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Runtime error
Runtime error
Commit ·
e4d3fe3
1
Parent(s): d32dcbd
fix rolling perc drop
Browse files
app.py
CHANGED
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@@ -152,7 +152,7 @@ def get_rolling_stats(df, lev, otimeheader, days):
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| 152 |
rolling_df = df[df[otimeheader] >= rollend]
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| 153 |
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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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