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Why do we use 252 for the sharpe ratio calculation at the end of an episode. Looks like we using portfolio change from the beginning of the file which will be 9 years of trading period. so shouldn't 2…
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### Expected Behavior
I wanted to use the data of the latest candle within the next method to see if it conformed to a particular bullish/bearish pattern. I'm using the talib library. I expected to…
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`marks = ['o', "s", "x", "+"]
fig, ax = plt.subplots()
pf_results.plot(kind='scatter', x='volatility', y='returns', c='sharpe_ratio',
cmap='RdYlGn', edgecolors='black', ax=ax)…
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### Expected Behavior
My sample SPY data has a signal column which is generated based on renkon chart:
```
Open High Low Close Adj Close Volume signal
Date …
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### Info
I recommend using pytest for unit testing instead of using the builtin library exclusively. We would benefit from fixtures, parametrization - especially useful for all the possible combinati…
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* Operating system: Ubuntu 18.04.5 LTS
* Python Version: Python 3.7.9
* CCXT version: 1.42.19
* Freqtrade Version: freqtrade develop-9530674
I'm running some hyperopts, and if I use the …
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**Describe the bug**
The risk_free_rate in max_sharpe() always equal to its default value as 0.02 no matter the parameter value I input, which causes sharpe ratio calculated wrong.
**Expected beha…
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First of all, thank you for this wonderful library.
When I maximize sharpe ratio, I could get a very good sharpe but with higher volatility levels than I prefer.
My idea was to maximize sharpe rat…
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Testing notebook that will take a pipeline or function, index & date range and test how the optimal portfolio performs vs actual
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The tests often have hard-coded "magic" values for the expected weights, vol and Sharpe ratio results but at least in some cases the solver results could be validated against values that can be calcul…