HKUDS/Vibe-Trading · error · ValueError

delay requires n >= 1 (lookahead ban)

Error message

delay requires n >= 1 (lookahead ban)

What it means

In alpha_049.py, _delay enforces n >= 1 (lookahead ban) and raises ValueError on violation before df.shift runs. The neighboring _make_one helper shows the alpha builds conditional outputs, but the error always comes from the lag argument itself.

Source

Thrown at agent/src/factors/zoo/alpha101/alpha_049.py:57

    'id': 'alpha101_049',
    'nickname': 'Kakushadze Alpha #49',
    'theme': ['momentum'],
    'formula_latex': '(((delay(close,20)-delay(close,10))/10 - (delay(close,10)-close)/10) < -0.1) ? 1 : -1*(close-delay(close,1))',
    'columns_required': ['close'],
    'extras_required': [],
    'requires_sector': False,
    'universe': ['equity_us', 'equity_in', 'equity_kr'],
    'frequency': ['1D'],
    'decay_horizon': 5,
    'min_warmup_bars': 21,
    '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 _make_one(ref: pd.DataFrame) -> pd.DataFrame:
    """A DataFrame of 1.0 with the same shape/index/columns as ``ref``."""
    return pd.DataFrame(1.0, index=ref.index, columns=ref.columns)


def _where_ternary(cond, a, b):
    """Vectorised ternary `(cond ? a : b)` returning a DataFrame.

    ``cond`` is a boolean DataFrame; ``a`` / ``b`` may be DataFrame or scalar.
    """
    if isinstance(a, (int, float)):
        a_arr = np.full_like(cond.to_numpy(dtype=np.float64), float(a))
    else:
        a_arr = a.to_numpy(dtype=np.float64, na_value=np.nan)
    if isinstance(b, (int, float)):

View on GitHub (pinned to 80ffdda44c)

Solutions

1. Check each _delay argument in alpha_049.py against the intended formula
2. Use the unshifted operand for lag 0 semantics
3. Validate external lag parameters before compute() and fail with context
4. Smoke-test the factor after the fix

Example fix

// before
term = _delay(close, 0) - _delay(close, 3)
// after
term = close - _delay(close, 3)

cleaned = [int(l) for l in lag_list if int(l) >= 1]
if not cleaned:
    raise ValueError('at least one valid lag (>= 1) required')

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 #49's compute path — commonly a 0 typed in place of 1, or a lag derived as `k - 1` when k == 1.

Common situations: Manual transcription of Alpha#49's formula; copy-paste between alpha files; parameter grids including degenerate lags.

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/f97d265ece397ba8. Report an issue: GitHub.