AssertionError while using TrailingStrategy kernc#316

the code shouldn't be using atr[-1]. It should be using atr[index] where index = len(self.data)-1

Author: zlpatel

backtesting/lib.py

@@ -441,13 +441,14 @@ def set_trailing_sl(self, n_atr: float = 6):
 
     def next(self):
         super().next()
+        index = len(self.data)-1
         for trade in self.trades:
             if trade.is_long:
                 trade.sl = max(trade.sl or -np.inf,
-                               self.data.Close[-1] - self.__atr[-1] * self.__n_atr)
+                               self.data.Close[index] - self.__atr[index] * self.__n_atr)
             else:
                 trade.sl = min(trade.sl or np.inf,
-                               self.data.Close[-1] + self.__atr[-1] * self.__n_atr)
+                               self.data.Close[index] + self.__atr[index] * self.__n_atr)
 
 
 # Prevent pdoc3 documenting __init__ signature of Strategy subclasses