backtesting.py

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The equity incorrectly increases when buying on the last day with trade_on_close = True

1

### Expected Behavior The equity should not change when buying on the last day with trade_on_close = True. ### Actual Behavior The equity increases by data.Close[-1]/data.Close[-2] (assuming data.Close[-1] > data.Close[-2])...

Clifford-Yen

_stats.py:122: RuntimeWarning: divide by zero encountered in double_scalars

10

### Expected Behavior ``` /home/mab/Documents/RESEARCH/GARS/.env/lib/python3.9/site-packages/backtesting/_stats.py:122: RuntimeWarning: divide by zero encountered in double_scalars s.loc['Sortino Ratio'] = np.clip((annualized_return - risk_free_rate) / (np.sqrt(np.mean(day_returns.clip(-np.inf, 0)**2)) * np.sqrt(annual_trading_days)), 0, np.inf) # noqa: E501 ``` ###...

mablue

``` import pandas as pd import numpy as np from backtesting.test import GOOG tg = GOOG.head(30).copy() nums = list(range(1,7)) + list(range(6,2,-1)) + list(range(6,20)) + list(range(14,17)) + list(range(15,12,-1)) tg["Open"] = tg["Close"]...

hpicsk

Add tagging, object typing, fix pep8

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Hello again. Many apologies for my butchering of the PR process. Git is certainly something I am no expert at. :cry: This is another PR which implements the tagging feature,...

qacollective

SQN calculation not using expectancy?

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Hi, It's good to see the stats include SQN. According to https://evilspeculator.com/tools-section/concepts/: SQN = root(n) * expectancy / stdev(R) but I suspect it's not correctly calculated: https://github.com/kernc/backtesting.py/blob/77f4c46b82169c2689e1c4ad5994765556179eb2/backtesting/_stats.py#L139 as it's not...

souresia

removed clipping to return negative SR, calmar and sortino ratios

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atakanokan

Auto-scale Y-axis for indicators when zooming #356

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Fixes https://github.com/kernc/backtesting.py/issues/356

zlpatel

Trailing pct instead of ATR #223

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zlpatel

Auto-scale Y-axis for indicators graph when zooming

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Original Discussion Post: #355 There's something that I noticed which makes it difficult to view indicator graph on the chart if you're backtesting for longer period. Below is an example...

zlpatel

Automatic closing of the positions at the end of the simulation

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This is just a question about whats in the title. - Why is the framework closing the positions automatically at the end of the simulation? - Is there any way...

gaborvecsei