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[WIP] Support multiple instruments(symbols) backtest #639
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How do you think @kernc? If you think it is inappropriate I will withdraw it, thanks.
AgarwalPragy
commented
May 9, 2022
It looks like the current attempt is not backwards compatible. For example, the signature of Strategy.position
has changed from Position
to dict[str, Position]
. 😞
Maybe we can include a flag which enables multi-symbol mode and return Union[Position, dict[str, Position]]
based on whether the mode is enabled or not?
AgarwalPragy
commented
May 9, 2022
There is also something wrong with Broker.last_price
and other functions.
AgarwalPragy
commented
May 9, 2022
I've made a parallel attempt here #641
luketych
commented
Aug 2, 2022
How is this coming along?
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Not related in anyway with him but @dodid did an awesome job extending this backtesting.py library to his minitrade package which enables multiasset backtesting, check it out: https://github.com/dodid/minitrade
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Fixes #20
An incomplete attempt to add multiple-symbol backtest, which is mentioned in #20. Not sure if this fits the current structure.
Lots of necessary changes haven't been done yet, including docs and code related graphing part.