polakowo vectorbt issues

polakowo / vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

https://vectorbt.dev

Other

3.86k stars 562 forks source link

issues

Newest

Newest Most commented Recently updated Oldest Least commented Least recently updated

Data mismatch

#712 Aqua-4 opened 1 day ago
0
tp_stop with accumulate gives wrong result

#711 Yak0vkaSup opened 6 days ago
0
Reverse position with from_signals

#710 amahouachi closed 6 days ago
1
Assertion Error with VectorBT Portfolio from MultiIndex DataFrame

#708 joseerasmosilva closed 2 weeks ago
0
Vectorbt documentation code examples throws unsupported error.

#706 timqaa opened 3 weeks ago
1
Need to add requirement: nbformat>=4.2.0

#705 jayurbain opened 1 month ago
0
Portfolio.stats consumes large amount of memory.

#704 shaft3796 opened 1 month ago
1
set sl/tp to be triggered on exact values

#703 enoorii opened 1 month ago
0
chore: fix some typos in comments

#702 hidewrong opened 1 month ago
1
Fix a tiny typo in custom.py

#701 FrankTianTT opened 1 month ago
0
portfolio.from_signals reporting HIGH variations with fees vs no fees

#700 ageofthegit opened 1 month ago
0
plot with 1m granularity takes forever

#699 fl0wo closed 1 month ago
5
Installing vectorbt on Google Colab

#698 avrenli2 closed 1 month ago
1
Open short position right after closing long position with full capital

#697 kevin851066 opened 2 months ago
3
How to import 3rd party data

#696 aburglopez1 opened 2 months ago
1
slippages are not applied to stop orders

#695 holymonkey808 opened 2 months ago
1
how to plot the trades of each symbol in portfolio

#694 xiandong79 closed 2 months ago
1
Doc Bug report

#693 GithubJaimeLee opened 2 months ago
1
Error specifying `benchmark_rets` arg in `Portfolio.plot_cum_returns()`

#692 eugenelo closed 2 months ago
2
portfolio stats calculation for dca strategies. not appear all buy orders only first

#688 spainbox opened 3 months ago
1
ImportError: cannot import name 'generated_jit' from 'numba'

#687 Sabr3tooth closed 3 months ago
9
Custom sizing in portfolio.from_signals.

#684 IgorDrgonec opened 4 months ago
0
Exits do not trigger consistently when using limit orders with from_signals

#683 rxhh closed 4 months ago
2
How to view the total net value trend of the entire strategy

#681 happy-mint closed 2 months ago
2
Lack of compatibility with python 3.12?

#680 vpansare1 closed 3 months ago
6
vbt.CCXTData.pull

#679 happy-mint closed 2 months ago
2
import vectorbt will take forever

#678 maiwending opened 5 months ago
1
python 3.11

#677 CRY-D closed 3 months ago
3
Difference between `returns`, `daily_returns`, `asset_returns` and `log_returns` in portfolio

#675 stucash opened 6 months ago
1
vectorbt.utils' has no attribute 'data'

#673 g8d3 closed 2 months ago
2
Sharpe Ratio missing in pf.status()

#670 memoryfraction closed 6 months ago
2
Trailing Stop -- totally confused

#669 bob-mcrae opened 6 months ago
2
How to access a custom array created in pre_sim_func_nb after the backtest is complete ?

#668 Kinzowa closed 6 months ago
5
First order not filled but ignored

#667 Kinzowa closed 6 months ago
1
bug: long_only and short_only periodic returns don't sum up to long_short daily returns

#665 andreas-vester opened 6 months ago
4
bug: Incorrect computation of metrics when using group_by

#664 andreas-vester opened 6 months ago
3
more then 2 entries

#662 rafalsza opened 7 months ago
1
Could you please tell me how I can execute a limit or stop order using vbt.Portfolio.from_signals?

#659 jhontd03 closed 3 months ago
3
Vectorbt on M2?

#658 Qntrd closed 3 months ago
4
How to implement portfolio from signals with 'exit' column?

#657 mtomic-quant closed 3 months ago
2
Create multiple entry/exit signals in vectorbt

#655 mighty-phoenix closed 3 months ago
5
Is the docker image stale?

#653 chnsh closed 3 months ago
3
Abnormal stop order behavior when a market is trading 24/7

#652 Kinzowa closed 3 months ago
2
Bug: Stop loss results is very largely different between from_signals(sl_stop=0.1) and generate_ohlc_stop_exits(sl_stop=0.1)

#651 tan-yong-sheng closed 3 months ago
4
RSI differs between indicator and TV

#650 pierremedard closed 2 months ago
2
All outputs must have the number of columns = #input columns x #parameters

#649 andreas-vester closed 9 months ago
1
UserWarning when run .stats()

#648 mrnicemann123 closed 2 months ago
3
[Help needed] How to implement buy limit order & close opened trade after 10 days holding the stock

#647 tan-yong-sheng opened 9 months ago
3
How to close a short and open a long during the same bar with order_func_nb ?

#645 Kinzowa closed 9 months ago
2
How to access last_position in post_order_func_nb ?

#644 Kinzowa closed 9 months ago
1