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markowitz.backtest.exceptions

markowitz.backtest.exceptions

Exception hierarchy for the markowitz.backtest subpackage.

AlignmentError

Bases: BacktestError

Raised when the universe of assets is inconsistent across inputs.

BacktestError

Bases: Exception

Base class for all errors raised inside markowitz.backtest.

DegenerateWindowError

Bases: BacktestError

Raised when a rolling window is rank-deficient or non-finite.

InsufficientHistoryError

Bases: BacktestError

Raised when fewer observations are available than the rolling window.

MissingMarketCapsError

Bases: BacktestError

Raised when a strategy that requires market caps cannot find them.