BacktestResult#
API documentation for tradeexecutor.backtest.backtest_runner.BacktestResult Python class in Trading Strategy framework.
- class BacktestResult[source]#
- Bases: - object- What we have after backtest - __init__(state, strategy_universe, diagnostics_data, indicators, strategy_module=None)#
- Parameters:
- state (State) – 
- strategy_universe (TradingStrategyUniverse) – 
- diagnostics_data (dict) – 
- indicators (StrategyInputIndicators) – 
- strategy_module (tradeexecutor.strategy.strategy_module.StrategyModuleInformation | None) – 
 
- Return type:
- None 
 
 - Methods - __init__(state, strategy_universe, ...[, ...])- Attributes - The resulting state after the backtest run - Universe we loaded - Python bag of values for internal testing - Indicators we calculated for the backtest - Loaded strategy module. - strategy_universe: TradingStrategyUniverse#
- Universe we loaded 
 - indicators: StrategyInputIndicators#
- Indicators we calculated for the backtest 
 - strategy_module: tradeexecutor.strategy.strategy_module.StrategyModuleInformation | None#
- Loaded strategy module. - Not available if we run an inline test. 
 - __init__(state, strategy_universe, diagnostics_data, indicators, strategy_module=None)#
- Parameters:
- state (State) – 
- strategy_universe (TradingStrategyUniverse) – 
- diagnostics_data (dict) – 
- indicators (StrategyInputIndicators) – 
- strategy_module (tradeexecutor.strategy.strategy_module.StrategyModuleInformation | None) – 
 
- Return type:
- None