Hey,
How do we execute stressTest in python?
port.stressTest()
I ran the above snippet but encountered an error,
TypeError: slice indices must be integers or None or have an index method
You don’t need to do the stress test for now - just check that your portfolio works for any different zoom / period. This is what we need to use to evaluate your payout in out of sample periods.
A simple stress test function has been created in R called testSP500Submission, feel free to look at it.
I hope that helps. Lionel.