llllllllll on optimize-format-inputs
WIP: attempt to optimize ``_for… (compare)
order_target_percentin terms of the end results? Say, no matter which function I use, and no matter what how may APPL stocks I have already have (
order_target_percentwill adjust the difference between the percentages), after running
order_target_percent(APPLE, 0.30), I will always have my 30 percent of my current position invested in APPL, right? In this way, there is no difference between this two?
Hello.. I've installed zipline, but when I try to execute some script with run_algorithm it takes me a warning and the result of backtest is a zero dataframe (i mean, every column is filled with zeros).
The warning is:
C:\Python36\lib\site-packages\empyrical\stats.py:704: RuntimeWarning: invalid value encountered in true_divide
C:\Python36\lib\site-packages\empyrical\stats.py:790: RuntimeWarning: invalid value encountered in true_divide
np.divide(average_annual_return, annualized_downside_risk, out=out)
I'm using python 3.6, numpy 1.15.4 and pandas 0.22 (current versions).
SO is windows 64bits.
A session represents a contiguous set of minutes, do we need two sessions in one day?
multi-session in one day, then there will be
multi-open/close time in one day.
Positionsare aggregated on
assetid and values like
cost_basisare taken as a weighted average and
last_transaction_dateis updated after additional transactions. Anyone know if there is a version of Zipline that is tax-conscious?
No module named 'zipline.data._adjustments'. I'm looking at the souces code and found the _adjustment.pyx file. Am I supposed to change it into .py file? or there is an issue with the installation guidance?