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backtrader2 / backtrader

Python Backtesting library for trading strategies
https://www.backtrader.com
GNU General Public License v3.0
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fix issue #33 : from pandas ols_beta to statsmodels ols_beta #59

Closed FGU1 closed 3 years ago

FGU1 commented 3 years ago

Modification of ols.py indicator, class OLS_BetaN to switch from pandas ols, which no longer exist in last versions of pandas, to statsmodels ols. Addition of a file for test of modified OLS_BetaN class.

FGU1 commented 3 years ago

Travis error : Maybe because statsmodels is not in the .travis.yml package section. Will add it later to retest travis (+ forgot to remove a commented line (line 41) in test_ind_ols.py.)

FGU1 commented 3 years ago

Closing this PR to add a file (travis.yml)