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nan in USEquityPricing.close


Attached code shows that close price is nan in USEquityPricing.close data for EDV on 1st of Aug 2014. However, data[symbol('EDV')].close_price for the same date is not nan. Does it mean that they come from different data sources?
What's the reason of those nans in the data? How would you suggest to solve this problem?

Here are other posts where similar issues are mentioned, but I didn't find an explanation of why does it happen:


Clone Algorithm
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline import CustomFactor
from import USEquityPricing

def initialize(context):
    context.sec = symbol('EDV')
    pipe = Pipeline()
    attach_pipeline(pipe, 'bug')
    pipe.add(USEquityPricing.close.latest, 'close')
def before_trading_start(context, data):
    context.output = pipeline_output('bug')

def handle_data(context, data):
    edv = context.output.loc[context.sec]"today price(data) = %.2f, today price(pipeline) = %.2f" % \
             (data[context.sec].close_price, edv.close))   
There was a runtime error.
1 response

This appears to be a data error on our end, we will have to fix it. Thank you very much for bringing it to our attention and making such an easy-to-read report!


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