Error out on drawdown_split

Heerozh / spectre

GPU-accelerated Factors analysis library and Backtester

GNU General Public License v3.0

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Open ben1628 opened 3 years ago

ben1628 commented 3 years ago

Running the Backtest in your readme.md (without any modification), I ran into this problem

def drawdown_split(x): nonlocal dd_group if dd[x] == 0: <-------------error out on this line dd_group += 1 return dd_group

The truth value of a Series is ambiguos. Use a.empty, a.bool(), a.item()...

Any suggestion.

Heerozh commented 3 years ago

look strange, which pandas version are u using?