Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Question on PyFolio

    Indicators/Strategies/Analyzers
    2
    2
    660
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • S
      sylvain last edited by

      First of all, thank you for developing such a great backtesting tool, I started getting familiar with it.
      While I am trying and use Pyfolio with Backtrader I ran into the following question:
      Firstly I understand that PyFolio does not support Intraday timeframe(Error occurred), the smallest granularity they support is Days.
      I am currently working on an intraday trading strategy with 1min,10min, 1day bar(3 data feeds, same ticker), the strategy is using indicators from all three data feeds and transactions were placed only on the 1min bar.
      However, I don't mind have the performance analysis on a daily basis, as long as Pyfolio supports.
      Is there any way I could format the trading result and feed to Pyfolio and make it works?
      I would really appreciate it if you could provide any guidelines or thoughts

      B 1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators @sylvain last edited by

        @sylvain said in Question on PyFolio:

        Is there any way I could format the trading result and feed to Pyfolio and make it works?

        Your use case is not covered by the PyFolioAnalyzer which is the analyzer wrapping the calls to PyFolio.

        You would have to use the existing code as basis for a new analyzer which decides which data feeds to consider.

        1 Reply Last reply Reply Quote 0
        • 1 / 1
        • First post
          Last post
        Copyright © 2016, 2017, 2018, 2019, 2020, 2021 NodeBB Forums | Contributors