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fix: filter NaN in max(), remove redundant ternary, handle non-finite vbt results
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@@ -222,7 +222,7 @@ class FactorBacktester:
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# Calculate return for this step
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if step > 0:
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prev_price = float(price_values[step - 1]) if step > 0 else current_price
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prev_price = float(price_values[step - 1])
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if prev_price > 0:
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step_return = (current_price - prev_price) / prev_price * position
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returns_history.append(step_return)
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@@ -83,7 +83,8 @@ def _cross_check_with_vbt(
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init_cash=10_000.0,
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freq=freq,
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)
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return float(pf.total_return())
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tr = float(pf.total_return())
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return tr if np.isfinite(tr) else None
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except Exception:
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return None
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