backtest_runner#

API documentation for tradeexecutor.backtest.backtest_runner Python module in Trading Strategy.

Module description#

Classes#

BacktestResult

What we have after backtest

BacktestSetup

Describe backtest setup, ready to run.

Functions#

guess_data_delay_tolerance(universe)

Try to dynamically be flexible with the backtesting pricing look up.

run_backtest(setup[, client, ...])

Run a strategy backtest.

run_backtest_inline(*ignore[, start_at, ...])

Run backtests for given decide_trades and create_trading_universe functions.

setup_backtest(strategy_path[, start_at, ...])

High-level entry point for setting up a backtest from a strategy module.

setup_backtest_for_universe(strategy, ...[, ...])

High-level entry point for setting up a single backtest for a predefined universe.