backtesting
Classes
Backtesting class for trading strategies using vectorbt. |
Module Contents
- class backtesting.BackTesting(model, env, backtest_config, data=None)
Backtesting class for trading strategies using vectorbt.
- Parameters:
backtest_config (trading.cli.alg.config.BackTestConfig)
data (pandas.DataFrame | None)
- model
- env
- backtest_config
- run()
Run the backtest using the provided model and environment.
- Return type:
trading.src.portfolio.portfolio.Portfolio