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In our last meeting, @tsorro detailed 4 feature requests for the Trading Strategy backtesting solution:
- [ ] Data restructuring
- [ ] Remove top + bottom 5% of positions
- [ ] Training + Testing…
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Group 1 ASX stocks open at 10am +/- 15 seconds. This means there may be a "left index 9:59" trade time on approximately 50% of trading days.
https://www2.asx.com.au/markets/market-resources/trading…
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### Expected Behavior
I am trying to bind the realtrade into this frame work. Of course replacements of Backtest , _Broker , and datafeeding need rewrite. I got them (data API, broker API) on hand an…
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Sorry if this has been discussed already. I didn't find anything in the forums.
Does Zipline have a method to access individual symbol time-series data from a bundle, outside of the algo run? Is s…
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Hi guys,
very nice package! I am planning in comparing the most prominent open source backtesting packages and wonder whether it is possible to use only your backtest tool without strategies? Do yo…
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# Bug Report
Hello,
I implemented the example strategy from the readme.md, the "minimal EMA Cross strategy example which just uses bar data". Therefore I created an Equity:
```python
…
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Anybody get the day trade count working. Im getting a dictionary with an URL where I think the number of day trade key is, but using the request.get function I'm not getting a number.
Thank you.
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## Problem Description
**Please provide a minimal, self-contained, and reproducible example:**
```python
[Paste code here]
```
import pyfolio as pf
**Please provide the full traceback:**
```p…
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(paper trading; v1)
In my experimentation an order submitted to the system reliably does not appear in the "trade_updates" stream of events until it is cancelled.
I listen to trade updates like …
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[CV_SelwynChan1.3.pdf](https://github.com/SelwynChan/Misc/files/13358386/CV_SelwynChan1.3.pdf)
[CV_SelwynChan(20210627).docx](https://github.com/SelwynChan/Misc/files/13358389/CV_SelwynChan.20210627.…