forked from mnbvc188199/Warrior_EA
31 lines
1.5 KiB
Text
31 lines
1.5 KiB
Text
EURUSD 4795 box-bars
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GBPUSD 4502 box-bars
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USDJPY 5308 box-bars
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AUDUSD 6864 box-bars
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USDCAD 5617 box-bars
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XAUUSD 2127 box-bars
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XAGUSD 2603 box-bars
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SP500 1298 box-bars
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UK100 1816 box-bars
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R units = ATR multiples net of cost (TP 2 / SL 1.5 / 48 bars). trades thinned to >=48h apart per symbol.
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setup n meanR t ctl meanR ctl n lift pos yrs
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Traceback (most recent call last):
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File "pandas/_libs/tslibs/timestamps.pyx", line 644, in pandas._libs.tslibs.timestamps._Timestamp.__sub__
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File "pandas/_libs/tslibs/timedeltas.pyx", line 1969, in pandas._libs.tslibs.timedeltas._Timedelta._from_value_and_reso
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OverflowError: int too big to convert
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The above exception was the direct cause of the following exception:
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Traceback (most recent call last):
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File "C:\Users\admin\Documents\Workspaces\Warrior_EA\research\wyckoff_scan.py", line 164, in <module>
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main()
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~~~~^^
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File "C:\Users\admin\Documents\Workspaces\Warrior_EA\research\wyckoff_scan.py", line 149, in main
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tr = pd.concat([thin(g) for _, g in L[m].groupby("sym")]) if m.sum() else L[m]
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~~~~^^^
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File "C:\Users\admin\Documents\Workspaces\Warrior_EA\research\wyckoff_scan.py", line 126, in thin
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if (r.t - last) >= pd.Timedelta(hours=gap):
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~~~~^~~~~~
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File "pandas/_libs/tslibs/timestamps.pyx", line 647, in pandas._libs.tslibs.timestamps._Timestamp.__sub__
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pandas.errors.OutOfBoundsDatetime: Result is too large for pandas.Timedelta. Convert inputs to datetime.datetime with 'Timestamp.to_pydatetime()' before subtracting.
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