trader.backtest package

Submodules

• trader.backtest.engine module
  • BacktestConfig
    • BacktestConfig.starting_capital
    • BacktestConfig.slippage_bps
    • BacktestConfig.position_fraction
  • BacktestResult
    • BacktestResult.symbol
    • BacktestResult.strategy_id
    • BacktestResult.starting_value
    • BacktestResult.ending_value
    • BacktestResult.total_return_pct
    • BacktestResult.max_drawdown_pct
    • BacktestResult.win_count
    • BacktestResult.loss_count
    • BacktestResult.benchmark_ending_value
    • BacktestResult.benchmark_return_pct
    • BacktestResult.trades
    • BacktestResult.excess_return_pct
  • SimulatedTrade
    • SimulatedTrade.entry_at
    • SimulatedTrade.entry_price
    • SimulatedTrade.quantity
    • SimulatedTrade.exit_at
    • SimulatedTrade.exit_price
    • SimulatedTrade.pnl
  • run_backtest()
• trader.backtest.metrics module
  • buy_and_hold()
  • max_drawdown_pct()
  • total_return_pct()
  • win_loss()