Compare backtest results with other package #722
graceyangfan
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Thanks for providing this @graceyangfan I think for a reasonable comparison, we'd need the other platform to also be event driven rather than vectorized. There would still be many variables to nail down even from that point |
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Compared nautilus_trader ema_cross stratgy with vnpy(https://github.com/vnpy/vnpy)
symbol: ETH-USDT data_time:2022-6-1 to 2022-7-1 trade_time:2022-6-2 to 2022-7-1
commision_rate:0.0004 fill_rate =1 slippage=0
(1)nautilus trader version: latest develop
https://github.com/graceyangfan/nautilus_tutorial/blob/main/compare/nautilus/nautilus_trader.png
(2)vnpy
https://github.com/graceyangfan/nautilus_tutorial/blob/main/compare/vnpy/vnpy_result.jpeg
stratgy and other process files are in https://github.com/graceyangfan/nautilus_tutorial/tree/main/compare
would like to see other package backtest results
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