Fixed issue with individual leverage start/finish date

cuemacro · May 12, 2021 · 135020b · 135020b
1 parent 01298ea
commit 135020b
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/finmarketpy/backtest/backtestengine.py b/finmarketpy/backtest/backtestengine.py
@@ -280,7 +280,7 @@ def calculate_trading_PnL(self, br, asset_a_df, signal_df, contract_value_df, ru
  # Individual signals P&L (before portfolio volatility targeting, position limits etc)
  self._pnl = pnl
 
- self._individual_leverage = individual_leverage_df
+ self._individual_leverage = self._filter_by_plot_start_finish_date(individual_leverage_df, br)
 
  # P&L components of individual assets after all the portfolio level risk signals and position limits have been applied
  self._components_pnl = self._filter_by_plot_start_finish_date(calculations.calculate_signal_returns_with_tc_matrix(portfolio_signal_before_weighting,