Alexander Elkholy

Accuracy different from readme

4

I cloned your branch and just ran esmf.py without changing anything. When I do this I get a 40% accuracy. When I change test_size=40, which I think is setting it...

Changing RunPeriod doesn't do anything

3

So I have the following code: ``` strategy = bt.Strategy("strategy", [ bt.algos.RunDaily(), bt.algos.SelectWhere(indicator_df), bt.algos.WeighTarget(reset_to_datetime(weights_df)), bt.algos.Rebalance() ]) default_t = bt.Backtest(strategy, reset_to_datetime(stocks_df), initial_capital=initial_capital) default_res = bt.run(default_t) ``` Stocks_df, indicator_df and weights_df all...