fastquant icon indicating copy to clipboard operation
fastquant copied to clipboard

Published 20 hours ago • verified publisher icon enzoampil

Support for negative trading levels

Open LucasSeveryn opened this issue 3 years ago • 1 comments

Doesn't seem to work for price series with negative trading levels - this applies mostly to spreads between contracts, but also to crude oil futures that briefly turned negative in 2020.

LucasSeveryn avatar Sep 23 '21 03:09 LucasSeveryn

I believe this is a limitation in backtrader as well. Would you have an example of backtrader handling negative values?

mikeejazmines avatar Dec 17 '21 13:12 mikeejazmines