fix: debug data generation crashes on universes with delisted instruments

[chrisbatso]

Problem

rdagent/scenarios/qlib/experiment/factor_data_template/generate.py builds the debug slice by taking the first 100 instruments of the full-history panel and then .loc-ing them inside the 2018–2019 window:

.loc[data.reset_index()["instrument"].unique()[:100]]

Any instrument that stopped trading before 2018 (delisted, acquired, bankrupt) is absent from the 2018–2019 frame, so the lookup raises:

KeyError: "['P110559' 'P113491' ...] not in index"

With the stock cn_data bundle this happens to work because that universe contains only surviving instruments — which is itself worth noting for a quant framework: the data template implicitly assumes a survivorship-biased universe. On any point-in-time bundle that includes dead securities (the kind of data needed for unbiased backtests), data preparation crashes before the first loop.

Fix

Select the 100 debug instruments from the debug window itself, so only instruments that actually trade in 2018–2019 are kept. Behavior on cn_data is unchanged (same instruments end up selected); universes with delisted names now work.

Testing

Reproduced with a custom survivorship-bias-free S&P 500 bundle (876 point-in-time securities, 215 of which delist inside the sample): generate.py crashed with the KeyError above; with this patch it completes, and full fin_factor R&D loops run end-to-end on both that bundle and the code path used by cn_data.

🤖 Generated with Claude Code

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📚 Documentation preview 📚: https://RDAgent--1463.org.readthedocs.build/en/1463/

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