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Factor files creation from Yahoo fails

Open superichmann opened this issue 3 years ago • 0 comments

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

superichmann avatar Aug 12 '22 08:08 superichmann