BacktestFuturePosition¶
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class
qf_lib.backtesting.portfolio.backtest_future_position.
BacktestFuturePosition
(ticker: qf_lib.common.tickers.tickers.Ticker)[source]¶ Bases:
qf_lib.backtesting.portfolio.backtest_position.BacktestPosition
Methods
Market value is equal to the P&L of the position
It tells us what is the total exposure of the position to the market in currency units
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total_exposure
() → float[source]¶ It tells us what is the total exposure of the position to the market in currency units
- For cash securities (Equities, Bonds, ETFs, etc)
It represents the value of the position (quantity * price)
- For margin securities (Futures, Options)
It represents Notional of the position (quantity * price * contract size)
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