wassname/options_backtester
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update balance first

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Camilo1704
2020-02-05 11:32:33 -03:00
parent f92aa9cfac
commit 90682067e7
1 changed files with 4 additions and 2 deletions
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asset_backtester/backtester.py
+4 -2
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@@ -53,10 +53,12 @@ class Backtest:
index=[self._data.start_date - pd.Timedelta(1, unit='day')])
for date, data in data_iterator:
if date in rebalancing_days or date == first_day:
if date == first_day:
self._rebalance_portfolio(data)
self._update_balance(date, data)
if date in rebalancing_days:
self._rebalance_portfolio(data)
self._update_balance(date, data)
bar.update()
self.balance['% change'] = self.balance['capital'].pct_change()