I've simplified my issue to hopefully make it easier to debug.
basically when I try to use set_universe() for some dates sometimes I get results back which contain NaN values. I'm not sure how to properly eliminate these from my dataset.
For my example I've used 'GOOG' which I know will return NaN. If you change this to 'GOOG_L' then the algo will run, however it pops up again when I try to use set_universe because I can't account for all securities.
I've tried using the dropna() method, however that seems to provide mixed results depending on where I use it, so I think I may not fully understand the how/when to use this method.