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Dear @darwinps,
The difference is that you call filter method in your code where you see this warning. When that method is called, it calculates stats internally at that point in time, so that's when you actually see the warning, since at that time, the liquidity filter hasn't been applied.
The final stat calculation that you are doing in your code (after the liquidity filter) is not giving any warnings which is expected behavior.
Best regards
Dear @omohyoid,
Currently we are facing some data issues, the error is not caused by changes in qnt library. At the moment, only current index members of S&P500 index are available, but Nasdaq100 stocks are temporarily unavailable. Sorry for the inconvenience, we are working on a solution.
Dear @darwinps,
This discrepancy is normal due to different ways how the stats are calculated at the beginning of the in sample period. Over a longer period, these statistics should become very similar or identical.
Thanks for bringing this up, and if you notice some big discrepancies in the future, please report that to us.
Best regards
@carogate Hi, at the moment unfortunately not, sorry...
Hello quants! The Q22 contest started. You can develop trading systems on the S&P500 stocks.
Please check the templates and the examples and read the documentation:
https://quantiacs.com/documentation/en/
The submission phase will last until end of January 2025, and the live evaluation until end of May 2025.
@carogate Hi, please take a look at this example:
https://github.com/quantiacs/strategy-predict-NASDAQ100-use-SPX/blob/master/strategy.ipynb
@sun-73 Hi, there is no limit to the maximum limit to the number of stocks. The cap of 10% stays the same. Call documented in:
https://quantiacs.com/documentation/en/data/stocks.html#stocks-s-p500
@omohyoid Hi, we do not have such calls, sorry
Dear @omohyoid,
You can remove that warning by altering the code of the qnt library which is generally not advised since it can affect many things in your local or online development environment and could lead to different results than expected after submission. For your specific case, you can just remove the line for logging that warning in the qnt/stats.py file in the calc_stat function.
Regards
@Sun-73
Dear Sun-73,
Thank you for pointing this out. The submission seems to have been stuck, but it should be processed soon.
Best regards