From 6c372b3b04d6a9841cf5f20f070807e7430b71d6 Mon Sep 17 00:00:00 2001
From: Javier Chatruc <jrchatruc@gmail.com>
Date: Thu, 1 Aug 2024 11:15:36 -0300
Subject: [PATCH 1/6] Fix some broken stuff

---
 Makefile                       |    4 +-
 Pipfile                        |    2 +-
 Pipfile.lock                   | 2519 +++++++++++++++++++++++---------
 backtester/backtester.py       |   16 +-
 backtester/statistics/stats.py |    7 +-
 5 files changed, 1830 insertions(+), 718 deletions(-)

diff --git a/Makefile b/Makefile
index 96389b1..4278aac 100644
--- a/Makefile
+++ b/Makefile
@@ -2,7 +2,7 @@
 .DEFAULT_GOAL := help
 
 install: ## Create environment and install dependencies
-	pipenv --three && pipenv sync --dev
+	pipenv install && pipenv sync --dev
 
 env: ## Run pipenv shell
 	pipenv shell
@@ -18,7 +18,7 @@ test: ## Run tests
 	pipenv run python -m pytest -v backtester
 
 test_notebook: ## Run jupyter notebook test
-	pipenv run jupyter nbconvert nbconvert --to notebook --execute --ExecutePreprocessor.timeout=60 \
+	pipenv run jupyter nbconvert --to notebook --execute --ExecutePreprocessor.timeout=60 \
 	backtester/examples/backtester_example.ipynb --stdout > /dev/null
 
 help:
diff --git a/Pipfile b/Pipfile
index 77b2d74..45485c0 100644
--- a/Pipfile
+++ b/Pipfile
@@ -9,9 +9,9 @@ altair = "*"
 jupyter = "*"
 pandas-datareader = "*"
 pytest = "*"
-tables = "*"
 pyprind = "*"
 pyfolio = "*"
+seaborn = "*"
 
