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BUG: Can not test for length when dropping nans.
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@@ -299,7 +299,7 @@ class BatchTransformAlgorithm(TradingAlgorithm):
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fillna=False
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)
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self.return_nan = ReturnPriceBatchTransform(
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self.return_nan = return_price_batch_decorator(
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refresh_period=self.refresh_period,
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window_length=self.window_length,
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fillna=True
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