OverflowError: cannot convert float infinity to integer

[aa-gamJain]

test.xlsx
Below two functions are not working in attached data.

1. qs.plots.snapshot()
2. qs.reports.full()

Function returns:
OverflowError: cannot convert float infinity to integer

[ranaroussi]

Try cleaning up your data before using it, using:

import numpy as np
import quantstats as qs

your_data = your_data.replace([np.inf, -np.inf, -0], 0)

qs.plots.snapshot(your_data)

Let me know if that works out 😉

[aa-gamJain]

Not worked.

There are no infinity values in the data

[ranaroussi]

Can you re-upload your data? I seem to be corrupted...

[aa-gamJain]

https://drive.google.com/open?id=1XN3wfOiFFGVJop6SkephKzUeUKjhqK6H

[ranaroussi]

Upgrade to the latest version and try again.

$ pip install quantstats -U --no-cache-dir

[aa-gamJain]

Still same error

[ranaroussi]

Running this code works ok for me:

import pandas as pd
import quantstats as qs

df = pd.read_csv('test.csv', names=['date', 'price'], 
                 index_col=['date'], parse_dates=['date'])[100:]
df['returns'] = df['price'].pct_change().fillna(0)

qs.plots.snapshot(df['returns'])

Result is below:

[ranaroussi]

If you're using jupyter - try reloading retarting the notebook kernel and import the libraries again to make sure you're using the latest version.

[aa-gamJain]

Not working in: qs.reports.full()

[ranaroussi]

Can you post the entire code you're using? I've tested every method and eveything works.

[aa-gamJain]

`df = pd.read_csv('test.csv', names=['date', 'price'], index_col=['date'], parse_dates=['date'])[100:]
df['returns'] = df['price'].pct_change().fillna(0)

qs.plots.snapshot(df['returns']) # Works

qs.reports.full(df['returns'] , "SPY") # return error`

ValueError: cannot convert float NaN to integer

[aa-gamJain]

Can you share which version of pandas and numpy are you using?

If you check the picture it won't able to plot Rolling Beta to Benchmark

[ranaroussi]

Upgrade to the latest version and try again. Again :)

$ pip install quantstats -U --no-cache-dir

[aa-gamJain]

I upgraded again. Restart the jupyter notebook and still the same error.

By error it looks there is some error in plot_rolling_beta function

[aa-gamJain]

mmin = min([-100, int(beta.min()*100)])
In this line beta.min() returning NaN so it cannot convert NaN to integer. Can you please check?

[ranaroussi]

The latest version doesn’t return NaNs but rather zeros. Are you 100% sure you’re using version 0.0.20? Run `qs.__version__`. What do you get?

[aa-gamJain]

I run the pip install quantstats -U --no-cache-dir

still its 0.0.19

[aa-gamJain]

I fixed it out. Thank you very much :)

[ranaroussi]

👍🏻

[ranaroussi]

👍🏻

[Onepamopa]

BTW, the error still occurs, I'm investigating further and will provide more details when I have them.

[chenyispace]

encountering the same issue. Can kindly explain how you resolved it? thanks