Issue with from_orders and size

[Sanjan611]

I'm using the vbt.Portfolio.from_orders method and I'm using as parameters a close of shape (1457,) and type pd.Series, and a size of shape (1457,40) and type pd.DataFrame.

pf = vbt.Portfolio.from_orders(
            close = close, # Series of shape (1457,)
            size = size, # DataFrame of shape (1457,40)
            size_type = 'targetamount', 
            freq = 'D',
            direction = 'all' 
        )

I thought it might be similar to close and entries/exits from .from_signals() method, but it tells me -

 pf = vbt.Portfolio.from_orders(
  File "C:\Users\sanja\anaconda3\envs\acdx\lib\site-packages\vectorbt\portfolio\base.py", line 1673, in from_orders
    broadcasted_args = broadcast(*broadcastable_args, **broadcast_kwargs)
  File "C:\Users\sanja\anaconda3\envs\acdx\lib\site-packages\vectorbt\base\reshape_fns.py", line 554, in broadcast
    to_shape = broadcast_shape(*arr_args_2d)
  File "C:\Users\sanja\anaconda3\envs\acdx\lib\site-packages\vectorbt\base\reshape_fns.py", line 302, in broadcast_shape
    b = np.broadcast(*args[:32])
ValueError: shape mismatch: objects cannot be broadcast to a single shape

Is there meant to be broadcasting functionality between close and size?

[polakowo]

There shouldn't be an issue.

import vectorbt as vbt
import pandas as pd

vbt.Portfolio.from_orders(
    close=pd.Series([1, 2, 3]),
    size=pd.DataFrame({'a': [1, 1, 1], 'b': [2, 2, 2]}),
    size_type='targetamount', 
    freq='D',
    direction='all' 
)
<vectorbt.portfolio.base.Portfolio at 0x7fafe006c5f8>

Can you print close.head() and size.head()

[Sanjan611]

Hmm okay so I have this
close.head()

and my size.head() is

(all NaNs for initial time points)

[polakowo]

I see no issues with your inputs. Can you do vbt.base.reshape_fns.broadcast(close, size)? Does it throw an error?