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PyFolio Roundtrip Error

Open firmai opened this issue 1 year ago • 2 comments

https://colab.research.google.com/drive/17ORtx43vIDSgUI8y0ozKTYf5pdHNtfsa?usp=sharing

Any help would be greatly appreciated

/usr/local/lib/python3.10/dist-packages/pyfolio/round_trips.py in extract_round_trips(transactions, portfolio_value) 244 { 245 "pnl": pnl, --> 246 "open_dt": cur_open_dts[0], 247 "close_dt": dt, 248 "long": price < 0,

IndexError: list index out of range

firmai avatar May 03 '23 19:05 firmai

i had this issue when i had fractional quantities in my trades

ava6969 avatar Jan 15 '24 03:01 ava6969

Yup, I think that is it!

firmai avatar Jan 27 '24 18:01 firmai

Pull requests are welcome. Closing for now due to lack of activity; feel free to reopen if you would like to discuss/address.

stefan-jansen avatar May 14 '24 14:05 stefan-jansen