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Investigate replacing all NaNs everywhere #40

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gusgordon opened this issue Dec 7, 2016 · 0 comments
Open

Investigate replacing all NaNs everywhere #40

gusgordon opened this issue Dec 7, 2016 · 0 comments
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@gusgordon
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Currently, we replace all NaNs in cum_returns. This makes the logic more robust, but might not alert us to certain data errors. We will want to check if there are any cases where there are NaNs in the return stream and how it makes sense to handle that.

We may want to raise an error or warning in case this happens.

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