[Bug Fix] Burn-in date was being ignored for rebalance events

mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.

https://www.quantstart.com/qstrader/

MIT License

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Closed mhallsmoore closed 3 years ago

mhallsmoore commented 3 years ago

Overview

This fixes a bug where any strategy requiring data 'burn-in' (or 'warm up') was still carrying out portfolio rebalances during the burn-in period.