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Creating a custom Environment for Reinforcement learning (RL) using VectorBT

1

I am trying to build a custom environment that will be used for training an RL trading agent. VectorBT provides a lot of functionalities for building portfolios, so I want...

Athe-kunal

How to backtest a portfolio not individual assets?

5

Hello there! Vectorbt is very straightforward for backtesting individual assets but I can't find any information about a portfolio performance? My code works for the individual performance but how do...

AlexanderMoonBit

Specifying capital for each stock in portfolio instead of target size percentage

1

Hi, thank you for writing this amazing library. It is a very powerful yet simple to use backtrading library. My question is: is it possible for me to input an...

singyeah

Import data from .csv file

3

Hi, I am trying to import data from .csv file, which structure is exactly same as the csv's exported from yahoo finance (cryptocurrencies, so no AdjClose column). Is there any...

brankoo124

vbt.BinanceData.download do not accept klines_type parameter

8

Hi, i am trying to download binance future klines, but i get the error TypeError: download_symbol() got an unexpected keyword argument 'klines_type' [https://github.com/sammchardy/python-binance/blob/8cac5eac94b71af6532aef128a8c815d7fc0c617/binance/client.py#L870](https://github.com/sammchardy/python-binance/blob/8cac5eac94b71af6532aef128a8c815d7fc0c617/binance/client.py#L870) ``` from binance.enums import HistoricalKlinesType symbols =...

keiser1080

Type must be <class 'vectorbt.utils.decorators.CacheCondition'>, not <class 'collections.CacheCondition'>

2

I'm trying to run an example from the doc ``` price = pd.Series([1, 2, 3, 4, 5], dtype=float) vbt.MA.run(price, [2, 3]).ma ``` but is met with this assertion error `...

n1cola2222

How to access algorithm time for intraday strategies?

15

Is there a function/method that allows us to access the algorithm time? For example if you only want to accept trades during certain periods during the market session.

BlackArbsCEO

vbt.MACD.run_combs TypeError: too many arguments

4

Hi, first of all, thanks for maintaining the project - it's really handy :) I'm learning about it and testing the different features; particularly, I like the hyper-paratemer optimisation for...

raidneural

How to use vectorbt to be overweight and underweight backtesting?

3

Hi, How to use vectorbt to be overweight and underweight backtesting? Thanks

shihyu

Exit after n bars/candles during back test back test (helper) exist ?

4

Hi, Is the an helper that exits and that allow to exit after n candles during back test ? Many tks for nice lib ! Have a nice day.

gaugau3000