{"record":{"id":"8dd04954258b8bd6","repo":"HKUDS/Vibe-Trading","slug":"significance-must-be-in-0-1-got-significance","errorCode":null,"errorMessage":"significance must be in (0, 1), got {significance}","messagePattern":"significance must be in \\(0, 1\\), got (.+?)","errorType":"validation","errorClass":"ValueError","httpStatus":null,"severity":"error","filePath":"agent/src/quantlib/var_backtest.py","lineNumber":370,"sourceCode":"\n    Returns:\n        A :class:`KupiecResult`.\n\n    Raises:\n        ValueError: If ``observations`` is not positive, if ``violations`` is\n            negative or exceeds ``observations``, or if either probability is\n            not strictly between 0 and 1.\n    \"\"\"\n    if observations <= 0:\n        raise ValueError(f\"observations must be > 0, got {observations}\")\n    if not 0 <= violations <= observations:\n        raise ValueError(\n            f\"violations must be in [0, {observations}], got {violations}\"\n        )\n    if not 0.0 < confidence < 1.0:\n        raise ValueError(f\"confidence must be in (0, 1), got {confidence}\")\n    if not 0.0 < significance < 1.0:\n        raise ValueError(f\"significance must be in (0, 1), got {significance}\")\n\n    expected_rate = 1.0 - confidence\n    observed_rate = violations / observations\n    calm = observations - violations\n\n    restricted = xlogy(calm, 1.0 - expected_rate) + xlogy(violations, expected_rate)\n    unrestricted = xlogy(calm, 1.0 - observed_rate) + xlogy(violations, observed_rate)\n    statistic = float(max(-2.0 * (restricted - unrestricted), 0.0))\n    p_value = float(chi2.sf(statistic, df=1))\n\n    return KupiecResult(\n        observations=observations,\n        violations=violations,\n        expected_violations=observations * expected_rate,\n        violation_rate=observed_rate,\n        expected_rate=expected_rate,\n        statistic=statistic,\n        p_value=p_value,","sourceCodeStart":352,"sourceCodeEnd":388,"githubUrl":"https://github.com/HKUDS/Vibe-Trading/blob/80ffdda44c5c4db0dd84d70e051cca591cea67df/agent/src/quantlib/var_backtest.py#L352-L388","documentation":"kupiec_pof requires the test significance level strictly in (0, 1); 0, 1 or out-of-range values raise ValueError. Significance (e.g. 0.05) selects the chi-square critical value for rejecting the coverage null, and the boundaries make the test meaningless.","triggerScenarios":"Passing significance=5 (percent instead of fraction), significance=0, or significance=1; also swapping significance with confidence so both end up wrong.","commonSituations":"Percent-vs-fraction confusion in config files; hardcoded alphas copied from documentation quoting '5%'; argument-order mixups.","solutions":["Use a fraction: 5% -> 0.05.","Verify you have not swapped the confidence and significance positional/keyword args.","Range-check user-supplied alpha before the call."],"exampleFix":"# before\nkupiec_pof(n, v, confidence=0.99, significance=5)\n# after\nkupiec_pof(n, v, confidence=0.99, significance=0.05)","handlingStrategy":"validation","validationCode":"assert 0.0 < significance < 1.0","typeGuard":"def valid_alpha(a) -> bool:\n    return isinstance(a, (int, float)) and 0.0 < a < 1.0","tryCatchPattern":"except ValueError as e:\n    if 'significance must be in (0, 1)' in str(e): significance /= 100.0; retry","preventionTips":["Keep alpha as a fraction (0.05), not 5","Validate user-facing test parameters in config schemas"],"tags":["var-backtest","kupiec","range-validation","significance-level"],"backgroundTag":"probability-out-of-range","analyzedSha":"80ffdda44c5c4db0dd84d70e051cca591cea67df","analyzedAt":"2026-08-28T12:46:38.989Z","schemaVersion":2},"datasetVersion":"2026-08-28T16:17:29.566Z"}