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Dealing with CannotOrderDelistedAsset or Cash become NaN in research backtest
Boris Lau
posted Sep 18, 2016
Research numpy/pandas

There's issues when I had run into:

CannotOrderDelistedAsset: Cannot order QCRH on 2013-04-24 20:00:00+00:00 as there is no last price for the security.

Or even worse, I found that the account data (e.g. 

{
    'cash': NaN,   #context.portfolio.cash  
    'leverage': NaN  #context.account.leverage  
}

This is due to a temporary NaN value getting back from get_pricing. Note that this is handled gracefully in IDE backtest, but in research it is handled in a relatively hidden.

Attached with my Notebook, for the work around, and if anybody have better way to handle this would love to here.

Thanks!
boris

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