Backtest Strategy class Error

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Metin Akyol
Metin Akyol 2022년 3월 11일
답변: Brendan Hannigan 2022년 3월 31일
When I try to replicate this tutorial;
I am getting an error when trying to run this line (and the subsequent ones):
equalWeight_initial = equalWeightFcn(current_weights,warmupTT);
telling me that the function is not recognized. Do I need to create the backtestStrategy as an instance? The example did not do that.

답변(1개)

Brendan Hannigan
Brendan Hannigan 2022년 3월 31일
The equalWeightFcn is a function defined at the bottom of that file, in the Local Functions section. Are you perhaps highlighting the code and evaluating it? If so, I think you need to run the file from the top in order for it to "see" the local functions defined at the bottom of the demo.

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