Is it possible to use Index numbers instead of Datetime to backtest
Pucal last edited by Pucal
I was curious if i could use the index numbers of a pandas dataframe to run a backtest instead of Date Time ?
This entire game is about time series.
Pucal last edited by
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
The datetime timestamp does not need to be in the index. But you need timestamps.