Update tradingagents/cross_asset_correlation/multi_asset_processor.py

Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:04:27 -05:00 · 2026-02-07 15:04:27 -05:00 · d7cee37e01
parent ea49460664
commit d7cee37e01
1 changed files with 2 additions and 2 deletions
--- a/tradingagents/cross_asset_correlation/multi_asset_processor.py
+++ b/tradingagents/cross_asset_correlation/multi_asset_processor.py
@ -375,8 +375,8 @@ class MultiAssetProcessor:
        
        # Ensure prices are positive
        if (price_data <= 0).any().any():
-            warnings.warn("Some prices are non-positive. Taking absolute values.")
-            price_data = price_data.abs()
+            warnings.warn("Non-positive prices found. Replacing with NaN.")
+            price_data[price_data <= 0] = np.nan
            
        return price_data