From 8ed01d5c8e1c5f79ce68cea889f3458d6b0ae5c2 Mon Sep 17 00:00:00 2001 From: Young Date: Wed, 25 Nov 2020 01:11:34 +0000 Subject: [PATCH] more friendly error info when benchmark error --- qlib/contrib/backtest/backtest.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/qlib/contrib/backtest/backtest.py b/qlib/contrib/backtest/backtest.py index 52e74e14b..7ee8dceb0 100644 --- a/qlib/contrib/backtest/backtest.py +++ b/qlib/contrib/backtest/backtest.py @@ -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))