BacktestMonitor¶
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class
qf_lib.backtesting.monitoring.backtest_monitor.
BacktestMonitor
(backtest_result: qf_lib.backtesting.monitoring.backtest_result.BacktestResult, settings: qf_lib.settings.Settings, pdf_exporter: qf_lib.documents_utils.document_exporting.pdf_exporter.PDFExporter, excel_exporter: qf_lib.documents_utils.excel.excel_exporter.ExcelExporter, monitor_settings=None, benchmark_tms: qf_lib.containers.series.qf_series.QFSeries = None)[source]¶ Bases:
qf_lib.backtesting.monitoring.abstract_monitor.AbstractMonitor
This Monitor will be used to monitor backtest run from the script. It will display the portfolio value as the backtest progresses and generate a PDF at the end. It is not suitable for the Web application
Methods
Update real time line chart with current backtest progress every fixed number of days
Saves the results of the backtest
This method will not be used by the historical backtest
record_transaction
(transaction)Save the transaction in backtest result (and in the file if set to do so)
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end_of_day_update
(_: datetime.datetime = None)[source]¶ Update real time line chart with current backtest progress every fixed number of days
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real_time_update
(_: datetime.datetime = None)[source]¶ This method will not be used by the historical backtest
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record_transaction
(transaction: qf_lib.backtesting.portfolio.transaction.Transaction)[source]¶ Save the transaction in backtest result (and in the file if set to do so)
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