BT Portfolio Backtest

WHENWhen implementing data input for backtesting

ACTIONverify the price DataFrame index is a DateTimeIndex for time-series alignment

CONSEQUENCEWithout a DateTimeIndex, pandas datetime operations like shift() and offset calculations will fail or produce incorrect results, corrupting backtest calculations

WHENWhen passing price data with duplicate column names

ACTIONallow duplicate column names in the price DataFrame

CONSEQUENCEDuplicate columns cause ambiguous column access and can lead to incorrect signal generation or position sizing based on wrong securities

WHENWhen providing price data to Backtest

ACTIONuse a datetime-indexed pandas DataFrame or Series as the data source

CONSEQUENCENon-datetime indexed data causes pandas datetime operations to fail, preventing proper time-series alignment and offset calculations