Open DanielNobbe opened 3 years ago
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 incorporating extra info into the original dataframe, but we will still need some form of interface. Make sure to check how data is fed in Strategy objects. https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html https://kernc.github.io/backtesting.py/
Update: The backtesting engine returns vectors for the available data, so solving this issue is included in the solution for #40.
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 incorporating extra info into the original dataframe, but we will still need some form of interface. Make sure to check how data is fed in Strategy objects. https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html https://kernc.github.io/backtesting.py/