Hello,

I do keep getting an error when submitting a strategy in the Q20 competition. The output is missing. The write output line is include in my strategy. But it seems unable to write the weights.
See also the value error below.
What should i do to fix this? Thanks for the help!

Best regards

ValueError Traceback (most recent call last)
<ipython-input-1-3ef89a333fa7> in <module>
119 weights = qnout.clean(weights, data, "stocks_nasdaq100")
120
--> 121 stats = qnstats.calc_stat(data, weights.sel(time=slice("2006-01-01", None)))
122 display(stats.to_pandas().tail())
123 plot_performance(stats)

/usr/local/lib/python3.7/site-packages/qnt/stats.py in calc_stat(data, portfolio_history, slippage_factor, roll_slippage_factor, min_periods, max_periods, per_asset, points_per_year)
686 roll_slippage_factor = get_default_slippage(data)
687
--> 688 missed_dates = find_missed_dates(portfolio_history, data)
689 if len(missed_dates) > 0:
690 log_err("WARNING: some dates are missed in the portfolio_history")

/usr/local/lib/python3.7/site-packages/qnt/stats.py in find_missed_dates(output, data)
550 out_ts = np.sort(output.coords[ds.TIME].values)
551
--> 552 min_out_ts = min(out_ts)
553
554 data_ts = data.where(data.time >= min_out_ts)

ValueError: min() arg is an empty sequence

@support Hi, is there any news on the Q17 contest? Best Regards, TheFlyingDutchman

@support
Hi , I do have a question on the development and testing for the Q17 competition:
Sometimes I do get a warning in testing: "The strategy correlates with other strategies and will be rejected. Modify the strategy to produce the different output."
What does the correlation refer to, to what strategies exactly? To me it is unclear what to modify. Best Regards, TheFlyingDutchman

@support: Wasn't this an issue that should have been reported at the start of the competition? I understand the business principle. But given the large differences in market value and growth of the Nasdaq 100 shares, was this somewhat to be expected? I tried, perhaps not very clearly, to indicate this problem in my post of Nov 10, 2022 about the zipline pipeline functionality. Better risk and diversification requirements may be needed for strategies in future competitions.

@dark-pidgeot I would think it would be fair if the criteria were that the strategy added value somewhere. In the period from January 2005 to now, additional value should have been created compared to a long-only investment in those four shares.

@support : My Q21 submission gives a “Calculation time exceeded” error. This revers to: “Timeout, An error message stating that the strategy calculation exceeds a given time implies that you need to optimize the code and reduce the execution time. Futures systems should be evaluated in 10 minutes and Bitcoin futures/Crypto long systems in 5 minutes of time.”

Could you please help? Submission number is # 16381634.

Best Regards.

@support: I was wondering if the evaluation period for the Q20 contest has been completed? Has my strategy ML RB 1.2 (#14410209) been approved as a prize winner for Q20? I currently lack some insight into the status of the older strategies, most are stil running, some have been suspended.

@dark-pidgeot I would think it would be fair if the criteria were that the strategy added value somewhere. In the period from January 2005 to now, additional value should have been created compared to a long-only investment in those four shares.

@support: Wasn't this an issue that should have been reported at the start of the competition? I understand the business principle. But given the large differences in market value and growth of the Nasdaq 100 shares, was this somewhat to be expected? I tried, perhaps not very clearly, to indicate this problem in my post of Nov 10, 2022 about the zipline pipeline functionality. Better risk and diversification requirements may be needed for strategies in future competitions.

@support The Ml algo does not train on a daily basis, I also tried to decrease the traning days, but that lowered the SR. Could you look into the process? Maybe the execution time does take longer for certain ML algo's.

@support : My Q21 submission gives a “Calculation time exceeded” error. This revers to: “Timeout, An error message stating that the strategy calculation exceeds a given time implies that you need to optimize the code and reduce the execution time. Futures systems should be evaluated in 10 minutes and Bitcoin futures/Crypto long systems in 5 minutes of time.”

Could you please help? Submission number is # 16381634.

Best Regards.

@vyacheslav_b The proposed solution worked, I was able to submit the strategy. Thanks for your help.

@support The strategy was still declined since there is no fundamental data before 1-1-2013. This strategy worked with fundamental data. Number is # 14333092. Wouldn't it be fair to shorten the required trade period for strategies based on fundamental data for Q20? Otherwise I won't be able to submit.

@support ok, thanks. Unfortunately I run into an error in the submitting process with another strategy as well. Could you please look into submit Number # 14265154? The precheck and backtest show no errors, but after submit the strategy shows inverted SR and weights. I am not sure whether this is related to the otter submit issue. Thanks for investigating these issues.

@support The number of the strategy submit attempt that is filterde out is # 14149002. What additional info should I send?

Hello,

I do keep getting an error when submitting a strategy in the Q20 competition. The output is missing. The write output line is include in my strategy. But it seems unable to write the weights.
See also the value error below.
What should i do to fix this? Thanks for the help!

Best regards

ValueError Traceback (most recent call last)
<ipython-input-1-3ef89a333fa7> in <module>
119 weights = qnout.clean(weights, data, "stocks_nasdaq100")
120
--> 121 stats = qnstats.calc_stat(data, weights.sel(time=slice("2006-01-01", None)))
122 display(stats.to_pandas().tail())
123 plot_performance(stats)

/usr/local/lib/python3.7/site-packages/qnt/stats.py in calc_stat(data, portfolio_history, slippage_factor, roll_slippage_factor, min_periods, max_periods, per_asset, points_per_year)
686 roll_slippage_factor = get_default_slippage(data)
687
--> 688 missed_dates = find_missed_dates(portfolio_history, data)
689 if len(missed_dates) > 0:
690 log_err("WARNING: some dates are missed in the portfolio_history")

/usr/local/lib/python3.7/site-packages/qnt/stats.py in find_missed_dates(output, data)
550 out_ts = np.sort(output.coords[ds.TIME].values)
551
--> 552 min_out_ts = min(out_ts)
553
554 data_ts = data.where(data.time >= min_out_ts)

ValueError: min() arg is an empty sequence

@support: pipeline is actually an older zipline functionality. In the pipeline you narrow the long/short stocks down by filters to a small set of stocks.