pmorissette / bt

bt - flexible backtesting for Python

http://pmorissette.github.io/bt

pmorissette/bt Issues

Does bt include Splitting & Cross-validation?
Updated 2 months ago
Positions access did not cause update
Closed 2 months ago1
Using the CapitalFlow algo with rebalancing
Updated 3 months ago
Can bt be used to buy certain dollar amounts of stock (vs rebalancing to weights)?
Updated 4 months ago1
BT seems unable to composite three or more layers strategy, ZeroDivisionError
Updated 5 months ago3
Not filtering RSI and ROC properly (code included)
Updated 5 months ago
Floating point issues cause infinite loop in `allocate` for large portfolios
Closed 6 months ago
Potential infinite loop in `allocate` due to high precision requirement for non-integer positions
Closed 6 months ago
Potentially infinite loop detected with 2 backtests
Closed 6 months ago2
Obtain the current security weights
Closed 6 months ago
Accounting for debts in portfolio return metrics?
Closed 6 months ago
Momentum lag results in IndexError
Closed 7 months ago
is there a way to retrieve individual asset performance from a strategy?
Updated 9 months ago
Discrepancy Between Expected and Actual Returns When Buying and Selling the Same Stock on the Same Date and Price
Closed 9 months ago2
Combining a long momentum strategy with a hedge one
Updated 9 months ago
Did i build a stop loss and trailing stop loss correctly?
Updated a year ago2
Exception from missing "future" module.
Closed a year ago1
How do I calculate the returns with leverage or discount?
Updated a year ago
How to get combined strategies of combined strategies working?
Updated a year ago3
Dynamically allocate capital based on recent performance
Updated a year ago
FutureWarning: Behavior when concatenating bool-dtype and numeric-dtype arrays is deprecated
Updated a year ago
Installation error on Windows 11 with Python 3.11.2: fatal error C1083: Cannot open include file: 'longintrepr.h': No such file or directory
Closed a year ago4
Why does the start and end date in the results not match the inputs?
Closed a year ago1
how to specify the proxy while using the BT library behind the corporate proxy
Closed a year ago1
Equity progression as dataframe
Closed a year ago1
Select tickers on one frequency and rebalance on another frequency?
Closed a year ago2
get doesn't work
Closed a year ago1
How to build non-time triggered algo
Updated a year ago
Long & Short
Updated a year ago1
how i want buy at a and sell at b
Updated a year ago1
RemoteDataError
Closed a year ago
TypeError: string indices must be integers
Closed a year ago1
I would like to get the Monthly Max Drawdown.
Updated a year ago
bt.algos.RunAfterDate can not update bt.backtest.Result ( 'Start', 'CARG' etc )
Updated a year ago
Question about dividends
Closed a year ago2
Error with sklearn.covariance in the package
Closed 2 years ago
[documentation] Broken links to images in "Tree Structure" page
Closed 2 years ago
Short selling won't work
Updated 2 years ago
Issue in function to allocate
Updated 2 years ago1
Changing RunPeriod doesn't do anything
Updated 2 years ago3
I tried working around this by passing in a set of dates corresponding to the time period I want to rebalance on
Closed 2 years ago
Does bt support walk forward optimization?
Updated 2 years ago
How to save values during each run
Closed 2 years ago1
Valid input gives 'invalid value encountered in true_divide' and nonsense results.
Closed 2 years ago1
How can I calculate the performance if I deduct 0.42% fee on a monthly basis?
Updated 2 years ago
Where does the rebase of prices happen?
Updated 2 years ago
One question about commissions
Closed 2 years ago1
How do people use weights for live rebalancing?
Closed 2 years ago
Accessing temp data within a strategy
Updated 2 years ago
Merging data not from YahooFinance
Closed 2 years ago1