kernc

I'm not sure what went wrong, but this is [xsuspender's debian post-removal script](https://github.com/kernc/xsuspender/blob/debian/debian/postrm): https://github.com/kernc/xsuspender/blob/9ccfdef5d8572545f7f616e1f3807364f1ee7d89/debian/postrm#L21-L34 Can you try again with increased verbosity so that we know what the error was? Probably...

Indeed, `equity` is computed only once per bar, taking into account only the `last_price` (i.e. close) for trade P/L computation. Nice catch! https://github.com/kernc/backtesting.py/blob/0ce24d80b1bcb8120d95d31dc3bb351b1052a27d/backtesting/backtesting.py#L802-L813 https://github.com/kernc/backtesting.py/blob/0ce24d80b1bcb8120d95d31dc3bb351b1052a27d/backtesting/backtesting.py#L788-L790

This is partly private API, but so far stable ... I think you can use (untested): ```py indicators = {ind.name: ind for ind in stats['_strategy']._indicators} entry_bars = stats['_trades']['EntryBar'] indicators_df =...

In your simplified example, changing `n1` and `n2` in `next()` does not (and is not supposed to) affect your SMA indicators precomputed in `init()` ...

> is there a way to update indicators thought-out the backtest? Working with the simplified example, SMAs simply need to be recomputed after `n1` change, i.e.: ```py self.n1 += 10...

Can you show some code (MWE) that I can run to reproduce the issue?

In Equity.csv, the first change occurs: ``` 2022-08-27 01:30:00+08:00,10000.0 2022-08-27 02:30:00+08:00,10028.392

> Do you reckon this should be built-in to backtesting.py? I'm not too certain. If the user prefers timestamps in TZ-aware UTC time, I'm thinking why override it? In all...

> using date time dataset with offset causes invalid backtest results Those results are not invalid! In Greenwich, it was simply already Saturday when the trade closed! I feel this...

> gtg It is. The checks won't finish near green, though. Project docs build hinges on scikit-optimize being presently unmaintained and in a defunct state wrt other Python/numpy/sklearn stack. I'm...