From 735b17d79e6ece7c06d8ed85f8c9c6aa4889b29b Mon Sep 17 00:00:00 2001
From: James Phillips <zunzun@zunzun.com>
Date: Mon, 12 Sep 2016 09:38:09 +0000
Subject: [PATCH] Fitting target LNQREL internal ratio can be negative, used
 abs()

---
 IModel.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/IModel.py b/IModel.py
index 76416df..66ba718 100644
--- a/IModel.py
+++ b/IModel.py
@@ -492,7 +492,7 @@ def CalculateAllDataFittingTarget(self, inCoeffs):
             # see http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2635088
             if self.fittingTarget == "LNQREL":
                 
-                Q = self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData']
+                Q = numpy.abs(self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData'])
                 sumsqlogQ = numpy.sum(numpy.square(numpy.log(Q)))
                 val = sumsqlogQ
                 if numpy.isfinite(val):