run_backtest_inline#

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

run_backtest_inline(*ignore, start_at=None, end_at=None, minimum_data_lookback_range=None, client, decide_trades, create_trading_universe=None, create_indicators=None, indicator_combinations=None, indicator_storage=None, cycle_duration=None, initial_deposit=None, reserve_currency=None, trade_routing=None, universe=None, routing_model=None, max_slippage=0.01, candle_time_frame=None, log_level=30, data_preload=True, data_delay_tolerance=None, name='backtest', allow_missing_fees=False, engine_version=None, strategy_logging=False, parameters=None, mode=ExecutionMode.backtesting, max_workers=8)[source]#

Run backtests for given decide_trades and create_trading_universe functions.

Does not load strategy from a separate .py file. Useful for running strategies directly from notebooks.

Parameters:
Returns:

tuple (State of a completely executed strategy, trading strategy universe, debug dump dict)

Return type:

Tuple[State, TradingStrategyUniverse, dict]