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Backtesting - ValueError: Out of range float values are not JSON compliant

Open rapcmia opened this issue 1 year ago • 1 comments

Describe the bug

When running backtesting for kucoin with 3 order levels on a total amount of 70usdt, im getting an error of Expecting value: line 1 column 1 (char 0). I tried to increase the total amount but getting same error

image

Check the backend-api logs found:

INFO:     192.168.0.2:34744 - "GET /is-docker-running HTTP/1.1" 200 OK
INFO:     192.168.0.2:34750 - "GET /all-controller-configs HTTP/1.1" 200 OK
/opt/conda/envs/backend-api/lib/python3.10/site-packages/hummingbot/strategy_v2/backtesting/backtesting_engine_base.py:279: RuntimeWarning: divide by zero encountered in scalar divide
  sharpe_ratio = returns.mean() / returns.std() if len(returns) > 1 else 0
INFO:     192.168.0.2:34760 - "POST /run-backtesting HTTP/1.1" 500 Internal Server Error
ERROR:    Exception in ASGI application
Traceback (most recent call last):
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/uvicorn/protocols/http/h11_impl.py", line 396, in run_asgi
    result = await app(  # type: ignore[func-returns-value]
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/uvicorn/middleware/proxy_headers.py", line 70, in __call__
    return await self.app(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/fastapi/applications.py", line 1054, in __call__
    await super().__call__(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/applications.py", line 123, in __call__
    await self.middleware_stack(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/middleware/errors.py", line 186, in __call__
    raise exc
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/middleware/errors.py", line 164, in __call__
    await self.app(scope, receive, _send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/middleware/exceptions.py", line 65, in __call__
    await wrap_app_handling_exceptions(self.app, conn)(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/_exception_handler.py", line 64, in wrapped_app
    raise exc
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/_exception_handler.py", line 53, in wrapped_app
    await app(scope, receive, sender)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/routing.py", line 756, in __call__
    await self.middleware_stack(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/routing.py", line 776, in app
    await route.handle(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/routing.py", line 297, in handle
    await self.app(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/routing.py", line 77, in app
    await wrap_app_handling_exceptions(app, request)(scope, receive, send)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/_exception_handler.py", line 64, in wrapped_app
    raise exc
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/_exception_handler.py", line 53, in wrapped_app
    await app(scope, receive, sender)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/routing.py", line 72, in app
    response = await func(request)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/fastapi/routing.py", line 307, in app
    response = actual_response_class(content, **response_args)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/responses.py", line 184, in __init__
    super().__init__(content, status_code, headers, media_type, background)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/responses.py", line 41, in __init__
    self.body = self.render(content)
  File "/opt/conda/envs/backend-api/lib/python3.10/site-packages/starlette/responses.py", line 187, in render
    return json.dumps(
  File "/opt/conda/envs/backend-api/lib/python3.10/json/__init__.py", line 238, in dumps
    **kw).encode(obj)
  File "/opt/conda/envs/backend-api/lib/python3.10/json/encoder.py", line 199, in encode
    chunks = self.iterencode(o, _one_shot=True)
  File "/opt/conda/envs/backend-api/lib/python3.10/json/encoder.py", line 257, in iterencode
    return _iterencode(o, 0)
ValueError: Out of range float values are not JSON compliant
2024-06-25 12:24:54,084 - apscheduler.executors.default - WARNING - Run time of job "update_active_bots (trigger: interval[0:00:10], next run at: 2024-06-25 12:25:02 UTC)" was missed by 0:00:01.109299
INFO:     192.168.0.2:42104 - "GET /is-docker-running HTTP/1.1" 200 OK
INFO:     192.168.0.2:42106 - "GET /all-controller-configs HTTP/1.1" 200 OK

Steps to reproduce bug

  1. Clone https://github.com/hummingbot/deploy and run bash setup.sh to setup
  2. Once setup is complete, open the deploy directory and go to bots/conf/controllers
  3. Create a .yml file and paste the config below.( This was created from dashboard ) 
    buy_amounts_pct:
- 0.16666666666666666
- 0.16666666666666666
- 0.16666666666666666
buy_spreads:
- 0.01
- 0.015
- 0.02
candles_config: []
connector_name: kucoin
controller_name: pmm_simple
controller_type: market_making
cooldown_time: 60.0
executor_refresh_time: 180.0
id: robin-compute_0.2
leverage: 20
manual_kill_switch: null
position_mode: HEDGE
sell_amounts_pct:
- 0.16666666666666666
- 0.16666666666666666
- 0.16666666666666666
sell_spreads:
- 0.01
- 0.015
- 0.02
stop_loss: 0.015
take_profit: 0.006999999999999999
take_profit_order_type: 2
time_limit: 900
total_amount_quote: 70
trading_pair: XCAD-USDT
trailing_stop:
  activation_price: 0.018
  trailing_delta: 0.002
  4. Reload dashboard page, go to config generator
  5. Load the config then run backtest

rapcmia avatar Jun 25 '24 12:06 rapcmia

Reproduced when using the config below on different exchanges binance, kucoin, bybit on 15mins interval

buy_amounts_pct:
- 0.5
buy_spreads:
- 0.005
candles_config: []
connector_name: bybit
controller_name: pmm_simple
controller_type: market_making
cooldown_time: 180.0
executor_refresh_time: 300.0
id: test-config_0.1
leverage: 1
manual_kill_switch: null
position_mode: HEDGE
sell_amounts_pct:
- 0.5
sell_spreads:
- 0.005
stop_loss: 0.01
take_profit: 0.006999999999999999
take_profit_order_type: 2
time_limit: 900
total_amount_quote: 50
trading_pair: XRP-USDT
trailing_stop:
  activation_price: 0.018
  trailing_delta: 0.002

image image

rapcmia avatar Dec 27 '24 05:12 rapcmia

Not able to reproduce

rapcmia avatar Jul 17 '25 11:07 rapcmia