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polakowo / vectorbt

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
https://vectorbt.dev
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[Feature request] Support of perpetual futures contract #639

Open Kinzowa opened 1 year ago

Kinzowa commented 1 year ago

Hi,

I would love to see this feature in Vectorbt basic or pro version. Trading of perpetual futures contract implies paying (or receiving) funding payments periodically based on the funding rate - usually every 8-24 hours. Open positions with perpetual futures contract must be collateralized with USD pegged stablecoins (linear) or with the crypto asset itself like BTC or ETH (inverse).

https://en.wikipedia.org/wiki/Perpetual_futures Thank you,

github-actions[bot] commented 7 months ago

This issue is stale because it has been open for 90 days with no activity.