14_Value_at_Risk inf in PnL
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yalcindavid commented
In line 57 you can add at the end for delete inf value :
PnL = PnL[np.isfinite(PnL) | np.isnan(PnL)]
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In line 57 you can add at the end for delete inf value :
PnL = PnL[np.isfinite(PnL) | np.isnan(PnL)]