Stefan Simik

As this is useful feature in general, it is good to note, that it should be at leat configurable. If one wants the read the output at the beginning, it...

Adding MRE - Minimalistic reproducible example (self-contained - contains few artificial bars). [run_backtest.py.zip](https://github.com/user-attachments/files/18633237/run_backtest.py.zip) How to reproduce: 1. Just run file `run_backtest.py` 2. Put debug breakpoint at `line: 95` to see...

Thank you Chris, in the meantime this in not blocker for my backtesting. I can fabricate artificial values (despite clearly incorrect), that are not blocking me right now: * `leverage=1`...

Thank you @fabclmnt , regarding: > If there is an error during the process of generating the profiling there are 2 possibilities (the report is not generate at all and...

Also, in case these red rectangles are caused by underlying warnings or non-critical exceptions in the background, it’s still the responsibility of the library to handle (or suppress) them gracefully—if...

Thank you very much for all the explanations ❤ and feel free to close this issue 😊 👍

Hi @cenwangumass 😊 , thank you for the report 👍 . To confirm / accept it, it is practically needed to have MRE = minimalistic reproducible example, that does nothing...

After considering this issue more thoroughly, I realize the same problem could occur with any time interval - whether minute bars, 15-minute bars, or 1-hour bars. Whenever there's a significant...

We need to develop a comprehensive strategy for handling large price gaps between bars in trading systems. Specifically, we should determine how different order types should be filled when these...

@faysou found useful article: https://quant.stackexchange.com/questions/38781/backtesting-market-making-strategy-or-microstructure-strategy The content of article can be summarized this way: **Dynamic Simulation and Meeting the Article's Expectations** The article emphasizes realistic order book modeling, simulating the...