From f063ffc983733b4fe878decc32961c9bfb3bd21d Mon Sep 17 00:00:00 2001 From: Camilo1704 Date: Wed, 25 Mar 2020 14:04:23 -0300 Subject: [PATCH] sign of qty changed in trade_log --- backtester/backtester.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/backtester/backtester.py b/backtester/backtester.py index 02864fb..61e4f37 100644 --- a/backtester/backtester.py +++ b/backtester/backtester.py @@ -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):