However, it broke my old strategies. So he further suggested to:
https://quantiacs.com/community/topic/46/macroeconomic-data-with-quantiacs/5?_=1619556376479
And my old strategies are running again.

Ok, so looks like for now for all strategies without a state I have to output and pass None to weights for the state & pass a state variable to the strategy.
Will keep you updated. Thanks for looking into the issue.

I guess there is a warning on the strategy "The strategy uses outdated libraries. Clone it to update the libraries."

Just clone this strategy, it will create a new environment with the latest library.

Regards.

import xarray as xr
import numpy as np
import qnt.data as qndata
import qnt.backtester as qnbt

def load_data(period):
    data = qndata.futures_load_data(tail=period)
    return data

def strategy(data, state):
    close = data.sel(field="close")
    last_close = close.ffill('time').isel(time=-1)

    # state may be null, so define a default value
    if state is None:
        state = {
            "ma": last_close,
            "ma_prev": last_close,
            "output": xr.zeros_like(last_close)
        }

    ma_prev = state['ma']
    ma_prev_prev = state['ma_prev']
    output_prev = state['output']

    # align the arrays to prevent problems in case the asset list changes
    ma_prev, ma_prev_prev, last_close = xr.align(ma_prev, ma_prev_prev, last_close, join='right') 

    ma = ma_prev.where(np.isfinite(ma_prev), last_close) * 0.97 + last_close * 0.03

    buy_signal = np.logical_and(ma > ma_prev, ma_prev > ma_prev_prev)
    stop_signal = ma < ma_prev_prev

    output = xr.where(buy_signal, 1, output_prev)
    output = xr.where(stop_signal, 0, output)

    next_state = {
        "ma": ma,
        "ma_prev": ma_prev,
        "output": output
    }
    return output, next_state


weights, state = qnbt.backtest(
    competition_type="futures",  # Futures contest
    lookback_period=365,  # lookback in calendar days
    start_date="2006-01-01",
    strategy=strategy,
    analyze=True,
    build_plots=True,
    collect_all_states=False # if it is False, then the function returns the last state, otherwise - all states
)

Error I'm getting is:

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-1-434dffafaefc> in <module>
     50     analyze=True,
     51     build_plots=True,
---> 52     collect_all_states=False # if it is False, then the function returns the last state, otherwise - all states
     53 )

TypeError: backtest() got an unexpected keyword argument 'collect_all_states'

The reason I want to get the 'state' working is that I have a pairs trading strategy that needs it.
Any help would be greatly appreciated.
Thanks.

In a related issue, when I run the macroeconomic example, I get the following error:

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-1-62eeefb4e65f> in <module>
     76     strategy=strategy,
     77     analyze=True,
---> 78     build_plots=True
     79 )

~/book/qnt/backtester.py in backtest(competition_type, strategy, load_data, lookback_period, test_period, start_date, window, step, analyze, build_plots)
     66     data, time_series = extract_time_series(data)
     67     print("Run pass...")
---> 68     result = strategy(data)
     69     if result is None:
     70         log_err("ERROR! Strategy output is None!")

TypeError: strategy() missing 1 required positional argument: 'state'

Hello. Sorry, there was a typo. Try this:

conda install 'quantiacs-source::qnt>=0.0.250' -n qntdev

(double ':' )

Regards.

Any suggestions pls?

Update the library, please. run this in you environmnent:

conda install 'quantiacs-source:qnt>=0.0.250'

Regards.

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-1-434dffafaefc> in <module>
     50     analyze=True,
     51     build_plots=True,
---> 52     collect_all_states=False # if it is False, then the function returns the last state, otherwise - all states
     53 )

TypeError: backtest() got an unexpected keyword argument 'collect_all_states'

This feature has been implemented.
See: https://quantiacs.com/documentation/en/reference/evaluation.html#stateful-multi-pass-backtesting