Implement naive backtest algorithm for existing LSTM models

deeptendies / legacy-deeptendies-library

Open source stock price forecast bringing quantitative trading to the masses!

GNU Affero General Public License v3.0

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Implement naive backtest algorithm for existing LSTM models #23

Open mklasby opened 3 years ago

mklasby commented 3 years ago

EG., make a weekly buy/sell pair based on next 5-day high/low price. Do not work about modelling market conditions yet, we just want to see a theoretical maximum ROI

github-actions[bot] commented 2 years ago

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