Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Support for negative trading levels #392

Open
LucasSeveryn opened this issue Sep 23, 2021 · 1 comment
Open

Support for negative trading levels #392

LucasSeveryn opened this issue Sep 23, 2021 · 1 comment

Comments

@LucasSeveryn
Copy link

Doesn't seem to work for price series with negative trading levels - this applies mostly to spreads between contracts, but also to crude oil futures that briefly turned negative in 2020.
@mikeejazmines
Copy link
Collaborator

I believe this is a limitation in backtrader as well. Would you have an example of backtrader handling negative values?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@LucasSeveryn @mikeejazmines