Handling Empty Inputs in a Rolling Sequence Module

Summary

The discussion concerns a visual trading workflow where an earlier filter can return no rows for a given day, causing a later rolling sequence window module to fail. One response explains that an empty input cannot be processed by that module as configured and recommends changing the upstream selection so it does not produce empty data, such as relaxing filters or broadening the stock universe.

The user clarifies that the intended behavior is to keep running and hold no positions when the filter finds nothing. The suggested workaround is to convert the visual workflow to code and catch the module error with exception handling. The thread offers no implementation details or tested example, and it distinguishes simulation behavior from backtests, where a longer test interval may have avoided days with empty selections. The proposed exception-handling approach is a platform-specific suggestion, not evidence of a generally reliable handling method.

Key ideas

• An upstream filter that returns no rows can make a downstream rolling sequence module fail.
• Broadening the stock universe or relaxing selection conditions may reduce empty outputs.
• The desired fallback in the discussion is to continue trading with no positions when the selection is empty.
• The suggested workaround is to move from visual modules to code and handle the failure with exception logic.
• A backtest over a longer interval may not reveal an empty-day issue that appears in simulation.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.