Chris Sellers

Results 119 comments of Chris Sellers

I think your current approach is good. Just using the other library as a reference to aid development, and inform the test cases - without having to take a dependency.

I was able to reproduce the error, and had a look at this for a while. Frustratingly the Nautilus implementation is exactly the same as the FTX example and as...

Greetings, Much appreciation for all your work! Did we happen to make any progress on the above? and/or general compatibility with [cython](https://github.com/cython/cython)

Hi @graceyangfan I see the current implementation definitely has the _intent_ of using all realized PnLs for the calculation: ```python class WinRate(PortfolioStatistic): """ Calculates the win rate from a realized...

Well this is interesting, it depends if you want the win rate of positions as an end-to-end trade (opened-to-closed), which is how I would think of it, and whats currently...

This is one of the issues with Cython and why we're moving away from it. There's a general lack of compatibility and first class support for many things. Very soon...

Closing this one as there isn't much we can do about it while Cython is in codebase :smile: Things will be gradually solved with more pure Python + Rust, and...

Hi @rhotchkiss Thanks for your interest in the project! There are currently no standardized performance benchmarks for backtesting, which is actually a great idea and something I would like to...

When I do another sweep of the landing page and upgrade it, I'll be sure to add some links to some more concrete information to back up performance claims. Thanks...

Thanks for the report [jandykwan](https://github.com/jandykwan) One limitation with the Binance API is they require you to pass the `market` param for every different asset that needs to be reconciled, which...