setup_backtest

API documentation for tradeexecutor.backtest.backtest_runner.setup_backtest Python function.

setup_backtest(strategy_path, start_at=None, end_at=None, initial_deposit=None, max_slippage=0.01, cycle_duration=None, candle_time_frame=None, strategy_module=None, name=None, minimum_data_lookback_range=None, universe_options=None, client=None, three_leg_resolution=True)

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

• This function is useful for running backtests for strategies in notebooks and unit tests

• Instead of giving strategy and trading universe as direct function arguments, this entry point loads a strategy given as a Python file

Note

A lot of arguments for this function are optional/ unit test only/legacy. Only strategy_path is needed.

See also

• run_backtest_inline()

Parameters:

• strategy_path (Path) – Path to the strategy Python module

• end_at (Optional[datetime]) – Legacy. Use universe_options.

• max_slippage (Optional[float]) – Legacy

• cycle_duration (Optional[CycleDuration]) – Override the default strategy cycle duration

• candle_time_frame (Optional[TimeBucket]) –

  Legacy. Use universe_options.

  Override the default strategy candle time bucket

• strategy_module (Optional[StrategyModuleInformation]) – If strategy module was previously loaded

• initial_deposit (Optional[float]) –

  Legacy.

  Override INITIAL_CASH from the strategy module.

• start_at (Optional[datetime]) –

• name (Optional[str]) –

• minimum_data_lookback_range (Optional[timedelta]) –

• universe_options (Optional[UniverseOptions]) –

• client (Optional[Client]) –

• three_leg_resolution (bool) –

Return type:

BacktestSetup