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Why does the start and end date in the results not match the inputs?
Hi all,
Im curious why the start and end dates in the results don't match the inputs. For example, if I tell bt to start on '2018-01-01' and end on '2018-01-10', the results say the bactest started on 2017-12-31 and ended on 2018-01-11.
Thanks! Brett
# From here
# https://pmorissette.github.io/bt/examples.html
import bt
import pandas as pd
%matplotlib inline
data = bt.get('BTC-USD', start='2018-01-01', end='2018-01-10')
sma = data.rolling(50).mean()
s = bt.Strategy('above50sma', [bt.algos.SelectWhere(data > sma),
bt.algos.WeighEqually(),
bt.algos.Rebalance()])
t = bt.Backtest(s, data, integer_positions=False, initial_capital=1000.0)
res = bt.run(t)
res.display()