Support for negative trading levels

enzoampil / fastquant

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

MIT License

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Support for negative trading levels #392

Open LucasSeveryn opened 2 years ago

LucasSeveryn commented 2 years ago

Doesn't seem to work for price series with negative trading levels - this applies mostly to spreads between contracts, but also to crude oil futures that briefly turned negative in 2020.

mikeejazmines commented 2 years ago

I believe this is a limitation in backtrader as well. Would you have an example of backtrader handling negative values?