vectorbt

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apply function defaults and overwriting them in run()

1

Hello, I am not sure if this is actually a bug or issue or not but it seems default parameter/inputs are not behaving as described in the indicator factory documentation....

forLinDre

run_combs on thresholds

1

Hi, How would you use vectorbt to simulate the following? 1. You have a strategy that uses a set of time series unrelated to price. 2. You have a grid...

void-t-light-87

Suggestion on install issue with TA-Lib

1

Hi All, I was having issues installing using `pip install vectorbt[full]`. My install kept failing with the TA-Lib package. I fixed this by first running `conda install -c conda-forge ta-lib`...

hunter-san

Handling missing price data?

3

How do you handle missing price data? Let's say you are operating on an international portfolio. Business days are not aligned. As a result, you have ``nan`` values in your...

andreas-vester

Basic TelegramBot initialization fails

2

Perfectly willing to accept that I have done something wrong here, but following the example from the telegram.py source code I have the following: import pandas as pd import vectorbt...

matthewaturner

Parallel performance degradation after importing vectorbt

3

Hi vectorbt experts, I was just experimenting with running multiple independent analysis in parallel. Initially, I used the `multiprocessing` module and noticed that the CPU utilization of a single process...

LukasBreitwieser

Jupiter notebook : indicators calls cause memory leak ?

2

hi when i run in a Jupiter notebook this cell many times the memory of python process memory keep growing. ``` RSI = vbt.IndicatorFactory.from_talib('RSI') rsi = RSI.run(df['Close'], timeperiod=[14]) NATR =...

gaugau3000

Incorrect reference in example notebook

1

Can you please check your example notebook at https://nbviewer.org/github/polakowo/vectorbt/blob/master/examples/PortfolioOptimization.ipynb   In [22], do you really want to refer to ``pf`` as defined in [14]? Or shouldn't it read ``rb_pf``?

andreas-vester

Install Issue

1

When installing in a Google Cloud Jupyter Notebook (Pytorch 1.9) I get the following issue: `Installing collected packages: tzdata, backports.zoneinfo, pytz-deprecation-shim, tzlocal, llvmlite, schedule, plotly, numba, kaleido, imageio, dill, dateparser,...

bigjiggaj

portfolio.stats different from select_metric [RSI 30/70 SL 0.03]

25

hey there! First of all let me congratulate with you for this amazing project. HW accelerated backtesting is amazing :D I'm working on a comparison between a simple strategy I'm...

jacopomaroli