 [dev-packages]
 yapf = "*"
diff --git a/Pipfile.lock b/Pipfile.lock
index 9ef6902..48c466e 100644
--- a/Pipfile.lock
+++ b/Pipfile.lock
@@ -1,7 +1,7 @@
 {
     "_meta": {
         "hash": {
-            "sha256": "0f9f02c2a6e5737361a7cca5afe3e92db249ac41b35def3e07fe8cfe0002c203"
+            "sha256": "9d45b4b9e94b5deccbd9b17e6b6e59ed9e2f373f82db5d8417eb1589e697e38d"
         },
         "pipfile-spec": 6,
         "requires": {},
@@ -16,138 +16,390 @@
     "default": {
         "altair": {
             "hashes": [
-                "sha256:3edd30d4f4bb0a37278b72578e7e60bc72045a8e6704179e2f4738e35bc12931",
-                "sha256:7748841a1bea8354173d1140bef6d3b58bea21d201f562528e9599ea384feb7f"
+                "sha256:5a268b1a0983b23d8f9129f819f956174aa7aea2719ed55a52eba9979b9f6675",
+                "sha256:7084a1dab4d83c5e7e5246b92dc1b4451a6c68fd057f3716ee9d315c8980e59a"
             ],
             "index": "pypi",
-            "version": "==4.1.0"
+            "markers": "python_version >= '3.8'",
+            "version": "==5.3.0"
+        },
+        "anyio": {
+            "hashes": [
+                "sha256:5aadc6a1bbb7cdb0bede386cac5e2940f5e2ff3aa20277e991cf028e0585ce94",
+                "sha256:c1b2d8f46a8a812513012e1107cb0e68c17159a7a594208005a57dc776e1bdc7"
+            ],
+            "markers": "python_version >= '3.8'",
+            "version": "==4.4.0"
+        },
+        "appnope": {
+            "hashes": [
+                "sha256:1de3860566df9caf38f01f86f65e0e13e379af54f9e4bee1e66b48f2efffd1ee",
+                "sha256:502575ee11cd7a28c0205f379b525beefebab9d161b7c964670864014ed7213c"
+            ],
+            "markers": "platform_system == 'Darwin'",
+            "version": "==0.1.4"
         },
         "argon2-cffi": {
             "hashes": [
-                "sha256:05a8ac07c7026542377e38389638a8a1e9b78f1cd8439cd7493b39f08dd75fbf",
-                "sha256:0bf066bc049332489bb2d75f69216416329d9dc65deee127152caeb16e5ce7d5",
-                "sha256:18dee20e25e4be86680b178b35ccfc5d495ebd5792cd00781548d50880fee5c5",
-                "sha256:392c3c2ef91d12da510cfb6f9bae52512a4552573a9e27600bdb800e05905d2b",
-                "sha256:57358570592c46c420300ec94f2ff3b32cbccd10d38bdc12dc6979c4a8484fbc",
-                "sha256:6678bb047373f52bcff02db8afab0d2a77d83bde61cfecea7c5c62e2335cb203",
-                "sha256:6ea92c980586931a816d61e4faf6c192b4abce89aa767ff6581e6ddc985ed003",
-                "sha256:77e909cc756ef81d6abb60524d259d959bab384832f0c651ed7dcb6e5ccdbb78",
-                "sha256:7d455c802727710e9dfa69b74ccaab04568386ca17b0ad36350b622cd34606fe",
-                "sha256:8a84934bd818e14a17943de8099d41160da4a336bcc699bb4c394bbb9b94bd32",
-                "sha256:9bee3212ba4f560af397b6d7146848c32a800652301843df06b9e8f68f0f7361",
-                "sha256:9dfd5197852530294ecb5795c97a823839258dfd5eb9420233c7cfedec2058f2",
-                "sha256:b160416adc0f012fb1f12588a5e6954889510f82f698e23ed4f4fa57f12a0647",
-                "sha256:ba7209b608945b889457f949cc04c8e762bed4fe3fec88ae9a6b7765ae82e496",
-                "sha256:cc0e028b209a5483b6846053d5fd7165f460a1f14774d79e632e75e7ae64b82b",
-                "sha256:d8029b2d3e4b4cea770e9e5a0104dd8fa185c1724a0f01528ae4826a6d25f97d",
-                "sha256:da7f0445b71db6d3a72462e04f36544b0de871289b0bc8a7cc87c0f5ec7079fa",
-                "sha256:e2db6e85c057c16d0bd3b4d2b04f270a7467c147381e8fd73cbbe5bc719832be"
-            ],
-            "version": "==20.1.0"
-        },
-        "async-generator": {
-            "hashes": [
-                "sha256:01c7bf666359b4967d2cda0000cc2e4af16a0ae098cbffcb8472fb9e8ad6585b",
-                "sha256:6ebb3d106c12920aaae42ccb6f787ef5eefdcdd166ea3d628fa8476abe712144"
-            ],
-            "version": "==1.10"
+                "sha256:879c3e79a2729ce768ebb7d36d4609e3a78a4ca2ec3a9f12286ca057e3d0db08",
+                "sha256:c670642b78ba29641818ab2e68bd4e6a78ba53b7eff7b4c3815ae16abf91c7ea"
+            ],
+            "markers": "python_version >= '3.7'",
+            "version": "==23.1.0"
+        },
+        "argon2-cffi-bindings": {
+            "hashes": [
+                "sha256:20ef543a89dee4db46a1a6e206cd015360e5a75822f76df533845c3cbaf72670",
+                "sha256:2c3e3cc67fdb7d82c4718f19b4e7a87123caf8a93fde7e23cf66ac0337d3cb3f",
