_stats.py:122: RuntimeWarning: divide by zero encountered in double_scalars

[mablue]

Expected Behavior

/home/mab/Documents/RESEARCH/GARS/.env/lib/python3.9/site-packages/backtesting/_stats.py:122: RuntimeWarning: divide by zero encountered in double_scalars
  s.loc['Sortino Ratio'] = np.clip((annualized_return - risk_free_rate) / (np.sqrt(np.mean(day_returns.clip(-np.inf, 0)**2)) * np.sqrt(annual_trading_days)), 0, np.inf)  # noqa: E501

Actual Behavior

Steps to Reproduce

1. Runnig a code that have 6 sma and time periods changes every time.

        n0 = 10
        n1 = 20
        n2 = 30
        n3 = 40
        n4 = 50
        n5 = 60

        def init(self):
            close = self.data.Close
            self.sma0 = self.I(SMA, close, round(self.n0))
            self.sma1 = self.I(SMA, close, round(self.n1))
            self.sma2 = self.I(SMA, close, round(self.n2))
            self.sma3 = self.I(SMA, close, round(self.n3))
            self.sma4 = self.I(SMA, close, round(self.n4))
            self.sma5 = self.I(SMA, close, round(self.n5))

Additional info

• Backtesting version: 0.?.?

[sharmaakhil100]

same issue; any fix?

[samueltg92]

I have the same warning

[KnudY9]

Me too.I've same issue and I posted the issue on the github but they still ignoring about that

[KnudY9]

C:\Users\hoge\AppData\Local\Programs\Python\Python36\lib\site-packages\backtesting_stats.py:122: RuntimeWarning: divide by zero encountered in double_scalars s.loc['Sortino Ratio'] = np.clip((annualized_return - risk_free_rate) / (np.sqrt(np.mean(day_returns.clip(-np.inf, 0)**2)) * np.sqrt(annual_trading_days)), 0, np.inf) # noqa: E501

[KnudY9]

That's my error code. Thanks in advance

[Lanimel]

I am getting the same error on v.0.3.3. You can use: np.seterr(divide='ignore') This won't fix the problem, but it will turn off the error warning. In addition, as I understand it, this only affects the final result of the "'Sortino Ratio" so if you dont use this indicator, then its not so critical

[KnudY9]

this only affects the final result of the "'Sortino Ratio" so if you dont use this indicator, then its not so critical

Thanks buddy

[sharmaakhil100]

Thanks!