@theflyingdutchman

it can help you. See topic **3) Not enough bid information.**

https://github.com/quantiacs/strategy-q20-nasdaq100-quick-start/blob/master/strategy.ipynb

def get_enough_bid_for(data_, weights_):
time_traded = weights_.time[abs(weights_).fillna(0).sum('asset') > 0]
is_strategy_traded = len(time_traded)
if is_strategy_traded:
return xr.where(weights_.time < time_traded.min(), data_.sel(field="is_liquid"), weights_)
return weights_
weights_new = get_enough_bid_for(data, weights)
weights_new = weights_new.sel(time=slice("2006-01-01",None))