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--------------------------------------------------------------------------- TypeError Traceback (most recent call last) <ipython-input-73-e4852422b760> in <module>() ----> 1 export_to_excel(prices, start_date, end_date, rebalance_frequency, output_file="momentum_strategy.xlsx") <ipython-input-72-248457d6c1e4> in export_to_excel(prices, start_date, end_date, rebalance_frequency, output_file) 141 Runs the backtest and exports the results to an Excel file. 142 """ --> 143 portfolio_df = rebalance_portfolio(prices, start_date, end_date, rebalance_frequency) 144 portfolio_df.to_excel(output_file, index=False) 145 print(f"Momentum strategy results saved to {output_file}") <ipython-input-72-248457d6c1e4> in rebalance_portfolio(prices, start_date, end_date, rebalance_frequency, initial_aum) 109 for rebalance_date in rebalance_dates: 110 # Find the nearest trading day on or after the rebalance date --> 111 rebalance_date = prices.index[prices.index >= rebalance_date].min() 112 113 if pd.isnull(rebalance_date): ~\AppData\Roaming\Python\Python36\site-packages\pandas\core\indexes\base.py in cmp_method(self, other) 142 else: 143 with np.errstate(all="ignore"): --> 144 result = ops.comparison_op(self._values, np.asarray(other), op) 145 146 if is_bool_dtype(result): ~\AppData\Roaming\Python\Python36\site-packages\pandas\core\ops\array_ops.py in comparison_op(left, right, op) 249 warnings.simplefilter("ignore", DeprecationWarning) 250 with np.errstate(all="ignore"): --> 251 res_values = na_arithmetic_op(lvalues, rvalues, op, is_cmp=True) 252 253 return res_values ~\AppData\Roaming\Python\Python36\site-packages\pandas\core\ops\array_ops.py in na_arithmetic_op(left, right, op, is_cmp) 141 142 try: --> 143 result = expressions.evaluate(op, left, right) 144 except TypeError: 145 if is_cmp: ~\AppData\Roaming\Python\Python36\site-packages\pandas\core\computation\expressions.py in evaluate(op, a, b, use_numexpr) 231 use_numexpr = use_numexpr and _bool_arith_check(op_str, a, b) 232 if use_numexpr: --> 233 return _evaluate(op, op_str, a, b) # type: ignore 234 return _evaluate_standard(op, op_str, a, b) 235 ~\AppData\Roaming\Python\Python36\site-packages\pandas\core\computation\expressions.py in _evaluate_numexpr(op, op_str, a, b) 117 118 if result is None: --> 119 result = _evaluate_standard(op, op_str, a, b) 120 121 return result ~\AppData\Roaming\Python\Python36\site-packages\pandas\core\computation\expressions.py in _evaluate_standard(op, op_str, a, b) 66 _store_test_result(False) 67 with np.errstate(all="ignore"): ---> 68 return op(a, b) 69 70 TypeError: '>=' not supported between instances of 'numpy.ndarray' and 'Timestamp'
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