Commit e177a8c

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BUG: Fix "'CAGR [%]' must match a key in pd.Series result of bt.run()"

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+14

-4

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+14

-4

lines changed

Lines changed: 12 additions & 0 deletions

Original file line number	Diff line number	Diff line change
`@@ -197,3 +197,15 @@ def __repr__(self):`
`197`	`197`	`# 'format.na_rep', '--', # TODO: Enable once it works`
`198`	`198`	`):`
`199`	`199`	`return super().__repr__()`
	`200`	`+`
	`201`	`+`
	`202`	`+def dummy_stats():`
	`203`	`+ from .backtesting import Trade, _Broker`
	`204`	`+ index = pd.DatetimeIndex(['2025'])`
	`205`	`+ data = pd.DataFrame({col: [np.nan] for col in ('Close',)}, index=index)`
	`206`	`+ trade = Trade(_Broker(data=data, cash=10000, spread=.01, commission=.01, margin=.1,`
	`207`	`+ trade_on_close=True, hedging=True, exclusive_orders=False, index=index),`
	`208`	`+ 1, 1, 0, None)`
	`209`	`+ trade._replace(exit_price=1, exit_bar=0)`
	`210`	`+ trade._commissions = np.nan`
	`211`	`+ return compute_stats([trade], np.r_[[np.nan]], data, None, 0)`

Lines changed: 2 additions & 4 deletions

Original file line number	Diff line number	Diff line change
`@@ -24,7 +24,7 @@`
`24`	`24`	`from numpy.random import default_rng`
`25`	`25`
`26`	`26`	`from ._plotting import plot # noqa: I001`
`27`		`-from ._stats import compute_stats`
	`27`	`+from ._stats import compute_stats, dummy_stats`
`28`	`28`	`from ._util import (`
`29`	`29`	`SharedMemoryManager, _as_str, _Indicator, _Data, _batch, _indicator_warmup_nbars,`
`30`	`30`	`_strategy_indicators, patch, try_, _tqdm,`
`@@ -1425,9 +1425,7 @@ def optimize(self, *,`
`1425`	`1425`	`maximize_key = None`
`1426`	`1426`	`if isinstance(maximize, str):`
`1427`	`1427`	`maximize_key = str(maximize)`
`1428`		`- stats_keys = compute_stats(`
`1429`		`- [], np.r_[[np.nan]], pd.DataFrame({col: [np.nan] for col in ('Close',)}), None, 0).index`
`1430`		`- if maximize not in stats_keys:`
	`1428`	`+ if maximize not in dummy_stats().index:`
`1431`	`1429`	raise ValueError('`maximize`, if str, must match a key in pd.Series '
`1432`	`1430`	`'result of backtest.run()')`
`1433`	`1431`

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