negative returns cannot be annualized properly

ricequant · Oct 29, 2018 · 2da93ac · 2da93ac
1 parent 2412d9e
commit 2da93ac
Showing 1 changed file with 2 additions and 0 deletions.
diff --git a/rqalpha/model/portfolio.py b/rqalpha/model/portfolio.py
@@ -156,6 +156,8 @@ def annualized_returns(self):
         """
         [float] 累计年化收益率
         """
+        if self.unit_net_value <= 0:
+            return -1
         current_date = Environment.get_instance().trading_dt.date()
         natural_start_date = Environment.get_instance().config.base.natural_start_date
         return self.unit_net_value ** (DAYS_CNT.DAYS_A_YEAR / float((current_date - natural_start_date).days + 1)) - 1