Merge pull request #226 from cvxgrp/225-fix-portfolio-weight-issue

little cash bug

cvx/simulator/builder.py

@@ -349,7 +349,7 @@ def __getitem__(self, time: datetime) -> pd.Series:
         """
         return self.stocks.loc[time]
 
-    def build(self) -> EquityPortfolio:
+    def build(self, extra=0) -> EquityPortfolio:
         """A function that creates a new instance of the EquityPortfolio
         class based on the internal state of the Portfolio builder object.
 
@@ -365,6 +365,6 @@ class with the attributes (prices, stocks, initial_cash, trading_cost_model) equ
         return EquityPortfolio(
             prices=self.prices,
             stocks=self.stocks,
-            initial_cash=self.initial_cash,
+            initial_cash=self.initial_cash,  # - (self.prices.iloc[0]*self.stocks.iloc[0]).sum(),
             trading_cost_model=self.trading_cost_model,
         )

cvx/simulator/portfolio.py

@@ -235,7 +235,7 @@ def trades_stocks(self) -> pd.DataFrame:
         bought or sold by the portfolio at each point in time.
         The resulting dataframe will have the same dimensions
         as the stocks dataframe, with NaN values filled with zeros."""
-        t = self.stocks.diff()
+        t = self.stocks.fillna(0.0).diff()
         t.loc[self.index[0]] = self.stocks.loc[self.index[0]]
         return t.fillna(0.0)