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Plotted returns and cumulative returns don't match #105

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sjhermanek opened this issue Jan 20, 2022 · 1 comment
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Plotted returns and cumulative returns don't match #105

sjhermanek opened this issue Jan 20, 2022 · 1 comment

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@sjhermanek
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Description

Returns in results.metrics["Cumulative Returns (%)"] don't match charted returns in Bokehplot or Account Value (USD) in Account History

Platform Info

  • Using latest blankly package
  • Running backtest over 2d

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@bfan1256
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bfan1256 commented Jan 20, 2022 •
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Just fixed to make cum_returns to use account_values instead of resampled_account_values, this should fix the cumulative returns. We'll add this into the next release (on dev right now)

@bfan1256 bfan1256 mentioned this issue Jan 27, 2022
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@sjhermanek @bfan1256