#510·vectorbt

Negative prices for spreads / pairs?

Author: posidoniusCreated Oct 15, 2022Updated Feb 6, 2026

Can vbt be configured to allow negative prices? Unfortunately I am getting ValueError: order.price must be finite and greater than 0, because I have price data for spreads where prices are often expressed as a negative.

Trading negative spread prices is a real-world use case so it would be great if this were allowed in vbt.