Topics created by anthony_m

@anthony_m Hello, we had some bug reports in this direction. Normally the issue is simply the pandas version. Could you check that your version of pandas is 1.2.5?

You can simply create a new environment:

conda create -n qntdev quantiacs-source::qnt conda-forge::ta-lib conda-forge::pandas==1.2.5 conda-forge::dash==1.18 python==3.7

@support Ok, I see, thanks

@anthony_m Yes, you are right, we are using a simplified model for slippage. In reality slippage will depend on (among other things) the traded volume. More liquid assets will be prone to less slippage.

However, for speeding up the evaluation, we are using a simplified model based on the gaps, it fits well with historical data.

Clearly slippage will be a function of the allocated USD capital to a strategy.

@anthony_m Hi, sorry and thanks for the note, it is a bug we have fixed recently. If you try to submit your system now (a copy of the Q16 template) you will get an error message telling that the system is not eligible for a prize because it correlates too much with a template.

@anthony_m Sorry, the problem is that we did not update the precheck file to reflect the "cryptodaily" contest, we will fix the issue....Note that "precheck" was a code used at the beginning for checking the output. Later we implemented a multi-pass backtester which makes automatically the checks. The call in the quick start:

weights = qnbt.backtest( competition_type= "crypto_daily_long", load_data= load_data, lookback_period= 365*4, start_date= "2014-01-01", strategy= strategy, analyze= True, build_plots= True )

makes the needed checks, and you can read output info in the notebook.

@antinomy wow, thank you so much, this is awesome!

@anthony_m we patched with spot BTC data see answer: https://quantiacs.com/community/topic/6/btc-contest-start-date