This repository was archived by the owner on Feb 16, 2020. It is now read-only.
Feature/backtest tweaks #2667
Merged
Feature/backtest tweaks #2667
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
askmike
added a commit
that referenced
this pull request
Dec 2, 2018
* on no batches return empty set * make sure we never pass Infinity as rate * update bfx markets * [GB] add polo outbid calculations * update sqlite dep to 4.0.4 * on import catch kraken no trades * only start measuring performance and portfolio after warmup is completed * rewire relays to first relay warmup
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Small tweaks from upstream Gekko Plus.
Biggest change is ea0f5cd: with this change the two core components of a simulation (paper trader & performance analyzer) ignore all market data until the warmup is complete. This way the backtest more accurately compares the market with the time the strategy was actually running (as opposed to simply warming up).