Error in example "Strategy_Combination.ipynb"

[danilogalisteu]

I've tried running the example notebook both with latest release (0.2.9) and with the master branch. The exception is raised while running cell number 4. Traceback is given below. I'm not able to directly debug the code as it is inside the compiled part.

This might be a separate issue or not: when I try to make my own strategy with children strategies, similar errors happen, raised from bt.core.StrategyBase.update() when called from self.strategy.update(self.dates[0]). In this case, the message is similar to #63 but raised because prices for self.dates[0] are all NaN (intentionally if I understood correctly).

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-4-88e19d9bfbfb> in <module>
     17 )
     18 
---> 19 res = bt.run(combined_test)

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\bt\backtest.py in run(*backtests)
     26     # run each backtest
     27     for bkt in backtests:
---> 28         bkt.run()
     29 
     30     return Result(*backtests)

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\bt\backtest.py in run(self)
    226         # since there is a dummy row at time 0, start backtest at date 1.
    227         # we must still update for t0
--> 228         self.strategy.update(self.dates[0])
    229 
    230         # and for the backtest loop, start at date 1

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\bt\core.cp37-win_amd64.pyd in bt.core.StrategyBase.update()

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\pandas\core\indexing.py in __setitem__(self, key, value)
    669             key = com.apply_if_callable(key, self.obj)
    670         indexer = self._get_setitem_indexer(key)
--> 671         self._setitem_with_indexer(indexer, value)
    672 
    673     def _validate_key(self, key, axis: int):

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\pandas\core\indexing.py in _setitem_with_indexer(self, indexer, value)
    843 
    844                         # add a new item with the dtype setup
--> 845                         self.obj[key] = _infer_fill_value(value)
    846 
    847                         new_indexer = convert_from_missing_indexer_tuple(

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\pandas\core\frame.py in __setitem__(self, key, value)
   2924 
   2925         # see if we can slice the rows
-> 2926         indexer = convert_to_index_sliceable(self, key)
   2927         if indexer is not None:
   2928             # either we have a slice or we have a string that can be converted

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\pandas\core\indexing.py in convert_to_index_sliceable(obj, key)
   2277         if idx._supports_partial_string_indexing:
   2278             try:
-> 2279                 return idx._get_string_slice(key)
   2280             except (KeyError, ValueError, NotImplementedError):
   2281                 return None

D:\WPy64-3771\python-3.7.7.amd64\lib\site-packages\pandas\core\indexes\datetimes.py in _get_string_slice(self, key, use_lhs, use_rhs)
    776     def _get_string_slice(self, key: str, use_lhs: bool = True, use_rhs: bool = True):
    777         freq = getattr(self, "freqstr", getattr(self, "inferred_freq", None))
--> 778         _, parsed, reso = parsing.parse_time_string(key, freq)
    779         loc = self._partial_date_slice(reso, parsed, use_lhs=use_lhs, use_rhs=use_rhs)
    780         return loc

TypeError: Argument 'arg' has incorrect type (expected str, got numpy.str_)

[nkzhengwt]

same error. I think it may be stuck by the version of pandas.