Getting started
Installation
Configuration
How to backtest your strategy
Create an Alpha Model based strategy
Customize your backtest
Reference
Backtest flow
Modules structure
API Reference
backtesting
alpha_model
contract
events
execution_handler
commission_models
CommissionModel
FixedCommissionModel
BpsTradeValueCommissionModel
IBCommissionModel
slippage
fast_alpha_model_tester
monitoring
order
orders_filter
portfolio
position_sizer
signals
strategies
trading_session
data_providers
containers
common
analysis
plotting
document_utils
indicators
portfolio_construction
QF Lib
backtesting
CommissionModel
CommissionModel
class
qf_lib.backtesting.execution_handler.commission_models.commission_model.
CommissionModel
[source]
Bases:
object