Merge pull request #57 from alpacahq/handleNullLastTrades

Handle null last trade data from Polygon with NaN & NaT when querying…
alpacahq · Nov 29, 2018 · 4efc5bb · 4efc5bb
2 parents 1491a2d + 99b519f
commit 4efc5bb
Showing 1 changed file with 6 additions and 4 deletions.
diff --git a/pylivetrader/backend/alpaca.py b/pylivetrader/backend/alpaca.py
@@ -177,11 +177,13 @@ def positions(self):
 
         trades = self._symbol_trades(symbols)
         for symbol, trade in trades.items():
-            price = trade.price
-            dt = trade.timestamp
             z_position = position_map[symbol]
-            z_position.last_sale_price = float(price)
-            z_position.last_sale_date = dt
+            if trade is None:
+                z_position.last_sale_price = np.nan
+                z_position.last_sale_date = pd.NaT
+            else:
+                z_position.last_sale_price = float(trade.price)
+                z_position.last_sale_date = trade.timestamp
         return z_positions
 
     @property