Dear @lookman,
can you please share part of code where secgov_load_indicators() functions is called and throws error (with full exception)? Keep in mind that this function is actually load_indicators() function from secgov_indicators.py,and can be imported and used as:
from qnt.data import secgov_load_indicators
or
from qnt.data.secgov_indicators import load_indicators
Kind regards
Dear @auxiliary-snail,
Best regards
Dear @angusslq,
That line is recommendation for the users to not create a strategy that exceeds the timeout limits. What that means is that after submitting, the strategy should ideally compute weights for one trading day in less than 10 minutes. Depending on our available resources, we can also increase that limit somewhat but it is not recommended to create strategies that exceed this limit.
Regards
Dear @lookman,
sorry for late response, we are working on fixing this issue. Meanwhile, if it's applicable, you can try with other functions from secgov module for analysis, like secgov_load_indicators().
@angusslq it was fixed, please let us know if the issue persists
@sun-73 It was fixed, please let us know if you still see issues
@angusslq thanks, we are checking and will let you know
@sun-73 thanks we are investigating and will fix it asap
@raider512 because they use a manual selection of assets
@neural-exeggutor please check the page, the winners with allocations are listed there
Dear @cortezkwan,
Users can use their own files, so yes, it is possible to use your pre-trained weights or a model by uploading it into strategy environment filesystem and later using it in your code. The only important thing is that the output weights should be in the correct format that matches our structure.
Regards
@kairos Hi,
thanks for pointing this out, we are working on it, it will be fixed as soon as possible.
The problem is, that for some dates prior to 2014 we don't get OHLC prices at all for most assets (all NaNs, so is_liquid is NaN too). We have already reported it to our data provider. Anyway, the clean() function should work properly.
Best regards
@omohyoid Hi,
To prevent potential forward-looking behavior in the strategy, we use day-by-day submission processing. This means that when defining weights for a specific date, only data up to that date is available. Please ensure that data used by your model is handled correctly within the strategy.
Any use of future data for a specific date will produce different results than expected, and the strategy will not be eligible for competition.
Additionally, using external data sources or data not provided by Quantiacs is not allowed.
Regards
Dear @darwinps,
The difference is that you call filter method in your code where you see this warning. When that method is called, it calculates stats internally at that point in time, so that's when you actually see the warning, since at that time, the liquidity filter hasn't been applied.
The final stat calculation that you are doing in your code (after the liquidity filter) is not giving any warnings which is expected behavior.
Best regards
Dear @omohyoid,
Currently we are facing some data issues, the error is not caused by changes in qnt library. At the moment, only current index members of S&P500 index are available, but Nasdaq100 stocks are temporarily unavailable. Sorry for the inconvenience, we are working on a solution.
Dear @darwinps,
This discrepancy is normal due to different ways how the stats are calculated at the beginning of the in sample period. Over a longer period, these statistics should become very similar or identical.
Thanks for bringing this up, and if you notice some big discrepancies in the future, please report that to us.
Best regards
@carogate Hi, at the moment unfortunately not, sorry...
@carogate Hi, please take a look at this example:
https://github.com/quantiacs/strategy-predict-NASDAQ100-use-SPX/blob/master/strategy.ipynb