diff --git a/backtester/backtester.py b/backtester/backtester.py index 2da2cf7..2c6890d 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -127,8 +127,9 @@ class Backtest: self.balance['options capital'] = self.balance['calls capital'] + self.balance['puts capital'] self.balance['stocks capital'] = sum(self.balance[stock.symbol] for stock in self._stocks) - self.balance[ - 'total capital'] = self.balance['options capital'] + self.balance['stocks capital'] + self.balance['cash'] + self.balance['total capital'] = self.balance['cash'].add(self.balance['stocks capital'], + self.balance['options capital'], + fill_value=0) self.balance['% change'] = self.balance['total capital'].pct_change() self.balance['accumulated return'] = (1.0 + self.balance['% change']).cumprod()