diff --git a/qlib/backtest/exchange.py b/qlib/backtest/exchange.py
index 125f7daca..8b539de8b 100644
--- a/qlib/backtest/exchange.py
+++ b/qlib/backtest/exchange.py
@@ -424,7 +424,7 @@ class Exchange:
         else:
             raise NotImplementedError(f"This type of input is not supported")
         deal_price = self.quote.get_data(stock_id, start_time, end_time, field=pstr, method=method)
-        if method is not None and (deal_price is None or np.isclose(deal_price, 0.0) or np.isnan(deal_price)):
+        if method is not None and (deal_price is None or np.isnan(deal_price) or deal_price <= 1e-08):
             self.logger.warning(f"(stock_id:{stock_id}, trade_time:{(start_time, end_time)}, {pstr}): {deal_price}!!!")
             self.logger.warning(f"setting deal_price to close price")
             deal_price = self.get_close(stock_id, start_time, end_time, method)
diff --git a/qlib/utils/index_data.py b/qlib/utils/index_data.py
index 5594a27f9..52cc385e0 100644
--- a/qlib/utils/index_data.py
+++ b/qlib/utils/index_data.py
@@ -529,7 +529,8 @@ class SingleData(IndexData):
         tmp_data = np.full(len(index), fill_value, dtype=np.float64)
         for index_id, index_item in enumerate(index):
             try:
-                tmp_data[index_id] = self.loc[index_item]
+                item_data = self.loc[index_item]
+                tmp_data[index_id] = item_data if item_data != np.NaN else fill_value
             except KeyError:
                 pass
         return SingleData(tmp_data, index)
@@ -541,7 +542,7 @@ class SingleData(IndexData):
         common_index, _ = common_index.sort()
         tmp_data1 = self.reindex(common_index, fill_value)
         tmp_data2 = other.reindex(common_index, fill_value)
-        return tmp_data1.fillna(fill_value) + tmp_data2.fillna(fill_value)
+        return tmp_data1 + tmp_data2
 
     def to_dict(self):
         """convert SingleData to dict.