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View Code? Open in Web Editor NEWFramework that allows you to test long position trading algorithms on historical data with a time frame in mind.
Framework that allows you to test long position trading algorithms on historical data with a time frame in mind.
Many annual returns are 1.0 despite using a buyandholdasap strategy with a positive growth only sample dataset
There should only be a 100 percentiles
The graphs seem to produce a lot of 0 values then a high value.
In practice the output graph should be a smooth exponential looking curve.
run with py -m backtest <worker count e.g. 4>
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