Error generating statistics: cast a floating-point as decimal

[Martin-Molinero]

Expected Behavior

No ArgumentException exception generating stats

Actual Behavior

2024-04-01T20:52:04.1948498Z ERROR:: BaseResultsHandler.GenerateStatisticsResults(): BaseResultsHandler.GenerateStatisticsResults(): Error generating statistics packet System.ArgumentException: It is not possible to cast a non-finite floating-point value (Infinity) as decimal. Please review math operations and verify the result is valid. (Parameter 'input')
 ---> System.NotFiniteNumberException: Overflow or underflow in the arithmetic operation.
   --- End of inner exception stack trace ---
   at QuantConnect.Statistics.PortfolioStatistics..ctor(SortedDictionary`2 profitLoss, SortedDictionary`2 equity, SortedDictionary`2 portfolioTurnover, List`1 listPerformance, List`1 listBenchmark, Decimal startingCapital, IRiskFreeInterestRateModel riskFreeInterestRateModel, Int32 tradingDaysPerYear, Nullable`1 winCount, Nullable`1 lossCount) in Lean/Common/Statistics/PortfolioStatistics.cs:line 287
   at QuantConnect.Statistics.AlgorithmPerformance..ctor(List`1 trades, SortedDictionary`2 profitLoss, SortedDictionary`2 equity, SortedDictionary`2 portfolioTurnover, List`1 listPerformance, List`1 listBenchmark, Decimal startingCapital, Int32 winningTransactions, Int32 losingTransactions, IRiskFreeInterestRateModel riskFreeInterestRateModel, Int32 tradingDaysPerYear) in Lean/Common/Statistics/AlgorithmPerformance.cs:line 71
   at QuantConnect.Statistics.StatisticsBuilder.GetAlgorithmPerformance(DateTime fromDate, DateTime toDate, List`1 trades, SortedDictionary`2 profitLoss, SortedDictionary`2 equity, List`1 pointsPerformance, List`1 pointsBenchmark, List`1 pointsPortfolioTurnover, Decimal startingCapital, SecurityTransactionManager transactions, IRiskFreeInterestRateModel riskFreeInterestRateModel, Int32 tradingDaysPerYear) in Lean/Common/Statistics/StatisticsBuilder.cs:line 147
   at QuantConnect.Statistics.StatisticsBuilder.GetRollingPerformances(DateTime firstDate, DateTime lastDate, List`1 trades, SortedDictionary`2 profitLoss, SortedDictionary`2 equity, List`1 pointsPerformance, List`1 pointsBenchmark, List`1 pointsPortfolioTurnover, Decimal startingCapital, SecurityTransactionManager transactions, IRiskFreeInterestRateModel riskFreeInterestRateModel, Int32 tradingDaysPerYear) inLean/Common/Statistics/StatisticsBuilder.cs:line 192
   at QuantConnect.Statistics.StatisticsBuilder.Generate(List`1 trades, SortedDictionary`2 profitLoss, List`1 pointsEquity, List`1 pointsPerformance, List`1 pointsBenchmark, List`1 pointsPortfolioTurnover, Decimal startingCapital, Decimal totalFees, Int32 totalOrders, CapacityEstimate estimatedStrategyCapacity, String accountCurrencySymbol, SecurityTransactionManager transactions, IRiskFreeInterestRateModel riskFreeInterestRateModel, Int32 tradingDaysPerYear) in Lean/Common/Statistics/StatisticsBuilder.cs:line 74
   at QuantConnect.Lean.Engine.Results.BaseResultsHandler.GenerateStatisticsResults(Dictionary`2 charts, SortedDictionary`2 profitLoss, CapacityEstimate estimatedStrategyCapacity) in Lean/Engine/Results/BaseResultsHandler.cs:line 874

Potential Solution

• Review code to find bug casting float to decimal, understand reason and handle correctly

Reproducing the Problem

Backtesting

# region imports
from AlgorithmImports import *
# endregion

class LogicalRedPig(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2024, 1, 1)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Minute)
        self.AddEquity("BND", Resolution.Minute)
        self.AddEquity("AAPL", Resolution.Minute)
        self.AddCrypto("BTCUSD", Resolution.Minute)

    def OnData(self, data: Slice):
        if not self.Portfolio.Invested:
            self.SetHoldings("BTCUSD", 0.1)
        else:
            self.SetHoldings("BTCUSD", 0)

System Information

N/A

Checklist

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• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue