BacktestResult

API documentation for tradeexecutor.backtest.backtest_runner.BacktestResult Python class in Trading Strategy framework.

class BacktestResult

Bases: object

What we have after backtest

__init__(state, strategy_universe, diagnostics_data, indicators)

Parameters:

• state (State) –

• strategy_universe (TradingStrategyUniverse) –

• diagnostics_data (dict) –

• indicators (StrategyInputIndicators) –

Return type:

None

Methods

__init__(state, strategy_universe, ...)

Attributes

state	The resulting state after the backtest run
strategy_universe	Universe we loaded
diagnostics_data	Python bag of values for internal testing
indicators	Indicators we calculated for the backtest

state: State

The resulting state after the backtest run

strategy_universe: TradingStrategyUniverse

Universe we loaded

diagnostics_data: dict

Python bag of values for internal testing

indicators: StrategyInputIndicators

Indicators we calculated for the backtest

__init__(state, strategy_universe, diagnostics_data, indicators)

Parameters:

• state (State) –

• strategy_universe (TradingStrategyUniverse) –

• diagnostics_data (dict) –

• indicators (StrategyInputIndicators) –

Return type:

None