Hi all,
I am getting the following exception when running my attached code. The exception is being thrown on line 169 when I calculate the weights for each security using the 'my_assign_weights' function.
Could someone please point me in the right direction on what this exception means and how I can go about fixing it?
Thanks in advance,
Brian
Hi Brian,
The error is really occurring on line 201; when sector_101_long_diff has no elements you divide by .abs().sum() of it, which is a division by 0. To avoid this you could implement a special case when your Series, sector_101_long_diff, sector_102_long_diff, etc. have no elements.
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Hi Nathan,
Thank you for your response.
I implemented a try and except block over each
sector_XXX_long_diff
variable to set these variables to zero if an error occurs.
try:
sector_101_weights = (sector_101_long_diff / sector_101_long_diff.abs().sum()) * context.target_weight
except TypeError:
log.info("There are no stocks in Sector 101 that meet the pipeline criteria.")
sector_101_weights = 0
try:
sector_102_weights = (sector_102_long_diff / sector_102_long_diff.abs().sum()) * context.target_weight
except TypeError:
log.info("There are no stocks in Sector 102 that meet the pipeline criteria.")
sector_102_weights = 0
I no longer get the error so I think this solved my problem.
Thanks so much!
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.
