KeyError: 'coverage'

[jmrichardson]

Hi, I am new to Vectorbt and not sure why I am getting this error:

            pf = vbt.Portfolio.from_signals(
                close=close,
                entries=entries,
                direction="LongOnly",
                exits=exits,
                size=.05,
                size_type="Percent",  # Amount, Value, Percent
                cash_sharing=True,
                log=True,
                freq='d',
            )
            pf.stats(metrics=['coverage', 'win_rate', 'avg_winning_trade'])

Traceback (most recent call last):
  File "D:\Anaconda3\envs\fml\lib\site-packages\IPython\core\interactiveshell.py", line 3369, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-143-c2d1fa61fc63>", line 1, in <cell line: 1>
    pf.stats(metrics=['coverage', 'win_rate', 'avg_winning_trade'])
  File "D:\Anaconda3\envs\fml\lib\site-packages\vectorbt\generic\stats_builder.py", line 290, in stats
    metric = (metric, reself.metrics[metric])
KeyError: 'coverage'

Coverage looks to be supported as a metric. Thanks for any help.

[jmrichardson]

I think the issue is because I was looking at the documentation for vectorbt.dev instead of vectorbt.pro. It appears that coverage is now in trades instead of stats:

pf.trades.coverage()