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I #115

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pcgm-team opened this issue Nov 15, 2023 · 2 comments
Closed

I #115

pcgm-team opened this issue Nov 15, 2023 · 2 comments
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error checks Improve error codes question

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@pcgm-team
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pcgm-team commented Nov 15, 2023 •
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@enzbus
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enzbus commented Nov 15, 2023

The min_history parameter could be relevant there. You probably need to set it to something like pd.Timedelta('7d') or pd.Timedelta('0d') if you want all data to be used. The default is one year. It is used to keep assets that recently IPO'd out of back-tests.

@enzbus
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enzbus commented Nov 15, 2023

Yeah by looking at _earliest_backtest_start in data.py I suspect that's what happened. I'll reopen to this to remind me to add better error checking there.

@enzbus enzbus reopened this Nov 15, 2023
enzbus added a commit that referenced this issue Nov 28, 2023
@enzbus
Other various fixes, addressed #115.
7300027
enzbus added a commit that referenced this issue Nov 28, 2023
@enzbus
version 1.0.3
02c7680 
This revision contains minor bug fixes and improvements
of the code quality (the total pylint score is now 9.7).

We now support Python 3.12.

Some aliases have been added to reflect names that were
defined in the original paper and had been changed recently.
We will in the coming weeks restore the original examples.

The documentation is growing and we have now exposed the core
internal classes through it.

Better error checks have been added, addressing GH issue #115
(when the provided returns are shorter than min_history, and
there can be no back-test, a clear error is now thrown).
The min_history parameter is now also an argument of
MarketSimulator (was only of the MarketData servers before).
@enzbus enzbus added question error checks Improve error codes labels Nov 30, 2023
@pcgm-team pcgm-team changed the title Issue with user-provided data and return forecast on higher granularity I Dec 11, 2023
@enzbus enzbus closed this as completed Dec 15, 2023
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