TL;DR:
Feature request: progress bar for backtesting.
What I did:
- Downloaded data using https://github.com/nkaz001/collect-binancefutures
- Tried to run https://github.com/nkaz001/hftbacktest/blob/master/examples/Market%20Making%20with%20Alpha%20-%20Order%20Book%20Imbalance.ipynb on my dataset.
obi_mm(hbt, ...) became silent after the data was loaded.
So I don't understand if the backtest is even working. And what if it would require several days to backtest on my laptop?
It would be great to include a progress bar somewhere. tqdm package is a great tool to have pretty progressbars in raw python and in jupyter environments.
TL;DR:
Feature request: progress bar for backtesting.
What I did:
obi_mm(hbt, ...)became silent after the data was loaded.So I don't understand if the backtest is even working. And what if it would require several days to backtest on my laptop?
It would be great to include a progress bar somewhere.
tqdmpackage is a great tool to have pretty progressbars in raw python and in jupyter environments.