+                "sha256:3b9ef65804859d335dc6b31582cad2c5166f0c3e7975f324d9ffaa34ee7e6583",
+                "sha256:3e385d1c39c520c08b53d63300c3ecc28622f076f4c2b0e6d7e796e9f6502194",
+                "sha256:58ed19212051f49a523abb1dbe954337dc82d947fb6e5a0da60f7c8471a8476c",
+                "sha256:5e00316dabdaea0b2dd82d141cc66889ced0cdcbfa599e8b471cf22c620c329a",
+                "sha256:603ca0aba86b1349b147cab91ae970c63118a0f30444d4bc80355937c950c082",
+                "sha256:6a22ad9800121b71099d0fb0a65323810a15f2e292f2ba450810a7316e128ee5",
+                "sha256:8cd69c07dd875537a824deec19f978e0f2078fdda07fd5c42ac29668dda5f40f",
+                "sha256:93f9bf70084f97245ba10ee36575f0c3f1e7d7724d67d8e5b08e61787c320ed7",
+                "sha256:9524464572e12979364b7d600abf96181d3541da11e23ddf565a32e70bd4dc0d",
+                "sha256:b2ef1c30440dbbcba7a5dc3e319408b59676e2e039e2ae11a8775ecf482b192f",
+                "sha256:b746dba803a79238e925d9046a63aa26bf86ab2a2fe74ce6b009a1c3f5c8f2ae",
+                "sha256:bb89ceffa6c791807d1305ceb77dbfacc5aa499891d2c55661c6459651fc39e3",
+                "sha256:bd46088725ef7f58b5a1ef7ca06647ebaf0eb4baff7d1d0d177c6cc8744abd86",
+                "sha256:ccb949252cb2ab3a08c02024acb77cfb179492d5701c7cbdbfd776124d4d2367",
+                "sha256:d4966ef5848d820776f5f562a7d45fdd70c2f330c961d0d745b784034bd9f48d",
+                "sha256:e415e3f62c8d124ee16018e491a009937f8cf7ebf5eb430ffc5de21b900dad93",
+                "sha256:ed2937d286e2ad0cc79a7087d3c272832865f779430e0cc2b4f3718d3159b0cb",
+                "sha256:f1152ac548bd5b8bcecfb0b0371f082037e47128653df2e8ba6e914d384f3c3e",
+                "sha256:f9f8b450ed0547e3d473fdc8612083fd08dd2120d6ac8f73828df9b7d45bb351"
+            ],
+            "markers": "python_version >= '3.6'",
+            "version": "==21.2.0"
+        },
+        "arrow": {
+            "hashes": [
+                "sha256:c728b120ebc00eb84e01882a6f5e7927a53960aa990ce7dd2b10f39005a67f80",
+                "sha256:d4540617648cb5f895730f1ad8c82a65f2dad0166f57b75f3ca54759c4d67a85"
+            ],
+            "markers": "python_version >= '3.8'",
+            "version": "==1.3.0"
+        },
+        "asttokens": {
+            "hashes": [
+                "sha256:051ed49c3dcae8913ea7cd08e46a606dba30b79993209636c4875bc1d637bc24",
+                "sha256:b03869718ba9a6eb027e134bfdf69f38a236d681c83c160d510768af11254ba0"
+            ],
+            "version": "==2.4.1"
+        },
+        "async-lru": {
+            "hashes": [
+                "sha256:b8a59a5df60805ff63220b2a0c5b5393da5521b113cd5465a44eb037d81a5627",
+                "sha256:ff02944ce3c288c5be660c42dbcca0742b32c3b279d6dceda655190240b99224"
+            ],
+            "markers": "python_version >= '3.8'",
+            "version": "==2.0.4"
         },
         "attrs": {
             "hashes": [
-                "sha256:31b2eced602aa8423c2aea9c76a724617ed67cf9513173fd3a4f03e3a929c7e6",
-                "sha256:832aa3cde19744e49938b91fea06d69ecb9e649c93ba974535d08ad92164f700"
+                "sha256:935dc3b529c262f6cf76e50877d35a4bd3c1de194fd41f47a2b7ae8f19971f30",
+                "sha256:99b87a485a5820b23b879f04c2305b44b951b502fd64be915879d77a7e8fc6f1"
+            ],
+            "markers": "python_version >= '3.7'",
+            "version": "==23.2.0"
+        },
+        "babel": {
+            "hashes": [
+                "sha256:08706bdad8d0a3413266ab61bd6c34d0c28d6e1e7badf40a2cebe67644e2e1fb",
+                "sha256:8daf0e265d05768bc6c7a314cf1321e9a123afc328cc635c18622a2f30a04413"
             ],
-            "version": "==20.3.0"
+            "markers": "python_version >= '3.8'",
+            "version": "==2.15.0"
         },
-        "backcall": {
+        "beautifulsoup4": {
             "hashes": [
-                "sha256:5cbdbf27be5e7cfadb448baf0aa95508f91f2bbc6c6437cd9cd06e2a4c215e1e",
-                "sha256:fbbce6a29f263178a1f7915c1940bde0ec2b2a967566fe1c65c1dfb7422bd255"
+                "sha256:74e3d1928edc070d21748185c46e3fb33490f22f52a3addee9aee0f4f7781051",
+                "sha256:b80878c9f40111313e55da8ba20bdba06d8fa3969fc68304167741bbf9e082ed"
             ],
-            "version": "==0.2.0"
