Improve exception message when generating Annual Performance Statistic (

#8022) * Improve exception message * Nit changes
QuantConnect · May 15, 2024 · cc3c97a · cc3c97a
1 parent c82573a
commit cc3c97a
Showing 1 changed file with 23 additions and 2 deletions.
diff --git a/Common/Statistics/PortfolioStatistics.cs b/Common/Statistics/PortfolioStatistics.cs
@@ -19,7 +19,6 @@
 using MathNet.Numerics.Distributions;
 using MathNet.Numerics.Statistics;
 using Newtonsoft.Json;
-using QLNet;
 using QuantConnect.Data;
 using QuantConnect.Util;
 
@@ -349,7 +348,29 @@ private static decimal DrawdownPercent(SortedDictionary<DateTime, decimal> equit
         /// <returns>Double annual performance percentage</returns>
         private static decimal GetAnnualPerformance(List<double> performance, int tradingDaysPerYear)
         {
-            return Statistics.AnnualPerformance(performance, tradingDaysPerYear).SafeDecimalCast();
+            try
+            {
+                return Statistics.AnnualPerformance(performance, tradingDaysPerYear).SafeDecimalCast();
+            }
+            catch (ArgumentException ex)
+            {
+                var partialSums = 0.0;
+                var points = 0;
+                double troublePoint = default;
+                foreach(var point in performance)
+                {
+                    points++;
+                    partialSums += point;
+                    if (Math.Pow(partialSums / points, tradingDaysPerYear).IsNaNOrInfinity())
+                    {
+                        troublePoint = point;
+                        break;
+                    }
+                }
+
+                throw new ArgumentException($"PortfolioStatistics.GetAnnualPerformance(): An exception was thrown when trying to cast the annual performance value due to the following performance point: {troublePoint}. " +
+                    $"The exception thrown was the following: {ex.Message}.");
+            }
         }
 
         private static decimal GetValueAtRisk(