From 8a945b7ce0ec1d54532205ffe0b4e36ff49a8986 Mon Sep 17 00:00:00 2001 From: TPTBusiness Date: Sun, 3 May 2026 00:39:22 +0200 Subject: [PATCH] fix: also catch ValueError in mean_variance for dimension mismatch --- rdagent/components/backtesting/risk_management.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/rdagent/components/backtesting/risk_management.py b/rdagent/components/backtesting/risk_management.py index e4b1301d..cd8a5b87 100644 --- a/rdagent/components/backtesting/risk_management.py +++ b/rdagent/components/backtesting/risk_management.py @@ -26,7 +26,7 @@ class PortfolioOptimizer: try: w = np.linalg.inv(cov.values) @ exp_ret.values return w / np.sum(w) - except np.linalg.LinAlgError: + except (np.linalg.LinAlgError, ValueError): return np.ones(len(exp_ret)) / len(exp_ret) def risk_parity(self, cov: pd.DataFrame, max_iter: int = 100) -> np.ndarray: