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