Mark Aron Szulyovszky 2c03959315 feat(Reporting): added backtesting with vectorbt (#148) ...

* feat(Reporting): added vectorbt-based backtest

* fix(Reporting): added transaction costs

* feat(Reporting): added ability to rebalance only every n days

* feat(Dependencies): added pytorch

* fix(Dependencies): added pytorch-lightning

* feat(CI): added portfolio reporting step

* feat(Reporting): save weights as well

* fix(Reporting): start with less cash

2022-01-11 09:34:08 +01:00

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workflows

feat(Reporting): added backtesting with vectorbt (#148)

2022-01-11 09:34:08 +01:00