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    Topics created by antinomy

    • A

      Fundamental Data
      Support • • antinomy

      2
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      241
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      support

      @antinomy Hello, ok, we will do. Please note that for this contest we focus on Nasdaq-100 stock market data. The other market data set you have access to is an "experimental" set we usded for testing. Please use nasdaq-100 data.

      Support for fundamental data from secgov is experimental also.

    • A

      Erroneous Data?
      Support • • antinomy

      3
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      3
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      270
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      support

      @antinomy Hello, sorry for delay again. We found a problem with the data provider, sorry.

    • A

      External Libraries
      Support • • antinomy

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      A

      @support
      Yes, pip is way faster. Thanks!
      I might have found an even faster solution but I guess I have to wait a few hours to find out if it really works.

      Here's what I did:

      I created a folder in /root/books called "modules" to install cvxpy there to make it persistent: !mkdir modules && pip install --target=modules cvxpy Then if the import fails in the strategy, it creates symbolic links in /usr/local/lib/python3.7/site-packages/ that point to the content of /root/books/modules/ try: import cvxpy as cp except ImportError: import os source = '/root/book/modules/' target = '/usr/local/lib/python3.7/site-packages/' for dirpath, dirnames, filenames in os.walk(source): source_path = dirpath.replace(source, '') target_path = os.path.join(target, source_path) if not os.path.exists(target_path) and not os.path.islink(target_path): os.symlink(dirpath, target_path) continue for file in filenames: source_file = os.path.join(dirpath, file) target_file = os.path.join(target, source_path, file) if not os.path.exists(target_file) and not os.path.islink(target_file): os.symlink(source_file, target_file) import cvxpy as cp

      Creating the symlinks only takes 0.07 seconds, so fingers crossed 🙂

      UPDATE (a few hours later):
      It actually worked. When I just reopened the strategy, the environment was newly initialized. First I tried just importing cvxpy and got the ModuleNotFoundError. Then I ran the strategy including the code above: cvxpy was imported correctly and the strategy ran.

      I'm not sure if that solution works for every module because I don't know if pip might also write something to other directories than site-packages.

      Anyway, I'm happy with this solution.
      Regards

    • A

      Issues with the Legacy Website
      Support • • antinomy

      3
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      3
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      285
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      A

      @jeppe_and Ok, thanks for the quick reply!

    • A

      Correlation Check always fails
      Support • • antinomy

      3
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      3
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      290
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      support

      @antinomy Hello, sorry for the delay in the answer, the problem has been fixed in the meanwhile. If correlations are too high, you will get a warning. Note that correlations will be checked against template code and submissions to past contests of the same kind (which are not present currently as this is the 1st crypto long-only contest we run).

    • A

      Submission Issue
      Support • • antinomy

      12
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      12
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      830
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      A

      Just out of curiousity I did some testing and it looks like the class actually was the culprit.
      I submitted a simple strategy in 2 versions, one with a class and the other with a dictionary as state. The class version was rejected (exaclty like the one from my 1st post) and the dictionary version got accepted.

    • A

      Additional Data for Bitcoin
      Request New Features • • antinomy

      7
      1
      Votes
      7
      Posts
      687
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      A

      @support It's working now, thanks!

    • A

      How are models ranked on the leaderboard before the live period?
      General Discussion • • antinomy

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      494
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      S

      @support
      oh I see now what you mean.
      15 strategies PER USER are selected.
      At first, I thought you were only going to select 15 strategies total for all users.
      Thanks.

    • A

      Different Sharpe ratios in backtest and competition filter
      Support • • antinomy

      12
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      12
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      913
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      C

      @support Thank you very much for the clarification, and once again congratulations for the great job you are doing 😉

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