Empyrial icon indicating copy to clipboard operation
Empyrial copied to clipboard

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

Results 6 Empyrial issues
Sort by recently updated
recently updated
newest added

The code: ``` from empyrial import empyrial, Engine portfolio = Engine( start_date= "2021-01-01", #start date for the backtesting end_date= "2022-05-01", portfolio= tickers[:], #assets in your portfolio weights = w2[:], benchmark=["XU100.IS"]...

**Describe the bug** When I specify the rebalance parameter when creating a portfolio object, the empyrial function will return "ValueError: The truth value of a DataFrame is ambiguous. Use a.empty,...

Hi, According to the documentm, seems when backtesting, the weights of assets are fixed. Can the framework allow time-varying weights? For example, we can input different weights for each time...

First and foremost, I wanted to let you know how much I adore your work and how big of a fan I am of your Empyrial library on Python! I...

When I run a test code: > from empyrial import empyrial, Engine > > portfolio = Engine( > start_date = "2018-08-01", > portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], > weights...

**Describe the bug** When installing the module using `pip install empyrial` I get the following error AttributeError: module 'configparser' has no attribute 'SafeConfigParser'. Did you mean: 'RawConfigParser'? **To Reproduce** Run...