Fix value size type in from_signals

README.md

@@ -40,14 +40,14 @@ data even without GPU and parallelization and enables the user to interact with
 without significant delays.
 
 With vectorbt, you can
-* Backtest strategies in **a couple of lines** of Python code
-* Enjoy the best of both worlds: the ecosystem of Python and **the speed of C**
-* Retain **full control** over execution (as opposed to web-based services such as TradingView)
-* Optimize your trading strategy against many parameters, assets, and periods **in one go**
-* Uncover **hidden patterns** in financial markets
-* Analyze time series and engineer new features for **ML models**
+* Backtest strategies in a couple of lines of Python code
+* Enjoy the best of both worlds: the ecosystem of Python and the speed of C
+* Retain full control over execution (as opposed to web-based services such as TradingView)
+* Optimize your trading strategy against many parameters, assets, and periods in one go
+* Uncover hidden patterns in financial markets
+* Analyze time series and engineer new features for ML models
 * Supercharge pandas and your favorite tools to run much faster
-* Visualize strategy performance using **interactive charts and dashboards** (both in Jupyter and browser)
+* Visualize strategy performance using interactive charts and dashboards (both in Jupyter and browser)
 * Fetch and process data periodically, send Telegram notifications, and more :fire:
 
 ## Installation

docs/docs/getting-started/installation.md

@@ -56,5 +56,6 @@ pip install -e vectorbt
 
 ## Troubleshooting
 
-* [TA-Lib support](https://github.com/mrjbq7/ta-lib#dependencies)
-* [Jupyter Notebook and JupyterLab support](https://plotly.com/python/getting-started/#jupyter-notebook-support)
+* [TA-Lib](https://github.com/mrjbq7/ta-lib#dependencies)
+* [Jupyter Notebook and JupyterLab](https://plotly.com/python/getting-started/#jupyter-notebook-support)
+* [Apple M1](https://github.com/polakowo/vectorbt/issues/320)

docs/docs/index.md

@@ -22,14 +22,14 @@ without significant delays.
 
 With vectorbt, you can
 
-- [x] Backtest strategies in **a couple of lines** of Python code
-- [x] Enjoy the best of both worlds: the ecosystem of Python and **the speed of C**
-- [x] Retain **full control** over execution and your data (as opposed to web-based services such as TradingView)
-- [x] Optimize your trading strategy against many parameters, assets, and periods **in one go**
-- [x] Uncover **hidden patterns** in financial markets
-- [x] Analyze time series and engineer new features for **ML models**
+- [x] Backtest strategies in a couple of lines of Python code
+- [x] Enjoy the best of both worlds: the ecosystem of Python and the speed of C
+- [x] Retain full control over execution and your data (as opposed to web-based services such as TradingView)
+- [x] Optimize your trading strategy against many parameters, assets, and periods in one go
+- [x] Uncover hidden patterns in financial markets
+- [x] Analyze time series and engineer new features for ML models
 - [x] Supercharge pandas and your favorite tools to run much faster
-- [x] Visualize strategy performance using **interactive charts and dashboards** (both in Jupyter and browser)
+- [x] Visualize strategy performance using interactive charts and dashboards (both in Jupyter and browser)
 - [x] Fetch and process data periodically, send Telegram notifications, and more :fire:
 
 ## Why vectorbt?

tests/test_portfolio.py

@@ -1878,9 +1878,8 @@ def test_value(self):
         record_arrays_close(
             from_signals_both(size=[[0, 1, np.inf]], size_type='value').order_records,
             np.array([
-                (0, 1, 0, 1.0, 1.0, 0.0, 0), (1, 1, 3, 0.3125, 4.0, 0.0, 1),
-                (2, 1, 4, 0.1775, 5.0, 0.0, 1), (3, 2, 0, 100.0, 1.0, 0.0, 0),
-                (4, 2, 3, 200.0, 4.0, 0.0, 1)
+                (0, 1, 0, 1.0, 1.0, 0.0, 0), (1, 1, 3, 1.25, 4.0, 0.0, 1),
+                (2, 2, 0, 100.0, 1.0, 0.0, 0), (3, 2, 3, 200.0, 4.0, 0.0, 1)
             ], dtype=order_dt)
         )
         record_arrays_close(

vectorbt/_version.py

@@ -1,4 +1,4 @@
 # Copyright (c) 2021 Oleg Polakow. All rights reserved.
 # This code is licensed under Apache 2.0 with Commons Clause license (see LICENSE.md for details)
 
-__version__ = "0.23.1"
+__version__ = "0.23.2"

vectorbt/portfolio/nb.py

@@ -1725,6 +1725,7 @@ def signals_to_size_nb(position_now: float,
                         order_size -= size / val_price_now
                     else:
                         order_size -= size
+                size_type = SizeType.Amount
         elif is_long_exit:
             direction = Direction.LongOnly
             if accumulate == AccumulationMode.Both or accumulate == AccumulationMode.RemoveOnly:
@@ -1755,6 +1756,7 @@ def signals_to_size_nb(position_now: float,
                         order_size += size / val_price_now
                     else:
                         order_size += size
+                size_type = SizeType.Amount
         elif is_short_exit:
             direction = Direction.ShortOnly
             if accumulate == AccumulationMode.Both or accumulate == AccumulationMode.RemoveOnly: