vectorbt

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`generate_ohlc_stop_exits` doesn’t support the configurable size of trail

1

Hello, I was trying to imitate `strategy.exit` (from TradingView’s PineScript) in some way, using `generate_ohlc_stop_exits` to find out the exits for some basic strategy, having a crossover as entry point,...

amyodov

fixed income pnl

1

does vectorbt have the ability to add fixed income pnl to the backtest, i.e. add a certain amount of interest rate per period depending on the holdings?

xavierlyu

Take profit during backtesting

2

Thanks for this great library! I am backtesting my own AI model. For that I load a dataframe with buy signals, similar to: ``` pred_up_frame = pd.DataFrame(pred_up[-91:-60],index=entries.index,) my_entries = pred_up_frame.squeeze()...

dorienh

Accessing current settings

1

Hi, Am a newbie trying to get hold of this cool project. Am stuck at using the radom strategies generator with hyperparameters optimization. Code to do so: n = np.random.randint(10,...

crazypythonista

in the example code entries = fast_ma.ma_crossed_above(slow_ma), exits = fast_ma.ma_crossed_below(slow_ma) this just creates buy on entry and exits position on exit condition i want to buy on ma_crossed_above and want...

shieldcorona

AttributeError: 'Vbt_SRAccessor' object has no attribute 'crossed_above'

5

import vectorbt as vbt from datetime import datetime, timedelta df = pd.DataFrame({'a': [1, 2, 3, 4, 5],'b': [5, 4, 3, 2, 1],'c': [1, 2, 3, 2, 1]},index=pd.Index([datetime(2020, 1, 1),datetime(2020, 1,...

manisahni

Python 3.10 support requested

4

even if it means using [the early release of llvmlite](https://pypi.org/project/llvmlite/0.38.0rc1/) on pypi.

dougransom

how to get pf stats of certain sub-period

3

for example: dmac_pf = vbt.Portfolio.from_signals(ohlcv['Close'], dmac_entries, dmac_exits,freq='d') print(dmac_pf.stats()) ---------- Start 2018-01-02 05:00:00+00:00 End 2019-09-19 04:00:00+00:00 Period 432 Total 4 Rate [%] 0.925926 ..... How can I get the stats between...

oliverye

Crossover=True in DMAC stratefy giving error

4

dmac_entries = fast_ma.ma_above(slow_ma,crossover=True) gives error 'crossover' is an invalid keyword to ufunc 'greater'

medknecth

adapter for pyfolio

2

Hi this is an amazing package. Are there any plans for an adapter to pyfolio? thanks Roh

Roh-codeur