diff --git a/backtester/backtester.py b/backtester/backtester.py index 7ea690c..dd39223 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -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')