backtest#

API documentation for tradeexecutor.backtest Python module in Trading Strategy.

Module description#

Backtesting engine.

Submodules#

tradeexecutor.backtest.backtest_execution

Execution model where trade happens directly on Uniswap v2 style exchange.

tradeexecutor.backtest.backtest_generic_router

tradeexecutor.backtest.backtest_module

Run backtest for a single strategy module.

tradeexecutor.backtest.backtest_pricing

tradeexecutor.backtest.backtest_routing

Find routes between historical pairs.

tradeexecutor.backtest.backtest_runner

tradeexecutor.backtest.backtest_sync

tradeexecutor.backtest.backtest_valuation

tradeexecutor.backtest.data_preload

Backtesting dataset load progress baring.

tradeexecutor.backtest.grid_search

Perform a grid search ove strategy parameters to find optimal parameters.

tradeexecutor.backtest.legacy_backtest_sync

Old backtest wallet top up code.

tradeexecutor.backtest.notebook

Legacy notebook output modes.

tradeexecutor.backtest.optimiser

Machine learning based optimiser for the strategy parameters.

tradeexecutor.backtest.simulated_wallet

On-chain balance simulator for backtesting.

tradeexecutor.backtest.tearsheet

Create Jupyter Notebook based report static HTML tearsheet for a strategy.