Commit Graph

13 Commits

Author SHA1 Message Date
Kernc
73f893145e BUG: Compute drawdown in a vectorized manner
Fixes https://github.com/kernc/backtesting.py/issues/46
2020-03-04 04:27:40 +01:00
Kernc
d08524904d BUG: Plot and count longest drawdown if at the end of the interval
Plot and count drawdown even when it extends open-ended into the future.
2020-02-21 03:20:47 +01:00
Kernc
3aaf746c19 BUG: Ensure none of OHLC input data is NaN
Fixes https://github.com/kernc/backtesting.py/issues/37
2020-02-21 03:20:31 +01:00
Kernc
95a3519d48 BUG: Reset position price (etc.) after closing position
Fixes https://github.com/kernc/backtesting.py/issues/27
2019-11-22 03:41:59 +01:00
Kernc
730e3547fb BUG: More robust index computation in lib.resample_apply
Fixes https://github.com/kernc/backtesting.py/issues/19
2019-09-23 02:58:05 +02:00
Kernc
4ff626e117 MNT: Fix flake8 warnings 2019-06-25 14:24:50 +02:00
Kernc
4487b822a4 TST: Fix running tests with temp files on Windos 2019-06-25 14:18:42 +02:00
Kernc
b0d23abf83 ENH: Add scatter plot indicator style 2019-03-08 03:06:15 +01:00
Kernc
fac6dde5d0 BUG: Fix iterable color= param for non-overlay indicators 2019-03-07 19:09:09 +01:00
Kernc
b157c48a3c REF: Add Straetgy.data.<array>.to_series() method 2019-01-15 11:30:02 +01:00
Kernc
fdc1185b79 MNT: Make module backtesting.test runnable 2019-01-08 07:00:37 +01:00
Kernc
5664408231 TST: test_compute_stats compares almost equal values
Otherwise fails for precision on different platforms.
2019-01-07 14:11:42 +01:00
Kernc
b1066f16fb Add initial Backtesting.py (squashed dev branch) 2019-01-07 14:11:40 +01:00