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Fingpt forecastor backtesting #145

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erdult opened this issue Dec 25, 2023 · 3 comments
Open

Fingpt forecastor backtesting #145

erdult opened this issue Dec 25, 2023 · 3 comments

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@erdult
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erdult commented Dec 25, 2023

Is your feature request related to a problem? Please describe.
Backtesting using historical data and showing the performance of forecasting is key to understand the performance of predictions.

Describe the solution you'd like
For backtesting there are several python libraries already. Is there a way to run fingpt forecastor for several days outputting predictions only using the information up to that date to make the prediction?

@dayuyang1999
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Same question. Wondering if there is any evaluation method for the FinGPT forecastor.

@WWrightStuff
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Same question. Very interested indeed

@amayuelas
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I assume you refer to an evaluation method for FinGPT Forecaster where you can see how well it is doing the predictions right?
We're working on it

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4 participants