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License: MIT License
Backtest trading algorithms built for Alpaca with JavaScript and Node.js
License: MIT License
Sometimes, different securities will have different amounts of data available with different times. As a result, we should be simulating by grabbing the next data by time, rather than just grabbing the next piece of data for all securities.
Allow users to pass in data instead of requesting it through passed in Alpaca. This would benefit us in 2 ways:
Most importantly, users would not have to pass in their authenticated Alpaca object into the package. Instead, they can fetch the data themselves then pass it in, and we never touch Alpaca.
Allow users to retrieve data from sources outside of Alpaca to use for testing.
For this, we won't worry so much about verifying the schema of the data, but it is something we can think about down the line. Additionally, we should update the README to show users how to do this.
To accomplish this will likely require modifying:
There seems to be an issue with the start and end times of the back tester. The onStockAggMin() function only runs a max of 100 times, regardless of how far back the start date has been set. And it doesn't run at all if the start and end date are fewer than 4 days apart.
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