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

#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

#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

#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

#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

#409 - Equity progression as dataframe

Issue - State: closed - Opened by posidonius over 1 year ago - 1 comment

#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

#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

#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

#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

#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

#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

#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

#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

#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