BacktestMonitor

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

end_of_day_update(_)

Update real time line chart with current backtest progress every fixed number of days

end_of_trading_update(_)

Saves the results of the backtest

real_time_update(_)

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)

end_of_day_update(_: datetime.datetime = None)[source]

Update real time line chart with current backtest progress every fixed number of days

end_of_trading_update(_: datetime.datetime = None)[source]

Saves the results of the backtest

real_time_update(_: datetime.datetime = None)[source]

This method will not be used by the historical backtest

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)