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.