Fix MultiBacktest when some runs make no trades#1358
Open
BerqiaMouad wants to merge 1 commit intokernc:masterfrom
Open
Fix MultiBacktest when some runs make no trades#1358BerqiaMouad wants to merge 1 commit intokernc:masterfrom
BerqiaMouad wants to merge 1 commit intokernc:masterfrom
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
NoneMultiBacktestrunsWhy
Backtest.run()already returns meaningful public stats when a strategy makes zero trades.Dropping those results to
NonemakesMultiBacktest.run()either raise when a batch mixesSeriesandNone, or return a one-row frame ofNonevalues.Fixes #1344.
Validation
python -m unittest -v backtesting.test._test.TestLib.test_MultiBacktest backtesting.test._test.TestLib.test_MultiBacktest_keeps_zero_trade_runsflake8 backtesting setup.pyNotes
python -m backtesting.teststill hits the pre-existingtest_FractionalBacktestfailure (ValueError: output array is read-only).