Ecosyste.ms: Issues
An open API service for providing issue and pull request metadata for open source projects.
GitHub / pmorissette/bt issues and pull requests
#457 - Added instructions for contributors (local development)
Pull Request -
State: closed - Opened by danilogalisteu 8 days ago
- 2 comments
#455 - bt/backtest.py:506: PerformanceWarning: DataFrame is highly fragmented.
Issue -
State: closed - Opened by posidonius 29 days ago
- 2 comments
#447 - Update ruff requirement from <0.5,>=0.3 to >=0.5.0,<0.6
Pull Request -
State: closed - Opened by dependabot[bot] 3 months ago
Labels: dependencies, python
#446 - Drop codecov and codecov badge
Pull Request -
State: closed - Opened by timkpaine 3 months ago
#445 - Update ruff usage, enforce format, update workflows
Pull Request -
State: closed - Opened by timkpaine 3 months ago
#444 - Small deployment fixes
Pull Request -
State: closed - Opened by timkpaine 3 months ago
#443 - Bump to 1.0.1
Pull Request -
State: closed - Opened by timkpaine 3 months ago
#442 - add numpy/pandas version tests
Pull Request -
State: closed - Opened by timkpaine 3 months ago
#441 - Error with running example code in project page
Issue -
State: closed - Opened by pwlnow 3 months ago
- 2 comments
#440 - backtesting
Issue -
State: closed - Opened by nazsat 4 months ago
#439 - Does bt include Splitting & Cross-validation?
Issue -
State: open - Opened by BradKML 6 months ago
#438 - Fix bug which positions access did not trigger updating
Pull Request -
State: closed - Opened by zero-element 6 months ago
- 1 comment
#437 - Positions access did not cause update
Issue -
State: closed - Opened by zero-element 6 months ago
- 1 comment
#436 - Using the CapitalFlow algo with rebalancing
Issue -
State: open - Opened by MichaelMorrisNZ 7 months ago
#435 - Update backtest.py
Pull Request -
State: closed - Opened by nathanramoscfa 8 months ago
#434 - Bump codecov/codecov-action from 3 to 4
Pull Request -
State: closed - Opened by dependabot[bot] 8 months ago
Labels: dependencies
#433 - BT seems unable to composite three or more layers strategy, ZeroDivisionError
Issue -
State: open - Opened by tunkills 9 months ago
- 3 comments
#432 - Update test_core.py
Pull Request -
State: closed - Opened by anonymousdouble 9 months ago
#431 - Bump actions/setup-python from 4 to 5
Pull Request -
State: closed - Opened by dependabot[bot] 10 months ago
- 1 comment
Labels: dependencies
#430 - add relative tolerance to allocate outlay check
Pull Request -
State: closed - Opened by 0xEljh 10 months ago
#429 - Not filtering RSI and ROC properly (code included)
Issue -
State: open - Opened by anpo2030 10 months ago
#428 - Accounting for debts in portfolio return metrics?
Issue -
State: closed - Opened by tqdo 11 months ago
#427 - bump minimum python to 3.7
Pull Request -
State: closed - Opened by timkpaine 11 months ago
- 1 comment
#426 - Uplift packaging for 2023, move to ruff, rework ci scripts
Pull Request -
State: closed - Opened by timkpaine 11 months ago
- 1 comment
#425 - Obtain the current security weights
Issue -
State: closed - Opened by tqdo 11 months ago
Labels: question
#424 - is there a way to retrieve individual asset performance from a strategy?
Issue -
State: open - Opened by sunchongyang1 about 1 year ago
#423 - Add progress bars to backtest.py
Pull Request -
State: closed - Opened by nathanramoscfa about 1 year ago
- 1 comment
#422 - fix lint errors due to flake8 6.1
Pull Request -
State: closed - Opened by timkpaine about 1 year ago
#421 - Bump actions/checkout from 3 to 4
Pull Request -
State: closed - Opened by dependabot[bot] about 1 year ago
- 1 comment
Labels: dependencies
#420 - Discrepancy Between Expected and Actual Returns When Buying and Selling the Same Stock on the Same Date and Price
Issue -
State: closed - Opened by Ajay-Razor about 1 year ago
- 2 comments
#419 - Combining a long momentum strategy with a hedge one
Issue -
State: open - Opened by pedrorjbr about 1 year ago
Labels: question
#418 - Exception from missing "future" module.
Issue -
State: closed - Opened by FrithiofJensen about 1 year ago
- 1 comment
Labels: question
#417 - How do I calculate the returns with leverage or discount?
