backtesting.py icon indicating copy to clipboard operation
backtesting.py copied to clipboard
verified publisher icon kernc

Include Ask/Bid prices

Open deepentropy opened this issue 3 years ago • 4 comments

Hey there! I want to improve the backtesting accuracy by extending the pricing Dataframe with Bid/Ask prices - knowing that I have those data

How/Where should I modify the code?

deepentropy avatar May 19 '22 15:05 deepentropy

Related issue: https://github.com/kernc/backtesting.py/issues/115

I'm not too sure how the expanded complexity would fit into the existing framework ...

kernc avatar May 19 '22 15:05 kernc

Thanks for pointing out the related issue. I'll give it a try.

deepentropy avatar May 19 '22 19:05 deepentropy

Hey there! I want to improve the backtesting accuracy by extending the pricing Dataframe with Bid/Ask prices - knowing that I have those data

How/Where should I modify the code?

I'm sorry for going offtopic - but where did you acquire that data from if I may ask?

NikOcaml avatar May 25 '22 00:05 NikOcaml

@NikOcaml I downloaded it using my broker API. In my case IG

deepentropy avatar Jun 04 '22 06:06 deepentropy