1) Fixed type signature for get_forecasts_given_rule_list

2) Fixed sysproduction.strategy_code.report_system_classic to handle empty rule list

sysproduction/strategy_code/report_system_classic.py

@@ -212,10 +212,16 @@ def get_forecast_matrix_over_code(
     for instrument_code in instrument_codes:
         stage = getattr(data_backtest.system, stage_name)
         method = getattr(stage, method_name)
-        value_row = method(instrument_code).ffill()[:datetime_cutoff].iloc[-1]
-        values_by_rule = [
-            value_row.get(rule_name, np.nan) for rule_name in trading_rule_names
-        ]
+        values = method(instrument_code).ffill()[:datetime_cutoff]
+
+        if not values.empty:
+            value_row = values.iloc[-1]
+            values_by_rule = [
+                value_row.get(rule_name, np.nan) for rule_name in trading_rule_names
+            ]
+        else:
+            values_by_rule = [np.nan] * len(trading_rule_names)
+
         value_dict[instrument_code] = values_by_rule
 
     value_df = pd.DataFrame(value_dict, index=trading_rule_names)

systems/forecast_combine.py

@@ -435,7 +435,7 @@ def get_trading_rule_list_for_estimated_weights(self, instrument_code: str) -> l
     @diagnostic()
     def get_forecasts_given_rule_list(
         self, instrument_code: str, rule_variation_list: list
-    ) -> pd.Series:
+    ) -> pd.DataFrame:
         """
         Convenience function to get a list of forecasts