resolves #101

casact · Nov 6, 2020 · b70790f · b70790f
1 parent 4454ec6
commit b70790f
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diff --git a/chainladder/core/tests/test_triangle.py b/chainladder/core/tests/test_triangle.py
@@ -641,3 +641,9 @@ def test_loc_ellipsis():
     assert tri.loc[:, ..., 24:] == tri.loc[..., :, 24:]
     assert tri.loc[:, "CumPaidLoss"] == tri.loc[:, "CumPaidLoss", ...]
     assert tri.loc[..., "CumPaidLoss", :, :] == tri.loc[:, "CumPaidLoss", :, :]
+
+def missing_first_lag():
+    x = raa.copy()
+    x.values[:,:,:, 0] = 0
+    x=x.sum(0)
+    x.link_ratio.shape == (1,1,9,9)
diff --git a/chainladder/core/triangle.py b/chainladder/core/triangle.py
@@ -188,7 +188,8 @@ def latest_diagonal(self):
 
     @property
     def link_ratio(self):
-        obj = (self.iloc[..., 1:] / self.iloc[..., :-1].values).dropna()
+        obj = (self.iloc[..., 1:] / self.iloc[..., :-1].values)
+        obj = obj[obj.valuation<=obj.valuation_date]
         if hasattr(obj, "w_"):
             w_ = obj.w_[..., 0:1, : len(obj.odims), :]
             obj = obj * w_ if obj.shape == w_.shape else obj