Hi Luigi, Facing the same issue. Since the issue has been around for a while, hoping a solution would have been found by now. I have recently started working on QuantLib. Since I wanted to use intraday, I have compiled the library for python using SWIG. OS: MacOS Mojave Currently using it with Actual365Fixed convention. Funnily, I don't get the error at every instance, but at random points on the time data.
Hi Luigi, Facing the same issue. Since the issue has been around for a while, hoping a solution would have been found by now. I have recently started working on QuantLib. Since I wanted to use intraday, I have compiled the library for python using SWIG. OS: MacOS Mojave Currently using it with Actual365Fixed convention. Funnily, I don't get the error at every instance, but at random points on the time data.