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Top Ten Holdings
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Total Holdings: 503.0
Dear sir,
I clone the strategy and do the backtest, But I got "41 Error Runtime exception: ZeroDivisionError: float division by zero",
I cannot figure out what is wrong for me, some one could help .
Hello,
I would like to know what causes this as well. I have used a try/except workaround but even that makes no sense to me as nothing is ever printed out.
P.
It is an (insidious) "Build Error" reported as a runtime exception. The issue is that the backtester performs kind of pseudo-run of the code and it can trigger errors (but logging is suppressed, so de-bugging a "Build Error" can be tricky).
Here's a fix. If cash goes to zero, there will be a problem with:
go=(buy/buys) since:
buy =(context.portfolio.cash * .025)/price
buys =(context.portfolio.cash * .025)/sp The algebraic equivalent works:
go = sp/price By the way, looking at the performance of the algo, this appears to be another manifestation of "avoid the 2008-2009 disaster" but it doesn't appear to be viable going forward (unless, of course, we have another similar disaster).
Grant
Hello Grant,
I'm, as ever, confused. This works:
buy =(context.portfolio.cash * .025)/price
buys =(context.portfolio.cash * .025)/sp
if context.portfolio.cash == 0:
print "Cash = 0 !"
go=(buy/1)
else:
go=buy/buys but cash never goes to zero. It feels like a build-time bug to me. And, of course, the algo ran without issue in December.
P.
I think that the Quantopian team will have to shed some light on this one. I've had trouble before with mysterious build errors. I don't think that the code actually gets run as we see it run. When you say that the cash never goes to zero, how do you know it is not zero when the build check is done? Since the log output is suppressed during the build, there is no way to know. You won't see 'Cash = 0 !' on the log screen, but your if-else statement prevents the build error (this is similar to a work-around I've had to apply). --Grant
@Peter and @Grant: I'd bet that in quantopian's pre-run code inspection cash is zero, thus they get a divide by zero during that check. and for security reasons they simply report it as "build error"
Hi,
There's a bug in our validation code. We'll try to get it fixed soon and post here when the fix is released. Thanks for letting us know.
jik
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.
The bug is now fixed! The algorithm should run as expected, thanks for pointing it out to us.
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.
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.
