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trendmanagement / Tmqr-framework-2

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GC / NG issues #101

Closed alexveden closed 6 years ago

alexveden commented 6 years ago

Fixed these errors in the watchdog:

ExoEngine: [V2_Index] V2 Index Error US.NG_EXO_Passive_leg_Long_Call_For_Bearish_Futures ExoEngine.V2 calcs ExoEngine: [V2_Index] V2 Index Error US.GC_EXO_Active_leg_Short_Put_For_Bullish_PutSpread ExoEngine.V2 calcs

The reason was related to the expired contract of GC at Dec 25, but the 'US.F.GC.G18.180226' still doesn't have actual data due to trading session filters. This leads to empty dataframe, and was a cause of the issue.

Note: GC has monthly filter that ignores Jan contract, and uses Feb contract after Dec