Hi !
I search since 3 days to get the maximum pnl.
I tried :
pnl = np.arange(context.portfolio.pnl)
context.max_pnl = np.nanmax(pnl)
that seems to me the best way, but :
ValueError: zero-size array to reduction operation fmax which has no identity
Some-one help ?
May be a tip to call the record(pnl = pnl) ?
Replace leverage here: https://www.quantopian.com/posts/max-intraday-leverage#59ea7606e58e4a00094d216b
Just big thanks !
the code adapted :
def initialize(context):
context.max_pnl = 0
for i in range(1, 12):
schedule_function(max_pnl, date_rules.every_day(), time_rules.market_open(hours=i))
......
def max_pnl(context, data):
if context.portfolio.pnl > context.max_pnl:
context.max_pnl = context.portfolio.pnl
record(max_pnl = context.max_pnl)
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