How can we configure so we can run multi-strategy backtests mixing strategies using intraday data and those using end-of-day data?
When I mix those, I get, for example, the below error:
'operands could not be broadcast together with shapes (31551,2) (3,) (31551,2) '
presumably because of the lack of "Time" in the end-of-day data?
Mixing intraday and end-of-day in the same backtest isn’t currently supported, but it would be pretty easy to add in the next release. For now, I would suggest running the strategies separately, then running moonchart.utils.intraday_to_daily on the intraday results to get them to daily, then you can combine all the results DataFrames with pd.concat([results1, results2, …], axis=1).
Great, thank you.
Mixing intraday and end of day backtests is supported in version 2.5.0.