algorithmic-trading
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Jan 20, 2022 - Python
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Dec 23, 2020 - Python
🌟 Feature Description
Motivation
Qlib has integrated pylint and flake8 to automatically detect the problem of coding style
But some errors are not fixed due to the limited bandwidth of the maintainers.
It will be very helpful if the commun
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Mar 20, 2022 - Python
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Apr 8, 2022 - Python
Can we display an asset name in https://pyportfolioopt.readthedocs.io/en/latest/_images/ef_plot.png ?
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Feb 1, 2022 - Python
Is your feature request related to a problem? Please describe.
Ugly title for asset new asset. The asset node gets New Asset title after entering the codename.
Describe the solution you'd like
auto rename by referring the codeName --> iconName
set iconName as variable.
Describe alternatives you've considered
Additional context
Add any other context or screenshots
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Apr 8, 2022 - Python
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Sep 22, 2021 - Python
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Apr 9, 2022 - Go
this is how Buy & Hold Return is calculated:
c = data.Close.values
s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100 # long-only return
so it's calced use day one and the day last.
Expected Behavior
Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w
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Dec 17, 2021 - Jupyter Notebook
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Feb 14, 2017 - Jupyter Notebook
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Dec 30, 2021 - Jupyter Notebook
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Describe your environment
N/A
Describe the enhancement
Currently it seems the max_open_trades can have significant impact on profit. The only way I have been able to find a good number is to run several back