+            "markers": "python_full_version >= '3.6.0'",
+            "version": "==4.12.3"
         },
         "bleach": {
             "hashes": [
-                "sha256:52b5919b81842b1854196eaae5ca29679a2f2e378905c346d3ca8227c2c66080",
-                "sha256:9f8ccbeb6183c6e6cddea37592dfb0167485c1e3b13b3363bc325aa8bda3adbd"
+                "sha256:0a31f1837963c41d46bbf1331b8778e1308ea0791db03cc4e7357b97cf42a8fe",
+                "sha256:3225f354cfc436b9789c66c4ee030194bee0568fbf9cbdad3bc8b5c26c5f12b6"
             ],
-            "version": "==3.2.1"
+            "markers": "python_version >= '3.8'",
+            "version": "==6.1.0"
         },
         "certifi": {
             "hashes": [
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+                "sha256:5a1e7645bc0ec61a09e26c36f6106dd4cf40c6db3a1fb6352b0244e7fb057c7b",
+                "sha256:c198e21b1289c2ab85ee4e67bb4b4ef3ead0892059901a8d5b622f24a1101e90"
             ],
-            "version": "==2020.11.8"
+            "markers": "python_version >= '3.6'",
+            "version": "==2024.7.4"
         },
         "cffi": {
             "hashes": [
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-                "sha256:d80998ed59176e8cba74028762fbd9b9153b9afc71ea118e63bbf5d4d0f9552b",
-                "sha256:de31b5164d44ef4943db155b3e8e17929707cac1e5bd2f363e67a56e3af4af6e",
-                "sha256:e66399cf0fc07de4dce4f588fc25bfe84a6d1285cc544e67987d22663393926d",
-                "sha256:f0620511387790860b249b9241c2f13c3a80e21a73e0b861a2df24e9d6f56730",
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-                "sha256:f92cdecb618e5fa4658aeb97d5eb3d2f47aa94ac6477c6daf0f306c5a3b9e6b1",
-                "sha256:f92f789e4f9241cd262ad7a555ca2c648a98178a953af117ef7fad46aa1d5591"
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-            "version": "==3.0.4"
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+                "sha256:2c56b361916f390cd758a57f2e16233eb4f64bcbeee88a4881ea90fca14dc6ab",
+                "sha256:2d92b25dbf6cae33f65005baf472d2c245c050b1ce709cc4588cdcdd5495b520",
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+                "sha256:32c68ef735dbe5857c810328cb2481e24722a59a2003018885514d4c09af9743",
+                "sha256:3686dffb02459559c74dd3d81748269ffb0eb027c39a6fc99502de37d501faa8",
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+                "sha256:5b50bf3f55561dac5438f8e70bfcdfd74543fd60df5fa5f62d94e5867deca684",
+                "sha256:5bf44d66cdf9e893637896c7faa22298baebcd18d1ddb6d2626a6e39793a1d56",
+                "sha256:6602bc8dc6f3a9e02b6c22c4fc1e47aa50f8f8e6d3f78a5e16ac33ef5fefa324",
+                "sha256:673739cb539f8cdaa07d92d02efa93c9ccf87e345b9a0b556e3ecc666718468d",
+                "sha256:68678abf380b42ce21a5f2abde8efee05c114c2fdb2e9eef2efdb0257fba1235",
+                "sha256:68e7c44931cc171c54ccb702482e9fc723192e88d25a0e133edd7aff8fcd1f6e",
+                "sha256:6b3d6606d369fc1da4fd8c357d026317fbb9c9b75d36dc16e90e84c26854b088",
+                "sha256:748dcd1e3d3d7cd5443ef03ce8685043294ad6bd7c02a38d1bd367cfd968e000",
+                "sha256:7651c50c8c5ef7bdb41108b7b8c5a83013bfaa8a935590c5d74627c047a583c7",
+                "sha256:7b78010e7b97fef4bee1e896df8a4bbb6712b7f05b7ef630f9d1da00f6444d2e",
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@@ -994,65 +2059,105 @@
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             ],
-            "version": "==3.4.0"
+            "markers": "python_version >= '3.8'",
+            "version": "==3.19.2"
         }
     },
     "develop": {
-        "entrypoints": {
+        "flake8": {
             "hashes": [
-                "sha256:589f874b313739ad35be6e0cd7efde2a4e9b6fea91edcc34e58ecbb8dbe56d19",
-                "sha256:c70dd71abe5a8c85e55e12c19bd91ccfeec11a6e99044204511f9ed547d48451"
+                "sha256:2e416edcc62471a64cea09353f4e7bdba32aeb079b6e360554c659a122b1bc6a",
+                "sha256:48a07b626b55236e0fb4784ee69a465fbf59d79eec1f5b4785c3d3bc57d17aa5"
             ],
-            "version": "==0.3"
+            "index": "pypi",
+            "markers": "python_full_version >= '3.8.1'",
+            "version": "==7.1.0"
         },
-        "flake8": {
+        "importlib-metadata": {
             "hashes": [
