I am trying to backtest an algorithm with data from 2014 and on March 17, 2014 I get values of NaN. See attached algorithm, when back test is set to run in minute mode from March 18, 2014. This particular example uses XOM stock, but the same happens with other NYSE stocks (I also tried GE). At the end of InitFeatures, the array stockPrices has "nan" values.
Any ideas of what is going on and how to fix it?
Thanks!
Hi Pavlin,
This looks like a data error. I've made an internal issue, we'll have to get it fixed. Thanks for reporting it!
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