# Copyright 2016-present CERN – European Organization for Nuclear Research
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from datetime import datetime
from typing import List
from qf_lib.backtesting.signals.signals_register import SignalsRegister
from qf_lib.backtesting.portfolio.portfolio import Portfolio
from qf_lib.backtesting.portfolio.transaction import Transaction
[docs]class BacktestResult:
"""
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
"""
def __init__(self, portfolio: Portfolio, signals_register: SignalsRegister, backtest_name: str = None,
start_date: datetime = None, end_date: datetime = None, initial_risk: float = None):
self.portfolio = portfolio
self.signals_register = signals_register
self.backtest_name = backtest_name
self.start_date = start_date
self.end_date = end_date
self.initial_risk = initial_risk
self.transactions = [] # type: List[Transaction]