[WIP] Support multiple instruments(symbols) backtest#639
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robert1003 wants to merge 3 commits intokernc:masterfrom
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[WIP] Support multiple instruments(symbols) backtest#639robert1003 wants to merge 3 commits intokernc:masterfrom
robert1003 wants to merge 3 commits intokernc:masterfrom
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How do you think @kernc? If you think it is inappropriate I will withdraw it, thanks. |
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It looks like the current attempt is not backwards compatible. For example, the signature of Maybe we can include a flag which enables multi-symbol mode and return |
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There is also something wrong with |
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I've made a parallel attempt here #641 |
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How is this coming along? |
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Not related in anyway with him but @dodid did an awesome job extending this backtesting.py library to his minitrade package which enables multiasset backtesting, check it out: https://github.com/dodid/minitrade |
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Fixes #20
An incomplete attempt to add multiple-symbol backtest, which is mentioned in #20. Not sure if this fits the current structure.
Lots of necessary changes haven't been done yet, including docs and code related graphing part.