BacktestSignalsRegister¶

class qf_lib.backtesting.signals.backtest_signals_register.BacktestSignalsRegister[source]¶

Bases: qf_lib.backtesting.signals.signals_register.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() → qf_lib.containers.dataframe.qf_dataframe.QFDataFrame [source]¶

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: qf_lib.common.tickers.tickers.Ticker, alpha_model=None) → qf_lib.containers.series.qf_series.QFSeries [source]¶

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[qf_lib.backtesting.signals.signal.Signal])[source]¶: Add the provided signals to the list of all cached signals.