backtesting.py

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While calculating day_returns the Data is resampled to Day, but for Monthly and Weekly data the value is not correct and provides incorrect values wherever day_returns or annual_trading_days is used....

khannavivek

Open a limit order in certain time frame

5

Hello, I am trying to open a long limit order when the time is between 2:55pm and 3pm and only in that timeframe. In raw python it would look like...

sword134

Stop-loss order executed at a higher price than the market price

1

### Expected Behavior Consider a stop-loss order placed at a stop-loss price `p`. When the opening price is way below the stop-loss price `p`, I would expect the stop-loss order...

dlwocks31

`buy()` method does not work.

4

When I'm importing data from Coinbase API (you don't need any API keys to reproduce the issue, just copy-paste the snippet below) ```self.buy()``` and ```self.sell()``` do not work at all....

arturnawrot

Buy at Open, close at Close of the same candlestick

4

Can you make it so we can buy at Open and close the position at Close the same candlestick? Thanks

tombohub

calculation of `Buy & Hold Return`

3

this is how `Buy & Hold Return` is calculated: ``` c = data.Close.values s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100 # long-only return ```...

zillionare

Plot P/L triangles in absolute currency units

2

I have set the reference price for the cash PnL at the spread between two securities (I am backtesting a mean reversion strategy). However, in the html output of the...

moodoid

Plot resample=True: DataError: No numeric types to aggregate

4

### Expected Behavior No errors, plot shows. ### Actual Behavior ``` /usr/local/lib/python3.7/dist-packages/backtesting/_plotting.py:104: UserWarning: Data contains too many candlesticks to plot; downsampling to '15T'. See `Backtest.plot(resample=...)` warnings.warn(f"Data contains too many candlesticks...

Haakam21

Trailing pct instead of ATR

7

### Expected Behavior Allow trailing with PRC instead of ATR ### Actual Behavior Currently the backtesting allow trailing sels only based on ATR, most of crypto bots works in pct...

riodda

Allow setting legend names when multiple series values are used in an Indicator

2

### Expected Behavior There should be a way to specify meaningful legend names when multiple series values are used in a single Indicator ### Actual Behavior Currently, you can only...

zlpatel