3. [Bug?]: `PyFolio. get_pf_items` Only returns 1 dataset and Cash weight
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[Bug?]: `PyFolio. get_pf_items` Only returns 1 dataset and Cash weight

  • S

    Hi, recently I am using pyfolio analyzer to make backtrader work with pyfolio. One thing I notice is that, for the most recent version of backtrader, if the backtest contains multiple data feeds,

    returns, positions, transactions, gross_lev = pyfoliozer.get_pf_items()

    The positions will only contains two columns, the last added dataset's weight and cash's weight. After digging into the source code, I think the problem is caused by

    ps = [[k] + v[-2:] for k, v in iteritems(pss)]

    In the get_pf_items function. After changing it to

    ps = [[k] + v[:] for k, v in iteritems(pss)]

    Fixed this issue.

    Would like to know if only showing the most recent dataset is a designed feature. Thanks. (Let me know if you need a minimum code to replicate it)

    0
  • B
    administrators

    The pyfolio API keeps on changing and it is not even guaranteed to work, like it happens (or used to happen) with the test sample.

    Neither a feature nor a bug.

    0
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