fix: filter NaN in max(), remove redundant ternary, handle non-finite vbt results

2026-07-31 17:27:42 +00:00 · 2026-05-03 00:25:58 +02:00
parent bc15434e02
commit dcd4697b75
3 changed files with 8 additions and 5 deletions
@@ -222,7 +222,7 @@ class FactorBacktester:

            # Calculate return for this step
            if step > 0:
-                prev_price = float(price_values[step - 1]) if step > 0 else current_price
+                prev_price = float(price_values[step - 1])
                if prev_price > 0:
                    step_return = (current_price - prev_price) / prev_price * position
                    returns_history.append(step_return)