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panifie / PingPong.jl

Cryptocurrency trading bot, and backtesting framework in julia
https://panifie.github.io/PingPong.jl/
GNU General Public License v3.0
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[Stats.multi] ERROR: ArgumentError: column name :cum_balance not found in the data frame #43

Closed janckerchen closed 2 weeks ago

janckerchen commented 2 weeks ago 
julia> using Stats

julia> sharpe(s)
0.3847495799061426

julia> sortino(s)
0.4138890526166903

julia> calmar(s)
-0.3158866997026408

julia> multi(s,:sharpe,:sortino,:calmar)
ERROR: ArgumentError: column name :cum_balance not found in the data frame
Stacktrace:
 [1] lookupname
   @ ~/.julia/packages/DataFrames/58MUJ/src/other/index.jl:413 [inlined]
 [2] getindex
   @ ~/.julia/packages/DataFrames/58MUJ/src/other/index.jl:422 [inlined]
 [3] getindex(df::DataFrames.DataFrame, ::typeof(!), col_ind::Symbol)
   @ DataFrames ~/.julia/packages/DataFrames/58MUJ/src/dataframe/dataframe.jl:557
 [4] getproperty(df::DataFrames.DataFrame, col_ind::Symbol)
   @ DataFrames ~/.julia/packages/DataFrames/58MUJ/src/abstractdataframe/abstractdataframe.jl:431
 [5] multi(::Strategies.SimStrategy{…}, ::Symbol, ::Vararg{…}; tf::TimeFrames.Day, normalize::Bool, norm_max::@NamedTuple{})
   @ Stats /opt/opensource/jl/PingPong.jl/Stats/src/metrics.jl:241
 [6] multi(::Strategies.SimStrategy{:SimpleStrategy, ExchangeID{:binance}, NoMargin, :USDT}, ::Symbol, ::Vararg{Symbol})
   @ Stats /opt/opensource/jl/PingPong.jl/Stats/src/metrics.jl:235
 [7] top-level scope
   @ REPL[45]:1
Some type information was truncated. Use `show(err)` to see complete types.