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melphi
Open Source algorithmic trading platform in Java / Python
Hello This looks like a very interesting project! Can you please tell me, how do you write and run backtests? Are there any examples or docs? Thanks
Jupyter does not execute commands when is accessed via nginx proxy.
Prices should be saved to file system rather than database. This allows the parallel loading in backtesting application.
Implement a Spark based solution to brute force the optimal parameter estimation.
MarketHoursFeature was tested with futures (DAX / SP500) times. It does not work well with 24 hours forex hours.
DataCollector uses UTC to start week, it should use America/New_York zone instead. This might lose the first 30 minutes of trading in case of currencies especially in case of daylight...