P2SAMAPA commited on
Commit
e96882a
·
unverified ·
1 Parent(s): b26daf0

Update strategy.py

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Files changed (1) hide show
  1. strategy.py +1 -1
strategy.py CHANGED
@@ -113,7 +113,7 @@ def execute_strategy(proba, y_fwd_test, test_dates, target_etfs, fee_bps,
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  consec_loss_rets.pop(0)
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  trade_date = test_dates[i]
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- if trade_date.date() < today:
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  audit_trail.append({
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  'Date': trade_date.strftime('%Y-%m-%d'),
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  'Signal': trade_signal,
 
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  consec_loss_rets.pop(0)
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  trade_date = test_dates[i]
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+ if trade_date.date() <= today:
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  audit_trail.append({
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  'Date': trade_date.strftime('%Y-%m-%d'),
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  'Signal': trade_signal,