What kind of NAN situation in your final test?

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created on 2020-10-31 11:44:21

Comments (3)

Manas · 2 months ago

Can you clarify your question a bit more please?

NaN in the data?

What are you referring to?


Manas

Ywchen · 2 months ago

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?


  1. There exist a whole column NAN in the data?
  2. There exist random cell of NAN in the data. (Yes, i have seen it in the trainset)
  3. There exist a whole row data with NAN?


Thanks

Ls · 2 months ago

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.


Lionel.