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[Bug?]: `PyFolio. get_pf_items` Only returns 1 dataset and Cash weight
Hi, recently I am using
pyfolioanalyzer 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()
positionswill 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)]
get_pf_itemsfunction. 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 administrators last edited by
pyfolioAPI 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.