-                "sha256:45681a117ecc81e870cbf1262835ae4af5e7a8b08e40b944a8a6e6b895914cfb",
-                "sha256:49356e766643ad15072a789a20915d3c91dc89fd313ccd71802303fd67e4deca"
+                "sha256:11901fa0c2f97919b288679932bb64febaeacf289d18ac84dd68cb2e74213369",
+                "sha256:72e8d4399996132204f9a16dcc751af254a48f8d1b20b9ff0f98d4a8f901e73d"
             ],
-            "index": "pypi",
-            "version": "==3.7.9"
+            "markers": "python_version < '3.10'",
+            "version": "==8.2.0"
         },
         "mccabe": {
             "hashes": [
-                "sha256:ab8a6258860da4b6677da4bd2fe5dc2c659cff31b3ee4f7f5d64e79735b80d42",
-                "sha256:dd8d182285a0fe56bace7f45b5e7d1a6ebcbf524e8f3bd87eb0f125271b8831f"
+                "sha256:348e0240c33b60bbdf4e523192ef919f28cb2c3d7d5c7794f74009290f236325",
+                "sha256:6c2d30ab6be0e4a46919781807b4f0d834ebdd6c6e3dca0bda5a15f863427b6e"
             ],
-            "version": "==0.6.1"
+            "markers": "python_version >= '3.6'",
+            "version": "==0.7.0"
+        },
+        "platformdirs": {
+            "hashes": [
+                "sha256:2d7a1657e36a80ea911db832a8a6ece5ee53d8de21edd5cc5879af6530b1bfee",
+                "sha256:38b7b51f512eed9e84a22788b4bce1de17c0adb134d6becb09836e37d8654cd3"
+            ],
+            "markers": "python_version >= '3.8'",
+            "version": "==4.2.2"
         },
         "pycodestyle": {
             "hashes": [
-                "sha256:95a2219d12372f05704562a14ec30bc76b05a5b297b21a5dfe3f6fac3491ae56",
-                "sha256:e40a936c9a450ad81df37f549d676d127b1b66000a6c500caa2b085bc0ca976c"
+                "sha256:442f950141b4f43df752dd303511ffded3a04c2b6fb7f65980574f0c31e6e79c",
+                "sha256:949a39f6b86c3e1515ba1787c2022131d165a8ad271b11370a8819aa070269e4"
             ],
-            "version": "==2.5.0"
+            "markers": "python_version >= '3.8'",
+            "version": "==2.12.0"
         },
         "pyflakes": {
             "hashes": [
-                "sha256:17dbeb2e3f4d772725c777fabc446d5634d1038f234e77343108ce445ea69ce0",
-                "sha256:d976835886f8c5b31d47970ed689944a0262b5f3afa00a5a7b4dc81e5449f8a2"
+                "sha256:1c61603ff154621fb2a9172037d84dca3500def8c8b630657d1701f026f8af3f",
+                "sha256:84b5be138a2dfbb40689ca07e2152deb896a65c3a3e24c251c5c62489568074a"
+            ],
+            "markers": "python_version >= '3.8'",
+            "version": "==3.2.0"
+        },
+        "tomli": {
+            "hashes": [
+                "sha256:939de3e7a6161af0c887ef91b7d41a53e7c5a1ca976325f429cb46ea9bc30ecc",
+                "sha256:de526c12914f0c550d15924c62d72abc48d6fe7364aa87328337a31007fe8a4f"
             ],
-            "version": "==2.1.1"
+            "markers": "python_version < '3.11'",
+            "version": "==2.0.1"
         },
         "yapf": {
             "hashes": [
-                "sha256:712e23c468506bf12cadd10169f852572ecc61b266258422d45aaf4ad7ef43de",
-                "sha256:cad8a272c6001b3401de3278238fdc54997b6c2e56baa751788915f879a52fca"
+                "sha256:4dab8a5ed7134e26d57c1647c7483afb3f136878b579062b786c9ba16b94637b",
+                "sha256:adc8b5dd02c0143108878c499284205adb258aad6db6634e5b869e7ee2bd548b"
             ],
             "index": "pypi",
-            "version": "==0.29.0"
+            "markers": "python_version >= '3.7'",
+            "version": "==0.40.2"
+        },
+        "zipp": {
+            "hashes": [
+                "sha256:bf1dcf6450f873a13e952a29504887c89e6de7506209e5b1bcc3460135d4de19",
+                "sha256:f091755f667055f2d02b32c53771a7a6c8b47e1fdbc4b72a8b9072b3eef8015c"
+            ],
+            "markers": "python_version >= '3.8'",
+            "version": "==3.19.2"
         }
     }
 }
diff --git a/backtester/backtester.py b/backtester/backtester.py
index 51fad0b..bcd2ccb 100644
--- a/backtester/backtester.py
+++ b/backtester/backtester.py
@@ -209,7 +209,7 @@ def _sell_some_options(self, date, to_sell, current_options):
                         trade_log_append[leg.name, 'order'] = ~trade_log_append[leg.name, 'order']
                         trade_log_append[leg.name, 'cost'] = current_options[i].loc[row_index]['cost']
 
