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ENH: Add builtin factors for correlation and regression
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+10
-3
@@ -418,10 +418,10 @@ class WindowLengthNotPositive(ZiplineError):
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).strip()
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class WindowedInputToWindowedTerm(ZiplineError):
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class NonWindowSafeInput(ZiplineError):
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"""
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Raised when a windowed Pipeline API term is specified as an input to
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another windowed term.
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Raised when a Pipeline API term that is not deemed window safe is specified
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as an input to another windowed term.
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This is an error because it's generally not safe to compose windowed
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functions on split/dividend adjusted data.
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@@ -617,3 +617,10 @@ class HistoryWindowStartsBeforeData(ZiplineError):
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"History window extends before {first_trading_day}. To use this "
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"history window, start the backtest on or after {suggested_start_day}."
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)
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class NonExistentAssetInTimeFrame(ZiplineError):
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msg = (
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"The target asset '{asset}' does not exist for the entire timeframe "
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"between {start_date} and {end_date}."
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)
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