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Cointegration Bitcoin Backtester

Home Page: https://medium.com/@pdquant/build-a-bitcoin-tegration-backtester-83e2b19125fd

Python 3.05% Jupyter Notebook 96.95%
backtesting bitcoin blockchain cryptocurrency quantitative-finance

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bitcoinbacktester's Issues

Error

File "bitcoin_backtester.py", line 294, in strat
btc,bch,ts,z_coint,b_x_bch = q.iloc[0]
ValueError: too many values to unpack (expected 5)

so write

b = q.iloc[0]
btc = b["BTC"]
bch = b["BCH"]
ts = b["time"]
z_coint = b["full_z_coint"]
b_x_bch = b["b_x_bch"]

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