Andreas Vester

Can this bug be replicated on your side?

If you simply ``pip install kaleido`` it will install version ``0.2.1.post1`` (as of 2022-01-17). From personal experience, I can tell that the simple fact that the version contains ``post1`` can...

Beautiful 👍 Here's a useful guide that might help: https://keepachangelog.com Also, with respect to commits, you may want to take a look at https://www.conventionalcommits.org. There are also tools and/or IDE...

This is also an issue that I constantly encounter when working with portfolios that consist of securities with different trading calendars. When you align the calendars in a ``pd.DataFrame``, you...

I like this solution. I found that I need to include the `stable` kind for ``argsort`` to preserve the index order for larger time series. > ```python > idx =...

> @andreas-vester business days cannot be represented as timedelta. OK, that's clear. > Use regular days as frequency and reduce number of days in year_freq accordingly (see [#294 (comment)](https://github.com/polakowo/vectorbt/issues/294#issuecomment-989641568)). That's...

Sorry, but I didn't mentioned any ``Portfolio`` class in my example, yet. I am just fighting with the indicator. So what settings am I exactly supposed to set? ``` vbt.settings.returns["year_freq"]...

> This will set frequency for all classes: `vbt.settings.array_wrapper['freq'] = 'd'` OK, this is perfectly working. Thanks. Two more questions: 1. Is this setting mentioned in the docs? 2. Would...

Here's a confusion, too. https://github.com/polakowo/vectorbt/blob/f67c5025629e04ca87a62fb1bf1c63ad191a4e00/vectorbt/portfolio/nb.py#L2533-L2534

@polakowo I have a more concrete example at hand with respect to a relative momentum system. I kept it as simple as possible. Here are the steps to compute a...