BacktestFuturePosition
- class qf_lib.backtesting.portfolio.backtest_future_position.BacktestFuturePosition(ticker: Ticker)[source]
Bases:
BacktestPosition
Methods:
Market value is equal to the P&L of the position
It tells us what is the total exposure of the position to the market in currency units
- total_exposure() float [source]
It tells us what is the total exposure of the position to the market in currency units
- For cash securities (Equities, Bonds, ETFs, etc)
It represents the value of the position (quantity * price)
- For margin securities (Futures, Options)
It represents Notional of the position (quantity * price * contract size)