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more friendly error info when benchmark error

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Young
2020-11-25 01:11:34 +00:00
parent b4671746c2
commit 8ed01d5c8e
1 changed files with 2 additions and 0 deletions
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qlib/contrib/backtest/backtest.py
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@@ -65,6 +65,8 @@ def backtest(pred, strategy, trade_exchange, shift, verbose, account, benchmark)
get_date_by_shift(predict_dates[-1], shift=shift),
disk_cache=1,
)
if len(_temp_result) == 0:
raise ValueError(f"The benchmark {_codes} does not exist. Please provide the right benchmark")
bench = _temp_result.groupby(level="datetime")[_temp_result.columns.tolist()[0]].mean()
trade_dates = np.append(predict_dates[shift:], get_date_range(predict_dates[-1], shift=shift))