stefan-jansen/machine-learning-for-trading

Unable to replicate backtest performance | Chapter 8 02_backtesting_with_zipline

benhsampson opened this issue · 2 comments

benhsampson commented

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

My run
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From repo
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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 commented

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