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2019-10-02: The community is currently in read-only mode
2019-10-02: The community is currently in read-only mode
Is it possible to use Index numbers instead of Datetime to backtest
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I was curious if i could use the index numbers of a pandas dataframe to run a backtest instead of Date Time ?
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This entire game is about time series.
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Yeah i get that but i wouldnt need to format my date time for backtrader to run.
I'd still have the corresponding dates and times to each index.
But if it doesn't work nvm thanks for the answer tho
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The datetime timestamp does not need to be in the index. But you need timestamps.