BacktestTradingSession
- class qf_lib.backtesting.trading_session.backtest_trading_session.BacktestTradingSession(contract_ticker_mapper: ContractTickerMapper, start_date, end_date, position_sizer: PositionSizer, orders_filters: Sequence[OrdersFilter], data_handler: DataHandler, timer: SettableTimer, notifiers: Notifiers, portfolio: Portfolio, events_manager: EventManager, monitor: BacktestMonitor, broker: BacktestBroker, order_factory: OrderFactory, frequency: Frequency, backtest_result: BacktestResult)[source]
Bases:
TradingSession
Encapsulates the settings and components for carrying out a backtest session. Pulls for data every day.
Methods:
Returns the checksum value computed as a hexadecimal digest on the preloaded data bundle.
verify_preloaded_data
(expected_checksum)Verifies if the checksum computed on the preloaded data bundle is equal to the expected value.