-                    self.trade_log = self.trade_log.append(trade_log_append, ignore_index=True)
+                    self.trade_log = pd.concat([self.trade_log, pd.DataFrame([trade_log_append])], ignore_index=True)
                     self._options_inventory.at[row_index, ('totals', 'date')] = date
                     self._options_inventory.at[row_index, ('totals', 'qty')] += qty_to_sell
 
@@ -325,7 +325,7 @@ def _update_balance(self, start_date, end_date):
         # sort=False means we're assuming the updates are done in chronological order, i.e,
         # the dates in add are the immediate successors to the ones at the end of self.balance.
         # Pass sort=True to ensure self.balance is always sorted chronologically if needed.
-        self.balance = self.balance.append(add, sort=False)
+        self.balance = pd.concat([self.balance, pd.DataFrame(add)], sort=False)
 
     def _execute_option_entries(self, date, options, options_allocation):
         """Enters option positions according to `self._options_strategy`.
@@ -383,8 +383,9 @@ def _execute_option_entries(self, date, options, options_allocation):
         entries = self._pick_entry_signals(entry_signals)
 
         # Update options inventory, trade log and current cash
-        self._options_inventory = self._options_inventory.append(entries, ignore_index=True)
-        self.trade_log = self.trade_log.append(entries, ignore_index=True)
+        entries_df = pd.DataFrame(entries) if entries.empty else pd.DataFrame([entries])
+        self._options_inventory = pd.concat([self._options_inventory, entries_df], ignore_index=True)
+        self.trade_log = pd.concat([self.trade_log, entries_df], ignore_index=True)
         self.current_cash -= np.sum(entries['totals']['cost'] * entries['totals']['qty'])
 
