DanielNobbe
commented
2 years ago In the Quick Start Guide (linked above), they mention that it is nice to index the DataFrame with the datetime. This is necessary for our implementation as well
Open DanielNobbe opened 2 years ago
DanielNobbe
commented
2 years ago In the Quick Start Guide (linked above), they mention that it is nice to index the DataFrame with the datetime. This is necessary for our implementation as well
Backtesting.py requires a Pandas Dataframe for the data input: A Pandas Dataframe for the time series, with Open, High, Low and Close values (optionally Volume), and timestamps (datetime) plus more columns that are available to the strategy (could use those to store the tensors for input into model?) Need to load data in such a frame, or convert existing timeseries data into it. https://kernc.github.io/backtesting.py/ https://kernc.github.io/backtesting.py/doc/examples/Quick%20Start%20User%20Guide.html