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by minimax 4230 days 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.
1 comments
yummyfajitas 4230 days ago
To 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...

Look at lines 72 and 79. The data in the examples comes from YahooCloseData in data.py.

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