Thanks for your message. Please ignore the [-1] issue, as that is not a problem indeed. Let me try to be more clear based on the example above: I would like to write values to a dummy time series. And I would like those new values to be used for the order as well.
Now, what's happening above is the following: I write a value of 10 in the time series, overwriting the initial value of 2.17 for the day the order is executed. Yet the order is filled at 2.17, which means overwriting the initial value was not successful.
The portfolio value is measured for an order based on the initial time series again showing I cannot overwrite the initial data during a next step as I try to do. A static time series cannot create pnl.
What I suspect is that the time series of which I change values is not shared across all objects, hence the old value appears again.
I would really appreciate any hint/idea on how you would look at option strategies. Think of different expiries/strikes. There is just no way you can pre-compute all of that. Anyone out there who has worked something like that? I am really only after backtesting, no execution.