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Hi guys,
very nice package! I am planning in comparing the most prominent open source backtesting packages and wonder whether it is possible to use only your backtest tool without strategies? Do yo…
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Hi,
Just wondering if we can 'twist' the existing class to put intraday data ?
Think this should be the same, just more timestamp.
Thanks
PS: do you have an email where we discuss on this ?
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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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OK, suppose that #24 is closed and #25 is merged.
Now we can see some other performance bottlenecks. Checking the simple strategy:
```
x = np.random.randn(10000, 100) * 0.01
idx = pd.date_range('197…
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Sorry, this may sound crazy, but I work for a company that will invest a percentage of money in stocks of various companies. But to do this they are thoroughly studying each stock like: technical an…
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I have a few general questions regarding bt that I would like to ask. I hope it is acceptable to ask questions like this here.
1) For what type of investment style was this project created? It seems …
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Hello @edtechre,
I have studied https://github.com/edtechre/pybroker/issues/48 a little bit more intensive. So from what I have understood is that there are 2 different `start_date` / `end_date` c…
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