Returning None from order_func_nb causes numba TypingError about vectorbt

[Ziink]

The following works fine on my computer:

@njit
def order_func_nb():
    return None


@njit
def f1():
    x = order_func_nb()
    if x is not None:
        return 1
    return 2

f1()

My numba version is 0.50.1

[polakowo]

I can reproduce the issue. This is an edge case when simulation has no orders, and error comes from the fact that numba cannot compile the code because it doesn't know what should come instead of none and thus cannot determine types, data types and other important metadata. I can replace none with some dummy class which has order with size NaN, and in the meantime you can use Order(np.nan, -1, np.nan, np.nan, np.nan, np.nan) instead of none.

[Ziink]

Thanks.

About being edge case though, isn't order_func_nb called for each data point? I would imagine, orders would be generated for only some of the days when conditions are right, rather than most days (for daily data).

[polakowo]

It throws only an error if your entire simulation (that is, for all data points) has no orders. It's fine if your simulation has at least one order though.

[polakowo]

Fixed in #46