Daily data seems to duplicate itself
PoorRican opened this issue · comments
While this might be from an artifact due to data wrangling, daily candle data seems to have been duplicated with invalid data at an invalid time. Source of data error is unknown, but a bug algorithm has not been excluded from cause.
An indication of this error has been Indicator.signal() hanging due to a Series being passed to isnan(). Exception mentions "Series cannot be cast as float".
In a notebook (ignored by VCS), daily data was manually dropped, then re-inserted and verified. Simulation then proceeded as planned.
Normalizing to midnight and doing atomic updates should prevent this.