BacktestData#

tradeexecutor.state.state.BacktestData Python class in Trading Strategy framework.

class BacktestData[source]#

Bases: object

Miscancellous data needed only for backtests.

__init__(start_at, end_at, decision_cycle_duration)#
Parameters:
Return type:

None

Methods

__init__(start_at, end_at, ...)

from_dict(kvs, *[, infer_missing])

from_json(s, *[, parse_float, parse_int, ...])

schema(*[, infer_missing, only, exclude, ...])

to_dict([encode_json])

to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

start_at

The start of backtest period

end_at

The end of backtest period

decision_cycle_duration

What has the decision cycle duratino

start_at: datetime#

The start of backtest period

end_at: datetime#

The end of backtest period

decision_cycle_duration: CycleDuration#

What has the decision cycle duratino

__init__(start_at, end_at, decision_cycle_duration)#
Parameters:
Return type:

None