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BL0987 avatar BL0987 commented on September 24, 2024

I get better results by resampling the dataframe prior to using it in the backtest:

e.g

import pandas as pd
import yfinance as yf

df = yf.download('AAPL', period='5y', interval='1d') # rounding=True

df1 = df.resample('2d').agg({'Open': 'first',
'High': 'max',
'Low': 'min',
'Close': 'last',
'Volume': 'sum'})

Hope it helps

from backtesting.py.

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