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Hello, I have a simple issue with securities without factor file like the one below.
Is there a way to filter those securities or filter those debut message ? I want to do that because it is making my backtest logs really hard to read and I want to clean it.
Thanks and all the best.
Data for symbol ARCO has been limited due to numerical precision issues in the factor file. The starting date has been set to 12/30/2050.
Data for symbol BEP has been limited due to numerical precision issues in the factor file. The starting date has been set to 12/30/2050.
Etienne RAINAUT
Update on temporary solution : running a first backtest with only the universe selection. It logs the securities to avoid, that I can filter out when running the complete algo framework after.
Shile Wen
Hi Etienne,
Adding on to your solution, you could save those symbols to ObjectStore and load the symbols on every rerun.
Best Regards,
Shile Wen
Dan Partington
I've got 44 log pages of the same "Data for symbol ___ has been limited due to numerical precision issues in the factor file. The starting date has been set to ______." message.
Do I just need to get the count of my rolling window every time and if it's shorter than the target then save the symbol to be excluded in the future?
Etienne RAINAUT
Hi Dan,
After trial and improvements, I would say that maximum error handling is indeed the best practice to reduce those log messages.
If you are filling the rolling window with history call you might as well detect an error early on from that point.
Etienne RAINAUT
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