enhance backtest to make it zipline-like
amor71 opened this issue · comments
Is your feature request related to a problem? Please describe.
Unlike zipline back-testing capabilities, LiuAlgoTrader back-tester re-play a past trading session. However, when developing new strategies, specifically for swing-trading over a period of time, current LiuAlgoTrader back-testing capabilities fall short.
Describe the solution you'd like
Extend the backtester app to receive a time-frame and run strategies (similar to how zipline works)
To be released as 0.0.90
merged w/ master, documentation not ready yet, but new backtester is tested. need to do the polygon/alpaca changes before can continue.