I have used this algorithm many times. Before, it could run the result that the returns was not equal to 0 and the log "Number of unique industries: 81". But recently, I found that the returns become 0 and the log "Number of unique industries is equal : 0". I think that maybe there is not any data in dataframe or the pipeline does not get any data. But several days ago, everything is OK. Does anyone know how to solve this problem? Thank you!