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Jachowski / Automated-Trading-System

Trading System with Backtrader
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Updating and expanding the code? #1

Open datatalking opened 2 years ago

datatalking commented 2 years ago

Hi I enjoyed your Medium article https://medium.com/@Jachowskii/how-to-build-a-backtesting-engine-in-python-using-pandas-bc8e532a9e95 and managed to find your github repo. Are you open to expanding this code base or could I contribute to it?

Doing the backtesting in pandas is an innovative step and I've got a few thousand data points that we could look at addressing.

I'm also part of the Morningstar Mstables, Backtrader, Tiingo, Pandas-Dataframe and Dbadvantage repos so I'm trying to unify or connect a number of repos.

Jachowski commented 2 years ago

Hi Andrew,

Thank you a lot for your feedback!

I'm pleased to work together on that backtesting engine, I'm currently trying to expand it in order to add several take profits and dynamic stop losses as well as different order types. What would you like to do exactly?

Il giorno lun 27 giu 2022 alle ore 12:34 Andrew Schell < @.***> ha scritto:

Hi I enjoyed your Medium article @.***/how-to-build-a-backtesting-engine-in-python-using-pandas-bc8e532a9e95 and managed to find your github repo. Are you open to expanding this code base or could I contribute to it?

Doing the backtesting in pandas is an innovative step and I've got a few thousand data points that we could look at addressing.

I'm also part of the Morningstar Mstables, Backtrader, Tiingo, Pandas-Dataframe and Dbadvantage repos so I'm trying to unify or connect a number of repos.

— Reply to this email directly, view it on GitHub https://github.com/Jachowski/Automated-Trading-System/issues/1, or unsubscribe https://github.com/notifications/unsubscribe-auth/ARIINSTGC3ZPGXC5K5TAMSDVRF7UDANCNFSM5Z6AEVMQ . You are receiving this because you are subscribed to this thread.Message ID: @.***>

datatalking commented 2 years ago

There are so many things that it depends upon timing with your profit and dynamic stop loss setup.

I'd start there then updating some of the terminology, some sort of method to keep your 'italian' is it? For ease of reference my italian is fluent in google search... so you might need to correct the translations or maybe we coordinate a linter for other languages? Then translate it all to acii_utf8. Then tests, a database, what about pandas DataFrames?

So baby steps, then see where we want to go long term, prefer weekly updates or at least once a month.

I was in Finance for years so my of bar starts at whatever our IT department bought from Blackrock to help us as advisors. Over the last few years I help manage AvantageDB repo and contribute to Tiingo GitHub repo. Could connect backend analysis engine that I already have, intrinsic and other risk tolerance tooling. Even a scraper to obtain data, but then it gets into the range of when do we devops decision to a secondary repo?

datatalking commented 1 year ago

@Jachowski I've taken some time the last weekend to step back into your code.

  1. We should update the repo with install instructions within README.md - this I can provide
  2. There needs to be install or setup script - we can do setup, or requirements, or ENVIRONMENTS.yml do you have a preference? I've tried each one and still have the errors from numbers 3 and 4 below
  3. When I do install and get it updated 'backtrader' will not run, even though I tried installing it with `pip install backtrader' and it shows its loaded... do you have a specific way to load this?
  4. There is an import error saying that this package is invalid
    import talib as TA-Lib
                      ^
SyntaxError: invalid syntax