Issue -
State: open - Opened by boyac over 1 year ago
#416 - Potential infinite loop in `allocate` due to high precision requirement for non-integer positions
Issue -
State: closed - Opened by 0xEljh over 1 year ago
Labels: bug, help wanted
#415 - How to get combined strategies of combined strategies working?
Issue -
State: open - Opened by Pirat83 over 1 year ago
- 3 comments
#414 - Dynamically allocate capital based on recent performance
Issue -
State: open - Opened by posidonius over 1 year ago
#413 - bump minimum supported ffn to 0.3.7
Pull Request -
State: closed - Opened by timkpaine over 1 year ago
#412 - FutureWarning: Behavior when concatenating bool-dtype and numeric-dtype arrays is deprecated
Issue -
State: open - Opened by posidonius over 1 year ago
Labels: enhancement, help wanted
#411 - Fixing easy install typo
Pull Request -
State: closed - Opened by RoryGlenn over 1 year ago
#410 - how to specify the proxy while using the BT library behind the corporate proxy
Issue -
State: closed - Opened by deepakparashar1987 over 1 year ago
- 1 comment
#409 - Equity progression as dataframe
Issue -
State: closed - Opened by posidonius over 1 year ago
- 1 comment
#408 - Installation error on Windows 11 with Python 3.11.2: fatal error C1083: Cannot open include file: 'longintrepr.h': No such file or directory
Issue -
State: closed - Opened by jlchereau over 1 year ago
- 4 comments
#407 - Fix "Momentum lag results in IndexError"
Pull Request -
State: closed - Opened by brrrak over 1 year ago
- 1 comment
#406 - Momentum lag results in IndexError
Issue -
State: closed - Opened by brrrak over 1 year ago
#405 - Select tickers on one frequency and rebalance on another frequency?
Issue -
State: closed - Opened by posidonius over 1 year ago
- 2 comments
Labels: question
#404 - How to build non-time triggered algo
Issue -
State: open - Opened by spaskob over 1 year ago
Labels: question
#403 - Introduce an optional lag parameter in SetStat
Pull Request -
State: closed - Opened by lantzo over 1 year ago
- 1 comment
#402 - get doesn't work
Issue -
State: closed - Opened by TAndronicus over 1 year ago
- 1 comment
Labels: duplicate
#401 - Long & Short
Issue -
State: open - Opened by pedrorjbr over 1 year ago
- 1 comment
#400 - RemoteDataError
Issue -
State: closed - Opened by issifuadama almost 2 years ago
Labels: duplicate
#399 - I would like to get the Monthly Max Drawdown.
Issue -
State: open - Opened by pinedance almost 2 years ago
#398 - bt.algos.RunAfterDate can not update bt.backtest.Result ( 'Start', 'CARG' etc )
Issue -
State: open - Opened by pinedance almost 2 years ago
#397 - TypeError: string indices must be integers
Issue -
State: closed - Opened by slavakk almost 2 years ago
- 1 comment
#396 - how i want buy at a and sell at b
Issue -
State: open - Opened by hy2014 almost 2 years ago
- 1 comment
#395 - add manual dispatch trigger to GitHub actions
Pull Request -
State: closed - Opened by timkpaine almost 2 years ago
- 1 comment
#394 - Question about dividends
Issue -
State: closed - Opened by gabrielfior almost 2 years ago
- 2 comments
#393 - Error with sklearn.covariance in the package
Issue -
State: closed - Opened by Socvest almost 2 years ago
#392 - switch base test environment to 3.11, bump minimum cython version to account for 3.11 changes, use cibuildwheel for wheel creation
Pull Request -
State: closed - Opened by timkpaine almost 2 years ago
- 1 comment
#391 - restore missing images to docs, fixes #389
Pull Request -
State: closed - Opened by timkpaine almost 2 years ago
- 1 comment
#390 - Short selling won't work
Issue -
State: open - Opened by Persevera-Asset-Management almost 2 years ago
#389 - [documentation] Broken links to images in "Tree Structure" page
Issue -
State: closed - Opened by izikeros almost 2 years ago
#388 - I tried working around this by passing in a set of dates corresponding to the time period I want to rebalance on
Issue -
State: closed - Opened by aelkholy almost 2 years ago
#387 - Changing RunPeriod doesn't do anything
Issue -
State: open - Opened by aelkholy about 2 years ago
- 3 comments
#386 - Does bt support walk forward optimization?
Issue -
State: open - Opened by parthnaik about 2 years ago
Labels: question
#385 - Can bt be used to buy certain dollar amounts of stock (vs rebalancing to weights)?
