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pybacktesting's Introduction

Hi there, my name is Philippe. I'm a Passionate Data Scientist & Finance Specialist πŸ“Š

πŸ‘¨β€πŸ’» About

On a mission to help the company focus on value-added processes. Advocate strong team collaboration. 1 + 1 = 3... or much more!

πŸ“« How to reach me

β€’ LinkedIn : https://www.linkedin.com/in/philippe-ostiguy/
β€’ Resume : https://bit.ly/3axv1Y8

✨ My motto

β€œLive as if you were to die tomorrow. Learn as if you were to live forever.” - Gandhi

πŸ› οΈ Technical Skills

β€’ Advanced Analytics
β€’ Python (pandas, NumPy, sklearn, matplotlib, SciPy)
β€’ Machine learning (NLP, Times Series Analysis)
β€’ Advanced Mathematics and Statistics
β€’ Financial Markets
β€’ PyCharm, Jupyter, Spyder
β€’ Data Visualization (Power BI)
β€’ SQL

πŸ’Ό Management skills

β€’ Agile Development
β€’ Git, Bash, Bloomberg
β€’ Customer Relationship
β€’ Self-learning

pybacktesting's People

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pybacktesting's Issues

Switch the Input values from directory to Pandas dataframe

Hi,
I believe this code is interesting!
Do you know which part of the code I need to change because I want to read from a Pandas DataFrame instead of a directory?
(I don't have knowledge in Python or finance, and I'm trying to experiment with this code)

If you could this I believe that it will be more usefull this code because We could use real data in real time .. :)

getting error on Python 3.11

Hi Philip

am trying to use your code and try to modify the code (new learner Python), please help to understand the below error am getting

"C:\Program Files\Python311\python.exe" C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\main.py
C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\manip_data.py:80: FutureWarning: The argument 'date_parser' is deprecated and will be removed in a future version. Please use 'date_format' instead, or read your data in as 'object' dtype and then call 'to_datetime'.
series = pd.read_csv(directory
C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\manip_data.py:80: FutureWarning: The argument 'date_parser' is deprecated and will be removed in a future version. Please use 'date_format' instead, or read your data in as 'object' dtype and then call 'to_datetime'.
series = pd.read_csv(directory
C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\manip_data.py:80: FutureWarning: The argument 'date_parser' is deprecated and will be removed in a future version. Please use 'date_format' instead, or read your data in as 'object' dtype and then call 'to_datetime'.
series = pd.read_csv(directory
C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\manip_data.py:80: FutureWarning: The argument 'date_parser' is deprecated and will be removed in a future version. Please use 'date_format' instead, or read your data in as 'object' dtype and then call 'to_datetime'.
series = pd.read_csv(directory
Traceback (most recent call last):
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\main.py", line 33, in
main
= Main()
^^^^^^
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\main.py", line 14, in init
super().call()
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\optimize
.py", line 25, in call
self.walk_foward()
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\optimize
.py", line 69, in walk_foward
self.pnl_dict,self.params = ga(self).call()
^^^^^^^^^^^^^^^^^^^
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\optimize\genetic_algorithm.py", line 67, in call
self.create_chromosome()
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\optimize\genetic_algorithm.py", line 88, in wrapper

self.pnl_()
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\pnl.py", line 15, in pnl_
super().call()
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\trading_rules\r_square_tr.py", line 24, in call
self.trig_signal()
File "C:\Users\Vmadh\Downloads\Compressed\PyBacktesting-1\trading_rules\r_square_tr.py", line 69, in trig_signal
self.trades_track = self.trades_track.append(trades_track,ignore_index = True)
^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Program Files\Python311\Lib\site-packages\pandas\core\generic.py", line 5989, in getattr
return object.getattribute(self, name)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
AttributeError: 'DataFrame' object has no attribute 'append'. Did you mean: '_append'?

Process finished with exit code 1

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