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PyFolio analyzer multiple data sources not working.
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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.