TraditionalBacktester#
- class swordfish.plugins.backtest.TraditionalBacktester(engine_name, strategy_cls, config, security_reference=None)#
- Parameters:
engine_name (String)
strategy_cls (Type[T])
config (Dictionary)
security_reference (Table)
- final append_data(data)#
Insert market data to execute a strategy backtest.
- Parameters:
data (_type_) – A table containing market data as input.
- final append_end()#
Insert end marker to indicate the end of market data.
- property context_dict#
Return the logical context.
- property universe#
Set the symbol pool for the engine.
- property config: Dictionary#
Return the backtest configuration.