vectorbt

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Unlimited cash problem

6

Hi, First of all, thank you for this great package. I'm stunned by the beauty of the Dash visualization and the Numba-assisted optimization. Now, the problem that I have is...

nsarang

Consider resampling the ccxt data or binance data

4

Thank you for your amazing project. I am learning this project now. But when I try to use the BinanceData or CCXTData  I found that there are only 9900...

XieXiaonan

Short only portfolios don't work with size_type='percent'

15

Hi, I'm having issues with short only portfolios when size_type is set to percent: ```python >>> close = pd.Series([1, 2, 3, 4, 5]) >>> entries = pd.Series([True, True, True, False,...

dinkovv

import errors

6

I am getting the following errors from vectorbt.portfolio.nb import auto_call_seq_ctx_nb ImportError: cannot import name 'auto_call_seq_ctx_nb' from 'vectorbt.portfolio.nb' from vectorbt.portfolio.nb import order_nb ImportError: cannot import name 'order_nb' from 'vectorbt.portfolio.nb'

hayilmaz

Use Dask dataframe to address simulations using up all memory

2

Hi. Appreciate your work on this lib. One thing I am noticing is that I have to constantly split up the workload of vectorbt into smaller pieces in order to...

adventdtr

How to reserve cash in portfolio mode?

2

Is it possible to keep cash level at least to 50% of the total portfolio including cash in portfolio mode?

gordonhui112

How to limit the number of assets in portfolio mode?

6

gordonhui112

[WIP] Order price can now be 0 to accommodate unusual scenarios

1

Awesome lib! Example scenario: Closing a position at 100% loss such as simulating an open position on a stock (price > 0) and then "closing" said position when the stock...

davidandreoletti

Is Vectorbt suitable for price-based aggregations?

5

Congratulations on an exciting project - a seriously impressive achievement in such a short timeframe! I'd be grateful if you could help me assess its suitability for our trading style....

gcaplan

What is the c parameter and what are its methods and attributes?

9

Please forgive my misunderstanding but in the examples you pass a parameter c to almost all the functions and I can't find what's attributes/methods are? ``` @njit def order_func_nb(c, size,...

BlackArbsCEO