Dear magenta.kabuto,

It appears to be a pandas version mismatch. You can try using different pandas version but it's not documented nor supported and our library could behave in an unexpected manner.

@support. Thank you. So as I understand it, I will give higher weight to strategies with lower correlation and vice versa, right? According to your answer, I understand that I can also give high weight to low-volatility strategies and vice versa. So what about equal risk portfolio? In your opinion, is this an effective way to optimize your portfolio?

@stefanm said in Collections has no attribute Iterable:

pip install progressbar2==3.55.0

Thank you so much @stefanm for support. Yes, it did work. Although on installation I did get these complaints:
qnt 0.0.306 requires tabulate>=0.9.0, but you have tabulate 0.8.10 which is incompatible.
qnt 0.0.306 requires xarray==0.20.2, but you have xarray 0.20.1 which is incompatible.

Also, my apologies for the late response. I had to put things aside for a day or so. Once again, thank you.

@support
Thanks
I got it !

@mwalimudan Sorry for the issue, but do not worry, we are extending the submission deadline to end of October as there were several issues. Please do not hesitate to report problems.

@steel-camel Sorry for the issue, it has been fixed.

@support Thank you for the prompt response. Time to get on with it. Thanks again.

Thank you for the report. The template has been updated.

@gjhernandezp Hello, you can use them for local development. Unfortunately, we do not support yet external datafeeds after submission...it is on our to-do list.

@anshul96go Hello, when you submit, you have to select the competition type.

If you want to submit a Bitcoin system, you have to select "Cryptofutures".

If you want to submit a Futures system not including Bitcoin at all, you have to select "Futures".

@anshul96go Dear Anshul, it means that the weights for each day have to be generated in less than 10 minutes of time per day.

Note that all submissions are processed on the server after submission using a muti-pass approach (not single-pass).

10 minutes per day, times 250 days, times 10 years, that is more than 400 hours of running time.

@eddiee It is fixed, sorry for the problem.

@support thanks, yes....

@stefanm Thank you for the details

@magenta-grimer thank you!!!

@support said in Local development import error:

conda install -y "quantiacs-source::qnt >= 0.0.225"

Now it works. Thanks!

@anshul96go Hi Anshul, the IS period starts on January 1st 2014. You can use a strategy with the following logic:

if Volume/OI is zero, then take this decision:

Otherwise, take this decision:

But yous algorithm should produce results also in the period when Volume/OI data were not available.

@support understood thnx

@maxime Yes, of course, you can use our optimizer:

https://quantiacs.com/community/topic/29/optimizing-and-monitoring-a-trading-system-with-quantiacs

Be careful with optimization as it will lead to overfitting....