vectorbt
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polakowo
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
When I running a PortfolioOptimization.ipynb example in colab, there was an error that occurred like below: ValueError: Image export using the "kaleido" engine requires the kaleido package, which can be...
When I executed the demo code, it raised: ``` --------------------------------------------------------------------------- AttributeError Traceback (most recent call last) in 17 return img_np 18 ---> 19 vbt.save_animation( 20 gif_fname, 21 ohlcv.index, /Users/Shared/anaconda3/lib/python3.8/site-packages/vectorbt/utils/image_.py in...
First of a huge thank you for writing this awesome library, it really sets the benchmark for how projects should be built and I hope to learn from your approach...
Run example code and got the error, use dir to dump the fast_ma object not see the attribute. What I missing? 2 fast_ma = vbt.MA.run(price, 50, short_name='fast_ma') 3 slow_ma =...
Hi Oleg, It would be quite helpful to have a CHANGELOG for your project. Any thoughts on this?
vbt.IndicatorFactory.from_pandas_ta('ichimoku') results in Traceback (most recent call last): File "/home2/eproject/anaconda3/envs/backtester/lib/python3.9/site-packages/IPython/core/interactiveshell.py", line 3444, in run_code exec(code_obj, self.user_global_ns, self.user_ns) File "", line 1, in vbt.IndicatorFactory.from_pandas_ta('ichimoku') File "/home2/eproject/anaconda3/envs/backtester/lib/python3.9/site-packages/vectorbt/indicators/factory.py", line 3693, in from_pandas_ta config...
Hi, if stock suspended, i need to skip the nan, how to do it in vectorbt ```python import vectorbt as vbt import numpy as np import pandas as pd import...
When having a time series with a business day index frequency, the code crashes once I call the ``stats()`` method of an indicator. ``` import numpy as np import pandas...
hi great library! when we call `vbt.Portfolio` this class uses numba function at the workflow **"Simulation phase"** at this stage numba cost almost 10 seconds ususally. compile these numba functions...
I am bit confused when reading the docstrings for ``portfolio.nb.simulate_nb`` and ``portfolio.nb.simulate_row_wise``. In both it is mentioned that processing will take place in a row-major order. From the function name,...