Align Docker support files and commands#22
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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 returns are grouped with trade_ids derived from the current position (entries/pos) while per-bar returns use the previous position (strat_rets = pos.shift(1)…). When a signal turns flat, the return on that final bar still affects equity but is masked out of trade_returns, so per-trade stats under-report results (e.g., signals [1, 1, 0] on prices 100→110→121 yield 21% equity growth but the average trade return reports only 10%). Align the trade-id mask with the shifted position (e.g., use prev_pos or pos.shift(1) when deciding which bars belong to a trade) so closing bars are included in trade metrics.
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Testing
Codex Task