Time in market fix - Githubissues

tradingstrategy-ai / trade-executor

A Python framework for managing positions and trades in DeFi

https://tradingstrategy.ai

Other

101 stars 28 forks source link

Closed AlexTheLion123 closed 3 months ago

AlexTheLion123 commented 3 months ago

Fixes bugs in time_in_market and time_in_market_volate calculation.
Possible that it is not 100% correct, but future bugs will be much easier to fix
Fixes #978 by fixing the calculation value our side. The very low values from quantstats can be assumed to be incorrect
No current test values were changed, only additions made