Comments (10)
Yep you are absolutely right. We haven't implemented the shorting for alpaca in the backtesting framework - this is the most significant feature that we're missing in a full alpaca integration.
We are working on this, I will attach this issue to a pull.
from blankly.
Thanks for the quick reply! Looking forward to the full integration.
from blankly.
@EmersonDove glad you're working on this! Do you plan to do the same for Crypto (e.g. binance API)?
from blankly.
@sjhermanek This is a really good question. I suppose I'm not sure of the answer because I'm not really a binance user.
As I understand it, the margin API calls are through different endpoints which would make that integration significantly more complex but I'm not super sure. I think because of this we are going to wait for that more advanced stuff.
from blankly.
This feature is now active on the dev branch.
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@bkunsberg , this is now live! Let us know what you think 💭
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from blankly.
Shorting on Binance
and with KeylessExchange
seems to also be impossible. Any idea if it will be possible in a next release ?
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The blankly.Binance()
exchange is spot, so shorting is disabled. KeylessExchange
is also made to mimic spot so I didn't add an option for shorting but I could see an argument for adding it.
from blankly.
Supporting Binance cross margin will be great also.
from blankly.
Related Issues (20)
- Binance futures not working HOT 7
- IndexError: list index out of range HOT 1
- state.interface.history duplicating prices HOT 3
- Title:Trailing Stop with limit orders in Blankly Finance paper trading environment HOT 9
- Implementing Upbit Exchange HOT 1
- Cannot run blankly login HOT 6
- Alpaca not working with crypto HOT 1
- Integrate Blankly with a timeseries database HOT 1
- Accept in memory data for backtest
- strategy.backtest without `to` argument should infer `start_time` and `end_time`
- KeyError: 'bidMultiplierUp' HOT 3
- Alpaca Cryptocurrency error(maybe just an alpaca related data error) HOT 1
- Inconsistencies in asset visualisation HOT 1
- Ow
- Innaccurate Historical Data HOT 2
- bar_event squashes price_event price HOT 1
- `state.interface.history` not returning history with correct time intervals
- `ignore_user_exceptions=False` parameter in `strategy.backtest` doesn't work
- Error installing blankly. 'ti.pxd' not found HOT 2
- Can't place bracket orders (stop-loss and take-profit) one after the other HOT 1
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