Jordan Platts

I think you could do this a few ways. The simplest way IMO would be to backtest strategies on fixed tte, fixed moneyness implied vol time series. You will need...

To debug you can put it in pycharm, go to the time when it fails pause the debugger and see if there is anything wrong with your data at that...

Honesty I forget what it will do when you don't supply a look back period or a lag. Also if you don't use a lag of at least one day...

Yea this is odd but it is what [Investopedia](https://www.investopedia.com/terms/p/portfolioturnover.asp#ixzz5M5NmL9U0) shows. Portfolio turnover is calculated by taking either the total amount of new securities purchased or the amount of securities sold...

I added an abstract class RunPeriod that can be derived from to handle intraday time frames. Check out the code. If you wanted RunHourly, it would look something like the...