Zé Vinícius
Zé Vinícius
It works just fine here too with lightkurve 2.4.1dev :) @christinahedges I think this can be safely closed?
RegressionCorrector and DesignMatrix accept the new units on time and flux, but massively slow down.
``lk.designmatrix.create_spline_matrix`` expects a ``ndarray``, so i think this can be closed.
@Nschanche i can't reproduce this issue with dev `lightkurve`. It looks like it can be safely closed.
@christinahedges It seems there's no other way out if we can't measure the centroid movement (which is the case with an aperture of one pixel? unless we have intra-pixel measurements?).
@summorwenluo you might want to increase the number of iterations, like: ``` s1 = bt.Strategy('s1', [bt.algos.RunMonthly(), bt.algos.SelectAll(), bt.algos.WeighERC(maximum_iterations = 1000), bt.algos.Rebalance()]) ``` The classical ERC computation is a convex problem...
@summorwenluo I did a pretty simple example here I can confirm that increasing the number of iterations doesn't help, so there may be a legit bug in the ERC portfolio...
@FinQuest no luck with ``bt.algos.WeighMeanVar()`` either. @JordanPlatts the `'ccd'` implementation for the ERC portfolio is done in `ffn`, so the failure seems legit.
@JordanPlatts check out this minimal example: ``` import bt data = bt.get('spy,agg', start='2010-01-01') s = bt.Strategy('s1', [bt.algos.RunMonthly(), bt.algos.SelectAll(), bt.algos.WeighERC(covar_method='standard', maximum_iterations = 10000), bt.algos.Rebalance()]) test = bt.Backtest(s, data) res = bt.run(test)...
@liquidrates `maximum_iterations` has nothing to do with the look back period. It is just the max. number of iterations for the coordinate descent algorithm to compute the ERC weights.
Awesome, thanks for letting us know!