diff options
Diffstat (limited to 'python/mark_backtest_underpar.py')
| -rw-r--r-- | python/mark_backtest_underpar.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/mark_backtest_underpar.py b/python/mark_backtest_underpar.py index 0465049e..4b8eb4b0 100644 --- a/python/mark_backtest_underpar.py +++ b/python/mark_backtest_underpar.py @@ -107,7 +107,8 @@ def alt_nav_impact(): navs = ops.get_net_navs() df = calc_mark_diff(get_mark_df()) df = df.join(navs.endbooknav) - return df.iloc[-1]/df.iloc[-1]['endbooknav'] + return df + #return df.iloc[-1]/df.iloc[-1]['endbooknav'] def back_test(begindate = '2013-01-01', enddate = '2018-01-01', sell_price_threshold = 200): df = pd.read_sql_query("SELECT * FROM external_marks_mapped WHERE source IS NOT NULL", dbengine('dawndb'), |