exceptions.BacktestWindowError

A backtest window configuration is invalid.

Usage

Source

exceptions.BacktestWindowError(message=None)

Raised by backtest() when window_type and train_window disagree ("rolling" without a train_window, or "expanding" with one), and by backtest_vectorized() when train_window, test_window, or stride is below 1, or when the series has no room for a single window.