Unhandled Exception in AutoRegressiveIntegratedMovingAverage

[AlexCatarino]

Expected Behavior

Ideally, LEAN doesn't throw unhandled exceptions.

Actual Behavior

2024-05-17T09:12:16.0912054Z ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError at 05/16/2024 21:00:00 UTC. Context: Consolidators update System.ArgumentException: Matrix must be positive definite.
   at MathNet.Numerics.Providers.LinearAlgebra.ManagedLinearAlgebraProvider.CholeskyFactor(Double[] a, Int32 order)
   at MathNet.Numerics.LinearAlgebra.Double.Factorization.DenseCholesky.Create(DenseMatrix matrix)
   at MathNet.Numerics.LinearRegression.MultipleRegression.NormalEquations[T](T[][] x, T[] y, Boolean intercept)
   at QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage.MovingAverageStep(Double[][] lags, Double[] data, Double errorMa) in /Indicators/AutoRegressiveIntegratedMovingAverage.cs:line 255
   at QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage.TwoStepFit(Double[] series) in /Indicators/AutoRegressiveIntegratedMovingAverage.cs:line 230
   at QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage.ComputeNextValue(IndicatorDataPoint input) in /Indicators/AutoRegressiveIntegratedMovingAverage.cs:line 185

Potential Solution

The AutoRegressiveIntegratedMovingAverage.MovingAverageStep method could not throw an exception if there is a reasonable alternative (return zero?); otherwise, it could raise an exception with the matrix values.

Reproducing the Problem

Coming soon.

Checklist

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• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue