BacktestTradingSession

class qf_lib.backtesting.trading_session.backtest_trading_session.BacktestTradingSession(contract_ticker_mapper: qf_lib.backtesting.contract.contract_to_ticker_conversion.base.ContractTickerMapper, start_date, end_date, position_sizer: qf_lib.backtesting.position_sizer.position_sizer.PositionSizer, orders_filters: Sequence[qf_lib.backtesting.orders_filter.orders_filter.OrdersFilter], data_handler: qf_lib.backtesting.data_handler.data_handler.DataHandler, timer: qf_lib.common.utils.dateutils.timer.SettableTimer, notifiers: qf_lib.backtesting.events.notifiers.Notifiers, portfolio: qf_lib.backtesting.portfolio.portfolio.Portfolio, events_manager: qf_lib.backtesting.events.event_manager.EventManager, monitor: qf_lib.backtesting.monitoring.backtest_monitor.BacktestMonitor, broker: qf_lib.backtesting.broker.backtest_broker.BacktestBroker, order_factory: qf_lib.backtesting.order.order_factory.OrderFactory, frequency: qf_lib.common.enums.frequency.Frequency, backtest_result: qf_lib.backtesting.monitoring.backtest_result.BacktestResult)

Bases: qf_lib.backtesting.trading_session.trading_session.TradingSession

Encapsulates the settings and components for carrying out a backtest session. Pulls for data every day.

Methods

get_preloaded_data_checksum()	Returns the checksum value computed as a hexadecimal digest on the preloaded data bundle.
verify_preloaded_data(expected_checksum)	Verifies if the checksum computed on the preloaded data bundle is equal to the expected value.

get_preloaded_data_checksum() → str

Returns the checksum value computed as a hexadecimal digest on the preloaded data bundle.

Returns

checksum of the preloaded data bundle

Return type

str

verify_preloaded_data(expected_checksum: str)

Verifies if the checksum computed on the preloaded data bundle is equal to the expected value. In case of differences ValueError is raised.

Parameters

expected_checksum (str) – The expected checksum of the data bundle.