StressTest Failure

Alphathon
#1

Hello our strategy has failed the stress test, but we dont know why


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

TypeError                                 Traceback (most recent call last)

<ipython-input-27-a33d9a805563> in <module>

----> 1 port.testFXCarrySubmission(mystrat)


/mnt/public/IT/Libs/Python/alphien/portfolio/portfolio.py in testFXCarrySubmission(self, maxIter)

1176         print(’… passed\n’)

1177

-> 1178         self.stressTest(maxIter = maxIter)


/mnt/public/IT/Libs/Python/alphien/portfolio/portfolio.py in stressTest(self, maxIter)

1035         endTestDate = portOri.index[initLength].date()

1036         lastTestDate = portOri.index[-1].date()

-> 1037         numberEvals = min(int(np.busday_count(endTestDate, lastTestDate)), maxIter) # to count business days

1038

1039         # make sure that we are testing with unprocessed weights


TypeError: ‘<’ not supported between instances of ‘function’ and ‘int’


#2

Hello,


Are you able to post a snippet of a code that could be used to reproduce this error?

#3

I am currently getting the error when I run the sample code as well

#4

The tutorial Notebook works on my end. I’ve opened a chat with you if you need to discuss this further.