qtpylib
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ranaroussi
QTPyLib, Pythonic Algorithmic Trading
**Describe the bug** Hello! Thank you for your library. It is awesome. I started to use it and now I'm trying to code my strategies with pairs trading. But I've...
Hi, Anyone having luck with using stock option contracts? I'm not seeing options contracts stored in the database - stocks seem to work fine... If so, what's your secret?
**Describe the bug** Command 'pip install qtpylib --upgrade --no-cache-dir' doesn't install bs4 library **To Reproduce** Steps to reproduce the behavior: 1. on clean machine type 'pip install qtpylib --upgrade --no-cache-dir...
Regarding most of the rolling window indicators for example SMA, Why isn't the previously calculated SMA Indicator used as an optimization similar to dynamic programming? For e.g in SMA we...
Is there a way to trade an user defined strategy? So for example, let’s say I define a momentum strategies and a mean reversion strategies, and then I want to...
Do you have an update on when pystore will be implemented? I noticed on your website you discussed this as a future option
backfill historical data from IB freezes and backtest and forward test interrupt with Ctrl-C : \qtpylib\blotter.py", line 1182, in backfill > time.sleep(0.01) > KeyboardInterrupt not just back test- preload in...
Apparently it is essential to include the ibport parameter IN the strategy for the strategy backtest to function. As far as I can tell, this is not mentioned in the...
My strategy gets stuck in backfill (just sits there after all the .... printing) I dropped a few debug print statements and believe this check fails and the subsequent `self.backfilled...
the timestamps and timezone seem to be an issue...anyone have a good explanation to sort them out? I'm sure lining up all your times is rote work for developers... so...