NVDA data issue or lean problem by Michael Manus

Michael Manus INVESTOR

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The following backtest shows a candle in the nvda data which shouldnt be there because it is not using data outside of trading hours.

Maybe someone can help:

The github examples should be updated because

if not data.ContainsKey(self.symbol): return

does not catch the problem

only

if data[self.symbol] is None:

does.

There was another person fighting with a simlar error message but was using the alpha framework.

Does the alpha framework know that data can be none calculating targets/quantity?

https://www.quantconnect.com/forum/discussion/5636/crash-error-when-running-algorithm-in-paper-trading-production-not-when-backtesting/p1

thanks for help

Update Backtest

Michael Manus

Accepted Answer

Update Backtest

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Douglas Stridsberg

5.1k Pro ,

Can't answer for the existence of a candle that shouldn't be there, but it shouldn't affect your algorithm running. The default portfolio constructor manages such cases of zero price by checking if the resulting target is null before acting on it. Alphas should be built similarly, i.e. only acting on non-zero prices. Exisiting Alphas perform this check too.

Michael Manus

10.2k Pro ,

i forgot that there was a dividend event during that time it seems.

the last stock split was more than 10 years ago. didn't thought about dividend. :(

the comment in the examples does not say that it takes care for splits and dividends.

Michael Manus

10.2k Pro ,

btw the price is null when the dividend event pops up :)

if someone will search for it

Michael Manus INVESTOR

Update Backtest

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