Test momentumSP500Select in Python

Alphathon
#1

Hi,


I am trying to test the MonmentumSP500Select in Python, but experience a error as shown below.


code:


tkr = alphien.data.getTickersSP500().ticker

port = alphien.portfolio.Portfolio(tkr)

data = alphien.data.getHistoryData(tkr, field = ‘bb_live’, zoom=‘2007::2016’)

port.payout(alphien.tutorial.momentumSP500Select,features = data,n=32)

port.evaluate(zoom=“2007::2016”)

port.backtest()


error:


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

TypeError                                 Traceback (most recent call last)

<ipython-input-20-6fe72d4328ac> in <module>

3 data = alphien.data.getHistoryData(tkr, field = ‘bb_live’, zoom=‘2007::2016’)

4 port.payout(alphien.tutorial.momentumSP500Select,features = data,n=32)

----> 5 port.evaluate(zoom=“2007::2016”)

6 port.backtest()

7


/mnt/public/IT/Libs/Python/alphien/portfolio/portfolio.py in evaluate(self, startDate, endDate, zoom, period, lastN, computationDataPoints, rollEval, alignAndFillDates)

397         if rollEval is None:

398             self.singleEval(startDate=startDate, endDate=endDate, zoom=zoom, period=period, lastN=lastN, computationDataPoints=computationDataPoints,

–> 399                  rollEval=False, alignAndFillDates=alignAndFillDates)

400         else:

401             self.rollEval(startDate=startDate, endDate=endDate, zoom=zoom, period=period, rollingWindow=rollEval, computationDataPoints=computationDataPoints)


/mnt/public/IT/Libs/Python/alphien/portfolio/portfolio.py in singleEval(self, startDate, endDate, zoom, period, lastN, computationDataPoints, rollEval, alignAndFillDates, composeLogic)

448             if self.payoutDataParamName[i] in self.payoutParams[1][i]:

449                 # data arg keyword is present but value is None -> replace with data features

–> 450                 if self.payoutParams[1][i][self.payoutDataParamName] is None:

451                     loadFromFeatures = ‘keyword’

452             # case user passed in argument as positional argument


TypeError: unhashable type: ‘list’


Thanks,


#2

It is better to use a DataFeatures object in momentumSP500Select. Also, do not call a positional argument by passing its keyword.

This works on my end:



tkr = alphien.data.getTickersSP500().ticker.unique().tolist()#

data = alphien.data.DataFeatures(tkr)


port = Portfolio(tkr)

port.payout(alphien.tutorial.momentumSP500Select,data ,n=32)

port.evaluate(zoom=“2007::2016”)

port.backtest()

Please let me know if not the case for you. Thanks

#3

Hi Herve,


Thank you. It works.


Cheers,