Fix MultiBacktest mixed no-trade results

backtesting/lib.py

@@ -608,7 +608,7 @@ def _mp_task_run(args):
         data_shm, strategy, bt_kwargs, run_kwargs = args
         dfs, shms = zip(*(SharedMemoryManager.shm2df(i) for i in data_shm))
         try:
-            return [stats.filter(regex='^[^_]') if stats['# Trades'] else None
+            return [stats.filter(regex='^[^_]')
                     for stats in (Backtest(df, strategy, **bt_kwargs).run(**run_kwargs)
                                   for df in dfs)]
         finally:

backtesting/test/_test.py

@@ -982,6 +982,31 @@ def test_MultiBacktest(self):
                 print(start_method, time.monotonic() - start_time)
         plot_heatmaps(heatmap.mean(axis=1), open_browser=False)
 
+    def test_MultiBacktest_handles_mixed_no_trade_results(self):
+        class SometimesNoTrade(Strategy):
+            def init(self):
+                self._will_trade = len(self.data.index) == 20
+                self._has_bought = False
+
+            def next(self):
+                if not self._will_trade:
+                    return
+                if self.position:
+                    self.position.close()
+                elif not self._has_bought:
+                    self.buy()
+                    self._has_bought = True
+
+        btm = MultiBacktest([GOOG.iloc[:20], GOOG.iloc[:21], GOOG.iloc[:22]],
+                            SometimesNoTrade, cash=100_000)
+        res = btm.run()
+        self.assertIsInstance(res, pd.DataFrame)
+        self.assertEqual(res.columns.tolist(), [0, 1, 2])
+        self.assertGreater(res.loc['# Trades', 0], 0)
+        self.assertEqual(res.loc['# Trades', 1], 0)
+        self.assertEqual(res.loc['# Trades', 2], 0)
+        self.assertFalse(isinstance(res.iloc[0, 0], pd.Series))
+
 
 class TestUtil(TestCase):
     def test_as_str(self):