Thank you for your help! Now i solved the missing data issue, but I encountered another error when submitting the strategy.
The error is "some of my payouts are not in Qlib’. I have checked the wiki page, but I am not sure what caused the problem. Could you please help me with this problem? What might be the causes of this error? Thank you!
Checking that sum of weights is always 1 at any point in time.
Checking that each asset allocation is between 0 and 0.2 at any point in time.
Checking that sharpe ratio > 0.25.
Checking that weight should be generated before/on 2004-01-02.
Checking that returns should be generated before/on 2004-01-10.
Checking if payout is able to be ran with missing data.
Checking if payout is fufilling competition requirements even with missing data.
Name = ‘strategy1zhou210218’
User = ‘zhou’
Date = ‘2021-02-18 23:12:24’
Checking logic of indicator function
Running payout in a 50 day loop
Date Range = 2008-12-12 :: 2009-01-31
Comparing original weights with test weights generated with subsetted data. This might take some time…
|==================================================| 100% elapsed=04m 50s
No look ahead bias detected
Performing simple backtest…
Annualized Return (%) 11.69646
Annualized Volatility (%) 8.85804
Sharpe Ratio 1.32043
Calmar Ratio 1.09050
Maximum Drawdown (%) -10.72574
Alphien Drawdown Ratio 1.21085
<0 rows> (or 0-length row.names)
Error in stressTest.portfolio(strat, maxiter = maxiter) :
Some of your payouts are not in qlib. Please refer to following wiki page and create one. https://wiki.alphien.com/ALwiki/Creating_a_payout