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I am getting a warning:
“Warning: when performing history requests, the start date will be adjusted if there are numerical precision errors in the factor files.”
Is there a way to trap for this warning? If so, I want to remove the symbol that caused this warning from my universe. (if the data is bad I don't want to include this stocks data in my algorithm. I'll just skip it if possible.)
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Varad Kabade
Hi Greg,
If we are performing the universe selection during the time we are making a history request, we can use the length of the data frame to check if we need to skip the given security.
If we have already subscribed to the security, the Remove method removes securities from a user-defined universe (added with AddEquity). The only way to unsubscribe from a security that is added through coarse selection is to return a list from the coarse selection method that doesn't include the security.
Best,
Varad Kabade
Greg Kendall
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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