Perfect because they use numpy like jesse:
Not perfect because of the usage of pandas which makes it slower because we have to convert numpy to pandas:
I've tried to port a pine script strategy to jesse, I needed vwma indicator and there isn't in TA-Lib (and jesse) so far, so I've imported tulip (via tulipy). I could add the indicator to jesse via Pull Request (so far I've just used it in the strategy directly using tulip) but I don't know if it's ok for @Saleh to add the dependency
Gabri vwma was actually implemented before by Markus using Tulip, but I had to remove it because of their license which forced their license (GPL) for us too if we include it as a dependancy.
If you could implement it without Tulip, that would be great.
Saleh ah, I didn't know about the licence. Ok, I'll take a look at the formula and I'll try to implement it. I'll let you know
Gabri I did more research and found out that LGPL is different that GPL. LGPL is totally fine for Jesse. It doesn't force us to change our license from MIT. I'm adding Tulipy to the dependancies. I'll release it soon.
Saleh Ahh, that's great! 😃
A lot more indicators are coming.. 😄
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
markus I spotted that post on reddit too 🙂
What are the chances of using pyfolio for research in Jupyter?
Not sure what pyfolio offers more compared to the metrics we already have? Do you miss any metrics?
Right now if you have multiple routes and backtest you have the metrics for the whole portfolio (of routes).
I personally found Pyfolio too complex
This looks interesting. Maybe a filter or signal can be created later for live mode with that concept.
https://whales.cracklord.com/ What was interesting to see is, that there most of the time big grid orders.