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This is an issue with the pictured hello world code (bottom left).
Actually, here is the shortest MWE:
import matplotlib import matplotlib.pyplot as plt import pybacktest import pandas as pd short_ma = 50 long_ma = 200 ohlc = pybacktest.load_from_yahoo('AAPL', start=2000) ohlc.tail() ms = ohlc.C.rolling(short_ma).mean() ml = ohlc.C.rolling(long_ma).mean() buy = cover = (ms > ml) & (ms.shift() < ml.shift()) # ma cross up sell = short = (ms < ml) & (ms.shift() > ml.shift()) # ma cross down bt = pybacktest.Backtest(locals(), 'ma_cross') print(bt.summary()) matplotlib.rcParams['figure.figsize'] = (15.0, 8.0) bt.plot_equity()
The text was updated successfully, but these errors were encountered:
replacing ix with loc, it may be solved.
ix
loc
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This is an issue with the pictured hello world code (bottom left).
Actually, here is the shortest MWE:
The text was updated successfully, but these errors were encountered: