From 262e2aad0d44f038ef0d75848cd1d29d86926c32 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Javier=20Rodr=C3=ADguez=20Chatruc?= Date: Wed, 4 Mar 2020 15:51:51 -0300 Subject: [PATCH] Fixed total capital's first value being NaN --- backtester/backtester.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) 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()