wassname/options_backtester
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sign of qty changed in trade_log

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Camilo1704
2020-03-25 14:04:23 -03:00
parent 53af4c0464
commit f063ffc983
1 changed files with 1 additions and 1 deletions
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backtester/backtester.py
+1 -1
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@@ -197,7 +197,7 @@ class Backtest:
qty_to_sell = (to_sell - sold) // exit_cost
if qty_to_sell != 0:
trade_log_append = self._options_inventory.loc[row_index].copy()
trade_log_append['totals', 'qty'] = qty_to_sell
trade_log_append['totals', 'qty'] = -qty_to_sell
trade_log_append['totals', 'date'] = date
trade_log_append['totals', 'cost'] = exit_cost
for i, leg in enumerate(self._options_strategy.legs):