vectorbt
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polakowo
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
This PR adds a new ipython notebook with some code to benchmark numba and jax. We could use it to experiment with jax-backed versions of more vectorbt functions
hi, thanks for the cool project, im using it for a little ML experiment, just curious, would you be openminded to add dividends and dividend reinvestment [DRIP] to the backtest...
I am having difficult to install vectorbt using poetry: ``` python poetry add vectorbt Using version ^0.21.0 for vectorbt Updating dependencies Resolving dependencies... (1.2s) Package operations: 20 installs, 1 update,...
Hi everyone! First of all big shot-out to @polakowo for making this great package. My first question is about cash management. What I am trying to achieve is to add...
Hi How do I use this code if I want the close price to be greater than 8ma and 8ma crosses 21ma? Do I need to use close_above? Can you...
Hey, thanks for this very nice library! Unfortunately this is of course a very intensive project to study this library for getting started! Because I even have trouble to start...
Hello! I am working with a multiindex portfolio and up to v0.19 `pf.trades.records_readable` was working just fine: It produced every record and the `column` field gave me every symbol stacked...
Following numba docs, this example with ADX appears to be working. the cython version exposes only the relevant inputs, and does some checks so it's not 1:1. I don't think...
Hi great package! I wondered whether it is it possible to have constant position size of 100$ to prevent compounding metrics and to interpret total profits in percents? Thanks for...
On the documentation page, there is a note: ` If you generated signals using close price, don't forget to shift your signals by one tick forward, for example, with signals.vbt.fshift(1)....
