diff --git a/backtester/backtester.py b/backtester/backtester.py index e437907..4092579 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -201,6 +201,10 @@ class Backtest: trade_log_append = self._options_inventory.iloc[i].copy() trade_log_append['totals', 'qty'] = qty_to_sell trade_log_append['totals', 'date'] = date + trade_log_append['totals', 'cost'] *= -1 + for leg in self._options_strategy.legs: + trade_log_append[leg.name, 'order'] = ~trade_log_append[leg.name, 'order'] + trade_log_append[leg.name, 'cost'] *= -1 self.trade_log = self.trade_log.append(trade_log_append, ignore_index=True) self._options_inventory.at[i, ('totals', 'date')] = date self._options_inventory.at[i, ('totals', 'qty')] += qty_to_sell