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pipeline/backtester.py

@@ -286,8 +286,8 @@ class BacktestEngine:
                 entry = price * (1 + self.slip * sig)
                 a     = atr_s[i] if not np.isnan(atr_s[i]) else price * 0.01
                 dist  = self.atr_mult * a
-                risk$ = cash * self.risk
-                sz    = min(risk$ / max(dist, 1e-8), cash * self.max_pos / entry)
+                risk_amt = cash * self.risk
+                sz    = min(risk_amt / max(dist, 1e-8), cash * self.max_pos / entry)
                 sz    = max(sz, 1e-8)
                 pos   = sig
                 stop  = entry - sig * dist