BacktestResult

class qf_lib.backtesting.monitoring.backtest_result.BacktestResult(portfolio: Portfolio, signals_register: SignalsRegister, backtest_name: Optional[str] = None, start_date: Optional[datetime] = None, end_date: Optional[datetime] = None, initial_risk: Optional[float] = None)[source]

Bases: object

BacktestResult is a class providing simple data model containing information about the backtest: for example it contains a portfolio with its timeseries and trades. It can also gather additional information