ValueError in algorithm.py#round_order

[alphaville76]

[2020-10-16 16:23:23.875714] INFO: Live Trading: Extended lifetime of asset WORK to 2030-10-16 00:00:00+00:00 Traceback (most recent call last): File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/live/rsi.py", line 172, in run_live() File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/live/rsi.py", line 165, in run_live broker=IBBroker('localhost:4002:10'), File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/util/run_algo.py", line 490, in run_algorithm realtime_bar_target=realtime_bar_target File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/util/run_algo.py", line 261, in _run perf = algo.run() File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/live/algorithm_live.py", line 292, in run daily_stats = super(self.class, self).run(*args, kwargs) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 643, in run for perf in self.get_generator(): File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/gens/tradesimulation.py", line 205, in transform for capital_change_packet in every_bar(dt): File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/gens/tradesimulation.py", line 133, in every_bar handle_data(algo, current_data, dt_to_use) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/events.py", line 218, in handle_data dt, File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/events.py", line 237, in handle_data self.callback(context, data) File "/home/xyz/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/live/rsi.py", line 124, in rebalance order_target_percent(asset, one_third) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/api_support.py", line 56, in wrapped return getattr(algo_instance, f.name)(*args, *kwargs) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/api_support.py", line 125, in wrapped_method return method(self, args, kwargs) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 1885, in order_target_percent style=style) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/api_support.py", line 125, in wrapped_method return method(self, *args, **kwargs) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 1275, in order limit_price, stop_price, style) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 1280, in _calculate_order amount = self.round_order(amount) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/algorithm.py", line 1307, in round_order return int(round_if_near_integer(amount)) File "/home/xyz/zipline/lib64/python3.6/site-packages/zipline/utils/math_utils.py", line 79, in round_if_near_integer if abs(a - round(a)) <= epsilon: ValueError: cannot convert float NaN to integer

[alphaville76]

in case of NaN return 0