Debugging: "inputs are all NaN" randomly occurring

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Debugging: "inputs are all NaN" randomly occurring

Michael Marinaccio

edited Apr 8, 2016

Is anyone aware of a good strategy for debugging "Exception: inputs are all NaN" that occurs only occasionally when back-testing my algorithm? For certain time spans, everything works fine. I'm trying to lock down the exact date it occurs so I can diagnose the problem.

I've already tried using to use "set_symbol_lookup_date('2016-03-08')" to avoid pulling bad/old data, but it doesn't help.

For reference, I'm running a SMA on an EMA result. My guess is one of two:

Either there's no stock price information (on a specific day) and it's pulling a NaN and crashing.
or talib.EMA is calculating a zero and feeding that into talib.SMA. Does zero cause a NaN runtime error?

Here's the code for reference:

b = talib.EMA(a, timeperiod=21)  
c = talib.SMA(b, timeperiod=4)

b pulls through a few variables but originates here:

high_price = history(bar_count=50, frequency='1m', field='high')  
my_sid_series = high_price[context.stock]  
hp = talib.EMA(my_sid_series, timeperiod=10)

Thanks for any help!

1 response

Michael,
have the same problem, do you have any solution? want to skip if the return is Nan...

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.