Finlab crypto is a python package with nice visualization of backtesting for cypoto trading strategy.
The different of their backtesting from ours is that they use Buy and Sell signal to calculate earning rather than just evaluate the metric-based performance of a model.
I would be nice to leverage their Buy-Sell strategy backtesting module to evaluate a strategy based on our model.
This alternate backtesting module might be named as "StategyBackTestor" to distinguish it to our original BackTestor.
Finlab crypto is a python package with nice visualization of backtesting for cypoto trading strategy.
The different of their backtesting from ours is that they use Buy and Sell signal to calculate earning rather than just evaluate the metric-based performance of a model.
I would be nice to leverage their Buy-Sell strategy backtesting module to evaluate a strategy based on our model.
This alternate backtesting module might be named as "StategyBackTestor" to distinguish it to our original BackTestor.
Ref: https://github.com/finlab-python/finlab_crypto https://colab.research.google.com/drive/1l1hylhFY-tzMV1Jca95mv_32hXe0L0M_?usp=sharing#scrollTo=zHHvAreOLxR6