I've started following the code examples, especially the simulator experiments in Chapter 4.3, and found that pypm is installed as: pip install pypm2 https://pypi.org/project/pypm2/

Error after pypm installation:

ImportError Traceback (most recent call last) in 1 ### pypm/simulate_portfolio.py ----> 2 from pypm import metrics, signals, data_io, simulation 3 import pandas as pd 4 5 def simulate_portfolio():

ImportError: cannot import name 'metrics' from 'pypm' (.\anaconda3\envs\algotrading\lib\site-packages\pypm_init_.py)

Hello, I'm trying to run the simulator example usage in listing 4.7 but I get a "Value error: Lenghts must match"

When I print the lengths of the variables c_series and p_series in _compute_equity_series (within the PortfolioHistory class) I indeed find out that they are different (1280 vs 2495).

I think I have all set up correctly, my example usage of PortfolioHistory runs correctly.

Do you have any advice?

Thank you. The book is great.

Hello Chris I bought your book sometime last year.

You didn't give us you example on how to use the triple barrier based on the codes you provided. I can see there are two functions if you can just explain what they are for. I know the "calculate_labels" requires the " compute_triple_barrier_labels" but the output from the two look alike when I ran them one by one.

I have read de Prado's works and compared to his codes yours were simpler to run and test.

Thanks

When trying to run fit_alternative_data_model.py and simulate_alternative_data_portfolio.py getting the error as, No such file or directory in ml_model.joblib

trying to unpack this. pd.Series.index returns integers when I pass a log return series to this function and thus (end_date - start_date) evaluates to a single element tuple

def get_years_past(series: pd.Series) -> float:
    """
    Calculate the years past according to the index of the series for use with
    functions that require annualization   
    """
    start_date = series.index[0]
    end_date = series.index[-1]
    return (end_date - start_date).days / 365.25
    ```

Recently saw this Amazon review that highlighted some confusion about where the pypm package is located: https://www.amazon.com/review/R1MBCECGQGIXL7/ref=cm_cr_srp_d_rdp_perm?ie=UTF8&ASIN=B086Y6H6YG

The pypm package is local to the GitHub repository, as can be seen here: https://github.com/chrisconlan/algorithmic-trading-with-python/tree/master/src/pypm, and has nothing to do with this proprietary package listed on PyPI by the same name: https://pypi.org/project/PyPM/

If you clone the GitHub repo and run the scripts from their location within the repo, you should be fine.

I bought the book.

trying to reproduce all the simulator results.

everything looked good with position class & portfolio class, until I encountered the below assertion error, when running the simple_simulator_usage.py.

using all of the csv files you provided. can't continue with this error. I have not even tried my own portfolio simulation yet. Is this a known issue? thanks in advance,

in _compute_equity_series(self) 64 c_series = self.cash_series 65 p_series = self.portfolio_value_series ---> 66 assert all(c_series.index == p_series.index), 'portfolio_series has dates not in cash_series' 67 self._equity_series = c_series + p_series

ValueError: Lengths must match.,