘2016-01-06’, ‘2016-01-07’, ‘2016-01-08’,

‘2016-01-11’, ‘2016-01-12’, ‘2016-01-13’, ‘2016-01-14’, ‘2016-01-15’,

…

‘2017-12-15’, ‘2017-12-18’, ‘2017-12-19’, ‘2017-12-20’, ‘2017-12-21’,

‘2017-12-22’, ‘2017-12-26’, ‘2017-12-27’, ‘2017-12-28’, ‘2017-12-29’],

dtype=‘object’, name=‘date’, length=503)




res.index

Index([‘2016-01-04’, ‘2016-01-05’, ‘2016-01-06’, ‘2016-01-07’, ‘2016-01-08’,

‘2016-01-11’, ‘2016-01-12’, ‘2016-01-13’, ‘2016-01-14’, ‘2016-01-15’,

…

‘2017-12-15’, ‘2017-12-18’, ‘2017-12-19’, ‘2017-12-20’, ‘2017-12-21’,

‘2017-12-22’, ‘2017-12-26’, ‘2017-12-27’, ‘2017-12-28’, ‘2017-12-29’],

dtype=‘object’, name=‘date’, length=503)

where res is my payoutfuntion

#2

Hello - Thanks for your work but because we need the code of your strategy in order to help you debug, we will contact you on a private chat.


At Alphien we take confidentiality of your information and code very seriously and we wan to make sure we stay neutral and help all participants equally without revealing any of their code to others.


We look forward to discuss on the chat. Lionel.