Engine

class backtest_lib.engine.Engine(planner: PlanGenerator[TPlanOp], executor: PlanExecutor[TPlanOp], universe: Iterable[str])

Coordinate plan generation and execution for a universe.

The engine wires a PlanGenerator and a PlanExecutor to execute strategy decisions against a consistent security universe.

execute_strategy(strategy: Strategy, portfolio: Portfolio, market: MarketView, ctx: StrategyContext, prices: UniverseMapping) → ExecutionResult

Run a strategy once and execute its resulting plan.

Parameters:

• strategy – Strategy callable producing a decision.

• portfolio – Portfolio to update.

• market – MarketView providing historical context.

• ctx – StrategyContext passed to the strategy.

• prices – UniverseMapping of current prices used for planning.

Returns:

ExecutionResult after applying the plan.

make_engine(planner, executor, universe)

Create an engine from a planner and an executor.