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Strategy uses Pandas DataFrame rows or numpy arrays, Predictors uses lists/tensors. We need to write code that converts pandas rows into something the predictor can use. This can also be done by incor…
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I see this is taken from the Alpha Engine project. What start is your implementation as I would be interested to know how your looking to re-adapt it. It looks like your integrating some indicators as…
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### Expected Behavior
I wanna use it over 10000 index with this command(index_col='time', parse_dates=True) without the error ,when I import the csv.
Of cource I should type the code like follow.
…
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Find today this huge project and i would like to contribute and adopt it.
I'm building a trading engine, it is a C# UWP app running on Raspberry PI, so far it retrieves candles from the exchange ev…
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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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Hi
Im trying to run deep learning optimisation using optuna. It works fine if I have n_trails=1 however if I increase that number to say 2 I get a error AttributeError: _model_call. I have enough c…
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Hi! Thank you for great job and for high speed.
I would like to migrate from mathplotlib. It is extremely slow in case of candles.
I use mathplotlib to generate trades chart image for backtesti…
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I am trying to pull OHLC data beyond the 720-period limit for a backtesting engine. The Kraken API explains that this can be done by setting the `since` argument to the earliest datetime and using the…
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Hello Philippe,
first of all, thank you very much for releasing your library and congratulations on it - I like your approach to backtesting very much.
Let me ask you here a couple of questions abou…
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### Expected Behavior
No errors, plot shows.
### Actual Behavior
```
/usr/local/lib/python3.7/dist-packages/backtesting/_plotting.py:104: UserWarning: Data contains too many candlesticks to plot…