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I'm testing a strategy for a single stock where I buy more shares or sell some of the shares. I've set the init_capital to 1000000 so that all buy orders are recorded. In this scenario, the stats are …
Ziink updated
3 years ago
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[vectorbt](https://vectorbt.dev/) It's a performant vectorized backtesting framework, useful for running backtests from the research environment, where you want to quickly validate hypotheses prior to…
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I cannot install this package with pip/poetry because the `ccxt==1.90.41` specified in `requirements.txt` does not exist on PyPI. Can you change it to this?
```
ccxt>=3.0.48
```
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So currently the Library can only support a single instrument. I would like to extend it for pairs Trading (Two instruments) Buying one selling other.
Any advice will be helpful.
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This may just be a problem with data, but I am getting blown up sortino ratios. I thought they had to be much smaller.
For instance:
```python
import yfinance as yf
msft = yf.Ticker("ETH-…
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Setting
```
USED_API_DEFAULT to use "IB" and
"DAILY_REPORT_PERIOD":2, #in year
```
because yfinance doesn't allow 3 years. The IB is running well and then it is using fetch_symbol in ib.py t…
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I created a simple test strategy (SMA crossover). I set it up so that ``long_only``, ``short_only`` and ``both`` can be analyzed.
When analyzing the periodic returns, I stumbled upon the fact that …
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A DCA Dollar cost average, make several buy orders and later close the trade when it reach a profit from last average price, what i see is that in orders are only registered the first buy and last clo…
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I got sample_plot_term_structure.py working over weekend and it seems to work with yesterday's date (e.g. 2023-03-24 on Sat 3-25). However it doesn't work with today's date well after 16:00 Central…
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O objetivo dessa issue é reunir ideias para o nosso trabalho