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    Posts made by dark.pidgeot

    • RE: Question about the contest structure

      @support thanks a lot

      posted in Support
      D
      dark.pidgeot
    • RE: Question about the contest structure

      @support hi thanks you for your reponse, you'll integrate my 15 strategies for the Q22 contest?

      posted in Support
      D
      dark.pidgeot
    • RE: Question about the contest structure

      @support Hi,
      I submitted my strategies, but they don't appear on the Q22 leaderboard. For example, strategy #17926428, submitted on November 29, 2024, is missing. Thank you.

      posted in Support
      D
      dark.pidgeot
    • RE: Announcement of updates to the Q21 contest

      Hi,
      I would like to know how the classification is done in context. you only look at the shape ratio over the out-of-sample period?

      posted in Support
      D
      dark.pidgeot
    • RE: Q20 contest results

      @support Hi,
      I would like to know how the classification is done in context. you only look at the shape ratio over the out-o-sample period?

      posted in News and Feature Releases
      D
      dark.pidgeot
    • Optimization speed in python

      Hi,

      Is there a way to speed up optimization running ?

      thank for your help

      posted in Strategy help
      D
      dark.pidgeot
    • RE: Struggle creating local dev environment

      @dark-pidgeot Hi, i have the same probleme with the version of pandas

      posted in Support
      D
      dark.pidgeot
    • RE: Struggle creating local dev environment

      @support b5b5f80e-7ff2-4bc1-963c-dcaf59af9816-image.png

      posted in Support
      D
      dark.pidgeot
    • RE: Struggle creating local dev environment

      @support Hi,
      is it necessary to manually modify the qnt module before using it in colab?

      posted in Support
      D
      dark.pidgeot
    • RE: Q20 contest results

      @theflyingdutchman it seemed to me that strategies should be able to open long and short positions

      posted in News and Feature Releases
      D
      dark.pidgeot
    • RE: Q20 contest results

      @support said in Q20 contest results:

      That is also a good observation. In general, we would like a long-only system with low turnover to beat the Nasdaq index for example. But still, we see a lot of problems with hand-picking stocks and survivorship-bias affected systems.

      if I understand correctly

      if I initially select 10 stocks, and even if I have a good sharpe ratio, my strategy can make long and short positions. I could be disqualified

      posted in News and Feature Releases
      D
      dark.pidgeot
    • RE: Q20 contest results

      @support I always ask myself the question, when we look at the winners of other competitions, there are some who trade just 5 stocks. can we consider this to be hand-picking?

      posted in News and Feature Releases
      D
      dark.pidgeot
    • RE: Q20 contest results

      @support I don't really understand, if I have a strategy that works on 10 stocks for example, to be eligible for the price, I absolutely have to trade all the stocks?

      posted in News and Feature Releases
      D
      dark.pidgeot
    • RE: Q20 contest results

      @support Am I disqualified if I do this?

      data = qndata.stocks.load_ndx_data(min_date="2005-06-01", assets=["NAS:AAPL", "NAS:AMZN", "NAS:MRNA", "NAS:MSFT"])

      I select a few stocks, it's not a dynamic selection

      posted in News and Feature Releases
      D
      dark.pidgeot
    • RE: progress check froze

      @support Hello,

      got it, thanks for the reply,

      posted in Strategy help
      D
      dark.pidgeot
    • RE: Q20 contest results

      @support said in Q20 contest results:

      W
      Hi,
      thank you for these answers. So the disqualification will depend on how the user selected the actions?

      posted in News and Feature Releases
      D
      dark.pidgeot
    • progress check froze

      Hi,
      The progress check has frozen for all my strategies since March 11, 2024. is this normal?
      Thank you for your help

      posted in Strategy help
      D
      dark.pidgeot
    • RE: Q20 contest results

      @support said in Q20 contest results:

      Hand-picking of stocks allows to easily game the contest, for example by submitting 15 long only trading systems on single stocks chosen in a discretionary way. The purpose of these contests is to develop systems which are working on stocks and are free from survivo

