BacktestSignalsRegister

class qf_lib.backtesting.signals.backtest_signals_register.BacktestSignalsRegister

Bases: SignalsRegister

In memory implementation of Signals Register.

Methods:

get_signals()	Returns a QFDataFrame with all generated signals.
get_signals_for_ticker(ticker[, alpha_model])	Returns a QFSeries with all generated signals for the given ticker.
save_signals(signals)	Add the provided signals to the list of all cached signals.

get_signals() → QFDataFrame

Returns a QFDataFrame with all generated signals. The columns names consist of ticker names (in the following form: NameOfTicker@Model) and the rows are indexed by the time of signals generation (Signal objects do not store the timestamp).

Returns:

QFDataFrame with all generated signals

Return type:

QFDataFrame

get_signals_for_ticker(ticker: Ticker, alpha_model=None) → QFSeries

Returns a QFSeries with all generated signals for the given ticker. In case of a future ticker, it returns signals that were generated for any specific ticker, that belongs to the futures chain.

Parameters:

• ticker (Ticker) – ticker for which the data frame should be generated

• alpha_model – alpha model for which the generated signals should be returned (it checks whether the name of the alpha model matches the one in the signals using the str function)

Returns:

QFDataFrame with all generated signals

Return type:

QFDataFrame

save_signals(signals: List[Signal])

Add the provided signals to the list of all cached signals.