In some cases, especially with live_start_date enabled in function create_full_tear_sheet(), there could chance that positions or transactions are empty after live_start_date. That make function get_turnover() return "IndexError: single positional indexer is out-of-bounds". That needs to be checked in function perf_stats(). Checking if positions and transactions are None is not enough. The dataframe could also be empty but not None.
stefan-jansen
commented
1 year ago
In some cases, especially with live_start_date enabled in function create_full_tear_sheet(), there could chance that positions or transactions are empty after live_start_date. That make function get_turnover() return "IndexError: single positional indexer is out-of-bounds". That needs to be checked in function perf_stats(). Checking if positions and transactions are None is not enough. The dataframe could also be empty but not None.
Signed-off-by: Zhiyi Sun zhiyisun@msn.com