Add intraday support for backtesting and other documentation fixes - Githubissues

enzoampil / fastquant

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

MIT License

1.54k stars 239 forks source link

Add intraday support for backtesting and other documentation fixes #396

Closed mikeejazmines closed 2 years ago

mikeejazmines commented 2 years ago

Description

Currently, hourly backtesting has an odd behavior of selling at 00:00:00 of the next day.

Screen Shot 2021-12-06 at 11 18 25 AM

This solution fixes that issue by adjusting the execution type of sell orders.

Other fixes done here:

formatting fixes as per black
removal of toxin contributing docs
example notebook for hourly crypto backtest

Checklist

[x] I am making a pull request from a branch other than master
[x] I have read the CONTRIBUTING.md
[x] I have added/edited documentation in a relevant docs/docusaurus markdown file