Add automated tests and CI workflow #20
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| prev_pos = pos.shift(1).fillna(0.0) | ||
| entries = (pos != 0.0) & (pos != prev_pos) | ||
| # shift trade ids so the flip bar's return stays with the trade that held it | ||
| trade_ids = entries.shift(1).cumsum() | ||
| trade_ids = trade_ids.where(pos != 0.0) |
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Trade IDs are generated from entries.shift(1).cumsum() so the cumulative counter increments on the bar after every entry. When a trade starts after a flat period (e.g., signals [0, 1, 1, 0]), the entry bar and the following bars receive different trade_ids, producing two trades (one with a zero return) instead of one. This inflates Trades count and dilutes Avg trade return/Win rate for any strategy that opens after the first bar, contradicting expected trade accounting.
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Summary
Testing
Codex Task