vectorbt
vectorbt copied to clipboard
polakowo
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
Can vbt be configured to allow negative prices? Unfortunately I am getting `ValueError: order.price must be finite and greater than 0`, because I have price data for spreads where prices...
I want to use monthly rebalancing with from_order_func. (calendar based) I wrote code like the below. self.rb_mask is bool array like [True True True ...]. But this is not working....
This file is a stripped down version of the example: https://github.com/polakowo/vectorbt/blob/master/examples/PairsTrading.ipynb This code only uses vectorbt, the backtrader code has been removed.
Could not run getting started example without installing: nbformat>=4.2.0
With my current data and code setup, a portfolio.stats call to one of my portfolio takes more than **1GB**, however the return value of the stats call takes only **0.02GB**....
I am calling `vbt.Portfolio.from_signals` with different combinations of sl/tp to get the optimal value. My problem is they are not catched properly. How could I make them to be catched...
First of all, thanks for developing this excellent library! My strategy will enter short/long position right after closing long/short position, while short/long signal happens. And each postion will entry with...
I'm trying to run the portfolio.from_signals and finding LARGE amount of variations when I run it with fees = 0 and fees = 0.0015 Look at snapshot below. The percentage...
