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    alexeigor

    @alexeigor

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    Latest posts made by alexeigor

    • RE: toolbox not working in colab

      Another issue is that the toolbox relies on a NumPy version older than 2.0, which is incompatible with the current environment in Colab: https://colab.research.google.com/drive/1N0xxcVUdZr3m179XeS_OyK1y_d90M0EW

      posted in Support
      A
      alexeigor
    • got error in example
      import os
      os.environ['API_KEY'] = "XXX"
      
      import qnt.ta as qnta
      import qnt.data as qndata
      import qnt.backtester as qnbk
      import xarray as xr
      
      
      def load_data(period):
          data = qndata.futures_load_data(tail=period)
          return data
      
      
      def strategy(data):
          close = data.sel(field='close')
          sma200 = qnta.sma(close, 200).isel(time=-1)
          sma20 = qnta.sma(close, 20).isel(time=-1)
          return xr.where(sma200 < sma20, 1, -1)
      
      
      qnbk.backtest(
          competition_type="futures",
          load_data=load_data,
          lookback_period=365,
          test_period=2 * 365,
          strategy=strategy,
          check_correlation=False
      )
      

      got error:

      ---------------------------------------------------------------------------
      ImportError                               Traceback (most recent call last)
      Cell In[1], line 5
            2 os.environ['API_KEY'] = "XXX"
            4 import qnt.ta as qnta
      ----> 5 import qnt.data as qndata
            6 import qnt.backtester as qnbk
            7 import xarray as xr
      
      File ~/work/toolbox/.venv/lib/python3.10/site-packages/qnt/data/__init__.py:45
           41 from .cryptodaily import load_data as cryptodaily_load_data
           43 from .common import Fields, f, Dimensions, ds, get_env, deprecated_wrap
      ---> 45 from ..output import write as write_output
           46 from ..output import normalize as sort_and_crop_output
           47 from ..output import clean as clean_output
      
      File ~/work/toolbox/.venv/lib/python3.10/site-packages/qnt/output.py:6
            3 import pandas as pd
            4 import gzip
      ----> 6 import qnt.stats as qns
            7 import qnt.exposure as qne
            8 from qnt.data.common import ds, f, track_event, get_env
      
      File ~/work/toolbox/.venv/lib/python3.10/site-packages/qnt/stats.py:3
            1 from .data import f, ds, stocks_load_list, get_env, futures_load_list, stocks_load_ndx_list, stocks_load_spx_list
            2 from .data.common import track_event
      ----> 3 from .output import normalize as output_normalize
            4 from qnt.log import log_info, log_err
            5 import xarray as xr
      
      ImportError: cannot import name 'normalize' from partially initialized module 'qnt.output' (most likely due to a circular import) (/Users/agorodilov/work/toolbox/.venv/lib/python3.10/site-packages/qnt/output.py)
      
      posted in Support
      A
      alexeigor
    • toolbox not working in colab

      Hey,
      got error
      https://colab.research.google.com/drive/1ZOLbnAsEzPdD_zd3iU-AiVQnLqyTa5go
      "ValueError: numpy.dtype size changed, may indicate binary incompatibility. Expected 96 from C header, got 88 from PyObject"

      posted in Support
      A
      alexeigor
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