fix: filter NaN in max(), remove redundant ternary, handle non-finite vbt results

This commit is contained in:
TPTBusiness
2026-05-03 00:25:58 +02:00
parent bc15434e02
commit dcd4697b75
3 changed files with 8 additions and 5 deletions
+5 -3
View File
@@ -576,9 +576,11 @@ def top(
console.print(table)
# Summary
valid_ic = [r.get("ic") for r in results if r.get("ic") is not None]
valid_sharpe = [r.get("sharpe") for r in results if r.get("sharpe") is not None]
# Summary — filter None, NaN, and non-numeric values
valid_ic = [v for v in (r.get("ic") for r in results)
if isinstance(v, (int, float)) and v is not None and not np.isnan(v)]
valid_sharpe = [v for v in (r.get("sharpe") for r in results)
if isinstance(v, (int, float)) and v is not None and not np.isnan(v)]
# Filter extreme outliers for average
valid_sharpe_filtered = [s for s in valid_sharpe if abs(s or 0) < 1e6]