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Hello.
I keep getting this error around the same year and my backtest stops running. Can I overcome that with an if statement?
Due to numerical precision issues in the factor file, data for the following symbols was adjust to a later starting date: [CVE, 6/12/2022], [MIM, 3/28/2022], [TCK, 6/12/2022], [RCI, 6/7/2022]
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William Tait
Anyone?
Louis Szeto
Hi William
It is due to too many splits were happened since the start time of data request, so LEAN cannot really calculate the adjusted price. Unfortunately this could not have a easy solution, but if your scenario is possible, you could try a later start time or using raw price. Refer to this docs for detail.
Best
Louis
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.
Simon David
 I frequently encounter this issue when backtesting equities selection strategies and I think a better solution is required. Using a later start time is definitely not viable, as this happens dynamically - an affected equity will be drawn into the universe by the algo selection criteria. It also doesn't really make sense - how is it possible for there to be multiple splits in a short period of time? I think the way LEAN is handling the adjustment of the start dates and scheduling of data back through OnData must have an inherent flaw.
William Tait
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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