FastAlphaModelTester

class qf_lib.backtesting.fast_alpha_model_tester.fast_alpha_models_tester.FastAlphaModelTester(alpha_model_configs: Sequence[FastAlphaModelTesterConfig], tickers: Sequence[Ticker], start_date: datetime, end_date: datetime, data_provider: DataProvider, timer: Timer = None, n_jobs: int = 1, frequency: Frequency = Frequency.DAILY, start_time: Dict = None, end_time: Dict = None, close_position_at_the_end_of_day: bool = False)[source]

Bases: object

ModelTester in which portfolio construction is simulated by always following the suggested Exposures from AlphaModels. All Tickers are traded with same weights (weights are constant across time and equal to 1 / N where N is number of assets).