diff --git a/examples/high_freq/highfreq_handler.py b/examples/high_freq/highfreq_handler.py index dc69396da..264851031 100644 --- a/examples/high_freq/highfreq_handler.py +++ b/examples/high_freq/highfreq_handler.py @@ -195,7 +195,7 @@ class HighFreqBacktestHandler(DataHandler): fields = [] names = [] - template_if = "If(Eq({1}, np.nan), {0}, {1})" + template_if = "If(IsNull({1}), {0}, {1})" template_paused = "Select(Eq($paused, 0.0), {0})" # template_paused="{0}" template_fillnan = "FFillNan({0})"