HKUDS/Vibe-Trading · critical · ValueError

delay requires n >= 1 (lookahead ban)

Error message

delay requires n >= 1 (lookahead ban)

What it means

alpha_020's copy of the shared _delay lookahead guard; n<1 is rejected because shift(0) returns present values (no lag) and negative n would use future rows — both violate the no-lookahead contract.

Source

Thrown at agent/src/factors/zoo/alpha101/alpha_020.py:57

    'id': 'alpha101_020',
    'nickname': 'Kakushadze Alpha #20',
    'theme': ['reversal'],
    'formula_latex': '(((-1*rank(open-delay(high,1)))*rank(open-delay(close,1)))*rank(open-delay(low,1)))',
    'columns_required': ['open', 'high', 'low', 'close'],
    'extras_required': [],
    'requires_sector': False,
    'universe': ['equity_us', 'equity_in', 'equity_kr'],
    'frequency': ['1D'],
    'decay_horizon': 5,
    'min_warmup_bars': 2,
    'notes': '',
}


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"]
    high = panel["high"]
    low = panel["low"]


    # Helper aliases (local closures keep the file standalone & purity-safe).
    delay = _delay
    out = ((-1.0 * rank(open_ - delay(high, 1))) * rank(open_ - delay(close, 1))) * rank(open_ - delay(low, 1))
    return out

View on GitHub (pinned to 80ffdda44c)

Solutions

1. Set the delay to a positive int matching the spec
2. Replace zero-lag calls with direct use of the frame

Example fix

# before
_delay(close, -2)
# after
_delay(close, 2)

assert delay_n >= 1, 'lookahead ban'

def valid_delay(n: int) -> bool:
    return isinstance(n, int) and n >= 1

When it happens

Trigger: alpha_020's formula calling _delay with a non-positive n during compute on the panel.

Common situations: Transcription of the published formula where a negative sign was meant as ranking direction, not delay; parameter sweeps hitting 0.

Understand the failure class

Background: "Must be a positive integer", "Invalid value", "Unsupported": the invalid-argument-value error family, when a library rejects the value you pass — this error's family across 35 libraries.

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/c3df24d3e56bb062. Report an issue: GitHub.