kernc / kernc/backtesting.py

Plot the cash at the broker

Open
#340 0 comments 1 reaction 0 assignees View on GitHub
enhancement
Dominant language
Python
Stars
9k
Forks
1.5k
PR merge metrics
No merged PRs in 30d

Description

### Expected Behavior

We should have a flag for the `bt.plot()` function which would show the cash amount at our broker.

E.g.: `bt.plot(plot_broker_cash=True)`

Also, given this feature it would be nice to access the "cash at the broker" in each iteration.

Thank you for the great work!

Contributor guide

Open the contributing guide

Research direction

Start at the bt.plot() entry point and trace how broker state is represented during each iteration. Define the behavior for a plot_broker_cash=True option and for accessing broker cash per iteration; done means both requested capabilities work consistently in a backtest.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data-visualization, fintech-quant
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.