BacktestData

tradeexecutor.state.state.BacktestData Python class in Trading Strategy framework.

class BacktestData

Bases: object

Miscancellous data needed only for backtests.

__init__(start_at, end_at, decision_cycle_duration)

Parameters:

• start_at (datetime) –

• end_at (datetime) –

• decision_cycle_duration (CycleDuration) –

Return type:

None

Methods

__init__(start_at, end_at, ...)
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
schema(*[, infer_missing, only, exclude, ...])
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

start_at	The start of backtest period
end_at	The end of backtest period
decision_cycle_duration	What has the decision cycle duratino

start_at: datetime

The start of backtest period

end_at: datetime

The end of backtest period

decision_cycle_duration: CycleDuration

What has the decision cycle duratino

__init__(start_at, end_at, decision_cycle_duration)

Parameters:

• start_at (datetime) –

• end_at (datetime) –

• decision_cycle_duration (CycleDuration) –

Return type:

None