BacktestTradingSessionBuilder
- class qf_lib.backtesting.trading_session.backtest_trading_session_builder.BacktestTradingSessionBuilder(settings: Settings, pdf_exporter: PDFExporter, excel_exporter: ExcelExporter)[source]
Bases:
object
Class used to build a Trading Session with all necessary elements, connections and dependencies. By default it uses the following settings:
backtest name is set to “Backtest Results”
initial cash is set to 10000000
SimulatedContractTickerMapper is used to map contracts to tickers
no commissions are introduced (FixedCommissionModel(0.0))
no slippage is introduced (PriceBasedSlippage(0.0))
SimplePositionSizer is used
- Parameters:
settings (Settings) – object containing all necessary settings, used for example for connection purposes
pdf_exporter (PDFExporter) – used to export all trading statistics to PDF
excel_exporter (ExcelExporter) – used to export trading data to Excel
Methods:
build
(start_date, end_date)Builds a backtest trading session.
set_benchmark_tms
(benchmark_tms)Sets the benchmark timeseries.
- build(start_date: datetime, end_date: datetime) BacktestTradingSession [source]
Builds a backtest trading session.
- Parameters:
start_date (datetime) – starting date of the backtest
end_date (datetime) – last date of the backtest
- Returns:
trading session containing all the necessary parameters
- Return type: