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polakowo
vectorbt
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Clarify Best/Worst Trade [%] definition and add regression tests for #810
Tests
#92:
Pull request
#875
synchronize by
Geochelone666
13h 46m 24s
Geochelone666:fix-810-best-trade-docs
Geochelone666:fix-810-best-trade-docs
13h 46m 24s
View #875
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fix: preserve intraday time when converting NumPy datetime64
Tests
#91:
Pull request
#877
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parlorsky
1d 5h 53m 25s
parlorsky:olegzh/fix-numpy-datetime-conversion
parlorsky:olegzh/fix-numpy-datetime-conversion
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fix: preserve intraday time when converting NumPy datetime64
Tests
#90:
Pull request
#877
opened by
parlorsky
1d 22h 17m 52s
parlorsky:olegzh/fix-numpy-datetime-conversion
parlorsky:olegzh/fix-numpy-datetime-conversion
1d 22h 17m 52s
View #877
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Clarify Best/Worst Trade [%] definition and add regression tests for #810
Tests
#89:
Pull request
#875
opened by
Geochelone666
3d 12h 47m 26s
Geochelone666:fix-810-best-trade-docs
Geochelone666:fix-810-best-trade-docs
3d 12h 47m 26s
View #875
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Add FXMacroData data source
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#88:
Pull request
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roberttidball:agent/fxmacrodata-data
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View #862
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Add FXMacroData data source
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#87:
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Add FXMacroData data source
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#86:
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#19:
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Graph Update: pip in /., /rust #1592652468
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v1.1.1
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v1.1.1
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fix(generic): return NaN from expanding_mean/std when minp exceeds the length (engine parity)
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#84:
Pull request
#873
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polakowo
17s
Cashubski:fix/expanding-minp-parity
Cashubski:fix/expanding-minp-parity
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fix(returns): use non-excess kurtosis and omit NaNs in deflated Sharpe ratio
Tests
#83:
Pull request
#872
closed by
polakowo
1m 47s
Cashubski:fix/deflated-sharpe-kurtosis
Cashubski:fix/deflated-sharpe-kurtosis
1m 47s
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Fix candlestick app startup with current dependencies
Tests
#82:
Pull request
#874
opened by
jiajunchang2002g
Action required
jiajunchang2002g:codex/fix-candlestick-startup
jiajunchang2002g:codex/fix-candlestick-startup
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View #874
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fix(generic): return NaN from expanding_mean/std when minp exceeds the length (engine parity)
Tests
#81:
Pull request
#873
opened by
Cashubski
2d 6h 7m 40s
Cashubski:fix/expanding-minp-parity
Cashubski:fix/expanding-minp-parity
2d 6h 7m 40s
View #873
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fix(returns): use non-excess kurtosis and omit NaNs in deflated Sharpe ratio
Tests
#80:
Pull request
#872
opened by
Cashubski
2d 6h 7m 23s
Cashubski:fix/deflated-sharpe-kurtosis
Cashubski:fix/deflated-sharpe-kurtosis
2d 6h 7m 23s
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#17:
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feat(portfolio): add expanding window and purging to walk_forward (complements PR #850)
Tests
#79:
Pull request
#871
closed by
polakowo
Action required
caiyi0616:feature/walk-forward-enhanced
caiyi0616:feature/walk-forward-enhanced
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Graph Update: pip in /. #1580698365
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master
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1m 2s
Add FXMacroData data source
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#78:
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25d 2h 17m 32s
roberttidball:agent/fxmacrodata-data
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25d 2h 17m 32s
View #862
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feat(portfolio): add expanding window and purging to walk_forward (complements PR #850)
Tests
#77:
Pull request
#871
opened by
caiyi0616
15d 2h 38m 23s
caiyi0616:feature/walk-forward-enhanced
caiyi0616:feature/walk-forward-enhanced
15d 2h 38m 23s
View #871
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fix(utils): make is_sorted_nb reject NaN to match is_sorted (closes #868)
Tests
#76:
Pull request
#870
opened by
caiyi0616
30d 0h 1m 34s
caiyi0616:fix/is-sorted-nb-nan-parity
caiyi0616:fix/is-sorted-nb-nan-parity
30d 0h 1m 34s
View #870
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