backtrader shows 0.18-0.30% residual divergence even after fixing the percabs commission bug and fill-ordering issue. this appears to be caused by equity-recording timing (end-of-bar vs. post-settlement). investigate whether this can be reduced further or if it is a fundamental framework limitation.
backtrader shows 0.18-0.30% residual divergence even after fixing the percabs commission bug and fill-ordering issue. this appears to be caused by equity-recording timing (end-of-bar vs. post-settlement). investigate whether this can be reduced further or if it is a fundamental framework limitation.