bscully27

Results 5 issues of bscully27

Unfortunately no time to describe, but Chandelier doesn't look correct. Especially when comparing to https://school.stockcharts.com/doku.php?id=technical_indicators:chandelier_exit. Finta's short line is never above the original price series when testing with SPX. The...

### Desired Behavior To dig into each backtest order, specifically to evaluate target prices which I don't believe are working correctly or I'm not calling properly. Didn't see an example...

enhancement
API

For most pandas functions, I expected numpy to outperform regardless of data size. I'm curious about the technical details behind this observation. Any information would be appreciated. Thanks!

I just started using this library, love it. Quick question - are there any plans for an equivalent to pandas groupby? Something like: bn.group_by(matrix[:, :2]) .reduce(matrix[:, -1], np.sum)

enhancement

Windows10, 64bit, Python2.7 (anaconda) pip install git+https://github.com/AndriyMulyar/sklearn-oblique-tree --no-deps C:\Users\bscully1\AppData\Local\Programs\Common\Microsoft\Visual C++ for Python\9.0\VC\Bin\amd64\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -IC:\ProgramData\Anaconda2\lib\site-packages\numpy\core\include -I. -IC:\ProgramData\Anaconda2\include -IC:\ProgramData\Anaconda2\PC /Tcsklearn_oblique_tree/oblique/_oblique.c /Fobuild\temp.win-amd64-2.7\Release\sklearn_oblique_tree/oblique/_oblique.obj -w cl : Command line...