diff --git a/src/pybroker/strategy.py b/src/pybroker/strategy.py index 1a350a8..361844c 100644 --- a/src/pybroker/strategy.py +++ b/src/pybroker/strategy.py @@ -197,7 +197,9 @@ def backtest_executions( # TODO pandas 2.1.0 try: sym_exec_dates = { - sym: frozenset(test_data.loc[pd.IndexSlice[sym, :]].index.to_numpy()) + sym: frozenset( + test_data.loc[pd.IndexSlice[sym, :]].index.to_numpy() + ) for sym in exec_ctxs.keys() } except AttributeError: