Question about pinkfish

[fja05680]

Hi Dans.

If the format of the csv file match, the backtest may actually run. The statistics is completely coded around daily data though. I hate to tell people to look elsewhere, but currently Pinkfish is not a good option for minute data.

Thanks for checking out Pinkfish,
Farrell

[dans-acc]

Hello,

Daily support will suffice for the time being - I enjoy the simplicity of the library.

I thought you might say that, it did cross my mind to maybe fork it at a later date (when needed) and make the necessary contributions.

Best,

Dans

[lorrp1]

@fja05680 id be interested too in using hour/minute data, if you plan to make any "upgrade" consider it please since i really prefer this library over all the other i have seen.

[fja05680]

lorrp1, thanks for your kind words and checking out pinkfish. I think the major issue is with the statistics. I have successfully integrated pinkfish with other statistics libraries, so perhaps a path forward is getting trading to work on a minute/hour basis and use a third party for the statistics. When I get a chance I'll see what's really involved.

[lorrp1]

@fja05680 also i think a documentation would be way easier to read and understand than videos

[fja05680]

lorrp1, thank your for this feedback. A problem I have with documentation is that it often gets out of sync with the source. To overcome this obstacle, I'm going to start with adding better comments into the code. There are automatic documentation generators that can be used from there. Another option is to work within the Python system like TA-Lib does and provide the documentation via python calls. A general user guide is something that I could do at some point. I'm also very open to someone else doing this. If someone else wants to document pinkfish, I'm more than willing to work with them. I feel that a strength of pinkfish are the numerous examples. All pinkfish functionality is in one or more of the examples. This was a major problem when I tried to use other libraries. Usually, you get a single moving average crossover example and that's it.

[lorrp1]

@fja05680 im getting the annual return of the spy benchmark at 16 annual now unlike yesterday when i got 13

[fja05680]

Hello,
16.1% CAGR is correct. You can verify it using this link:
https://www.thecalculatorsite.com/finance/calculators/cagr-calculator.php

In the future, please open a new issue instead of adding to this one. Thanks!