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Commit ·
14e31e5
1
Parent(s): 63542aa
fix rolling perc dropna
Browse files
app.py
CHANGED
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@@ -52,7 +52,7 @@ def get_rolling_stats(df, lev, otimeheader, days):
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rolling_df = df[df[otimeheader] >= rollend]
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if len(rolling_df) > 0:
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-
rolling_perc = rolling_df['Return Per Trade'].
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else:
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rolling_perc = np.nan
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else:
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rolling_df = df[df[otimeheader] >= rollend]
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if len(rolling_df) > 0:
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+
rolling_perc = rolling_df['Return Per Trade'].dropna().cumprod().values[-1]-1
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else:
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rolling_perc = np.nan
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else:
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