Volatility becomes NAN after running for a day or several hours

jamesmawm / High-Frequency-Trading-Model-with-IB

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

MIT License

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Volatility becomes NAN after running for a day or several hours #26

Open developeralgo8888 opened 3 years ago

developeralgo8888 commented 3 years ago

The Volatility value starts printing NANs after several hours or a day. I am not sure if this is due to anything . i am running just the code as is . Nothing changed for testing . I did stop it and then restarted it again and its ok for now . have you experienced this?