BacktestReporter#

API documentation for tradeexecutor.backtest.report.BacktestReporter Python class in Trading Strategy framework.

class BacktestReporter[source]#

Bases: object

Shared between host environment and IPython report notebook.

  • A helper class to pass data in the notebook report generation context using temporary files.

  • Files are written by the host system after running the backtest

  • Files are passed as absolute paths in the first notebook cell that is modified before the notebook is executed

__init__(state, universe)[source]#

To write a report we need to inputs

Parameters:

  • state (State) – State that is the resulting trades that were made

  • universe (TradingStrategyUniverse) – Trading universe where the results where traded

Methods

__init__(state, universe)

To write a report we need to inputs

get_state()

get_universe()

setup_report(parameters)

Set-up notebook side reporting.
__init__(state, universe)[source]#

To write a report we need to inputs

Parameters:

  • state (State) – State that is the resulting trades that were made

  • universe (TradingStrategyUniverse) – Trading universe where the results where traded

classmethod setup_report(parameters)[source]#

Set-up notebook side reporting.

  • Output formatting

  • Reading data from the host instance

Return type:

BacktestReporter