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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. …
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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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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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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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Hello,
First , many thanks for your work.
When backtesting with only trader and noop strategy causes an error below docker logs.
Any advice?
Thank you.
(node:20) UnhandledPromiseRejectionWa…
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What is the accepted *.data format for history data for backtesting? The available history is always only ~1 month long, but I want to test with more data. How can I import more data myself?
[This …
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I'm always frustrated when I need to re-download the exchange data for backtesting.
Why not have a way to "update" the data to the current date (or to a certain date) and conversely to delete a da…
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Using backtest I get some wrong figures under the "Net Return on Investment" as shown on the following screenshot:
![image](https://user-images.githubusercontent.com/402056/107144363-ff77e800-693a-11…
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may as well backtest against all available data until it becomes a problem
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### Expected Behavior
```
/home/mab/Documents/RESEARCH/GARS/.env/lib/python3.9/site-packages/backtesting/_stats.py:122: RuntimeWarning: divide by zero encountered in double_scalars
s.loc['Sortino…