kernc/backtesting.py

Multiple models on one chart

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#12 创建于 2019年7月20日

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 (4 评论) (0 反应) (0 负责人)Python (4,387 star) (863 fork)batch import
enhancementhelp wanted

描述

Expected Behavior

Is there an elegant and simple way to visualize a few trading models plotted on 1 chart? In fact a lot of projects like mine are centered around comparing various models (and even groups of models), so that would be handy to have a sugary way around this process, so:

  1. individual models with notations on one chart
  2. a group of models trading on the same account each having a proportional share of the capital

Actual Behavior

works with just 1 model

贡献者指南

技术栈
python
领域
backenddataanalytics
议题类型
feature
难度面向新贡献者的预计实现难度，1 表示很小改动，5 表示专家级工作。
3
预计时间有经验贡献者完成调查、实现、测试并准备 pull request 的粗略时间范围。
1-2 days
活动状态议题当前的可参与程度：新鲜、活跃、陈旧、阻塞或等待维护者输入。
stale
清晰度议题是否清楚说明期望改动、验收标准和下一步。
needs investigation
前置要求
Pythonbacktesting.py basicsplotting concepts
新手友好度1-100 的估计分数，表示该议题对首次贡献者的友好程度。
40
研究方向
Examine the current charting implementation in backtesting.py, likely in the plot module (e.g., backtesting/plot.py). Understand how single model plotting works and identify the key functions that render trades and equity curves. Look for any existing support for multiple models or overlays. Consider proposing a new API that accepts multiple strategies and plots them with different colors/linestyles. Review any linked PRs or comments that discuss design constraints.