2017-10-20 00:00:00 : Runtime Error: ValueError : shape mismatch: value array of shape (4,) could not be broadcast to indexing result of shape (2,) ValueError : shape mismatch: value array of shape (4,) could not be broadcast to indexing result of shape (2,)

 

Getting this error only on this particular date for UncorrelatedUniverseSelectionModel. There are history intervals, where this error is not thrown for years. It is also never thrown for Forex universes. Have checked Alpha methods with try/except - the problem is not in alpha. The error is raised only if a certain stock is traded - not sure which. However, the day is persistand. There is also one such date in 2019. Any ideas how to fix it?