     def _execute_option_exits(self, date, options):
@@ -438,7 +439,7 @@ def _execute_option_exits(self, date, options):
 
         # Update options inventory, trade log and current cash
         self._options_inventory.drop(self._options_inventory[exits_mask].index, inplace=True)
-        self.trade_log = self.trade_log.append(exits, ignore_index=True)
+        self.trade_log = pd.concat([self.trade_log, pd.DataFrame(exits)], ignore_index=True)
         self.current_cash -= sum(total_costs)
 
     def _pick_entry_signals(self, entry_signals):
@@ -519,8 +520,9 @@ def _impute_missing_option_values(self, exit_candidates):
             pd.DataFrame:                   Exit candidates with imputed values.
         """
         df = self._options_inventory.copy()
-        for leg in self._options_strategy.legs:
-            df.at[:, (leg.name, 'cost')] = 0
+        if not df.empty:
+            for leg in self._options_strategy.legs:
+                df.loc[(leg.name, 'cost')] = 0
 
         return exit_candidates.fillna(df)
 
diff --git a/backtester/statistics/stats.py b/backtester/statistics/stats.py
index 4ce207c..10e8a04 100644
--- a/backtester/statistics/stats.py
+++ b/backtester/statistics/stats.py
@@ -16,7 +16,12 @@ def summary(trade_log, balance):
 
     first_leg = trade_log.columns.levels[0][0]
 
-    entry_mask = trade_log[first_leg].eval('(order == @Order.BTO) | (order == @Order.STO)')
+    ## Not sure of a better way to to this, just doing `Order` or `@Order` inside
+    ## the .eval(...) does not seem to work.
+    order_bto = Order.BTO
+    order_sto = Order.STO
+
+    entry_mask = trade_log[first_leg].eval('(order == @order_bto) | (order == @order_sto)')
     entries = trade_log.loc[entry_mask]
     exits = trade_log.loc[~entry_mask]
 

From 1b9a3882375e78100fe7cc9ee70ba0f90565ef9a Mon Sep 17 00:00:00 2001
From: Javier Chatruc <jrchatruc@gmail.com>
Date: Tue, 6 Aug 2024 18:48:32 -0300
Subject: [PATCH 2/6] Try out CI

---
 .github/workflows/ci.yml | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)
 create mode 100644 .github/workflows/ci.yml

