polakowo/vectorbt issues and pull requests

#771 - fees and max_drawdown differ from TradingView

Issue - State: open - Opened by tiiiecherle 11 days ago - 2 comments

#769 - Import error on fresh install

Issue - State: closed - Opened by bsless 22 days ago - 3 comments

#766 - Could it support akshare as a data source in the future?

Issue - State: closed - Opened by airyv about 2 months ago - 2 comments

#764 - Docker file of apps/candlestick-patterns fails to execute

Issue - State: open - Opened by megivh13 about 2 months ago

#764 - Docker file of apps/candlestick-patterns fails to execute

Issue - State: open - Opened by megivh13 about 2 months ago

#761 - How To Work With This Files?

Issue - State: open - Opened by moeinnm-99 2 months ago

#760 - Is there a volume filling limit feature

Issue - State: open - Opened by vabhykg 3 months ago

#759 - Support for NumPy 2.x

Issue - State: closed - Opened by censeon 3 months ago - 3 comments

#758 - Multiple assets with `adjust_sl_func_nb`

Issue - State: open - Opened by sergejlazuk 3 months ago - 1 comment

#756 - ranking and rebalnce portfolio monthly

Issue - State: open - Opened by PsaksuMeRap 3 months ago

#755 - Time-based closing Condition

Issue - State: open - Opened by SharathkumaraKR 4 months ago - 1 comment

#754 - ValueError("order.price must be finite and greater than 0")

Issue - State: open - Opened by homerokzam 4 months ago

#753 - Coinbase Data Source

Issue - State: open - Opened by 8W9aG 4 months ago - 1 comment

#752 - vectorbt installation

Issue - State: open - Opened by avrenli2 4 months ago - 1 comment

#751 - Outdated Alpaca Usage

Issue - State: closed - Opened by zapgroupdev 4 months ago - 2 comments
Labels: duplicate

#749 - Scaled Position

Issue - State: open - Opened by tama853 5 months ago - 2 comments

#748 - VectorBT - Telegram - Issue: ImportError: cannot import Unauthorized, ChatMigrated

Issue - State: open - Opened by pte1601 5 months ago - 7 comments

#746 - Documentation on vectorbt.dev seems to be broken

Issue - State: closed - Opened by maniolias 5 months ago - 2 comments

#745 - VectorBT vs TA-Lib | RSI discrepancies

Issue - State: closed - Opened by danigarod 6 months ago - 1 comment

#743 - Intraday Trades Not Closing Correctly with Autoclose Function and Stop Loss

Issue - State: open - Opened by Aqua-4 6 months ago

#742 - Consider Migrating from `alpaca-trade-api` to `alpaca-py`

Issue - State: closed - Opened by ASRagab 6 months ago - 2 comments

#741 - Specific values for stop loss BUT DIFFERENT FOR LONG/SHORT STOP

Issue - State: open - Opened by Headloss 6 months ago

#740 - tuple out of range error on IndicatorBase.run

Issue - State: closed - Opened by GabrielEHT 7 months ago - 1 comment

#737 - Extreme return values (billions %) in alternating long/short position backtests

Issue - State: open - Opened by myuanz 7 months ago

#734 - DeprecationError: `np.float_` is deprecated

Issue - State: closed - Opened by Agent-AA 7 months ago - 1 comment

#733 - MetaTrader5 Integration for Data and Backtesting

Issue - State: open - Opened by Shishykish 7 months ago

#731 - Closing all positions at the end of the day

Issue - State: open - Opened by matheusar 7 months ago - 1 comment

#730 - Pandas MultiIndex on axis 0

Issue - State: open - Opened by sergejlazuk 8 months ago - 1 comment

#729 - Multiprocessing Error When Creating Portofiolio

Issue - State: open - Opened by daviddwlee84 8 months ago - 1 comment

#728 - Dockerfile changes to run /apps/candlestick-patterns app

Issue - State: open - Opened by dcorb 8 months ago

#727 - Datetime support with from_order_func

Issue - State: closed - Opened by Kinzowa 8 months ago - 2 comments

#726 - Plotting with custom benchmark_rets got error (VectorBT used undefined attribute 'obj')

Issue - State: open - Opened by daviddwlee84 8 months ago

#725 - Import Errors

Issue - State: closed - Opened by Anasdec 8 months ago - 6 comments

#724 - Plots missing "close" curve

Issue - State: open - Opened by daviddwlee84 8 months ago

#723 - StopLoss group_by

Issue - State: open - Opened by sergejlazuk 8 months ago

#722 - Questions about backtesting

Issue - State: open - Opened by rubix-07 8 months ago

#720 - How to use run_combs in combination with other signals?

