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Fingpt forecastor backtesting

Open erdult opened this issue 1 year ago • 3 comments

Is your feature request related to a problem? Please describe. Backtesting using historical data and showing the performance of forecasting is key to understand the performance of predictions.

Describe the solution you'd like For backtesting there are several python libraries already. Is there a way to run fingpt forecastor for several days outputting predictions only using the information up to that date to make the prediction?

erdult avatar Dec 25 '23 10:12 erdult

Same question. Wondering if there is any evaluation method for the FinGPT forecastor.

dayuyang1999 avatar Dec 28 '23 20:12 dayuyang1999

Same question. Very interested indeed

WWrightStuff avatar Jan 23 '24 14:01 WWrightStuff

I assume you refer to an evaluation method for FinGPT Forecaster where you can see how well it is doing the predictions right? We're working on it

amayuelas avatar Jan 26 '24 00:01 amayuelas