QF Lib

2.2.1

Getting started

Installation
Configuration
How to backtest your strategy
Create an Alpha Model based strategy
Customize your backtest

Reference

Backtest flow
Modules structure

API Reference

backtesting
data_providers
containers
common
analysis
plotting
document_utils
indicators
portfolio_construction

QF Lib

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backtesting »
MarketOnCloseOrder
Edit on GitHub

MarketOnCloseOrder¶

class qf_lib.backtesting.order.execution_style.MarketOnCloseOrder[source]¶: Bases: qf_lib.backtesting.order.execution_style.ExecutionStyle

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