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backtest-lib Python API Reference
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backtest-lib Python API Reference
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Backtest
Backtest Settings
Results
Schedule
backtest_lib.backtest.schedule.DecisionSchedule
backtest_lib.backtest.schedule.make_decision_schedule
backtest_lib.backtest.schedule.decision_schedule_factory
Decision
backtest_lib.engine.decision.Decision
backtest_lib.hold
backtest_lib.target_holdings
backtest_lib.target_weights
backtest_lib.trade
backtest_lib.reallocate
backtest_lib.combine
Market
PastView
ByPeriod
BySecurity
backtest_lib.market.Closed
Plotting
backtest_lib.market.plotting.BySecurityPlotAccessor
backtest_lib.market.plotting.ByPeriodPlotAccessor
backtest_lib.market.plotting.UniverseMappingPlotAccessor
backtest_lib.market.plotting.PastViewPlotAccessor
Axis Policy
backtest_lib.market.SecurityAxisPolicy
backtest_lib.market.PeriodAxisPolicy
Strategy
backtest_lib.strategy.context.StrategyContext
Portfolio
backtest_lib.portfolio.Portfolio
backtest_lib.portfolio.PortfolioBase
backtest_lib.portfolio.WeightedPortfolio
backtest_lib.portfolio.QuantityPortfolio
backtest_lib.portfolio.FractionalQuantityPortfolio
backtest_lib.portfolio.Cash
backtest_lib.portfolio.uniform_portfolio
backtest_lib.portfolio.cash
Engine
Decision Types
backtest_lib.engine.decision.DecisionBase
backtest_lib.engine.decision.CompositeDecision
backtest_lib.engine.decision.HoldDecision
backtest_lib.engine.decision.MakeTradeDecision
backtest_lib.engine.decision.ReallocateDecision
backtest_lib.engine.decision.TargetHoldingsDecision
backtest_lib.engine.decision.TargetWeightsDecision
backtest_lib.engine.decision.ReallocationMode
backtest_lib.engine.decision.TradeDirection
Plan
backtest_lib.engine.plan.Plan
backtest_lib.engine.plan.PlanOp
backtest_lib.engine.plan.PlanGenerator
backtest_lib.engine.plan.TradeOrder
backtest_lib.engine.plan.TargetWeightsOp
backtest_lib.engine.plan.TargetHoldingsOp
backtest_lib.engine.plan.MakeTradeOp
backtest_lib.engine.plan.ReallocateOp
backtest_lib.engine.plan.TargettingOp
Execute
backtest_lib.engine.execute.PlanExecutor
backtest_lib.engine.execute.ExecutionResult
backtest_lib.engine.execute.CostBreakdown
backtest_lib.engine.execute.Trades
backtest_lib.engine.execute.NO_COST
backtest_lib.engine.make_engine
Universe
backtest_lib.universe.Universe
backtest_lib.universe.PastUniversePrices
backtest_lib.universe.universe_mapping.UniverseMapping
backtest_lib.universe.vector_mapping.VectorMapping
backtest_lib.universe.vector_ops.VectorOps
backtest-lib Python API Reference
Market
PastView
backtest_lib.market.Closed
backtest_lib.market.Closed
#
class
backtest_lib.market.
Closed
(
*
values
)
#
Bases:
StrEnum
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