Not any coding error but just trying to understand the position csv (test_pos.tar.gz/test_pos.csv).
The position is calculated by the present amount of assets in the portfolio by their corresponding price in transactions (test_txn.tar.gz/test_txn.csv). Then, how can the value be negative as the number of assets in a portfolio cannot be negative?
The tears.py describes the position as:
Parameters
----------
returns : pd.Series
Daily returns of the strategy, noncumulative.
- Time series with decimal returns.
- Example:
2015-07-16 -0.012143
2015-07-17 0.045350
2015-07-20 0.030957
2015-07-21 0.004902
positions : pd.DataFrame, optional
Daily net position values.
- Time series of dollar amount invested in each position and cash.
- Days where stocks are not held can be represented by 0 or NaN.
- Non-working capital is labelled 'cash'
- Example:
index 'AAPL' 'MSFT' cash
2004-01-09 13939.3800 -14012.9930 711.5585
2004-01-12 14492.6300 -14624.8700 27.1821
2004-01-13 -13853.2800 13653.6400 -43.6375
Problem Description
Not any coding error but just trying to understand the position csv (test_pos.tar.gz/test_pos.csv).
The position is calculated by the present amount of assets in the portfolio by their corresponding price in transactions (test_txn.tar.gz/test_txn.csv). Then, how can the value be negative as the number of assets in a portfolio cannot be negative?
The tears.py describes the position as: