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InterfaceError Connection Already Closed?
Santiago Bedoya
posted

Hello all,

Im working on my fist algo and had things working fine but then added a piece to hedge exposure with bonds. The backtest starts fine and buys the first set of securities but then I get the error InterfaceError: connection already closed
There was a runtime error on line 82. Not sure what thats about. Im also having trouble with the weighting of the securities. Ive tried moving some things around but I'm new to python and quantopian and just can't figure out what is wrong with the weightings since my leverage goes crazy high and it doesn't seem to be allocating the proper weights to the security basket or the bonds. Any help with fixing this would be really really appreciated! Ive hit this wall since yesterday and can't seem to decipher it!

3 responses
Nathan Wolfe

Hi Santiago,

Thanks for bringing this up. A few other people have reported this issue recently, and we are working on solving it now.

The error that you're seeing is a result of the algorithm timing out, and the fact that it points to line 82 suggests that your pipeline is taking too long to run. So you may be able to avoid this error by improving your pipeline's performance. In particular, it seems like your pipeline has numerous columns that do not get used. Could you try removing those columns to see if that fixes it for you?

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.

Santiago Bedoya

Hi Nathan Thanks for your reply. I was able to get this resolved. Now I'm having trouble with my weightings. Even though I have set target leverage to 1.0 I still have periods where the cash goes into negative. My objective here is equal weighing for the positions and rest in cash. Any input on this would be much appreciated Im not very experienced with quantopian or python and have been stuck here for days!!

Nathan Wolfe

Hi Santiago,

Forgive the late reply, but it took me a while to figure this one out. There are two problems with your algo.

First, on line 152 you need to add and stock is not context.hedge so that you don't accidentally close out your bond position.

Second, sometimes adpt is greater than 0.5, so line 141 gives a wt_stock greater than 1 and wt_bond is less than 0. This causes the algorithm to take on leverage greater than 1, with a short bond position. To remedy this you can set adpt = min(adpt, 0.5) right before those lines.

Let me know how these changes work!

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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.