diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/pnl_explain.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 05102cd0..2bab82d5 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -19,6 +19,8 @@ def get_index_pv( strategies: Union[Tuple[str], None] = None, ): dr = pd.bdate_range(start_date, end_date, freq=bus_day) + if strategies is None: + return pd.DataFrame(0.0, index=dr, columns=["pv", "upfront", "accrued"]) pvs = [] upfronts = [] accrueds = [] |