patreon membership / options strategies

[joe-wojniak]

@polakowo Hi Oleg, I'm interested in implementing vectorbt. My dataset is from Optionistics. Does vectorbt support backtesting options strategies? I'd be happy to become a Patreon supporter and also contribute updates. I have some experience with Python, having completed a certificate from https://home.tpq.io/certificates/pyalgo/

[polakowo]

Hi @joe-wojniak, vectorbt doesn't allow backtesting option strategies (although I haven't really tried, maybe you can figure this out using Portfolio.from_order_func). I don't have much time right now to work on it, but this is something I would love to see in vectorbt some day (along with margin trading). Also note that soon this package won't receive major updates from me anymore, only bugfixes. I'll happily continue maintaining and merging PR's from community, but I'm switching my entire focus on the pro version of the package (https://vectorbt.pro/).

[joe-wojniak]

Thanks, Oleg. I will try Portfolio.from_order_func. I have developed some backtesting code for options, but it's pretty rudimentary. If you think options strategies might be useful in the pro version it'd be great to talk about this in the future.

…

On Thu, Jan 20, 2022 at 2:20 PM Oleg Polakow ***@***.***> wrote: Hi @joe-wojniak <https://github.com/joe-wojniak>, vectorbt doesn't allow backtesting option strategies (although I haven't really tried, maybe you can figure this out using Portfolio.from_order_func). I don't have much time right now to work on it, but this is something I would love to see in vectorbt some day (along with margin trading). Also note that soon this package won't receive major updates from me anymore, only bugfixes. I'll happily continue maintaining and merging PR's from community, but I'm switching my entire focus on the pro version of the package ( https://vectorbt.pro/). — Reply to this email directly, view it on GitHub <#346 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AEAV4CEGHRVUOZ36YMYTWPTUXB4CTANCNFSM5MNJDLAQ> . Triage notifications on the go with GitHub Mobile for iOS <https://apps.apple.com/app/apple-store/id1477376905?ct=notification-email&mt=8&pt=524675> or Android <https://play.google.com/store/apps/details?id=com.github.android&referrer=utm_campaign%3Dnotification-email%26utm_medium%3Demail%26utm_source%3Dgithub>. You are receiving this because you were mentioned.Message ID: ***@***.***>

-- -Joe Wojniak *CONFIDENTIALITY* NOTICE: The contents of this *email* message and any attachments are intended solely for the addressee(s) and may contain *confidential *and/or privileged *information* and may be legally protected from disclosure.