HKUDS/Vibe-Trading · error · ValueError

delay requires n >= 1 (lookahead ban)

Error message

delay requires n >= 1 (lookahead ban)

What it means

The _delay guard in alpha_052.py rejects n < 1 to keep the alpha lookahead-safe: df.shift(0) would expose the current bar, so ValueError is raised before shifting. The rolling helper directly above shows this file mixes windows and lags; only the lag argument can trigger it.

Source

Thrown at agent/src/factors/zoo/alpha101/alpha_052.py:62

    'extras_required': [],
    'requires_sector': False,
    'universe': ['equity_us', 'equity_in', 'equity_kr'],
    'frequency': ['1D'],
    'decay_horizon': 5,
    'min_warmup_bars': 240,
    'notes': 'Very long lookback (>= ~100 bars); produces NaN warmup on short panels which may trigger the >95% NaN registry guard.',
}


def _rolling_sum(df: pd.DataFrame, n: int) -> pd.DataFrame:
    """Rolling window sum; warmup -> NaN."""
    return df.rolling(window=n, min_periods=n).sum()


def _delay(df: pd.DataFrame, n: int) -> pd.DataFrame:
    """Backward shift by n (lookahead-safe; n>=1 required)."""
    if n < 1:
        raise ValueError("delay requires n >= 1 (lookahead ban)")
    return df.shift(n)


def compute(panel: dict) -> pd.DataFrame:
    """Compute the alpha on the OHLCV+ panel and return a wide DataFrame."""
    close = panel["close"]
    low = panel["low"]
    volume = panel["volume"]

    returns = close.pct_change(fill_method=None)
    # Helper aliases (local closures keep the file standalone & purity-safe).
    rolling_sum = _rolling_sum
    delay = _delay
    out = ((-1.0 * ts_min(low, 5)) + delay(ts_min(low, 5), 5)) * rank((rolling_sum(returns, 240) - rolling_sum(returns, 20)) / 220.0) * ts_rank(volume, 5)
    return out

View on GitHub (pinned to 80ffdda44c)

Solutions

1. Verify every _delay argument in alpha_052.py is an int >= 1
2. Use the operand directly if current-bar access is intended
3. Validate lag configs at ingestion; reject < 1 early with a descriptive error
4. Re-run compute against a fixture panel

Example fix

// before
val = _delay(_sum(close, 5), 0)
// after
val = _sum(close, 5)

if window < 1 or lag < 1:
    raise ValueError(f'window and lag must be >= 1, got window={window}, lag={lag}')
out = _delay(_sum(close, window), lag)

def is_valid_delay(n: int) -> bool:
    return isinstance(n, int) and not isinstance(n, bool) and n >= 1

When it happens

Trigger: A _delay(df, n) call with n <= 0 inside alpha #52's compute(), e.g. from a lag constant typo or computed window collapsing to 0.

Common situations: Transcribing Alpha#52 (which pairs rolling sums with delays) and swapping a window/lag value; refactors of the shared helper block; config-driven lag lists containing 0.

Related errors

• delay requires n >= 1 (lookahead ban)
• delay requires n >= 1 (lookahead ban)
• delay requires n >= 1 (lookahead ban)
• delay requires n >= 1 (lookahead ban)
• delay requires n >= 1 (lookahead ban)

AI-assisted analysis of HKUDS/Vibe-Trading@80ffdda44c (2026-08-28). Data as JSON: /api/errors/3cb9b4e9be42fc59. Report an issue: GitHub.