QPR-12349 handle invalid inputs (in particular NA)

pcaspers · jenkins · commit a1345279944f · 2024-02-26T11:10:39.000Z
diff --git a/OREAnalytics/orea/scenario/historicalscenariofilereader.cpp b/OREAnalytics/orea/scenario/historicalscenariofilereader.cpp
@@ -75,8 +75,10 @@ boost::shared_ptr<ore::analytics::Scenario> HistoricalScenarioFileReader::scenar
         Real numeraire = parseReal(file_.get("Numeraire"));
         TLOG("Creating scenario for date " << io::iso_date(date));
         boost::shared_ptr<Scenario> scenario = scenarioFactory_->buildScenario(date, "", numeraire);
+        Real value;
         for (Size k = 0; k < keys_.size(); ++k) {
-            scenario->add(keys_[k], parseReal(file_.get(k + 3)));
+            if (tryParseReal(file_.get(k + 3), value))
+                scenario->add(keys_[k], value);
         }
         return scenario;
     }

Original file line number	Diff line number	Diff line change
`@@ -75,8 +75,10 @@ boost::shared_ptr<ore::analytics::Scenario> HistoricalScenarioFileReader::scenar`
`75`	`75`	`Real numeraire = parseReal(file_.get("Numeraire"));`
`76`	`76`	`TLOG("Creating scenario for date " << io::iso_date(date));`
`77`	`77`	`boost::shared_ptr<Scenario> scenario = scenarioFactory_->buildScenario(date, "", numeraire);`
	`78`	`+ Real value;`
`78`	`79`	`for (Size k = 0; k < keys_.size(); ++k) {`
`79`		`- scenario->add(keys_[k], parseReal(file_.get(k + 3)));`
	`80`	`+ if (tryParseReal(file_.get(k + 3), value))`
	`81`	`+ scenario->add(keys_[k], value);`
`80`	`82`	`}`
`81`	`83`	`return scenario;`
`82`	`84`	`}`