2019-10-02: The community is currently in read-only mode
PyFolio analyzer multiple data sources not working.
CptanPanic last edited by
If i call get_pf_items, the positions does not show positions from all data sources. Looking at source, the suspect line is https://github.com/mementum/backtrader/blob/master/backtrader/analyzers/pyfolio.py#L130
the v[-2:] is assuming there is only one data, and should be based on number of datas.