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Hey, also encountered this when returned to my code after some time off.
In my case it seemed to be an issue with Bitcoin volume at certain exchanges when using CryptoDataDownload. Change to BTC-USDT on Binance Exchange resolved this issue.
In tutorial: https://github.com/tensortrade-org/tensortrade/blob/master/examples/train_and_evaluate.ipynb
Implement basic feature engineering
sel.fit(X_train, precalculate_ground_truths(X_train, column='close'))
we got:
ValueError: Input contains NaN, infinity or a value too large for dtype('float32').
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