Partial entries

[rafalsza]

Hi!
Please help me with this problem.
I want to backtest whole dataframe but with entries per 500 timeframes
e.g. len(df)=1500
entry1=df[-500:]
entry2=df[500:1000]
``
coin = 'BNB'
symbol = coin + 'USDT'
cols = ['Open', 'High', 'Low', 'Close', 'Volume']
interval = '1h'
df = vbt.BinanceData.download(symbol, start='30 days ago UTC', interval=interval).get(cols)
df.index = df.index.tz_localize(None)
df.index = pd.to_datetime(df.index, unit='ms')
y = df['Close'].tolist()
y = y[-500:] # last 500 values from a list
x = range(len(y))
best_fit_line2 = np.poly1d(np.polyfit(x, y + np.std(y), 1))(x)
best_fit_line3 = np.poly1d(np.polyfit(x, y - np.std(y), 1))(x)
entries = y < best_fit_line3
exits = y > best_fit_line2
portfolio = vbt.Portfolio.from_signals(df.Close[-500:], entries,exits, init_cash=1000)

[rafalsza]

I want to backtest last 500 timeframes entries but on a whole df

[polakowo]

@rafalsza I'm not sure I understand your question. You want to backtest last 500 data points but still be able to analyze the whole time period? If so, make entries and exits of the same shape as close and set the first 1000 element to False.