fix build

Author: t2o2

README.md

@@ -79,6 +79,7 @@ Avg. Trade Duration          32 days 00:00:00
 Profit Factor                            2.13
 Expectancy [%]                           6.91
 SQN                                      1.78
+Kelly Criterion                        0.6134
 _strategy              SmaCross(n1=10, n2=20)
 _equity_curve                          Equ...
 _trades                       Size  EntryB...

backtesting/backtesting.py

@@ -1127,6 +1127,7 @@ def run(self, **kwargs) -> pd.Series:
             Profit Factor                         2.08802
             Expectancy [%]                        8.79171
             SQN                                  0.916893
+            Kelly Criterion                        0.6134
             _strategy                            SmaCross
             _equity_curve                           Eq...
             _trades                       Size  EntryB...

backtesting/test/_test.py

@@ -276,6 +276,7 @@ def test_compute_stats(self):
                 'Return [%]': 414.2298999999996,
                 'Volatility (Ann.) [%]': 36.49390889140787,
                 'SQN': 1.0766187356697705,
+                'Kelly Criterion': 0.7875234266909678,
                 'Sharpe Ratio': 0.5803778344714113,
                 'Sortino Ratio': 1.0847880675854096,
                 'Start': pd.Timestamp('2004-08-19 00:00:00'),