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Factor files creation from Yahoo fails
Expected Behavior
The factor file should be created with the appropriate data.
Actual Behavior
An error is returned and the file is not created.
System.NullReferenceException: Object reference not set to an instance of an object.
at QuantConnect.ToolBox.FactorFileGenerator.CalculateNextDividendFactor(BaseData dividend, CorporateFactorRow previousCorporateFactorRow)
at QuantConnect.ToolBox.FactorFileGenerator.CalculateNextFactorFileRow(List`1 factorFileRows, BaseData nextEvent)
at QuantConnect.ToolBox.FactorFileGenerator.RecursivlyGenerateFactorFile(Queue`1 orderedDividendSplits, List`1 factorFileRows)
at QuantConnect.ToolBox.FactorFileGenerator.RecursivlyGenerateFactorFile(Queue`1 orderedDividendSplits, List`1 factorFileRows)
at QuantConnect.ToolBox.FactorFileGenerator.RecursivlyGenerateFactorFile(Queue`1 orderedDividendSplits, List`1 factorFileRows)
at QuantConnect.ToolBox.FactorFileGenerator.RecursivlyGenerateFactorFile(Queue`1 orderedDividendSplits, List`1 factorFileRows)
at QuantConnect.ToolBox.FactorFileGenerator.RecursivlyGenerateFactorFile(Queue`1 orderedDividendSplits, List`1 factorFileRows)
at QuantConnect.ToolBox.FactorFileGenerator.RecursivlyGenerateFactorFile(Queue`1 orderedDividendSplits, List`1 factorFileRows)
at QuantConnect.ToolBox.FactorFileGenerator.RecursivlyGenerateFactorFile(Queue`1 orderedDividendSplits, List`1 factorFileRows)
at QuantConnect.ToolBox.FactorFileGenerator.CreateFactorFile(List`1 dividendSplitList)
Reproducing the Problem
Using latest QuantConnect.ToolBox - 2.5.14395
call to similar function as FactorFile_CanBeCreatedFromYahooData_Successfully() with the following ticker:
COST
System Information
Windows 10 .NET 6.0