run_grid_search_backtest

API documentation for tradeexecutor.backtest.grid_search.run_grid_search_backtest Python function.

run_grid_search_backtest(combination, decide_trades, universe, create_indicators=None, cycle_duration=None, start_at=None, end_at=None, initial_deposit=5000.0, trade_routing=None, data_delay_tolerance=None, name=None, routing_model=None, trading_strategy_engine_version=None, cycle_debug_data=None, parameters=None, indicator_storage=None, execution_context=<ExecutionContext backtesting, unspecified engine version>, max_workers=0, ignore_wallet_errors=False)

Run a single backtest grid search/optimiser.

Parameters:

• combination (GridCombination) –

• decide_trades (tradeexecutor.strategy.strategy_module.DecideTradesProtocol | tradeexecutor.strategy.strategy_module.DecideTradesProtocol2 | tradeexecutor.strategy.strategy_module.DecideTradesProtocol4) –

• universe (TradingStrategyUniverse) –

• create_indicators (tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV1 | None) –

• cycle_duration (Optional[CycleDuration]) –

• start_at (Optional[Union[Timestamp, datetime]]) –

• end_at (Optional[Union[Timestamp, datetime]]) –

• initial_deposit (float) –

• trade_routing (Optional[TradeRouting]) –

• data_delay_tolerance (Optional[Timedelta]) –

• name (Optional[str]) –

• routing_model (Optional[str]) –

• trading_strategy_engine_version (Optional[str]) –

• cycle_debug_data (dict | None) –

• parameters (tradeexecutor.strategy.parameters.StrategyParameters | None) –

• indicator_storage (tradeexecutor.strategy.pandas_trader.indicator.IndicatorStorage | None) –

• max_workers (int) –

Return type:

GridSearchResult