eiten

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Only a few stock are being taken into account

2

Command to run: ``` python3 portfolio_manager.py --is_test 1 --future_bars 90 --data_granularity_minutes 3600 --history_to_use all --apply_noise_filtering 1 --market_index QQQ --only_long 1 --eigen_portfolio_number 3 --stocks_file_path stocks/stocks.txt ``` When loading data for all...

edoreld

Exception in thread Thread-2 error ?

1

Fresh install and run the README command ╰─ python portfolio_manager.py --is_test 1 --future_bars 90 --data_granularity_minutes 3600 --history_to_use all --apply_noise_filtering 1 --market_index QQQ --only_long 1 --eigen_portfolio_number 3 --stocks_file_path stocks/stocks.txt Then got...

yidea

Does the portfolio backtesting backtest the current portfolios or portfolios constructed at the time of backtesting? Thanks!

vedantog

Hello, I was wondering how to save this to a JSON file for algo-trading purposes

GitHubEmploy

Bug when is_test == 0

1

`future_prices` is initialized to `None`, https://github.com/tradytics/eiten/blob/master/data_loader.py#L51 If `is_test` is not `1`, `future_prices` doesn't change, https://github.com/tradytics/eiten/blob/master/data_loader.py#L99 `future_prices` as `None` is called with `.values`, https://github.com/tradytics/eiten/blob/master/data_loader.py#L111

geofflittle

When I run this from the examples: python portfolio_manager.py --is_test 1 --future_bars 90 --data_granularity_minutes 3600 --history_to_use all --apply_noise_filtering 1 --market_index QQQ --only_long 1 --eigen_portfolio_number 3 --stocks_file_path stocks/stocks.txt I get: Traceback...

mcb219

Completely Rewritten as a Library

3

I have completely re-written the code as a library instead of writing a CLI. I did that because, in my humble opinion, it is more useful to use Eiten in...

silvavn

IndexError: list index out of range when running with default settings

2

Running this command from the examples: ``` python portfolio_manager.py --is_test 0 --future_bars 30 --data_granularity_minutes 60 --history_to_use all --apply_noise_filtering 1 --market_index QQQ --only_long 1 --eigen_portfolio_number 3 --stocks_file_path stocks/stocks.txt ``` returns: Traceback...

sradu

--history_to_use doesn't work with integer values

1

When i use the integer(for example 100) as value for for --history_to_use, error happens. ``` File "C:\Users\hello\Repo\eiten\argchecker.py", line 8, in __init__ self.check_arguments(args) File "C:\Users\hello\Repo\eiten\argchecker.py", line 20, in check_arguments assert not(args.history_to_use...

dw-sun

Stocks choice?

2

There is probably an error in the choice of stocks because the choice is made on stocks of which we know the good behavior for the period 2015/01 2020/01 the...

jmg17