Issues in run a strategy

Hey guys, i'm new here and learning how to use this lib. I'm trying use somme of Teddy Koker's strategies to test a particular data and i'm having problems in some part of the code.
here is the original code: https://teddykoker.com/2019/05/improvingcrosssectionalmeanreversionstrategyinpython/
the problem is in this part of code when try put the indicators:
def max_n(array, n): return np.argpartition(array, n)[n:] class CrossSectionalMR2(bt.Strategy): params = ( ('num_positions', 100), ) def __init__(self): self.inds = {} for d in self.datas: self.inds[d] = {} #the problem is in the following line self.inds[d]["pct"] = bt.indicators.PercentChange(d.close, period=1) def prenext(self): self.next() def next(self): available = list(filter(lambda d: len(d), self.datas)) # only look at data that existed yesterday rets = np.zeros(len(available)) for i, d in enumerate(available): rets[i] = self.inds[d]['pct'][0] market_ret = np.mean(rets) weights = (rets  market_ret) max_weights_index = max_n(np.abs(weights), self.params.num_positions) max_weights = weights[max_weights_index] weights = weights / np.sum(np.abs(max_weights)) for i, d in enumerate(available): if i in max_weights_index: self.order_target_percent(d, target=weights[i]) else: self.order_target_percent(d, 0)
I simply copied the and run in the pycharm. So i got this:

The issue is in the
max_n
function based on the error report. This is not related tobt
, so you may want to debug it and check what is going on.

@PedroIvoPaulodaConceição said in Issues in run a strategy:
i'm new here and learning how to use this lib.
I would recommend you to start with the Quickstart Guide and samples in the Docs in this case, not with the fancy complex solutions of advanced coders.