Hi,
According to docs, "context.portfolio.portfolio_value
does not reflect the actual account balance in your brokerage account but is rather a "virtual" account balance which reflects the starting balance you specified in quantrocket.zipline.allocations.yml
plus the strategy's PNL to date"
After 2 weeks of live trading I see non-zero PnL in Tearsheet.from_pnl_csv (623 USD) but context.portfolio.portfolio_value remains equal to initial value set in quantrocket.zipline.allocations.yml file (100000 USD). I check context.portfolio.portfolio_value in initialize routine.
Is it a bug? Rounding error due to small value of PnL?
Please carefully review how live trading works.
Orders and executions are replayed after initialize()
.