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Alex i have **a task** for you on the topic of Money Management of the alphas within a campaign.
I need this by Tuesday 24, October 2017, 10:00 am PST.
**I want** to be able to:
1) to define…
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Running the notebook myself, the backtest performs worse. Note that I've imported the notebook and not made any modifications.
**My run**
context.set_slippage(spread=0.0…
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I am still looking at the smart campaign deployment so i have not included any issues related to that here.
@alexveden Friday 24 Nov task list
1. deltas of each product in the campaign to establ…
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# Bug Report
### Expected Behavior
Data from multiple datasets sholud be streamed following the temporal dependencies.
### Actual Behavior
I created streaming backtesting engine with `batch_si…
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### What happened + What you expected to happen
I run a simple hyperparameters optimisation (backtesting) using Ray Tune and Optuna. Tasks are very short (1-3 seconds long, 1-5 trials per iteration…
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**Describe the bug**
Running backtesting on day when markets are closed, throws following error:
```
[backtest()][49032]2023-10-08 13:18:41.303132:backtest() - exception of type IndexError with a…
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### System information
- **Have I written custom code (as opposed to using zenbot vanilla)**: No
- **OS Platform and Distribution (e.g., Linux Ubuntu 16.04)**: Current LTS Ubuntu
- **Zenbot version…
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# Bug Report
Orderbooks depth snapshots (per 100ms) feeded in backtest, but orderbook output in strategy does not reflect orderbook status in trace.
### Expected Behavior
I used OrderBook L2_MBP de…
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I know, that you already planned to support fundamentals data.
I just wanted to point your attention to a small project I started sometime ago to provide fundamentals data support to zipline: https…