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trading

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Lean
AlexCatarino
AlexCatarino commented Feb 15, 2022

Expected Behavior

Be able to ask for extended market hours during a historical data request even if the subscriptions do not for Python.

Actual Behavior

The overload is only available for C#:

Potential Solution

Add the following overload:

public PyObject History(PyObject symbols, DateTime start, DateTime end, Resolution? resolution = null, bool? fillForward = nu
ta
markdregan
markdregan commented Jan 7, 2022

Wondering if this already exists? If not happy to create if valuable.

I'm looking for a mapping from the column names outputted, to the actual technical indicator it represents.

examples:
momentum_ao == "Momentum, Awesome Oscilator"
momentum_kama == "Momentum, Kaufman’s Adaptive Moving Average (KAMA)"

Can help quickly grasp what the features represent without having to refer back to do

Superalgos
teehanming
teehanming commented Jan 26, 2022

Is your feature request related to a problem? Please describe.
Ugly title for asset new asset. The asset node gets New Asset title after entering the codename.

Describe the solution you'd like
auto rename by referring the codeName --> iconName
set iconName as variable.

Describe alternatives you've considered

Additional context
Add any other context or screenshots

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

GF-Huang
GF-Huang commented Feb 27, 2022

Which version are you running? The lastest version is on Github. Pip is for major releases.

0.3.14b0

Do you have TA Lib also installed in your environment?

yes

Did you upgrade? Did the upgrade resolve the issue?

I try upgrade, not solve.

Describe the bug
The df.ta.to_utc is a property, but it is not idempotent. When you type df.ta. then press tab for auto

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