Skip to content
#

stocks

Here are 1,353 public repositories matching this topic...

backtesting.py
zillionare
zillionare commented Apr 30, 2021

this is how Buy & Hold Return is calculated:

        c = data.Close.values
        s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return

so it's calced use day one and the day last.

Expected Behavior

Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w

Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/

  • Updated Sep 5, 2020
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the stocks topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the stocks topic, visit your repo's landing page and select "manage topics."

Learn more