A backtesting framework for crytpo currency
Project description
A backtesting framework for crytpo currency
Todo
- portfolio backtest
- email report feedback
- write comments in online.py
Updates
Version 0.1.5
- add filters to online.py
- add lambda argument options to talib_filter
- move talib_filter to finlab_crypto package
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
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