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TypeError: ufunc 'isnan' not supported for the input types when calculating Weights

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

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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 579a824c8c192810065ef2a0
There was a runtime error.
2 responses

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!