finlab-crypto 0.1.4

A backtesting framework for crytpo currency

A backtesting framework for crytpo currency

Todo

• add portfolio backtest

Updates

Version 0.1.4

• fix talib filter and strategy pandas import error
• fix talib import error in indicators, talib_strategy, and talib_filter

Version 0.1.3

• remove progress bar when only single strategy is backtested
• adjust online portfolio to support leaverge
• new theme for overfitting plots
• fix online order with zero order amount
• fix SD2 for overfitting plots

Version 0.1.2

• fix strategy variables

Version 0.1.1

• fix talib error
• add filters folder
• add excluded assets when sync portfolio
• add filter folder to setup
• fix variable eval failure

Version 0.1.0

• add filter interface
• add talib strategy wrapper
• add talib filter wrapper

Version 0.0.9.dev1

• vectorbt heatmap redesign
• improve optimization plots
• redesign strategy interface
• add new function setup, to replace setup_colab

Version 0.0.8.dev1

• fix transaction duplicate bug

Version 0.0.7.dev1

• fix bugs of zero transaction

Version 0.0.6.dev1

• fix latest signal
• rename strategy.recent_signal
• restructure rebalance function in online.py

Version 0.0.5.dev1

• add init module
• add colab setup function
• set vectorbt default
• fix crawler duplicated index

Version 0.0.4.dev1

• add seaborn to dependencies
• remove talib-binary from dependencies
• fix padding style

Version 0.0.3.dev1

• remove logs when calculating portfolio
• add render html to show final portfolio changes
• add button in html to place real trade with google cloud function

Version 0.0.2.dev1

• skip heatmap if it is broken
• add portfolio strategies
• add talib dependency