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Merge pull request #64 from lambdaclass/fill-na-balance

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update_balance now fills nan values with zero when computing options …
This commit is contained in:
Juan Pablo Amoroso
2020-03-19 13:43:30 -03:00
committed by GitHub
parent eba533c912 4fdcbbfd63
commit 87ada8c0cb
1 changed files with 2 additions and 2 deletions
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backtester/backtester.py
+2 -2
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@@ -283,9 +283,9 @@ class Backtest:
current[cost_field] = -current[cost_field]
if (leg_inventory_contract['type'] == Type.CALL.value).any():
calls_value += current[cost_field] * qty * self.shares_per_contract
calls_value = calls_value.add(current[cost_field] * qty * self.shares_per_contract, fill_value=0)
else:
puts_value += current[cost_field] * qty * self.shares_per_contract
puts_value = puts_value.add(current[cost_field] * qty * self.shares_per_contract, fill_value=0)
stocks_current = self._stocks_inventory[['symbol', 'qty']].merge(stocks_data[['date', 'symbol', 'adjClose']],
on='symbol')