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BUG: More robust index computation in lib.resample_apply

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Fixes https://github.com/kernc/backtesting.py/issues/19
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Kernc
2019-09-23 02:57:04 +02:00
parent 2145e0146a
commit 730e3547fb
2 changed files with 11 additions and 2 deletions
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6
backtesting/lib.py
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@@ -221,8 +221,10 @@ def resample_apply(rule: str,
# Resample back to data index
def wrap_func(resampled, *args, **kwargs):
ind = func(resampled, *args, **kwargs)
ind = ind.reindex(index=series.index | ind.index,
ind = pd.Series(np.asarray(func(resampled, *args, **kwargs)),
index=resampled.index,
name=resampled.name)
ind = ind.reindex(index=series.index | resampled.index,
method='ffill').reindex(series.index)
return ind