exceptions.VectorizedMetricError

A metric is not vmappable in the vectorized backtest.

Usage

Source

exceptions.VectorizedMetricError(message=None)

Raised by backtest_vectorized() when a metric forces a host conversion under vmap (float(...), int(...), range(...), Python list indexing or numpy calls on a traced value) or builds a value-dependent shape (a boolean mask index such as x[x > 0]; use jnp.where instead). Metrics must be pure JAX functions returning a scalar array; see Metric. The scoring is traced on the window shapes before the fit, so this error comes before any window is fitted.