PyFolio analyzer multiple data sources not working.
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.
I got the same issue.
It should be a quick fix by removing -2? Because the underlying bt.analyzers.PositionsValue doesn't have this issue.