HKUDS/Vibe-Trading · error · ValueError

delay requires n >= 1 (lookahead ban)

Error message

delay requires n >= 1 (lookahead ban)

What it means

In alpha_036.py the _delay helper rejects n < 1 to keep the factor lookahead-safe; delay 0 would leak the current bar into a signal meant to use only past data. The ValueError fires before df.shift(n) is ever called.

Source

Thrown at agent/src/factors/zoo/alpha101/alpha_036.py:62

    'extras_required': [],
    'requires_sector': False,
    'universe': ['equity_us', 'equity_in', 'equity_kr'],
    'frequency': ['1D'],
    'decay_horizon': 5,
    'min_warmup_bars': 200,
    '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"]
    open_ = panel["open"]
    volume = panel["volume"]
    vwap = panel["vwap"]
    adv20 = ts_mean(volume, 20)
    returns = close.pct_change(fill_method=None)
    # Helper aliases (local closures keep the file standalone & purity-safe).
    rolling_sum = _rolling_sum
    delay = _delay
    t1 = 2.21 * rank(ts_corr((close - open_), delay(volume, 1), 15))
    t2 = 0.7 * rank(open_ - close)
    t3 = 0.73 * rank(ts_rank(delay(-1.0 * returns, 6), 5))
    t4 = rank(ts_corr(vwap, adv20, 6).abs())

View on GitHub (pinned to 80ffdda44c)

Solutions

1. Grep _delay( in alpha_036.py and verify every literal argument >= 1
2. Substitute the raw frame where delay 0 was intended
3. Validate externally supplied windows before compute(): `assert all(n >= 1 for n in windows)`
4. Re-run the zoo test suite for alpha_036

Example fix

// before
r = _delay(rank(volume), 0) * -1
// after
r = rank(volume) * -1

n = int(n)
if n < 1:
    raise ValueError(f"delay window must be >= 1, got {n}")
result = _delay(close, n)

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

When it happens

Trigger: Any _delay(df, n) invocation inside compute() for alpha #36 with n == 0 or negative — e.g. a window constant typo or a dynamic expression evaluating to 0 on edge inputs.

Common situations: Literal translation of the published alpha formula that includes delay(x, 0); global search-replace renaming variables and dropping a '1' to '0'; config files where delay defaults to 0 when unset.

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/4732b928c552817a. Report an issue: GitHub.