| 201 | |
| 202 | |
| 203 | def dummy_stats(): |
| 204 | from .backtesting import Trade, _Broker |
| 205 | index = pd.DatetimeIndex(['2025']) |
| 206 | data = pd.DataFrame({col: [np.nan] for col in ('Close',)}, index=index) |
| 207 | trade = Trade(_Broker(data=data, cash=10000, spread=.01, commission=.01, margin=.1, |
| 208 | trade_on_close=True, hedging=True, exclusive_orders=False, index=index), |
| 209 | 1, 1, 0, None) |
| 210 | trade._replace(exit_price=1, exit_bar=0) |
| 211 | trade._commissions = np.nan |
| 212 | return compute_stats([trade], np.r_[[np.nan]], data, None, 0) |