Farrell Aultman

Results 8 comments of Farrell Aultman

I'm a bit late commenting on this. I'm the author of a backtest Pinkfish (https://github.com/fja05680/pinkfish) and recently ran into the this issue. It is helpful to have the last close...

"Are there any good alternatives to Zipline for backtesting software in python?" Many. If your needs are basic, try pinkfish. https://github.com/fja05680/pinkfish

Thanks for bring this to my attention. It is a problem in the original cvs file from "Trading Evolved". For this type of problem, I'll write some code to read,...

xunxiong, Sorry for being so late in responding. The original data came from a link that was included within the book "Trading Evolved". cheers, Farrell

Hi FrostBid, 1996 data is part of the original data from I got from "Trading Evolved". I have no good way to check if his data is 100% correct. In...

I believe that indicts when the symbol gets removed from the index.

Ok, thanks for letting me know. I filter those out as you know. I would suggest just selling when assemble disappears that you have a long position in. If the...

@swisstackle Yes, they get filtered out. And John is correct.