BUG: Fix "'CAGR [%]' must match a key in pd.Series result of bt.run()"

Author: kernc

backtesting/_stats.py

@@ -197,3 +197,15 @@ def __repr__(self):
             # 'format.na_rep', '--',  # TODO: Enable once it works
         ):
             return super().__repr__()
+
+
+def dummy_stats():
+    from .backtesting import Trade, _Broker
+    index = pd.DatetimeIndex(['2025'])
+    data = pd.DataFrame({col: [np.nan] for col in ('Close',)}, index=index)
+    trade = Trade(_Broker(data=data, cash=10000, spread=.01, commission=.01, margin=.1,
+                          trade_on_close=True, hedging=True, exclusive_orders=False, index=index),
+                  1, 1, 0, None)
+    trade._replace(exit_price=1, exit_bar=0)
+    trade._commissions = np.nan
+    return compute_stats([trade], np.r_[[np.nan]], data, None, 0)

backtesting/backtesting.py

@@ -24,7 +24,7 @@
 from numpy.random import default_rng
 
 from ._plotting import plot  # noqa: I001
-from ._stats import compute_stats
+from ._stats import compute_stats, dummy_stats
 from ._util import (
     SharedMemoryManager, _as_str, _Indicator, _Data, _batch, _indicator_warmup_nbars,
     _strategy_indicators, patch, try_, _tqdm,
@@ -1425,9 +1425,7 @@ def optimize(self, *,
         maximize_key = None
         if isinstance(maximize, str):
             maximize_key = str(maximize)
-            stats_keys = compute_stats(
-                [], np.r_[[np.nan]], pd.DataFrame({col: [np.nan] for col in ('Close',)}), None, 0).index
-            if maximize not in stats_keys:
+            if maximize not in dummy_stats().index:
                 raise ValueError('`maximize`, if str, must match a key in pd.Series '
                                  'result of backtest.run()')