Didn't get forced liquidation when the "Low Price" is very low.

[peilinnnnnn]

As depicted in the picture, the first trade generated a profit, but during the trade, a bar had a significantly low "Low Price", indicating that in reality, the first trade would have been subject to forced liquidation due to my margin setting of 0.01. Is there a way to fix this issue now?

[kernc]

Indeed, equity is computed only once per bar, taking into account only the last_price (i.e. close) for trade P/L computation. Nice catch!

backtesting.py/backtesting/backtesting.py

Lines 802 to 813 in 0ce24d8

	# Log account equity for the equity curve
	equity = self.equity
	self._equity[i] = equity
	# If equity is negative, set all to 0 and stop the simulation
	if equity <= 0:
	assert self.margin_available <= 0
	for trade in self.trades:
	self._close_trade(trade, self._data.Close[-1], i)
	self._cash = 0
	self._equity[i:] = 0
	raise _OutOfMoneyError

backtesting.py/backtesting/backtesting.py

Lines 788 to 790 in 0ce24d8

	@property
	def equity(self) -> float:
	return self._cash + sum(trade.pl for trade in self.trades)