run_backtest

run_backtest(setup, client=None, allow_missing_fees=False, execution_test_hook=None)

Run a strategy backtest.

Loads strategy file, construct trading universe is real data downloaded with Trading Strategy client.

Parameters:

• allow_missing_fees – Legacy workaround

• setup (BacktestSetup) –

• client (Optional[Client]) –

• execution_test_hook (Optional[ExecutionTestHook]) –

Returns:

Tuple(the final state of the backtest, trading universe, debug dump)

Return type:

Tuple[State, TradingStrategyUniverse, dict]