Comments (1)
Committed to dev. Added return_signals config option to enable and TestResult#signals member that holds the data.
Targeted for v1.1.31 release.
from pybroker.
Related Issues (20)
- Add MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion) metrics. HOT 1
- Add regular defined contribution to portfolio HOT 1
- Add Ruff for Python linter and code formatter HOT 3
- Real-time question HOT 1
- The feature names should match those that were passed during fit HOT 6
- [Feature] Add support for Schwab HOT 2
- 设置了ctx.score的值后,买入的具体原则是怎样的,这个ctx.score具体作用和影响是什么呢 HOT 1
- How to set a different ctx.sell_fill_price HOT 1
- Walkforward questions HOT 1
- Question from the Rebalancing example HOT 1
- About update numpy to 2.0 HOT 4
- Can ctx.score work with ctx.sell_shares? HOT 1
- when use stop loss, how to get callback while trigger stop action HOT 1
- AlpacaCrypto Object is not callable HOT 1
- Exits and stoploss not working HOT 2
- Stop Loss HOT 2
- Access equity amount during backtest for sizing HOT 1
- Can I back test my Large Time Series Models using pybroker? HOT 1
- Issues in User Guide Notebooks HOT 2
- Can't fetch adjusted stock data from Alpaca when using the alpaca class from the pybroker module HOT 1
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from pybroker.