HKUDS/Vibe-Trading · error · ValueError

ts_max window must be >= 1, got {n}

Error message

ts_max window must be >= 1, got {n}

What it means

ts_max computes a rolling maximum per column with a warmup of NaN. The window parameter n must be a positive integer because pandas rolling requires window >= 1; n < 1 (zero or negative) is rejected before calling pandas to fail fast with a clear message.

Source

Thrown at agent/src/factors/base.py:196

def ts_mean(df: pd.DataFrame, n: int) -> pd.DataFrame:
    """Rolling mean per column, warmup → NaN."""
    if n < 1:
        raise ValueError(f"ts_mean window must be >= 1, got {n}")
    return df.rolling(window=n, min_periods=n).mean()


def ts_std(df: pd.DataFrame, n: int) -> pd.DataFrame:
    """Rolling sample std (ddof=1) per column, warmup → NaN."""
    if n < 2:
        raise ValueError(f"ts_std window must be >= 2, got {n}")
    return df.rolling(window=n, min_periods=n).std(ddof=1)


def ts_max(df: pd.DataFrame, n: int) -> pd.DataFrame:
    """Rolling max per column, warmup → NaN."""
    if n < 1:
        raise ValueError(f"ts_max window must be >= 1, got {n}")
    return df.rolling(window=n, min_periods=n).max()


def ts_min(df: pd.DataFrame, n: int) -> pd.DataFrame:
    """Rolling min per column, warmup → NaN."""
    if n < 1:
        raise ValueError(f"ts_min window must be >= 1, got {n}")
    return df.rolling(window=n, min_periods=n).min()


def _argmax_last(arr: np.ndarray) -> float:
    if np.isnan(arr).all():
        return np.nan
    arr_filled = np.where(np.isnan(arr), -np.inf, arr)
    return float(np.argmax(arr_filled))


def _argmin_last(arr: np.ndarray) -> float:

View on GitHub (pinned to 80ffdda44c)

Solutions

1. Pass a window >= 1, e.g. ts_max(df, 5)
2. Validate windows in config/loading before calling compute()
3. If windows come from arithmetic, clamp: max(1, n)

Example fix

// before
ts_max(df, 0)
// after
ts_max(df, max(1, window))

if not isinstance(n, int) or n < 1: raise ValueError(f'window must be int >= 1, got {n!r}')

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

When it happens

Trigger: Calling ts_max(df, 0), ts_max(df, -3), or passing a window derived from config/user input that evaluates to a non-positive integer.

Common situations: Config typos (window: 0), computing windows from expressions like len(df) - horizon that hit 0 on short data, or looping over a list of windows that accidentally includes 0.

Related errors

• ts_min window must be >= 1, got {n}
• decay_linear window must be >= 1, got {n}
• fit_ornstein_uhlenbeck needs a series that varies; this one
• __series__ needs a 'values' list
• __dataframe__ needs a 'data' list of rows

AI-assisted analysis of HKUDS/Vibe-Trading@80ffdda44c (2026-08-28). Data as JSON: /api/errors/e0d7b225730f7fc3. Report an issue: GitHub.