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CI: Update docs for 0.3.2 (4f21a65)
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‎doc/backtesting/backtesting.html‎

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<title>backtesting.backtesting API documentation</title>
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<meta name="description" content="Core framework data structures.
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Objects from this module can also be imported from the top-level
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<p>
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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.1</a>
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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.2</a>
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<span style="color:#ddd">&#21328;</span>
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</p>
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‎doc/backtesting/index.html‎

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<title>backtesting API documentation</title>
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<meta name="description" content="Manuals …" />
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</main>
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<p>
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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.1</a>
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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.2</a>
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</p>
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‎doc/backtesting/lib.html‎

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<div class="desc"><p>Dictionary of rules for aggregating resampled OHLCV data frames,
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e.g.</p>
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<pre><code>df.resample('4H', label='right').agg(OHLCV_AGG)
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<pre><code>df.resample('4H', label='right').agg(OHLCV_AGG).dropna()
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<dt id="backtesting.lib.TRADES_AGG"><code class="name">var <span class="ident">TRADES_AGG</span></code></dt>
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<dt id="backtesting.lib.compute_stats"><code class="name flex">
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<span>def <span class="ident">compute_stats</span></span>(<span>*, stats, data, trades=None, risk_free_rate=0.0)</span>
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</code></dt>
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<dd>
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<div class="desc"><p>(Re-)compute strategy performance metrics.</p>
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<p><code>stats</code> is the statistics series as returned by <code><a title="backtesting.backtesting.Backtest.run" href="backtesting.html#backtesting.backtesting.Backtest.run">Backtest.run()</a></code>.
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<code>data</code> is OHLC data as passed to the <code><a title="backtesting.backtesting.Backtest" href="backtesting.html#backtesting.backtesting.Backtest">Backtest</a></code>
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the <code>stats</code> were obtained in.
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<code>trades</code> can be a dataframe subset of <code>stats._trades</code> (e.g. only long trades).
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You can also tune <code>risk_free_rate</code>, used in calculation of Sharpe and Sortino ratios.</p>
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<pre><code>&gt;&gt;&gt; stats = Backtest(GOOG, MyStrategy).run()
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&gt;&gt;&gt; only_long_trades = stats._trades[stats._trades.Size &gt; 0]
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&gt;&gt;&gt; long_stats = compute_stats(stats=stats, trades=only_long_trades,
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... data=GOOG, risk_free_rate=.02)
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</code></pre></div>
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<li><code><a title="backtesting.lib.barssince" href="#backtesting.lib.barssince">barssince</a></code></li>
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<li><code><a title="backtesting.lib.compute_stats" href="#backtesting.lib.compute_stats">compute_stats</a></code></li>
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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.1</a>
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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.2</a>
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‎doc/backtesting/test/index.html‎

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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.1</a>
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<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.3.2</a>
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