calculate_compounding_realised_trading_profitability
doesn't work with concurrent open positions
#795
Labels
priority: P2
Default priority. An issue might not yet be fixed in the next release.
size: M
An ordinary task that can be completed in a few days or in a week
Steps to reproduce
Also change the
trading cycle
andtime bucket
to 1 hour for more tradesRun the original notebook and notice how the two curves line up much closer.
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