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Hi,
I am a newbie to the backtest. So, could you please give the link to the materials that describes the backtest formulas you implemented? I really appreciate that.
My main question, I see the requirement for the param size
of the function Strategy.buy
: size must be a positive fraction of equity, or a positive whole number of units
. Why cannot we input the size as a positive real number, such as 4.5, 7.2, ...? I also see that size
is later forced to be an integer size = copysign(int((self.margin_available * self._leverage * abs(size)) // adjusted_price), size)
.
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