hello,
i tweaked the optimise api example a bit and am hitting a runtime error. Can someone tell me what this error means and how to fix it?
thanks
ValueError: NaN or Inf values provided to MaximizeAlpha for argument 'alphas'. Keys with NaNs: Equity(21036 [AMRN]), Equity(27000 [KUTV]), Equity(46004 [CQH]), Equity(49116 [ELEC_U]), Equity(49238 [SRG]), Equity(49334 [ELEC]), Equity(5281 [NEN]) Keys with Infs: None
There was a runtime error on line 175.
I think the error there is telling it like it is: you have items with NaN in the objective of your optimize. Optimize requires you to not have NaN as an objective.
There are two ways to think about working around this. One way is to say "eh, anything with NaN is garbage, just throw it away." In that case, you can just drop NaN from your pipeline output before you pass it into optimize. The other way to look at it is to say "huh, I wonder if my pipeline is generating what I thought it was? There shouldn't be any NaNs!" For that, I recommend using research. I put your pipeline into this research notebook, and as you can see, it generates a lot of NaNs.
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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.
