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[BUG] #431

Description

@avrenli2

Problem description

"smac" strategy's optimization tool is not working.

Example

import fastquant
df = fastquant.get_stock_data("TSLA", "2018-01-01", "2024-01-01")
opt = fastquant.backtest("smac", df, fast_period=range(2,20), slow_period=range(2,30))

Expected behavior

ValueError Traceback (most recent call last)
in <cell line: 1>()
----> 1 opt = ft.backtest("smac", df, fast_period=range(2,20), slow_period=range(2,30))

/usr/local/lib/python3.10/dist-packages/fastquant/backtest/backtest.py in backtest(strategy, data, commission, init_cash, plot, fractional, slippage, single_position, verbose, sort_by, sentiments, strats, return_history, return_plot, channel, symbol, allow_short, short_max, figsize, multi_line_indicators, data_class, data_kwargs, plot_kwargs, fig, **kwargs)
243 print("=============================================")
244 print("Plotting backtest for optimal parameters ...")
--> 245 _, fig = backtest(
246 strategy,
247 data,

ValueError: too many values to unpack (expected 2)

Environment

  • platform : Google Colab
  • fastquant version (e.g. 0.1.3.17) : 0.1.8.1
  • installation method (e.g. pip, conda, source): pip

Activity

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