KeyError: "cannot represent labeled-based slice indexer for coordinate 'time' with a slice over integer positions; the index is unsorted or non-unique"

newbiequant96

Hello, I am currently using the following backtest to develop a strategy using neural network

import qnt.data as qndata
import qnt.stats as qnstats
retrain_interval = 19*365 + 1
data = qndata.stocks.load_ndx_data(min_date ="2005-01-01")

models = train_model(data)
weights = predict(models, data)
is_liquid = data.sel(field="is_liquid")
weights   = weights * is_liquid

def get_enough_bid_for(data_, weights_):
    time_traded = weights_.time[abs(weights_).fillna(0).sum('asset') > 0]
    is_strategy_traded = len(time_traded)
    if is_strategy_traded:
        return xr.where(weights_.time < time_traded.min(), data_.sel(field="is_liquid"), weights_)
    return weights_


weights = get_enough_bid_for(data, weights)
weights = weights.fillna(0)
# Calculate stats
stats = qnstats.calc_stat(data, weights)
display(stats.to_pandas().tail())

# Graph
performance = stats.to_pandas()["equity"]
import qnt.graph as qngraph
#qngraph.make_plot_filled(performance.index, performance, name="PnL (Equity)", type="log")

The results of checking the strategy file are normal, however when I run precheck the following error occurs

And when I submit the strategy, it is put into the filter with the error that there is no weight. Please help me fix the error. Thank you.

My strategy ID is 16900804

@support @Vyacheslav_B

magenta.kabuto

Hi @newbiequant96,
You need to need to, in the init notebook write: !pip install pandas==1.2.5
I recently encountered that problem again, in my case I think, because statsmodels is not compatible with the default pandas version, it upgrades it.
It needs to be downgraded again in my case.
Hope this will work for you.
Regards

newbiequant96

This post is deleted!

magenta.kabuto

@newbiequant96 no problem.
I think the issue now is unrelated to the the previous issue. If you can show what is written above return code 1, I can maybe help.
It seems to be an issue in the code.
Regards

newbiequant96

This post is deleted!