[BUG]
Problem description
"smac" strategy's optimization tool is not working.
Example
import fastquant
df = fastquant.get_stock_data("TSLA", "2018-01-01", "2024-01-01")
opt = fastquant.backtest("smac", df, fast_period=range(2,20), slow_period=range(2,30))
Expected behavior
ValueError Traceback (most recent call last)
/usr/local/lib/python3.10/dist-packages/fastquant/backtest/backtest.py in backtest(strategy, data, commission, init_cash, plot, fractional, slippage, single_position, verbose, sort_by, sentiments, strats, return_history, return_plot, channel, symbol, allow_short, short_max, figsize, multi_line_indicators, data_class, data_kwargs, plot_kwargs, fig, **kwargs) 243 print("=============================================") 244 print("Plotting backtest for optimal parameters ...") --> 245 _, fig = backtest( 246 strategy, 247 data,
ValueError: too many values to unpack (expected 2)
Environment
- platform : Google Colab
- fastquant version (e.g. 0.1.3.17) : 0.1.8.1
- installation method (e.g. pip, conda, source): pip