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

[Scott Lee]

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)

[backtrader]

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.

• https://www.backtrader.com/docu/analyzers/pyfolio.html

Neither a feature nor a bug.