CorrelationMatrixFunction & RiskFactorCovarianceMatrixFunction exceptions


#1

Hi. I am using the last dev from git and I get “No time series” Exception messages when trying to compute Correlation of some Equity securities via a View, even though timeseries do exist for the securities. Please can someone confirm what may trigger this even when data exists? I am running via examples-simulated. I have seen it work before though but maybe with an earlier version. Thanks.


#2

Please can you confirm if now fixed? Thanks.


#3

Can you share some test code that is failing? The examples-simulated project contains sample data rather than a connection to a real data source. It may be that you are simply reaching the limit of the sample data.