Run this super quick code starting on Dec 14th 2015. The algorithm will buy 1 share of GM_WSC, and midday the associated position reports a cost_basis of nan.
This in turn seems to make the entire portfolio fill with nan's. -- After the portfolio goes nan it doesn't come back, so its a blocking bug for any algorithm that tries to own GM_WSC on Dec 14th 2015.
def initialize(context):
schedule_function(buy, date_rules.every_day(), time_rules.market_open())
schedule_function(debugging, date_rules.every_day(), time_rules.market_close())
def buy(context, data):
order(sid(45232), 1)
def debugging(context, data):
a=0 #place to put a breakpoint Is this something the Quantopian admins can fix behind the scenes? - Or is there a common workaround for this?
