datatype for weights seems changed recently

angusslq

weights = qnbt.backtest(
    competition_type="stocks_s&p500",
    load_data=load_data,
    lookback_period=350,
    start_date="2006-01-01",
    strategy=strategy,
    window=window,
    analyze=True,
    check_correlation=False
)

In the old days, i can write using as below as per documentation

qnout.write(weights)

Since some days ago, the above doesn't work, i need to change to

qnout.write(weights[0])

to make it work again, does it expect? @support

stefanm

@angusslq Hi,

The qnbt.backtest function you used can return only weights (as xarray.DataArray structure), or tuple (weights, state). It depends on your strategy() function, whether it has additional arguments (beside "data") or not. The "state" doesn't affect your weights if it hasn't been used in the strategy you passed, and in this case, the state is most likely None.

Anyway, it's not necessary to call write() function from qnt.output module after calculating weights using qnt.backtester, since the backtest() function already calls write() function, so the weights have been written automatically.

angusslq

@stefanm Thank you for the details