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Include Ask/Bid prices #648

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houseofai opened this issue May 19, 2022 · 4 comments
Open

Include Ask/Bid prices #648

houseofai opened this issue May 19, 2022 · 4 comments

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@houseofai
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Hey there!
I want to improve the backtesting accuracy by extending the pricing Dataframe with Bid/Ask prices - knowing that I have those data

How/Where should I modify the code?
@kernc
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kernc commented May 19, 2022

Related issue: #115

I'm not too sure how the expanded complexity would fit into the existing framework ...

@houseofai
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Thanks for pointing out the related issue.
I'll give it a try.

@NikOcaml
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Hey there! I want to improve the backtesting accuracy by extending the pricing Dataframe with Bid/Ask prices - knowing that I have those data

How/Where should I modify the code?

I'm sorry for going offtopic - but where did you acquire that data from if I may ask?

@houseofai
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@NikOcaml I downloaded it using my broker API. In my case IG

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@kernc @houseofai @NikOcaml