Issue - State: open - Opened by ETTAN93 8 months ago - 1 comment

#719 - What is the benchmark plotted in pf.plot().show()?

Issue - State: open - Opened by ETTAN93 8 months ago

#718 - What is the difference in the documentation of vectorbt PRO vs the open source vectorbt?

Issue - State: closed - Opened by ETTAN93 8 months ago

#717 - Getting Daily PNL Portfolio Change

Issue - State: open - Opened by ETTAN93 8 months ago

#716 - Plotting Error: Subplot 'trade_pnl' raised an exception

Issue - State: open - Opened by daviddwlee84 9 months ago - 1 comment

#715 - Issues with combining multiple plots into subplots in 1 figure

Issue - State: closed - Opened by ETTAN93 9 months ago - 1 comment

#714 - For the same precision data, there is an accuracy error in the results.

Issue - State: open - Opened by gucasbrg 9 months ago

#713 - Incorrect Position Size Allocation Across Multiple Assets

Issue - State: closed - Opened by S-razmi 9 months ago - 3 comments

#712 - Data mismatch

Issue - State: closed - Opened by Aqua-4 9 months ago

#711 - tp_stop with accumulate gives wrong result

Issue - State: open - Opened by Yak0vkaSup 9 months ago

#710 - Reverse position with from_signals

Issue - State: closed - Opened by amahouachi 9 months ago - 1 comment

#709 - How do I retrieve the date in order_func_nb?

Issue - State: open - Opened by yaoshihyu2023 9 months ago

#708 - Assertion Error with VectorBT Portfolio from MultiIndex DataFrame

Issue - State: closed - Opened by joseerasmosilva 9 months ago

#706 - Vectorbt documentation code examples throws unsupported error.

Issue - State: open - Opened by timqaa 10 months ago - 1 comment

#705 - Need to add requirement: nbformat>=4.2.0

Issue - State: open - Opened by jayurbain 10 months ago

#704 - Portfolio.stats consumes large amount of memory.

Issue - State: open - Opened by shaft3796 10 months ago - 1 comment

#703 - set sl/tp to be triggered on exact values

Issue - State: open - Opened by enoorii 10 months ago

#702 - chore: fix some typos in comments

Pull Request - State: closed - Opened by hidewrong 10 months ago - 1 comment

#701 - Fix a tiny typo in custom.py

Pull Request - State: closed - Opened by FrankTianTT 10 months ago

#700 - portfolio.from_signals reporting HIGH variations with fees vs no fees

Issue - State: open - Opened by ageofthegit 11 months ago

#699 - plot with 1m granularity takes forever

Issue - State: closed - Opened by fl0wo 11 months ago - 5 comments

#698 - Installing vectorbt on Google Colab

Issue - State: closed - Opened by avrenli2 11 months ago - 1 comment

#697 - Open short position right after closing long position with full capital

Issue - State: open - Opened by kevin851066 11 months ago - 3 comments

#696 - How to import 3rd party data

Issue - State: open - Opened by aburglopez1 11 months ago - 1 comment

#695 - slippages are not applied to stop orders

Issue - State: open - Opened by holymonkey808 11 months ago - 1 comment

#693 - Doc Bug report

Issue - State: open - Opened by GithubJaimeLee 12 months ago - 1 comment

#688 - portfolio stats calculation for dca strategies. not appear all buy orders only first

Issue - State: open - Opened by spainbox about 1 year ago - 1 comment

#687 - ImportError: cannot import name 'generated_jit' from 'numba'

Issue - State: closed - Opened by Sabr3tooth about 1 year ago - 9 comments

#684 - Custom sizing in portfolio.from_signals.

Issue - State: open - Opened by IgorDrgonec about 1 year ago

#683 - Exits do not trigger consistently when using limit orders with from_signals

Issue - State: closed - Opened by rxhh about 1 year ago - 2 comments

#681 - How to view the total net value trend of the entire strategy

Issue - State: closed - Opened by Happy-Mint about 1 year ago - 2 comments

#680 - Lack of compatibility with python 3.12?