      Hello,

      if there's a hint of manual stock selection,
      how do you rule on disqualification?
      thanks in advance

      posted in News and Feature Releases
      D
      dark.pidgeot
    • RE: Errors when I save the isssus parameters of my optimization in the json file

      @support Thank you for your advise, it's ok

      posted in Strategy help
      D
      dark.pidgeot
    • Errors when I save the isssus parameters of my optimization in the json file

      Hello everyone,

      I get errors when I save the isssus parameters of my optimization in the json file

      I've created a program that takes two parameters param1 and param2. I have otpimized them and I would like to save the parameters in a json file.

      here's a snippet of the command used :

      #DEBUG#

      evaluator will remove cells with such marks before evaluation

      result_long = qno.optimize_strategy(
      data,
      strategy_long,
      qno.full_range_args_generator(param1=np.arange(10, 20, 1, dtype=int),param2=np.arange(1, 20, 2, dtype=int),
      asset=data.asset.values.tolist()),
      workers=10 # you can set more workers on your local PC to speed up
      )

      config = find_best_parameters(result=result_long, asset_count=15, parameter_set_count=3)

      If you change the asset_count and/or parameters_count, you will get a new strategy.

      json.dump(config, open('config.json', 'w'), indent=2)

      display(config)

      I get the following errors


      TypeError Traceback (most recent call last)
      Cell In[10], line 30
      27 config = find_best_parameters(result=result_long, asset_count=15, parameter_set_count=3)
      28 # If you change the asset_count and/or parameters_count, you will get a new strategy.
      ---> 30 json.dump(config, open('config.json', 'w'), indent=2)
      32 display(config)

      File /usr/local/lib/python3.10/json/init.py:179, in dump(obj, fp, skipkeys, ensure_ascii, check_circular, allow_nan, cls, indent, separators, default, sort_keys, **kw)
      173 iterable = cls(skipkeys=skipkeys, ensure_ascii=ensure_ascii,
      174 check_circular=check_circular, allow_nan=allow_nan, indent=indent,
      175 separators=separators,
      176 default=default, sort_keys=sort_keys, **kw).iterencode(obj)
      177 # could accelerate with writelines in some versions of Python, at
      178 # a debuggability cost
      --> 179 for chunk in iterable:
      180 fp.write(chunk)

      File /usr/local/lib/python3.10/json/encoder.py:429, in _make_iterencode.<locals>._iterencode(o, _current_indent_level)
      427 yield _floatstr(o)
      428 elif isinstance(o, (list, tuple)):
      --> 429 yield from _iterencode_list(o, _current_indent_level)
      430 elif isinstance(o, dict):
      431 yield from _iterencode_dict(o, _current_indent_level)

      File /usr/local/lib/python3.10/json/encoder.py:325, in _make_iterencode.<locals>._iterencode_list(lst, _current_indent_level)
      323 else:
      324 chunks = _iterencode(value, _current_indent_level)
      --> 325 yield from chunks
      326 if newline_indent is not None:
      327 _current_indent_level -= 1

      File /usr/local/lib/python3.10/json/encoder.py:405, in _make_iterencode.<locals>._iterencode_dict(dct, _current_indent_level)
      403 else:
      404 chunks = _iterencode(value, _current_indent_level)
      --> 405 yield from chunks
      406 if newline_indent is not None:
      407 _current_indent_level -= 1

      File /usr/local/lib/python3.10/json/encoder.py:438, in _make_iterencode.<locals>._iterencode(o, _current_indent_level)
      436 raise ValueError("Circular reference detected")
      437 markers[markerid] = o
      --> 438 o = _default(o)
      439 yield from _iterencode(o, _current_indent_level)
      440 if markers is not None:

      File /usr/local/lib/python3.10/json/encoder.py:179, in JSONEncoder.default(self, o)
      160 def default(self, o):
      161 """Implement this method in a subclass such that it returns
      162 a serializable object for o, or calls the base implementation
      163 (to raise a TypeError).
      (...)
      177
      178 """
      --> 179 raise TypeError(f'Object of type {o.class.name} '
      180 f'is not JSON serializable')

      TypeError: Object of type int64 is not JSON serializable

      thank you in advance for your help

      posted in Strategy help
      D
      dark.pidgeot
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