kernc
[WIP] Support multiple instruments(symbols) backtest
Fixes https://github.com/kernc/backtesting.py/issues/20
An incomplete attempt to add multiple-symbol backtest, which is mentioned in #20. Not sure if this fits the current structure.
Lots of necessary changes haven't been done yet, including docs and code related graphing part.
How do you think @kernc? If you think it is inappropriate I will withdraw it, thanks.
It looks like the current attempt is not backwards compatible. For example, the signature of Strategy.position has changed from Position to dict[str, Position]. 😞
Maybe we can include a flag which enables multi-symbol mode and return Union[Position, dict[str, Position]] based on whether the mode is enabled or not?
There is also something wrong with Broker.last_price and other functions.
I've made a parallel attempt here https://github.com/kernc/backtesting.py/pull/641
Not related in anyway with him but @dodid did an awesome job extending this backtesting.py library to his minitrade package which enables multiasset backtesting, check it out: https://github.com/dodid/minitrade
