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only available returns are cumprod #38
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I think that's a good idea @flipdazed. I had already started to add this functionality to the QuickCharts class. I'll add it to the backtest too, as a flag. I can add it to the BacktestRequest as a flag for the user to set. |
@flipdazed I've added a cumulative sum flag to eg. |
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Currently the only returns available are cumulative products.
I couldn't find any alternative to
Calculations().create_mult_index()
for cumulative sumsSuggest cumulative sum flag when calculating backtest cumulative PnL
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