Fix zero length equity curve issue

tradingstrategy-ai · Oct 6, 2024 · 9b3983e · 9b3983e
1 parent edbb5d8
commit 9b3983e
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Showing 2 changed files with 3 additions and 2 deletions.
diff --git a/tradeexecutor/analysis/trade_analyser.py b/tradeexecutor/analysis/trade_analyser.py
@@ -679,6 +679,7 @@ def calculate_summary_statistics(
 
             daily_returns = calculate_daily_returns(state, freq="D")
             equity_curve = calculate_equity_curve(state)
+
             original_returns = calculate_returns(equity_curve)
             compounding_returns = calculate_compounding_realised_trading_profitability(state)
 

diff --git a/tradeexecutor/visual/equity_curve.py b/tradeexecutor/visual/equity_curve.py
@@ -123,8 +123,8 @@ def calculate_returns(equity_curve: pd.Series) -> pd.Series:
 
     if len(equity_curve) == 0:
         series = pd.Series([], index=pd.to_datetime([]), dtype='float64')
-
-    series = equity_curve.pct_change().fillna(0.0)
+    else:
+        series = equity_curve.pct_change().fillna(0.0)
 
     series.attrs = equity_curve.attrs.copy()
     series.attrs["curve"] = CurveType.returns