Issue - State: closed - Opened by vpansare1 about 1 year ago - 6 comments

#679 - vbt.CCXTData.pull

Issue - State: closed - Opened by Happy-Mint about 1 year ago - 2 comments

#678 - import vectorbt will take forever

Issue - State: open - Opened by maiwending about 1 year ago - 1 comment

#677 - python 3.11

Issue - State: closed - Opened by CRY-D about 1 year ago - 3 comments

#675 - Difference between `returns`, `daily_returns`, `asset_returns` and `log_returns` in portfolio

Issue - State: open - Opened by stucash about 1 year ago - 1 comment

#673 - vectorbt.utils' has no attribute 'data'

Issue - State: closed - Opened by g8d3 about 1 year ago - 2 comments

#670 - Sharpe Ratio missing in pf.status()

Issue - State: closed - Opened by memoryfraction over 1 year ago - 2 comments

#669 - Trailing Stop -- totally confused

Issue - State: open - Opened by bob-mcrae over 1 year ago - 2 comments
Labels: stale

#668 - How to access a custom array created in pre_sim_func_nb after the backtest is complete ?

Issue - State: closed - Opened by Kinzowa over 1 year ago - 5 comments

#667 - First order not filled but ignored

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

#665 - bug: long_only and short_only periodic returns don't sum up to long_short daily returns

Issue - State: open - Opened by andreas-vester over 1 year ago - 3 comments

#664 - bug: Incorrect computation of metrics when using group_by

Issue - State: open - Opened by andreas-vester over 1 year ago - 3 comments

#662 - more then 2 entries

Issue - State: open - Opened by rafalsza over 1 year ago - 1 comment

#659 - Could you please tell me how I can execute a limit or stop order using vbt.Portfolio.from_signals?

Issue - State: closed - Opened by jhontd03 over 1 year ago - 3 comments
Labels: stale

#658 - Vectorbt on M2?

Issue - State: closed - Opened by Qntrd over 1 year ago - 4 comments
Labels: stale

#657 - How to implement portfolio from signals with 'exit' column?

Issue - State: closed - Opened by mtomic-quant over 1 year ago - 2 comments
Labels: stale

#655 - Create multiple entry/exit signals in vectorbt

Issue - State: closed - Opened by mighty-phoenix over 1 year ago - 6 comments
Labels: stale

#653 - Is the docker image stale?

Issue - State: closed - Opened by chnsh over 1 year ago - 3 comments
Labels: stale

#652 - Abnormal stop order behavior when a market is trading 24/7

Issue - State: closed - Opened by Kinzowa over 1 year ago - 2 comments
Labels: stale

#651 - Bug: Stop loss results is very largely different between from_signals(sl_stop=0.1) and generate_ohlc_stop_exits(sl_stop=0.1)

Issue - State: closed - Opened by tan-yong-sheng over 1 year ago - 4 comments
Labels: stale

#650 - RSI differs between indicator and TV

Issue - State: closed - Opened by pierremedard over 1 year ago - 2 comments
Labels: duplicate, stale

#649 - All outputs must have the number of columns = #input columns x #parameters

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

#648 - UserWarning when run .stats()

Issue - State: closed - Opened by mrnicemann123 over 1 year ago - 3 comments
Labels: stale

#647 - [Help needed] How to implement buy limit order & close opened trade after 10 days holding the stock

Issue - State: open - Opened by tan-yong-sheng over 1 year ago - 3 comments
Labels: stale

#645 - How to close a short and open a long during the same bar with order_func_nb ?

Issue - State: closed - Opened by Kinzowa over 1 year ago - 2 comments

#644 - How to access last_position in post_order_func_nb ?

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

#642 - Always treat price data as pd.DataFrame, never as pd.Series

Issue - State: open - Opened by andreas-vester over 1 year ago - 2 comments
Labels: stale

#641 - bug: IndicatorFactory - Unnecessary column level while operating with single column

Issue - State: open - Opened by andreas-vester over 1 year ago - 3 comments
Labels: stale

#640 - Yahoo Finance data off by one day

Issue - State: closed - Opened by andreas-vester over 1 year ago - 3 comments

#639 - [Feature request] Support of perpetual futures contract

Issue - State: open - Opened by Kinzowa over 1 year ago - 1 comment
Labels: stale

GitHub / polakowo/vectorbt issues and pull requests