Skip to content
Navigation Menu
Toggle navigation
Sign in
Appearance settings
Product
GitHub Copilot
Write better code with AI
GitHub Models
New
Manage and compare prompts
GitHub Advanced Security
Find and fix vulnerabilities
Actions
Automate any workflow
Codespaces
Instant dev environments
Issues
Plan and track work
Code Review
Manage code changes
Discussions
Collaborate outside of code
Code Search
Find more, search less
Explore
Why GitHub
All features
Documentation
GitHub Skills
Blog
Solutions
By company size
Enterprises
Small and medium teams
Startups
Nonprofits
By use case
DevSecOps
DevOps
CI/CD
View all use cases
By industry
Healthcare
Financial services
Manufacturing
Government
View all industries
View all solutions
Resources
Topics
AI
DevOps
Security
Software Development
View all
Explore
Learning Pathways
Events & Webinars
Ebooks & Whitepapers
Customer Stories
Partners
Executive Insights
Open Source
GitHub Sponsors
Fund open source developers
The ReadME Project
GitHub community articles
Repositories
Topics
Trending
Collections
Enterprise
Enterprise platform
AI-powered developer platform
Available add-ons
GitHub Advanced Security
Enterprise-grade security features
Copilot for business
Enterprise-grade AI features
Premium Support
Enterprise-grade 24/7 support
Pricing
Search or jump to...
Search code, repositories, users, issues, pull requests...
Search syntax tips
Provide feedback
Saved searches
Use saved searches to filter your results more quickly
Sign in
Sign up
Appearance settings
Resetting focus
You signed in with another tab or window.
Reload
to refresh your session.
You signed out in another tab or window.
Reload
to refresh your session.
You switched accounts on another tab or window.
Reload
to refresh your session.
Dismiss alert
{{ message }}
kernc
/
backtesting.py
Public
Uh oh!
There was an error while loading.
Please reload this page
.
Notifications
You must be signed in to change notification settings
Fork
1.2k
Star
6.7k
Code
Issues
39
Pull requests
10
Discussions
Actions
Security
Uh oh!
There was an error while loading.
Please reload this page
.
Insights
Additional navigation options
Code
Issues
Pull requests
Discussions
Actions
Security
Insights
Commits
Branch selector
master
User selector
All users
Datepicker
All time
Commit History
Commits on Jun 6, 2025
BUG: Account for commissions in Trade.pl and Trade.pl_pct (#1279)
Show description for da7d22b
abhirathmahipal
authored
da7d22b
Copy full SHA for da7d22b
Commits on May 28, 2025
Include Commissions in _trades DataFrame (#1277)
abhirathmahipal
authored
590dee7
Copy full SHA for 590dee7
Commits on May 27, 2025
CI: Up timeout-minutes=5 on win64 test. Windows is slow
kernc
committed
cb7c8d6
Copy full SHA for cb7c8d6
MNT: Rerender doc/examples with updated jupytext
kernc
committed
d271812
Copy full SHA for d271812
Commits on Apr 13, 2025
DOC: Fix fractional backtest warning message
Show description for f762c5b
kernc
committed
f762c5b
Copy full SHA for f762c5b
Commits on Mar 31, 2025
ENH: Do plot `plot=False, overlay=True` indicators, but muted
kernc
committed
4128b12
Copy full SHA for 4128b12
REF: Plot: Return long/short triangles to P&L section
Show description for 91e5558
kernc
committed
91e5558
Copy full SHA for 91e5558
BUG: bf28ddd BUG: functools.partial objects do not always have a __module__ attr in Python 3.9
Show description for 52aa5a0
kernc
committed
52aa5a0
Copy full SHA for 52aa5a0
Commits on Mar 30, 2025
REF: lib.FractionalBacktest: Precompute patched data once instead of before each run
kernc
committed
9c93ad2
Copy full SHA for 9c93ad2
DOC: Install ipywidgets when building docs for a prettier tqdm widget
kernc
committed
270fec6
Copy full SHA for 270fec6
MNT: Update CHANGELOG for v0.6.4
kernc
committed
eebdc3b
Copy full SHA for eebdc3b
BUG: Restore original scale in FractionalBacktest plot (#1247)
Show description for 4c60488
arkershaw
and
kernc
authored
4c60488
Copy full SHA for 4c60488
TST: Loosen test_optimize_speed test on MS Windows
kernc
committed
ce74a34
Copy full SHA for ce74a34
CI/BUG: Further quiet tqdm
kernc
committed
7761315
Copy full SHA for 7761315
TST: Expand MultiBacktest parallelism to any mp.context on platform
kernc
committed
50efc51
Copy full SHA for 50efc51
BUG: Fix optimization hanging on MS Windows
Show description for 209ce63
kernc
committed
209ce63
Copy full SHA for 209ce63
MNT: Fix/ignore issues with flake8 7.2.0
kernc
committed
68f6478
Copy full SHA for 68f6478
BUG: Fix "'CAGR [%]' must match a key in pd.Series result of bt.run()"
kernc
committed
e177a8c
Copy full SHA for e177a8c
Commits on Mar 26, 2025
MNT: Remove title placeholder from issue template
kernc
committed
65d61d6
Copy full SHA for 65d61d6
BUG: Fix grid optimization with tz-aware datetime index
Show description for 48b0d58
kernc
committed
48b0d58
Copy full SHA for 48b0d58
CI: Quiet tqdm
kernc
committed
89eee8e
Copy full SHA for 89eee8e
REF: Plot: fig.legend.background_fill_alpha = .9 (was .95)
kernc
committed
4a0f2f4
Copy full SHA for 4a0f2f4
BUG: Fix RuntimeWarning on dummy compute_stats call (#1253)
Show description for 84e685a
jensnesten
authored
84e685a
Copy full SHA for 84e685a
Commits on Mar 11, 2025
MNT: Update CHANGELOG for v0.6.3
kernc
committed
b1a869c
Copy full SHA for b1a869c
BUG: Plot: Increase subplots heights after 3b74729
Show description for 2c6fcad
kernc
committed
2c6fcad
Copy full SHA for 2c6fcad
MNT: Issue templates should not auto-add labels
kernc
committed
fa3ea11
Copy full SHA for fa3ea11
ENH: Add Alpha & Beta stats (#1221)
Show description for 70a2c33
jensnesten
authored
70a2c33
Copy full SHA for 70a2c33
BUG: Fix stop-market and TP hit within the same bar
Show description for 5e68bba
kernc
committed
5e68bba
Copy full SHA for 5e68bba
TST: Introduce a simple base Strategy with empty init
kernc
committed
5e5dfdf
Copy full SHA for 5e5dfdf
BUG: functools.partial objects do not always have a __module__ attr in Python 3.9 (#1233)
Limfocit
authored
bf28ddd
Copy full SHA for bf28ddd
REF: Rename param `lib.FractionalBacktest(fractional_unit=)`
Show description for 5928524
kernc
committed
5928524
Copy full SHA for 5928524
BUG: Single legend item for indicators with singular/default names
Show description for d673d0a
kernc
committed
d673d0a
Copy full SHA for d673d0a
DOC: Revise warning: Most Jupyter client IDEs now support JavaScript
Show description for 3938cf7
kernc
committed
3938cf7
Copy full SHA for 3938cf7
DOC: Remove TODO item obsoleted in 7eeea52
kernc
committed
86f5f39
Copy full SHA for 86f5f39
ENH: Reduce height of indicator charts, introduce an overridable global
kernc
committed
3b74729
Copy full SHA for 3b74729
Pagination
Previous
Next
You can’t perform that action at this time.