diff --git a/tradingagents/cross_asset_correlation/multi_asset_processor.py b/tradingagents/cross_asset_correlation/multi_asset_processor.py index 56bb3839..90b7086f 100644 --- 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