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Why do you say you can't reliably get the closing price? You should be able to send an MOC order to the listing exchange to get the official closing price.
by minimax 12y ago
Why do you say you can't reliably get the closing price? You should be able to send an MOC order to the listing exchange to get the official closing price.
- yummyfajitas 12y agoTo 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 decides if it wants to buy. https://github.com/Emsu/prophet/blob/master/prophet/backtest.py#L72 https://github.com/Emsu/prophet/blob/master/prophet/backtest... Look at lines 72 and 79. The data in the examples comes from YahooCloseData in data.py.