Added Shorting + Tweaks

finlab-python / finlab_crypto

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Open aaron-makowski opened 2 years ago

aaron-makowski commented 2 years ago

added shorting capability
added 'both' as a valid 'backtest.side' param -- entry opens long and closes short, and exit closes long and opens short
changed default fees to 0.075% because standard taker fees
slippage to 0 by default
updated SMA + BB demo strategy examples

aaron-makowski commented 2 years ago

demo (might need to simplify the stratgey in the notebook to test, but it tests long short and both for you guys

koreal6803 commented 1 year ago

Appreciate all your effort! We will test it and merge to the master branch.