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Unable to replicate backtest performance | Chapter 8 02_backtesting_with_zipline

Open benhsampson opened this issue 1 year ago • 1 comments

Running the notebook myself, the backtest performs worse. Note that I've imported the notebook and not made any modifications.

My run image

From repo image

Environment Python 3.8 Here's the important dependencies in requirements.txt file after running pip freeze > requirements.txt

TA-Lib==0.4.28
zipline-reloaded==2.1.1
pyfolio-reloaded==0.9.4
  • OS: Windows
  • Version: 11

benhsampson avatar Jan 03 '24 03:01 benhsampson

if possible - would you mind exporting your .yml files for your ml4t and backtester environments then attach them here.

you can do that using conda command.

The install instructions are messed - i'm looking for working windows exact package list which steps below will give here are steps: https://conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html#sharing-an-environment

this will help allot of the windows people - so would really appreciate your help

BlockchainPunks avatar Jan 24 '24 22:01 BlockchainPunks