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
new file mode 100644
index 0000000..f5e0012
--- /dev/null
+++ b/.github/workflows/ci.yml
@@ -0,0 +1,22 @@
+name: Test
+
+on: [push]
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v4
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: '3.9.18'
+      - name: Install pipenv
+        run: pip install pipenv
+      - name: Install dependencies
+        run: make install
+      - name: Setup Environment
+        run: make env
+      - name: Run tests
+        run: make test

From 56802dfa2c3480dc70a1af182779602a40c5a65c Mon Sep 17 00:00:00 2001
From: Javier Chatruc <jrchatruc@gmail.com>
Date: Tue, 6 Aug 2024 18:56:43 -0300
Subject: [PATCH 3/6] Test

---
 .github/workflows/ci.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f5e0012..f82895a 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -16,7 +16,7 @@ jobs:
         run: pip install pipenv
       - name: Install dependencies
         run: make install
-      - name: Setup Environment
-        run: make env
+      # - name: Setup Environment
+      #   run: make env
       - name: Run tests
         run: make test

From 862bf07147c0a14c265e92c76a6cac46874f2c6e Mon Sep 17 00:00:00 2001
From: Javier Chatruc <jrchatruc@gmail.com>
Date: Tue, 6 Aug 2024 18:58:14 -0300
Subject: [PATCH 4/6] Remove unnecessary step

---
 .github/workflows/ci.yml | 2 --
 1 file changed, 2 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index f82895a..516bac5 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -16,7 +16,5 @@ jobs:
         run: pip install pipenv
       - name: Install dependencies
         run: make install
-      # - name: Setup Environment
-      #   run: make env
       - name: Run tests
         run: make test

From 19f56b48de03fa07b2746ad40a4c2e481c90f1f2 Mon Sep 17 00:00:00 2001
From: Javier Chatruc <jrchatruc@gmail.com>
Date: Tue, 6 Aug 2024 19:00:12 -0300
Subject: [PATCH 5/6] test failing test

---
 backtester/test/backtester/test_backtester.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/backtester/test/backtester/test_backtester.py b/backtester/test/backtester/test_backtester.py
index fe91edf..a2f3ede 100644
--- a/backtester/test/backtester/test_backtester.py
+++ b/backtester/test/backtester/test_backtester.py
@@ -30,6 +30,8 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti
     # We test with np.isclose instead of true equality because of possible floating point inaccuracies.
     tol = 0.000001
 
+    assert(False)
+
     assert np.allclose(last_day_balance_long, [
         1.001336e+06, 507298.034603, 201228.973492, 49853.700558, 242954.82254999998, 0.0, 0.0, 0.0, 16415.0, 0.0,
         494037.49659999995, -0.004165, 1.001336

From 7e58021d27e1eccf1d17286a0d87f1ff994d7bc6 Mon Sep 17 00:00:00 2001
From: Javier Chatruc <jrchatruc@gmail.com>
Date: Tue, 6 Aug 2024 19:01:41 -0300
Subject: [PATCH 6/6] Revert "test failing test"

This reverts commit 19f56b48de03fa07b2746ad40a4c2e481c90f1f2.
---
 backtester/test/backtester/test_backtester.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/backtester/test/backtester/test_backtester.py b/backtester/test/backtester/test_backtester.py
index a2f3ede..fe91edf 100644
--- a/backtester/test/backtester/test_backtester.py
+++ b/backtester/test/backtester/test_backtester.py
@@ -30,8 +30,6 @@ def test_backtest(sample_stock_portfolio, sample_stocks_datahandler, sample_opti
     # We test with np.isclose instead of true equality because of possible floating point inaccuracies.
     tol = 0.000001
 
-    assert(False)
-
     assert np.allclose(last_day_balance_long, [
         1.001336e+06, 507298.034603, 201228.973492, 49853.700558, 242954.82254999998, 0.0, 0.0, 0.0, 16415.0, 0.0,
         494037.49659999995, -0.004165, 1.001336