/backtesting-trading-strategies

Error Handling Reference

Data Fetching Errors

No Data Returned

Error: No data returned for {symbol}

Causes:

• Invalid symbol format (use BTC-USD not BTC/USD)
• Symbol not available on data provider
• Date range has no trading data

Solutions:

# Check valid symbol format for Yahoo Finance
python -c "import yfinance as yf; print(yf.Ticker('BTC-USD').info.get('symbol'))"

# Try CoinGecko for crypto
python scripts/fetch_data.py --symbol BTC --source coingecko

Insufficient Data

Error: Insufficient data. Got {n} bars, need at least 50.

Cause: Date range too short or strategy lookback period exceeds data length.

Solution: Extend the period or reduce strategy lookback:

python scripts/backtest.py --strategy sma_crossover --period 1y  # More data

yfinance Not Installed

yfinance not installed. Install with: pip install yfinance pandas

Solution:

pip install yfinance pandas numpy matplotlib

Strategy Errors

Unknown Strategy

ValueError: Unknown strategy: {name}. Available: [...]

Solution: Use --list to see available strategies:

python scripts/backtest.py --list

Invalid Parameters JSON

json.decoder.JSONDecodeError: ...

Cause: Malformed JSON in --params argument.

Solution: Ensure proper JSON format:

# Correct
--params '{"fast_period": 20, "slow_period": 50}'

# Wrong (single quotes inside)
--params "{'fast_period': 20}"

Strategy Lookback Exceeded

Signal generation failed: insufficient data for lookback period

Cause: Strategy needs more historical bars than available.

Solution: Fetch more data or use shorter lookback:

python scripts/fetch_data.py --symbol BTC-USD --period 2y

Calculation Errors

Division by Zero in Metrics

RuntimeWarning: divide by zero encountered

Cause: No trades generated, or all trades were losses.

Solution: This is informational. Check if strategy generates signals:

• Too few signals = parameters may be too restrictive
• No winning trades = strategy may not suit the asset/timeframe

NaN in Results

Sharpe Ratio: nan

Cause: Zero variance in returns (e.g., all flat periods).

Solution: Use longer test period or more volatile asset.

File/Directory Errors

Permission Denied

PermissionError: [Errno 13] Permission denied: 'reports/...'

Solution:

chmod -R u+w /path/to/backtester/reports/

Missing Directory

FileNotFoundError: [Errno 2] No such file or directory: 'data/...'

Solution: Directories are auto-created, but ensure write permissions:

mkdir -p data reports

Optimization Errors

Memory Error During Grid Search

MemoryError: Unable to allocate array

Cause: Too many parameter combinations.

Solution: Reduce parameter grid:

# Instead of testing 10x10x10 = 1000 combinations
--param-grid '{"p1": [10,20,30], "p2": [50,100]}'  # 6 combinations

Optimization Takes Too Long

Cause: Large grid + large dataset.

Solutions:

1. Reduce parameter grid
2. Use shorter test period for initial optimization
3. Parallelize (not implemented in basic version)

Performance Warnings

Unrealistic Results

Symptoms:

• Sharpe ratio > 5
• Win rate > 80%
• No losing periods

Cause: Likely overfitting or look-ahead bias.

Solution:

• Test on out-of-sample data
• Add realistic commission/slippage
• Verify signal generation doesn't use future data

All Trades Are Losses

Cause:

• Commission/slippage too high
• Strategy not suited for asset
• Wrong direction (buying when should sell)

Solution:

• Reduce costs: --commission 0.0005 --slippage 0.0002
• Try different strategy
• Check strategy logic