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lines changed Original file line number Diff line number Diff line change @@ -255,6 +255,7 @@ def pandl_for_instrument_forecast(
255255 )
256256 account_curve = pandl_for_position (
257257 notional_position = notional_position ,
258+ average_notional_position = average_notional_position ,
258259 SR_cost = SR_cost ,
259260 fx = fx ,
260261 daily_returns_volatility = daily_returns_volatility ,
@@ -302,17 +303,16 @@ def _get_normalised_forecast(
302303
303304def pandl_for_position (
304305 notional_position : pd .Series ,
306+ average_notional_position ,
305307 price : pd .Series ,
306308 capital : float = ARBITRARY_FORECAST_CAPITAL ,
307309 fx = arg_not_supplied ,
308310 daily_returns_volatility : pd .Series = arg_not_supplied ,
309- SR_cost = 0.0 ,
311+ SR_cost = 0.0 ,
310312 delayfill = True ,
311313 value_per_point = ARBITRARY_VALUE_OF_PRICE_POINT ,
312314) -> accountCurve :
313315
314- average_notional_position = notional_position .abs ().mean ()
315-
316316 pandl_calculator = pandlCalculationWithSRCosts (
317317 price ,
318318 SR_cost = SR_cost ,
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