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Strategy uses Pandas DataFrame rows or numpy arrays, Predictors uses lists/tensors. We need to write code that converts pandas rows into something the predictor can use. This can also be done by incor…
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Hi,
Is it possible to run Japonicus with taker backtests ?
Thanks
Xavier
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### Expected Behavior
I want to backtest asset allocation strategies consisting of multiple assets such as HAA, VAA, BAA, ...
### Actual Behavior
I seems like only supports backtesting individu…
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As a title, keeping best parameters seems not working for deep backtesting. Default values are used instead.
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Hello,
I'm trying to backtest a strategy using hftbacktest. My dataset is binance btcusdt spot for 01.11.2024, which I downloaded as a sample via tardis. However, when I iterate using elapse and sa…
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How do you test the model before going live trading?
ghost updated
5 years ago
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There seems to be an issue with the start and end times of the back tester. The onStockAggMin() function only runs a max of 100 times, regardless of how far back the start date has been set. And it …
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**Is your feature request related to a current problem? Please describe.**
It is unclear from the documentation that `model.historical_forecasts` and `model.backtest` will only ever train on a single…
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**Is your feature request related to a problem? Please describe.**
Backtesting using historical data and showing the performance of forecasting is key to understand the performance of predictions. …