Portfolio stats for a reduced timeframe

[esePuente]

I'm joining the other. Great work @polakowo!
Coming from zipline, this is a huge step in functionality and efficiency. Maybe not on simplicity, but hey you can't have it all.

I am noticing that after running a backtest, the first N events will come out as 0 in the returns ts. This is expected as the buffer for the indicator builds up (ie. N-day MA, etc.). So, when getting the results from the stats method it is my impression it would still take those events as part of the range to calculate the metrics. Any guidance on how I can adjust the settings for the stats method to narrow the analysis window to N days after the first date? I found the apply_to_timedelta property but I don't think that's what I need. Any help is appreciated.

Very excited about what I am finding here.
Thanks for your hard work.