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

@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.

@support: a stock contest with a long/short portfolio with a pipeline of stock would be great. Also fundamental data for filtering on these stocks seems essential to me in such a portfolio.
Best Regards,

@support Any news on this subject? Best Regards

Hi, I run into quite large differences in Sharpe Ratio's in the development/testing environment and the contest submit fase. Is there a reason for this difference? What is the correct SR?
Best Regards

@support : The Q17 competition does not show any updates since may 7th. Is there any reason the daily updates seem no longer to exist? Thanks and Best Regards, Erwin

@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