bars_per_year

[markxbaker]

Season greetings and all the best for the upcoming year:)

regarding this input for config - if I'm using 30min bars from Alpaca(which are extended trading) should i be multiplying 252 by 29 to the the observations per year?

also if using between_time=('9:30', '11:00') this would be 3 x 252? < -this seems closest to below

Am getting very different results for each vs when i run through pyfolio after resampling to daily returns, maybe a feature to resample for the output would be simpler than adding bars per year so is standardised?

thanks,

mark

[markxbaker]

Yeah is literally number of bars in the year, so need to multiply all bars in a day by 252.