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bpsmith / tia

Toolkit for integration and analysis
BSD 3-Clause "New" or "Revised" License
404 stars 165 forks source link

SecurityError #37

Open pisteps opened 6 years ago

pisteps commented 6 years ago

is it possible to ignore a SecurityError? i am passing a long list of securities to a dm.BbgDataManager()."some field" some of the securities are not valid securities and a get an error such as: Exception: SecurityError: ("string i passed as security", BAD_SEC, Unknown/Invalid security [nid:960] )

is there a way populate to return a NaN instead of breaking the code?

here is an example: if i have: sids = mgr[valid_security_name, not_valid_security_name] then sids.PX_LAST will return the above error message while i wish to have PX_LAST valid_security_name price not_valid_security_name NaN

pisteps commented 6 years ago

sorry... just realize there is a ignore_security_error=1