May we know What kind of NAN situation you may have in your final test? and trainset?
1.Whole column NAN?
2.Random cell NAN?
3.Whole row NAN?
Can you clarify your question a bit more please?
NaN in the data?
What are you referring to?
Thanks for your quick reply,
In the backtest, we may have "bb_live" and "carry12" data as our training set and test set. Will these situation happen in these two data?
Please check the data which is provided to you, you may have NAN and you can replace it by the previous figure if you think that's appropriate or by 0 if that's a return.
We don't fully understand your question / the context of your question. As per example given the data given is sufficient to create a strategy with is viable, if you face an issue with the data please let us know.
Thanks and hope this answer helps.