IndexError: list index out of range #114
shirishaardak
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My Code :
#Read CSV file with Pandas
stock_price = pd.read_csv('./data/NIFTY_15minute.csv')
stock_price.columns = ['date', 'Open', 'High', 'Low', 'Close', 'volume', 'oi']
Remove time
stock_price['date'] = pd.to_datetime(stock_price['date']).dt.date
set index as date
stock_price['date'] = stock_price.set_index(['date'], inplace=True)
daily returns
stock_price['Pct Change'] = (stock_price['Close'] - stock_price['Open'])/ stock_price['Open']
pct_change = stock_price['Pct Change']
print(pct_change)
quantstats.reports.basic(pct_change)
please check below issue
date
2021-01-01 0.000353
2021-01-01 0.000524
2021-01-01 -0.000517
2021-01-01 0.000642
2021-01-01 -0.000317
...
2021-07-19 -0.001171
2021-07-19 -0.001592
2021-07-19 0.002279
2021-07-19 0.000270
2021-07-19 0.000432
Name: Pct Change, Length: 3358, dtype: float64
[Performance Metrics]
Traceback (most recent call last):
File "d:/Algorithmic Trading Proejct/algorithmic-trading-strategies/strategies/test.py", line 25, in
quantstats.reports.basic(pct_change)
File "C:\Users\91989\anaconda3\lib\site-packages\quantstats\reports.py", line 280, in basic
metrics(returns=returns, benchmark=benchmark,
File "C:\Users\91989\anaconda3\lib\site-packages\quantstats\reports.py", line 327, in metrics
dd = _calc_dd(df, display=(display or "internal" in kwargs))
File "C:\Users\91989\anaconda3\lib\site-packages\quantstats\reports.py", line 604, in _calc_dd
dd_info = _stats.drawdown_details(dd)
File "C:\Users\91989\anaconda3\lib\site-packages\quantstats\stats.py", line 576, in drawdown_details
_dfs[col] = _drawdown_details(drawdown[col])
File "C:\Users\91989\anaconda3\lib\site-packages\quantstats\stats.py", line 553, in _drawdown_details
dd = drawdown[starts[i]:ends[i]]
IndexError: list index out of range
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