bug fix

pass correct index for shorts
enarjord · Aug 19, 2021 · d1f3b4f · d1f3b4f
1 parent 92c4246
commit d1f3b4f
Showing 1 changed file with 13 additions and 13 deletions.
diff --git a/njit_funcs.py b/njit_funcs.py
@@ -1159,19 +1159,19 @@ def njit_backtest(ticks: np.ndarray,
                                                  min_qty,
                                                  min_cost,
                                                  c_mult,
-                                                 pbr_stop_loss[0],
-                                                 pbr_limit[0],
-                                                 iqty_const[0],
-                                                 iprc_const[0],
-                                                 rqty_const[0],
-                                                 rprc_const[0],
-                                                 markup_const[0],
-                                                 iqty_MAr_coeffs[0],
-                                                 iprc_MAr_coeffs[0],
-                                                 rprc_PBr_coeffs[0],
-                                                 rqty_MAr_coeffs[0],
-                                                 rprc_MAr_coeffs[0],
-                                                 markup_MAr_coeffs[0])
+                                                 pbr_stop_loss[1],
+                                                 pbr_limit[1],
+                                                 iqty_const[1],
+                                                 iprc_const[1],
+                                                 rqty_const[1],
+                                                 rprc_const[1],
+                                                 markup_const[1],
+                                                 iqty_MAr_coeffs[1],
+                                                 iprc_MAr_coeffs[1],
+                                                 rprc_PBr_coeffs[1],
+                                                 rqty_MAr_coeffs[1],
+                                                 rprc_MAr_coeffs[1],
+                                                 markup_MAr_coeffs[1])
         if long_psize != 0.0 and long_close[0] != 0.0 and prices[k] > long_close[1]:
             if qtys[k] < -long_close[0]:
                 partial_fill = True