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Traceback (most recent call last):
File "./cli.py", line 52, in
save_report=args.save_report)
File "/home/andres/PycharmProjects/notadamking-rl-trader/lib/RLTrader.py", line 249, in train
save_report=save_report)
File "/home/andres/PycharmProjects/notadamking-rl-trader/lib/RLTrader.py", line 298, in test
qs.reports.html(returns.Balance, file=reports_path)
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/reports.py", line 60, in html
compounded=compounded)[2:]
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/reports.py", line 298, in metrics
dd = _calc_dd(df, display=(display or "internal" in kwargs))
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/reports.py", line 557, in _calc_dd
dd_info = _stats.drawdown_details(dd)
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/stats.py", line 590, in drawdown_details
_dfs[col] = _drawdown_details(drawdown[col])
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/stats.py", line 557, in _drawdown_details
if starts[0] > ends[0]:
IndexError: list index out of range
The text was updated successfully, but these errors were encountered:
andreskull
changed the title
quantstrat _calc_dd cannot handle a continuously increasing dd episode without recovery
quantstrat _calc_dd cannot handle a continuously worsening dd (without recovery) epsiode
Jul 14, 2019
Traceback (most recent call last):
File "./cli.py", line 52, in
save_report=args.save_report)
File "/home/andres/PycharmProjects/notadamking-rl-trader/lib/RLTrader.py", line 249, in train
save_report=save_report)
File "/home/andres/PycharmProjects/notadamking-rl-trader/lib/RLTrader.py", line 298, in test
qs.reports.html(returns.Balance, file=reports_path)
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/reports.py", line 60, in html
compounded=compounded)[2:]
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/reports.py", line 298, in metrics
dd = _calc_dd(df, display=(display or "internal" in kwargs))
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/reports.py", line 557, in _calc_dd
dd_info = _stats.drawdown_details(dd)
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/stats.py", line 590, in drawdown_details
_dfs[col] = _drawdown_details(drawdown[col])
File "/home/andres/anaconda3/lib/python3.6/site-packages/quantstats/stats.py", line 557, in _drawdown_details
if starts[0] > ends[0]:
IndexError: list index out of range
The text was updated successfully, but these errors were encountered: