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Error out on drawdown_split #12

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ben1628 opened this issue Jan 30, 2021 · 1 comment

ben1628 commented Jan 30, 2021

Running the Backtest in your readme.md (without any modification), I ran into this problem

def drawdown_split(x):
nonlocal dd_group
if dd[x] == 0: <-------------error out on this line
dd_group += 1
return dd_group

The truth value of a Series is ambiguos. Use a.empty, a.bool(), a.item()...

Any suggestion.

Owner

Heerozh commented Jan 31, 2021

look strange, which pandas version are u using?

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