Prophet
Finance and crypto
backtesting framework
SHOW HN2014
How HN took it
2 positive, 3 neutral or asking, 0 mixed, 6 critical, out of 11 comments about the project. Thread score -0.17.
Execution: 0 for, 4 againstDocs: 2 for, 0 againstIdea: 0 for, 2 against
The thread, comment by comment
Each row is a top-level comment and its replies, in HN's order. Select a cell to open that comment on HN.
positive neutral or mixed critical about another commenter or something else the maker
What HN said
What people liked
Clean design and useful for building personal trading frameworks
From 2 comments
Very nice. I might replace my own personal framework with this - it's certainly cleaner. A suggestion I'd make. Rather than simply taking a price series (which seems to be based…
yummyfajitas on HNLooks good, I have been working on something similar recently but may just stop and use this. Would love to see the documentation fleshed out more.
tummybug on HN
Objections
No tests included
From 2 comments
Very cool. I would like it even more if there were tests :) https://github.com/Emsu/prophet/
Cieplak on HNActually, that's not how tests work. Writing a test after the code has been produced should not be considered a real test. Let me quote Robert C. Martin on this. ``` If we lose…
michaelmcmillan on HN
Backtest uses closing price before it is known and Adjusted Close is unrealistic for execution
From 2 comments
To be more precise, you can't reliably get the closing price and also know what it is before you get it. If I understand the code right, it looks at the closing price and then…
yummyfajitas on HNPlease don't use Adjusted Close for backtesting execution. Adjusted prices are not real. They never happened, and using them will add unknown error to your backtest results. Back…
lrm242 on HN
Does not run on Python 3
From 1 comment
doesn't seem to work on Python 3.
vegabook on HN
Name clashes with Sungard's iWorks Prophet
From 1 comment
Might have a name clash issue with Sungard's iWorks Prophet, a commercial financial modelling tool.
jl6 on HN
Requests
Support for tick or intraday data
From 2 comments
Handling tick data even could help and be helped in the case you outlines above.
jcrubino on HNI actually really want to support it. If only I could get my hands on some tick data... any ideas?
Emsu on HN
More documentation and tutorials
From 2 comments
Would love to see a how-to tutorial on using this to test and visualize different strategies on paper.
radarsat1 on HNLooks good, I have been working on something similar recently but may just stop and use this. Would love to see the documentation fleshed out more.
tummybug on HN
Open/high/low based trade execution
From 1 comment
Very nice. I might replace my own personal framework with this - it's certainly cleaner. A suggestion I'd make. Rather than simply taking a price series (which seems to be based…
yummyfajitas on HN
Questions
Where to get tick or minute-level data
From 2 comments
I actually really want to support it. If only I could get my hands on some tick data... any ideas?
Emsu on HNYou can get 1-minute price bars from Yahoo Finance:…
findjashua on HN
Starting resources for quantitative analysis
From 1 comment
This looks interesting. I'm familiar with the basics of investing, but have never gotten into quantitative analysis. Does anyone know of a good starting point (book, online…
ochoseis on HN
APIs to connect to a brokerage
From 1 comment
Anybody know of any good apis to hook this thing into?
crimsonalucard on HN
Alternatives named
Yahoo Finance historical data
From 2 comments
To start, free historical data from yahoo. Once you've back tested, try executing manually with your online brokerage (I.e. if it says buy, login to etrade and buy). After that…
yummyfajitas on HNYou can get 1-minute price bars from Yahoo Finance:…
findjashua on HN
scipy and statsmodels with CVXOPT for portfolio optimization
From 1 comment
The scipy and statsmodels libaries are nice. CVXOPT would be good for portfolio optimization. You really have to implement your own strategies though.
Emsu on HN