Hello everyone,

I'm getting an exception running a basic strategy and while debugging i found that the issue is in both functions CompoundingAnnualPerformance (PortfolioStatistics.cs) and SafeDecimalCase (Extensions.cs).


While debugging inside PortfolioStatistics here are the values of Starting Capital, Final Capital and Years which are used to calculate CompoundingAnnualPerformance:

            startingCapital = 29820.5094;
            finalCapital = -4215.817;
             years = 0.0328767;

and when it reaches this line return (years == 0 ? 0d : Math.Pow((double)finalCapital / (double)startingCapital, 1 / (double)years) - 1).SafeDecimalCast();

it throws an exception and if you try to save this in a value, it will be NaN. I think thats a problem in the function.


P.S i didn't modify anything except my algorithim.