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dgrr opened this issue Sep 5, 2020 · 1 comment
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Allow to buy/sell in fractional units (a portion of Bitcoin) #134

dgrr opened this issue Sep 5, 2020 · 1 comment
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question Not a bug, but a FAQ entry top-choice

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@dgrr
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dgrr commented Sep 5, 2020

Hello,

I am pretty new with this library. I am trying to test some strategies on Bitcoin, but I am struggling with the library because I don't see the way to buy or sell a little amount of BTC. If the price is 11k I need to have a balance of at least 11k to buy a unit.
BTC allows you to purchase a little amount of it. Is there any current feature supporting that? If not, can you implement it?

Thanks.
@kernc
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kernc commented Sep 5, 2020 •
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Here's an easy workaround for you: convert the input data to contain prices per one Satoshi (1e-8 BTC) or per one micro bitcoin (μBTC, as below):

df: pd.DataFrame  # Bitcoin OHLC prices

df = (df / 1e6).assign(Volume=df.Volume * 1e6)  # μBTC OHLC prices

@kernc kernc closed this as completed Sep 5, 2020
@kernc kernc changed the title Allow to buy/sell a portion Allow to buy/sell in fractional units (a portion of Bitcoin) Sep 5, 2020
@kernc kernc added the wontfix This will not be worked on label Sep 5, 2020
@kernc kernc mentioned this issue Oct 4, 2020
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kernc added a commit that referenced this issue Oct 13, 2020
@kernc
ENH: Warn on initial cash lower than Bitcoin price
c5cd1b3 
Refs:
* #134
* #116
* #151
@kernc kernc added the question Not a bug, but a FAQ entry label Jul 6, 2021
This was referenced Oct 21, 2021
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@kernc kernc mentioned this issue Jan 30, 2022
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@kernc kernc mentioned this issue Jan 3, 2023
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Goblincomet pushed a commit to Goblincomet/forex-trading-backtest that referenced this issue Jul 5, 2023
ENH: Warn on initial cash lower than Bitcoin price
899765e 
Refs:
* kernc/backtesting.py#134
* kernc/backtesting.py#116
* kernc/backtesting.py#151
@kernc kernc marked this as a duplicate of #510 Feb 2, 2025
@kernc kernc marked this as a duplicate of #1198 Feb 2, 2025
@kernc kernc marked this as a duplicate of #421 Feb 2, 2025
@kernc kernc added top-choice and removed wontfix This will not be worked on labels Feb 17, 2025
kernc added a commit that referenced this issue Feb 18, 2025
@kernc
ENH: Add lib.FractionalBacktest for fractional trading
ab40cf5 
Implementation according to #134

BTCUSD historical data summarized from:
https://www.kaggle.com/datasets/mczielinski/bitcoin-historical-data
Thanks @mczielinski/kaggle-bitcoin
@GitPeterJ GitPeterJ mentioned this issue Feb 26, 2025
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