Hi Daniel - I started looking into this problem by creating a minimal repro with just a record statement. Surprisingly, the code worked without any issue and plotted as expected, without any log lines. Here's the code for reference:
# df = df.fillna(0)
# df = df[['rank', 'sid']]
log.info(' \n %s' % df[df['sid'] == 19657].head())
context.Sectors=[sid(19662), sid(19659), sid(19656), sid(19661), sid(19655), sid(19658), sid(19660), sid(19654), sid(19657)]
#Read the rankings
def handle_data(context, data):
if 'rank' in data[sid(19657)]:
log.warn("No rank for XLI")
Looking at the log line in the code, I realized this is a whitespace problem. The else was outdented by one level, and so was being called at the conclusion of the for loop. Since XLI was the final element in your context.Sectors list, it was always being logged. Attached is a patched version with the desired indentation, and I was able to run a backtest without any of the log warnings or errors.
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