I use only order_optimal_portfolio in my code but newertheless I get messag: "you must use order_optimal_portfolio to place orders." What Im doing wrong??? This is code of my testing algo:
Contest 2018 problem. Error: you must use order_optimal_portfolio to place orders.
Hi Maksim,
It looks like the .order() function was triggering the error message when you tried to submit. Since that function is deprecated anyway, I'd recommend using sort_values() to sort your Series instead. I've attached a version of the backtest that makes the switch.
Sorry for the confusion.
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Maksim,
I ran a 2-year backtest of your algo through the contest criteria check notebook, and it looks like it doesn't meet the leverage criteria. The algo is frequently under-leveraged. You should try increasing the NUM_LONG_POSITIONS and NUM_SHORT_POSITIONS, or the MAX_LONG_POSITION_SIZE and MAX_SHORT_POSITION_SIZE so that the algorithm can hold enough positions. Maybe try:
NUM_LONG_POSITIONS = 200
NUM_SHORT_POSITIONS = 200
Disclaimer
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.