backtest#

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

Module description#

Backtesting engine.

`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.optimiser_functions`	Functions the optimiser would be looking for.
`tradeexecutor.backtest.simulated_wallet`	On-chain balance simulator for backtesting.
`tradeexecutor.backtest.tearsheet`	Create Jupyter Notebook based report static HTML tearsheet for a strategy.