Can someone shed some light on these error messages that I am getting in my backtest logs. Code can be found below in the strategy is residual momentum with dynamic volatility scaling (switching into bonds and gold) and monthly rebalancement. 

"Data for symbol HPE has been limited due to numerical precision issues in the factor file" 

I keep getting this error for all various stocks and I'm guessing that's the reason why my backtest is taking so long.  

Furthermore, my algorithm executes long positions in the top 20 stocks displaying the strongest residual momentum; however, when I look at my holdings, it seems that I am holding only 19 stocks at times instead of the 20. Can someone please explain to me the reason why? 


Thank you all so much!