From 29b31113d48688295ce76ea491813aab7c5ee293 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Javier=20Rodr=C3=ADguez=20Chatruc?= Date: Wed, 8 Jan 2020 16:24:49 -0300 Subject: [PATCH] Accumulated returns now start at 1 instead of 0 --- backtester/backtester.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/backtester/backtester.py b/backtester/backtester.py index edba0be..054993d 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -72,7 +72,7 @@ class Backtest: bar.update() self.balance['% change'] = self.balance['capital'].pct_change() - self.balance['accumulated return'] = (1.0 + self.balance['% change']).cumprod() - 1 + self.balance['accumulated return'] = (1.0 + self.balance['% change']).cumprod() return self.trade_log