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