Issue -
State: open - Opened by brettelliot about 2 years ago
- 4 comments
#384 - Issue in function to allocate
Issue -
State: open - Opened by GDQF about 2 years ago
- 1 comment
#383 - Prevent security_weights from overwriting values history
Pull Request -
State: closed - Opened by timkpaine about 2 years ago
- 1 comment
#382 - CorporateActions: new algo to model dividends and splits
Pull Request -
State: open - Opened by danilogalisteu about 2 years ago
- 3 comments
#381 - How to save values during each run
Issue -
State: closed - Opened by jduarte00 about 2 years ago
- 1 comment
Labels: question
#380 - Where does the rebase of prices happen?
Issue -
State: open - Opened by brettelliot about 2 years ago
Labels: question
#379 - Why does the start and end date in the results not match the inputs?
Issue -
State: closed - Opened by brettelliot about 2 years ago
- 1 comment
Labels: question
#378 - One question about commissions
Issue -
State: closed - Opened by brettelliot about 2 years ago
- 1 comment
#377 - Did i build a stop loss and trailing stop loss correctly?
Issue -
State: open - Opened by brettelliot about 2 years ago
- 2 comments
Labels: question
#376 - Potentially infinite loop detected with 2 backtests
Issue -
State: closed - Opened by andrew-rosca about 2 years ago
- 2 comments
Labels: bug
#375 - How can I calculate the performance if I deduct 0.42% fee on a monthly basis?
Issue -
State: open - Opened by boyac about 2 years ago
Labels: question
#374 - simplify readme with badges, add installation comments about conda-forge
Pull Request -
State: closed - Opened by timkpaine over 2 years ago
#373 - Bump codecov/codecov-action from 2 to 3
Pull Request -
State: closed - Opened by dependabot[bot] over 2 years ago
Labels: dependencies
#372 - Bump actions/setup-python from 3 to 4
Pull Request -
State: closed - Opened by dependabot[bot] over 2 years ago
Labels: dependencies
#371 - Bump actions/checkout from 2 to 3
Pull Request -
State: closed - Opened by dependabot[bot] over 2 years ago
Labels: dependencies
#370 - Update documentation, fix pandas bug, move to pytest
Pull Request -
State: closed - Opened by timkpaine over 2 years ago
- 1 comment
#369 - How do people use weights for live rebalancing?
Issue -
State: closed - Opened by brettelliot over 2 years ago
#368 - Floating point issues cause infinite loop in `allocate` for large portfolios
Issue -
State: closed - Opened by colehaus over 2 years ago
Labels: bug, help wanted
#367 - Accessing temp data within a strategy
Issue -
State: open - Opened by nathangourd over 2 years ago
#366 - Merging data not from YahooFinance
Issue -
State: closed - Opened by nathangourd over 2 years ago
- 1 comment
#365 - Valid input gives 'invalid value encountered in true_divide' and nonsense results.
Issue -
State: closed - Opened by aelkholy over 2 years ago
- 1 comment
#364 - Modelling rent from real estate
Issue -
State: open - Opened by TAndronicus over 2 years ago
- 3 comments
Labels: question
#363 - Buying when rsi low
Issue -
State: open - Opened by TAndronicus over 2 years ago
#362 - Update GitHub actions
Pull Request -
State: closed - Opened by timkpaine over 2 years ago
#361 - How to select, then select again to create an extra filter?
Issue -
State: open - Opened by KarlTrader over 2 years ago
- 2 comments
#360 - Advice on backtesting options with BT
Issue -
State: open - Opened by tamccall over 2 years ago
- 3 comments
#359 - Remove extra build stage
Pull Request -
State: closed - Opened by timkpaine over 2 years ago
#358 - fix build
Pull Request -
State: closed - Opened by timkpaine over 2 years ago
#357 - Look back period
Issue -
State: open - Opened by lmrgregoryaurelius over 2 years ago
- 1 comment
#356 - backtest.get_security_weights() overwrites values history if the same security is used in multiple sub-strategies
Issue -
State: closed - Opened by MDDietz1 over 2 years ago
- 1 comment
#355 - RunPeriod only looks at `run_on_last_date` for last date
Issue -
State: open - Opened by colehaus over 2 years ago
#354 - child Strategy runs twice in simple parent child setup
Issue -
State: open - Opened by matsvitt over 2 years ago
- 1 comment
#353 - Not sure if the algo are weighting assets per the frequency in the weights dataframe
Issue -
State: open - Opened by Socvest over 2 years ago
#352 - cancel CI if new commits pushed, only build 1 set of PR builds, publish results to PR comments
Pull Request -
State: closed - Opened by timkpaine over 2 years ago
#351 - capital allocation in tree structure
Issue -
State: closed - Opened by matsvitt over 2 years ago
#350 - Bump to version 0.2.10
Pull Request -
State: closed - Opened by timkpaine over 2 years ago