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Possibly a mono/Linux issue.
In https://github.com/QuantConnect/Lean/blob/master/Common/Statistics/PortfolioStatistics.cs#L178 I placed a breakpoint.
On my machine using the attached algorithm the c…
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take the buyapple.py as an example:
``` python
runfile('D:/git_download/zipline/zipline/examples/buyapple.py', wdir='D:/git_download/zipline/zipline/examples')
AAPL
Traceback (most recent call last):…
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Refactor the Statistics class to be an instance driven, with a constructor which takes the required information and creates an instance of Statistics.
Statistics object should define all the current…
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So I'm looking over porting a multi-symbol, multi trade with hedging strategy to see if I can backtest. Until now it's been impossible to backtest due to the fact it hedges on multiple symbols. Do y…
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Create a Oanda data downloader tool to allow scraping the Oanda API for FX and CFD data. This would be a long running tool people could run in the background, start every time they login to windows et…
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Are there plans to make this release of zipline compatible with app.quantopian.com's implementation? It'd be awesome to test and build strategies from the site against unsupported instruments like for…
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For Live fx trading or backtesting with minutes data , zipline fails as the comparison is between different time frames.
(When i remove benchmark comparison assert )
With live data , algorithm is …