FastAlphaModelTester

class qf_lib.backtesting.fast_alpha_model_tester.fast_alpha_models_tester.FastAlphaModelTester(alpha_model_configs: Sequence[qf_lib.backtesting.fast_alpha_model_tester.fast_alpha_models_tester.FastAlphaModelTesterConfig], tickers: Sequence[qf_lib.common.tickers.tickers.Ticker], start_date: datetime.datetime, end_date: datetime.datetime, data_handler: qf_lib.backtesting.fast_alpha_model_tester.fast_data_handler.FastDataHandler, timer: qf_lib.common.utils.dateutils.timer.SettableTimer, n_jobs: int = 1)

Bases: object

ModelTester in which portfolio construction is simulated by always following the suggested Exposures from AlphaModels. All Tickers are traded with same weights (weights are constant across time).