-
Hi,
adding consolidators and securities after programm start make a lot of trouble.
When testing take a look in the OnData method and the Time.Minute value which should be set.
The following code…
-
Large account equity changes when trading FX paper trading. Jumps timed precisely with trades so likely is an issue with the cashbook model.
![2016-07-25 13_07_54-algorithmic trading platform - quan…
-
Ran,
Thank for you QTPyLib,I have tested severa weeks,It is very execllent!!!
I have a problem about FUT can not get quote and tick,
Because i use my live account to try get XINA50 FUT(i have subsc…
-
After setting up QSTrader using the instructions in the readme file, I attempted to run the example buy_and_hold_backtest.py. This generated the error:
```
Traceback (most recent call last):
File …
-
Getting below error while running the backtest, it started after I did pull all new changes after a month. I am passing a minute bar data.
Any clue what is happening. It used to give result on old c…
-
Hello, I am a new user to zipline. I installed it by pip, and I found it's version is `1.0.1` by following code:
```
import zipline
zipline.__version__
```
then, I copy the code from the `Quickstart…
-
Hello,
I am using a= bdh(securities=COMP, fields=paste(FIE), start.date=as.Date("1970-01-01")
Essentially, I am trying to output one data frame with all of the COMPanies and all of the FIElds of int…
-
With map file:
20081105,bgu
20120628,bgu
20501231,spxl
The SPXL is delisting instead of mapping the symbol to its new file.
-
So it will be possible to save them (CSV, JSON, YAML, Pickle...)
Moreover it will be possible to use backtest results for unit testing purpose.
-
As mentioned in: https://www.quantstart.com/articles/Advanced-Trading-Infrastructure-Portfolio-Class
---
What's missing from this list so far? Perhaps the most important missing piece is any mechan…