1 year ago

#369593

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Fatafim

VectorBT backtesting python intraday problem

I'm using VectorBT in python to backtest a strategy, however as soon as I get any intraday data with gaps, this is what happens: enter image description here

Obviously, the gaps are nights/holidays etc, and because of that the indicators are calculated incorrectly - this is not just a plotting issue. What can I do to fix it? I haven't found anything in the documentation

python

back-testing

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