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Unable to replicate backtest performance | Chapter 8 02_backtesting_with_zipline #312

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benhsampson opened this issue Jan 3, 2024 · 1 comment

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@benhsampson
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benhsampson commented Jan 3, 2024

Running the notebook myself, the backtest performs worse. Note that I've imported the notebook and not made any modifications.

My run
image

From repo
image

Environment
Python 3.8
Here's the important dependencies in requirements.txt file after running pip freeze > requirements.txt

TA-Lib==0.4.28
zipline-reloaded==2.1.1
pyfolio-reloaded==0.9.4
  • OS: Windows
  • Version: 11
@BlockchainPunks
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BlockchainPunks commented Jan 24, 2024

if possible - would you mind exporting your .yml files for your ml4t and backtester environments then attach them here.

you can do that using conda command.

The install instructions are messed - i'm looking for working windows exact package list which steps below will give
here are steps:
https://conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html#sharing-an-environment

this will help allot of the windows people - so would really appreciate your help

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