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The data handling in pinkfish is too tightly bound to yfinance/Yahoo. It would be a valuable enhancement to be able to deliver data easily to pinkfish from other data sources. Lots of individual in…
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## 环境
* VN Station2.2版本
* win10系统
## Issue类型
Bug
## 预期程序行为
VN Station中CTA回测Tick数据，点击参数优化获取目标结果
## 实际程序行为
VN Station中CTA回测Tick数据，点击参数优化获取的目标结果都为0
## 重现步骤
1. 启动VN Station程序，导入以太坊历史Ti…
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sometimes appears a negative liquidationPrice on bitmex backtester, this cannot occur
. I changed the Stop Market to Stop Limit orders in the examples/strategies/ema_cross_trail.py file. I am using trade dat…
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```
# Reshape
X for model training
trainX = np.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
devX = np.reshape(devX, (devX.shape[0], 1, devX.shape[1]))
testX = np.reshape(testX, (testX.…
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Hi,
I just discovered your very cool repo. I was able to play with the parameters on my own historical data using :
algo = algos.OLMAR(window=5, eps=10)
result = algo.run(self.df)
Th…
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Not really an issue, just wondering, is it possible that, when all conditions are met to initiate a buy order, to tell the backtester at what price I would like to log as that trade's purchase price? …
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Hi,
First of all - great thanks for the library, it looks really amazing and well-written (from the framework architecture point or view).
I want to use it as my core component in personal TA and …
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```
Traceback (most recent call last):
File "~passivbot/venv/lib/python3.8/site-packages/redis/connection.py", line 706, in send_packed_command
sendall(self._sock, item)
File "~passivbot/v…
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I am currently trying to backtest using ADA/BTC trade ticks. Unfortunately, the results keep bugging in such a fashion. I keep trying to see if it is something I am doing wrong, but when reviewing the…