add daily and weekly rebalance period

santoshlite / Empyrial

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

https://empyrial.gitbook.io/empyrial/

MIT License

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add daily and weekly rebalance period #62

Closed abhinavslohiya closed 2 years ago

abhinavslohiya commented 2 years ago

I committed a change before for adding daily and weekly rebalancing. The commit got approved and implemented but I still cannot use that feature. I guess we would need further modifications in the empyrial.py file.

santoshlite commented 2 years ago

I just updated the library. Make sure to install the new version by doing:

pip install empyrial==2.0.0

However as you can see it here: https://colab.research.google.com/drive/1lgVkdshq0WsZKdYURZCk7FvJucspmWXe?usp=sharing

It seems that there are some problems with the daily and weekly rebalancing...